Unlock instant, AI-driven research and patent intelligence for your innovation.

System and method using trading value for weighting instruments in an index

A technology of transaction value and tools, applied in the field of performance systems, to solve problems affecting investment decisions, etc.

Inactive Publication Date: 2006-04-12
黄志伟
View PDF0 Cites 3 Cited by
  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

However, the ability to monitor market trends that depend on volume affects investment decisions

Method used

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
View more

Image

Smart Image Click on the blue labels to locate them in the text.
Viewing Examples
Smart Image
  • System and method using trading value for weighting instruments in an index
  • System and method using trading value for weighting instruments in an index
  • System and method using trading value for weighting instruments in an index

Examples

Experimental program
Comparison scheme
Effect test

Embodiment approach

[0027] TradingValue = (unit price) × (quantity)

[0028] Among them, the unit price 20 (unit price) is defined as the currency value of each stock traded within a specified time, and the trading volume 10 (quantity) is defined as the total number of stocks traded within the specified time. In another embodiment of the invention, the cumulative transaction value 40 for a specific time interval may be obtained. For example, by calculating the sum of all trade values ​​40 per trade day associated with a particular trade instrument, the trade value 40 for each trade day for that instrument can be obtained. More precisely, the trade value 40 for each trading day can be obtained using the following equation:

[0029]

[0030] Wherein, it can be understood that the transaction value of each trading day is the sum of all transaction values ​​40 of a specific trading day. It should be understood that in this example the interval [i, j] gives a number of moments in the trading ...

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to View More

PUM

No PUM Login to View More

Abstract

A system and method is disclosed for measuring performance of trading instruments within a market. More specifically, the system comprises a data receiving device that is adapted to receive data and a processor in communication with the data receiving device. The data includes monetary value of shares of each of at least two instruments traded during a particular time period data and volume of the shares of each of the at least two instruments traded over said particular time period data. The processor is adapted to provide the functions of multiplying the monetary value of shares of each of the at least two instruments with the volume of shares of each of the at least two instruments to determine a trading value of each of the at least two instruments for the particular time period. The processor is also adapted to provide the function of creating an index based in part on the trading value of each of the at least two instruments.

Description

[0001] related application [0002] This application is serial number 90 / 970,736, dated October 3, 2001, and entitled "System and Method For Measuring Performance Of Trading Instruments Within A Market" Part of the co-pending application continues to apply. technical field [0003] The present invention relates to systems and methods for evaluating the performance of trading instruments within a marketplace. More specifically, the present invention relates to systems and methods for calculating weights for indices using transaction values. Background technique [0004] Forecasts with the best attainable accuracy are critical in many applications in economics, marketing, supply chain management, and financial markets. Investors often turn to theory and complex calculations to predict the behavior of a particular market. Accordingly, the purpose of forecasting, forecasting or evaluation is to generate publicly traded securities or instruments (e.g., stocks, bonds, currenci...

Claims

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to View More

Application Information

Patent Timeline
no application Login to View More
IPC IPC(8): G06Q40/00G06F
CPCG06Q40/02G06Q40/06G06Q40/04
Inventor 黄志伟
Owner 黄志伟