Patent ID: 8577775

Claim:
A computer-implemented method of evaluating a relationship between a first investment and a second investment, the method comprising: generating, using a computer, a first deal code record comprising identifications of a first position as a primary position for a first investment and a second position as a hedge position for the first investment; storing, using a computer, the first deal code record in a database; generating, using a computer, a second deal code record comprising identifications of a primary position for a second investment and a hedge position for the second investment; storing, using a computer, the second deal code record in the database; querying, using a computer, for performance data over historical periods regarding the positions in the first and second deal code records; determining, using a computer, whether combined performance data regarding the first deal code record during each historical period exceeds a profit and loss threshold value; determining, using a computer, whether combined performance data regarding the second deal code record during each historical period exceeds the threshold value; determining, using a computer, a qualifying number of historical periods in which both the first and second deal code records demonstrate combined performance data that exceeds the threshold value; determining, using a computer, a relationship between the first deal code record and the second deal code record based at least on the number of qualifying historical periods, wherein a relation value based on an extent of the relationship is calculated, using a computer, by subtracting a first value from a second value to obtain a third value, and dividing the third value by the total number of qualifying historical periods, the first value is a number of qualifying historical periods that combined performance data regarding the first deal code record indicates a change in the same direction as combined performance data regarding the second deal code record, and the second value is a number of qualifying historical periods that combined performance data regarding the first deal code record indicates a change in an opposite direction from combined performance data regarding the second deal code record; and displaying, using a computer, an indication that represents the relationship.