86 results about "Price fluctuation" patented technology

A methodology including a concept, a process and a program for optimizing the return of an investment portfolio are disclosed. Pre-selected stocks are swapped in function of their inter-related price fluctuations. As soon as a stock rises more than say 15% compared to other stocks, half of it is sold to acquire the cheaper shares. By doing so systematically for all possible stock combinations, the number of shares increase gradually and eventually their values, as compared to a classic buy-and-hold strategy or a global index. The process includes a mechanism that creates and exploits multiple stock combinations, growing sharply with the number of stocks held. A spreadsheet traces actual share-price correlation and manages the portfolio, starting from a buy and hold strategy, applying a buy-low and sell-high tactic, and containing risk through build-in stops. Thereby an adapted stock screening program is provided, enabling to construct a diversified portfolio with correctly priced, good value stocks.

A system for correctly evaluating price distribution and risk distribution for a financial product or its derivatives introduces a probability density function generated with a Boltzmann model at a higher accuracy than the Gaussian distribution for a probability density. The system has an initial value setup unit and an evaluation condition setup unit. Initial values include at least one of price, price change rate, and price change direction of a financial product. The evaluation conditions include at least time steps and a number of trials. A Boltzmann model analysis unit receives the initial values and the evaluation conditions, and repeats simulations of price fluctuation, based on the Boltzmann model using a Monte Carlo method. A velocity / direction distribution setup unit supplies probability distributions of the price, price change rate, and price change direction for the financial product to the Boltzmann model analysis unit. A random number generator for a Monte Carlo method is employed in the analysis by the Boltzmann model, and an output unit displays the analysis result. A dealing system applies the financial Boltzmann model to option pricing, and reproduces the characteristics of Leptokurcity and Fat-tail by a linear Boltzmann equation to define risk-neutral and unique probability measures. Consequently, option prices can be evaluated in a risk-neutral and unique manner, taking into account Leptokurcity and Fat-tail of a price change distribution.

A method of creating a price prediction model that forecasts short-term price fluctuations in financial instruments by collecting, analyzing and classifying financial news for a financial instrument into categories. Distributions for the changes in price of the financial instrument for a set period of time and distributions for the changes in price of the financial instrument as a result of the financial news for each news category for a set period of time are then obtained. If the distributions for the changes in price of the financial instrument are statistically significantly different than the distributions for the changes in price of the financial instrument for a particular news category, and the mean for the change in price is greater or less than zero, a signal is produced indicating the trading action that should be taken for the financial instrument.