APPARATUS AND METHOD FOR PROCESSING MARKET DATA
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United States of America Patent
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Issued Date -
Apr 24, 2014
app pub date -
Oct 18, 2012
filing date -
Oct 18, 2012
priority date (Note) -
Abandoned
status (Latency Note)
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Abstract
An apparatus, method and non-transitory computer-readable storage medium for processing market data. The apparatus may comprise a risk analyzer arranged to access a first set of time-series market data from a data source and to process said first set of time-series market data to generate data indicative of a risk category. The apparatus may also have a trend analyzer arranged to access said data indicative of a risk category determined by the risk analyzer and to output a value of a market indicator based on a second set of time-series market data. The trend analyzer may be arranged to determine the value of the market indicator using an output of a set of filters and the set of filters may be selected by the trend analyzer according to said data indicative of a risk category.
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