Patent ID: 7539642

Claim:
A computer-implemented method for repurchasing a corporate stock at a price below a Volume Weighted Average Price (VWAP), comprising executing computer program instructions by one or more processors for: determining a VWAP for a trading period; determining that the VWAP of the trading period is greater than a last closing price of the trading period; dividing a mathematical difference between the VWAP and the last closing price by a weighting factor to derive a purchase strength factor, wherein the weighting factor is determined by calculating a plurality of gap values based upon a mathematical difference between an average stock price and a closing price for each of a plurality of prior time periods within a historical trading window of time, identifying a predetermined number of largest gap values from the plurality of gap values, and then averaging the predetermined number of largest gap values to determine the weighting factor; multiplying the purchase strength factor and a predetermined number of shares to derive a buyback number of shares; and generating a request to purchase the buyback number of shares of the corporate stock.