Patent ID: 8442891

Claim:
A method of obtaining predicted future market data for a primary market using a computer comprising a neural network, the method comprising the steps of: processing training data inputted to the neural network until the neural network is trained to generate predictive output data that is close to the actual market data for the primary market, the training data comprising market data for at least one key intermarket of the primary market, market data for at least one general intermarket of the primary market, and market data for at least one predictive intermarket of the primary market, wherein (i) the at least one key market comprises at least one market known to have the most influence on the supply/demand outcome of the primary market, is selected from a first pool of intermarkets, and is removed from the first pool of intermarkets to yield a second pool of intermarkets; (ii) the at least one general intermarket comprises the market in the second pool that best correlates with the primary market, is selected from the second pool of intermarkets, and is removed from the second pool of intermarkets to yield a third pool of intermarkets; (iii) and the at least one predictive intermarket comprises the market in the third pool of intermarkets whose price activity most closely leads that of the primary market; using the trained neural network to process market data for the primary market inputted to the trained neural network to obtain predicted future market data for the primary market; and outputting the predicted future market data from the trained neural network.