Abstract: An automated information search, retrieval and reporting system, and more particularly, a system designed for the historical backtesting of financial market positions, for example, the simulation of the execution of derivative trading strategies. A user accesses data in a market information database via user interface by submitting queries in a near natural language format that define a desired derivative trading strategy with respect to one or more tradable securities. Historical daily price information about securities and derivatives are gathered and combined in a single location. Derivative relative data is created from the historical information and stored as a continuous historical series, wherein the derivative relative data is derived from each derivative's relative position to the underlying instrument with respect to price and date information.
Type:
Application
Filed:
June 16, 2009
Publication date:
June 17, 2010
Applicant:
Logical Information Machines, Inc.
Inventors:
Anthony D. Kolton, Gene J. Koziarz, Peter Gibbons Burke, JR., Stephen A. Longo
Abstract: A computerized data retrieval system, especially for commodity price information databases, having a windowing system which aids a user in creating and revising formal search language queries, a database searching engine responsive to such queries, means to generate and format results in both textual and graphic reports, and a capacity for echoing a formal search language query to a display in a near-natural language format for easy comprehension by the user as the query is constructed using the windowing system. The system has facilities for including domain knowledge in a query, such as market knowledge of calendar events, national holidays, triple-witching hours, and option contract expiration dates. The system has additional facilities that permit a user to include more fundamental domain knowledge, such as dates of political elections, date of issuance and value of company earning reports, the consumer price index, and so on.
Type:
Grant
Filed:
December 30, 1996
Date of Patent:
July 7, 1998
Assignee:
Logical Information Machines, Inc.
Inventors:
Anthony D. Kolton, Ruben A. Gamboa, Danette S. Chimenti
Abstract: A computerized data retrieval system, especially for commodity price information databases, having a windowing system which aids a user in creating and revising formal search language queries, a database searching engine responsive to such queries, means to generate and format results in both textual and graphic reports, and a capacity for echoing a formal search language query to a display in a near-natural language format for easy comprehension by the user as the query is constructed using the windowing system. The system has facilities for including domain knowledge in a query, such as market knowledge of calendar events, national holidays, triple-witching hours, and option contract expiration dates. The system has additional facilities that permit a user to include more fundamental domain knowledge, such as dates of political elections, date of issuance and value of company earning reports, the consumer price index, and so on.
Type:
Grant
Filed:
February 22, 1995
Date of Patent:
December 31, 1996
Assignee:
Logical Information Machines, Inc.
Inventors:
Anthony D. Kolton, Ruben A. Gamboa, Danette S. Chimenti
Abstract: A computerized data retrieval system, especially for commodity price information databases, having a windowing system which aids a user in creating and revising formal search language queries, a database searching engine responsive to such queries, means to generate and format results in both textual and graphic reports, and a capacity for echoing a formal search language query to a display in a near-natural language format for easy comprehension by the user as the query is constructed using the windowing system. The system has facilities for including domain knowledge in a query, such as market knowledge of calendar events, national holidays, triple-witching hours, and option contract expiration dates. The system has additional facilities that permit a user to include more fundamental domain knowledge, such as dates of political elections, date of issuance and value of company earning reports, the consumer price index, and so on.
Type:
Grant
Filed:
June 11, 1992
Date of Patent:
May 9, 1995
Assignee:
Logical Information Machine
Inventors:
Anthony D. Kolton, Ruben A. Gamboa, Danette S. Chimenti