Patent ID: 7765134

Claim:
A method for determining implied market information in an electronic market environment, the method comprising: selecting by a computing device a first tradable object; generating by the computing device a plurality of identity vectors, each identity vector representing a different tradable object of a plurality of tradable objects related to the first tradable object, wherein the plurality of tradable objects includes the first tradable object, and wherein each identity vector is of a dimension equal to a number of tradable objects in the plurality of tradable objects; generating by the computing device a plurality of definition vectors, each definition vector representing a strategy market comprising two or more of the plurality of tradable objects, wherein each definition vector is of a dimension equal to the number of tradable objects in the plurality of tradable objects; determining by the computing device a plurality of market combinations associated with the plurality of tradable objects, wherein each of the plurality of market combinations represents the first tradable object, wherein each market combination is expressed as a market combination vector of a dimension equal to the number of tradable objects in the plurality of tradable objects, and wherein each market combination vector is a sum of at least two vectors from the identity vectors and the definition vectors corresponding to at least two tradable objects associated with the market combination; and determining by the computing device implied market information for the first tradable object using the plurality of market combinations.