PREDICTING A FUTURE PRICE RANGE FOR A DESIRED VOLUME

The present invention provides methods and apparatus, including computer program products, to predict a future price range for a desired volume of a traded item. This includes determining a price range based on a set of historical transactions having a comparison volume corresponding to the desired...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: CHITALEY, ANI, GORUR, ARUN S, DELISLE, ANTHONY
Format: Patent
Sprache:eng ; fre
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Beschreibung
Zusammenfassung:The present invention provides methods and apparatus, including computer program products, to predict a future price range for a desired volume of a traded item. This includes determining a price range based on a set of historical transactions having a comparison volume corresponding to the desired volume of the traded item. It may also include selecting transaction s from historical transaction data to generate the set of historical transactions. It may also include selecting historical transactions such tha t the set of historical transactions has a total volume substantially equal to the comparison volume. It may also include selecting historical transactions such that the set of historical transactions has a total volume greater than the comparison volume and selectively removing one or more historical transactions from the set of historical transactions until the set of historical transactions has a total volume substantially equal to the comparison volume.