Apparatus and method for assessing market conditions

G - Physics – 06 – Q

Patent

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G06Q 30/00 (2006.01)

Patent

CA 2431503

An apparatus and method for assessing market conditions, or for analyzing of other parameters that appear to fluctuate randomly, compare the changing conditions to the changes that would be predicted by Brownian Motion. If the changes exceed those predicted by Brownian Motion, a trend is considered to exist and can be expected to continue, while if the changes are less than those predicted by Brownian Motion, then a congestion condition exists. If enough measurements are taken, it may be possible to predict how long the trend or congestion will last. Preferably, the computation necessary to analyze the data on the condition being monitored is distributed among computers of subscribers to the monitoring service.

L'invention concerne un appareil et un procédé permettant d'évaluer les conditions du marché ou d'analyser d'autres paramètres apparemment soumis à des fluctuations aléatoires. On procède à la comparaison suivante: évolution des conditions, d'une part, et évolution prévisible à travers le mouvement brownien. Si l'évolution des conditions est plus importante que l'évolution prévisible à travers le mouvement brownien, on considère qu'une tendance se dessine et que la persistance de cette tendance peut être envisagée. Dans le cas contraire, on conclut à l'existence d'un état d'engorgement. Si des mesures sont effectuées en quantité suffisante, il est possible de prévoir la durée de la tendance ou celle de l'engorgement. De préférence, les opérations de calcul liées à l'analyse des données concernant les conditions dont l'évaluation est en cours sont distribuées entre les ordinateurs des abonnés du service d'évaluation.

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