System and method for generating real-time indicators in a trading list or portfolio

A system and method for detecting an abnormal trading condition of a security uses real-time and estimated values of one or more variables associated with the condition of the security to generate one or more analytic metrics that are compared to empirical distributions based on one or more peer gro...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Brandes, Yossef, Domowitz, Ian, Borkovec, Milan, Yang, Jian, Sinclair, Robert D, Serbin, Vitaly
Format:	Patent
Sprache:	eng
Online-Zugang:	Volltext bestellen
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