Patent ID: 8200569

Claim:
A method implemented in a computing environment for testing searches for identifying option investments using historical data comprising: creating at a computer a repository of historical option data, said historical option data comprising financial market data received from at least one data source and values derived from said financial market data for a set of searchable option parameters, the financial data and values derived from the financial market data reflecting market conditions on each of a plurality of days in the past; receiving at a computer user defined search criteria for performing a search for option investments using the repository of historical option data, the user defined search criteria specifying an option strategy type defining a type of option investment that the search is intended to identify, identifying values for a plurality of the set of searchable option parameters defining characteristics for an option investment that the search is intended to identify, and specifying that the search be performed under market conditions as existed at a particular date in the past; searching at a computer the repository of historical option data for option investments satisfying the user defined search criteria; and transmitting a list of option investments satisfying the user defined search criteria, the list comprising option investments of the identified type and having the defined characteristics.