Patent Document ID: 7680718
Application ID: 11476895
Patent Flag: 1

Claim One:
1. A computer implemented method of detecting an abnormal condition of a security traded on an exchange, said method comprising the steps of: receiving on a computer in real-time data from a remote data source via a digital communications link including a value of a first variable related to a condition of a first security; estimating with a computer the value of the first variable based on historical market data for the first security; calculating with a computer a first analytic metric based on a relationship between the value obtained by real-time monitoring and the value obtained by estimating; retrieving with a computer a plurality of values of the first variable related to the condition of each of a plurality of securities in a peer group of the first security; estimating with a computer a plurality of values of the first variable based on historical market data for each of the plurality of securities in the peer group; calculating with a computer an empirical distribution of analytic metrics for the peer group, wherein the analytic metrics are based on relationships between the values of the first variable retrieved for members of the peer group and the values obtained by estimating; comparing with a computer the first analytic metric for the first security with the empirical distribution of analytic metrics for the peer group to determine whether the condition of the first security is abnormal; and displaying on a computer display an indicator reflective of abnormality in the condition of the first security.