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.

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.

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.