Patent ID: 8036971

Claim:
A machine-implemented method comprising steps of: receiving first input that specifies a market instrument; receiving second input that specifies one or more parameters for one or more date set computers that are associated with the market instrument; receiving a first time series from a data repository, wherein the first time series is a sequence of data values associated with the market instrument; determining a set of time periods, during which one or more market conditions existed for the market instrument, by applying the one or more date set computers based on the first time series and the one or more parameters, wherein when applied the one or more date set computers return the set of time periods, wherein the one or more parameters define the one or more market conditions which include one or more of: a trending condition which indicates that the first time series is trending up or down, an above/below condition which indicates that the first time series is above or below a certain threshold, and a peaks/troughs condition which indicates peaks or troughs in the first time series; wherein each of the one or more date set computers comprises a set of instructions which, when executed by one or more processors, cause the one or more processors to examine the first time series and to determine one or more of the set of time periods during which the one or more market conditions existed for the market instrument; wherein the set of time periods comprises: a set of date ranges, wherein each date range of the set of date ranges includes a start date and an end date; or a set of specific dates; and displaying a set of graphical representations that respectively correspond to the set of time periods overlaid on a graphical representation of the first time series in a graphical user interface, wherein the set of graphical representations indicate the set of time periods and the one or more market conditions which existed for the market instrument during the set of time periods; wherein the steps of the method are performed by one or more computer systems.