Systems and methods for structuring and analyzing data
Systems and methods for structuring and analyzing data are described herein. Raw data based on a plurality of transactions may be received and structured into structured data based on a first data structure that defines one or more transactions. The first data structure may comprise a plurality of first sub-structures that each may include variables representing execution date, strike price, spot price, quantity, and transaction type for each transaction. The structured data may be compared with a plurality of templates. Each template may be defined by a second data structure comprising a plurality of second sub-structures that include a template type variable and transaction type sub-structures comprising variables representing a transaction type, quality, and strike price data. One or more templates most likely correlating to respective patterns reflected by the structured data are selected. Enriched data generated based on the structured data and identified templates is presented.
1 . A method for presenting enriched data, the method comprising:
receiving raw data based on a plurality of transactions;
structuring the raw data into structured data based on a first data structure, the first data structure defining one or more transactions, wherein the first data structure comprises a plurality of respective first sub-structures, wherein the plurality of first sub-structures comprises:
an execution date variable,
a strike price variable,
a spot price variable,
a quantity variable, and
a transaction type variable;
comparing the structured data with a plurality of templates, wherein each template of the plurality of templates is defined by a second data structure that comprises a plurality of respective second sub-structures, wherein the plurality of second sub-structures comprises:
a template type variable,
one or more transaction type sub-structures comprising:
a transaction type variable,
a quantity variable, and
a strike price data variable;
identifying one or more templates of the plurality of templates that most likely correlate to respective patterns reflected by the structured data;
generating enriched data based on the structured data and on the identified one or more templates; and
providing a first presentation of the structured data with respect to at least one of the identified one or more templates, wherein the first presentation comprises at least some of the enriched data; and
providing a second presentation reflecting a strategy associated with another of the plurality of templates different from the at least one of the one or more identified templates.
2 . The method of claim 1 , wherein the enriched data comprises at least one of: interpolated data; projection data indicating expected performance of the identified one or more templates in the future; performance data indicating a performance of respective strategies associated with at least one of the identified one or more templates; or comparative data indicating a comparison of strategies associated with templates of the plurality of templates.
3 . The method of claim 2 , wherein the second data structure further comprises one or more functions for generating at least one of the interpolated data, the projection data, the performance data, or the comparative data.
4 . The method of claim 1 , wherein the second data structure further comprises one or more functions for generating at least some of the enriched data.
5 . The method of claim 1 , wherein the plurality of second sub-structures further comprises at least one of:
a volatility type variable,
a time erosion variable, or
a risk variable.
6 . The method of claim 1 , wherein the one or more transaction type sub-structures further comprises at least one of:
an expiration date variable,
an underlying transaction asset variable,
a relative strike price variable, or
a premium paid variable.
7 . A method for presenting enriched data, the method comprising:
receiving raw data based on a plurality of transactions, wherein each of the plurality of transactions is associated with a respective option transaction for an underlying asset;
structuring the raw data into structured data based on a first data structure, the first data structure defining one or more transactions, wherein the first data structure comprises a plurality of respective first sub-structures, wherein the plurality of first sub-structures comprises:
an execution date variable,
a strike price variable,
a spot price variable,
a quantity variable, and
a transaction type variable;
comparing the structured data with a plurality of templates, wherein each template of the plurality of templates is defined by a second data structure that comprises a plurality of respective second sub-structures, wherein the plurality of second sub-structures comprises:
a template type variable,
one or more transaction type sub-structures comprising:
a transaction type variable,
a quantity variable, and
a strike price data variable;
identifying one or more templates of the plurality of templates that most likely correlate to respective patterns reflected by the structured data;
generating enriched data based on the structured data and on the identified one or more templates; and
providing a presentation of the structured data with respect to at least one of the identified one or more templates, wherein the presentation comprises at least some of the enriched data.
8 . The method of claim 7 , wherein the enriched data comprises at least one of: interpolated data; projection data indicating expected performance of the identified one or more templates in the future; performance data indicating a performance of respective strategies associated with at least one of the identified one or more templates; or comparative data indicating a comparison of strategies associated with templates of the plurality of templates.
9 . The method of claim 8 , wherein the second data structure further comprises one or more functions for generating at least one of the interpolated data, the projection data, the performance data, or the comparative data.
10 . The method of claim 7 , wherein the second data structure further comprises one or more functions for generating at least some of the enriched data.
11 . A method for presenting enriched data, the method comprising:
receiving raw data based on a plurality of transactions;
structuring the raw data into structured data based on a first data structure, the first data structure defining one or more transactions, wherein the first data structure comprises a plurality of respective first sub-structures, wherein the plurality of first sub-structures comprises:
an execution date variable,
a strike price variable,
a spot price variable,
a quantity variable, and
a transaction type variable;
comparing the structured data with a plurality of templates, wherein each template of the plurality of templates is defined by a second data structure that comprises a plurality of respective second sub-structures, wherein the plurality of second sub-structures comprises:
a template type variable,
one or more transaction type sub-structures comprising:
a transaction type variable,
a quantity variable, and
a strike price data variable;
identifying one or more templates of the plurality of templates that most likely correlate to respective patterns reflected by the structured data, wherein each of the identified one or more templates is associated with a respective option position strategy;
generating enriched data based on the structured data and on the identified one or more templates; and
providing a presentation of the structured data with respect to at least one of the identified one or more templates, wherein the presentation comprises at least some of the enriched data.
12 . The method of claim 11 , wherein each of the one or more transaction type sub-structures for each of the identified one or more templates corresponds to a respective option transaction, wherein each of the option transactions is associated with an underlying asset.
13 . The method of claim 11 , wherein the enriched data comprises at least one of: interpolated data; projection data indicating expected performance of the identified one or more templates in the future; performance data indicating a performance of respective strategies associated with at least one of the identified one or more templates; or comparative data indicating a comparison of strategies associated with templates of the plurality of templates.
14 . The method of claim 13 , wherein the second data structure further comprises one or more functions for generating at least one of the interpolated data, the projection data, the performance data, or the comparative data.
15 . The method of claim 11 , wherein the second data structure further comprises one or more functions for generating at least some of the enriched data.
16 . A system for presenting enriched data, the system comprising:
input/output circuitry configured to:
receive raw data based on a plurality of transactions;
control circuitry configured to:
structure the raw data into structured data based on a first data structure, the first data structure defining one or more transactions, wherein the first data structure comprises a plurality of respective first sub-structures, wherein the plurality of first sub-structures comprises:
an execution date variable,
a strike price variable,
a spot price variable,
a quantity variable, and
a transaction type variable;
compare the structured data with a plurality of templates, wherein each template of the plurality of templates is defined by a second data structure that comprises a plurality of respective second sub-structures, wherein the plurality of second sub-structures comprises:
a template type variable,
one or more transaction type sub-structures comprising:
a transaction type variable,
a quantity variable, and
a strike price data variable;
identify one or more templates of the plurality of templates that most likely correlate to respective patterns reflected by the structured data; and
generate enriched data based on the structured data and on the identified one or more templates; and
wherein the input/output circuitry is further configured to:
provide a first presentation of the structured data with respect to at least one of the identified one or more templates, wherein the first presentation comprises at least some of the enriched data; and
provide a second presentation reflecting a strategy associated with another of the plurality of templates different from the at least one of the one or more identified templates.
17 . The system of claim 16 , wherein the enriched data comprises at least one of: interpolated data; projection data indicating expected performance of the identified one or more templates in the future; performance data indicating a performance of respective strategies associated with at least one of the identified one or more templates; or comparative data indicating a comparison of strategies associated with templates of the plurality of templates.
18 . The system of claim 17 , wherein the second data structure further comprises one or more functions for generating at least one of the interpolated data, the projection data, the performance data, or the comparative data.
19 . The system of claim 16 , wherein the second data structure further comprises one or more functions for generating at least some of the enriched data.
20 . The system of claim 16 , wherein the plurality of second sub-structures further comprises at least one of:
a volatility type variable,
a time erosion variable, or
a risk variable.
21 . The system of claim 16 , wherein the one or more transaction type sub-structures further comprises at least one of:
an expiration date variable,
an underlying transaction asset variable,
a relative strike price variable, or
a premium paid variable.
22 . A system for presenting enriched data, the system comprising:
input/output circuitry configured to:
receive raw data based on a plurality of transactions, wherein each of the plurality of transactions is associated with a respective option transaction for an underlying asset;
control circuitry configured to:
structure the raw data into structured data based on a first data structure, the first data structure defining one or more transactions, wherein the first data structure comprises a plurality of respective first sub-structures, wherein the plurality of first sub-structures comprises:
an execution date variable,
a strike price variable,
a spot price variable,
a quantity variable, and
a transaction type variable;
compare the structured data with a plurality of templates, wherein each template of the plurality of templates is defined by a second data structure that comprises a plurality of respective second sub-structures, wherein the plurality of second sub-structures comprises:
a template type variable,
one or more transaction type sub-structures comprising:
a transaction type variable,
a quantity variable, and
a strike price data variable;
identify one or more templates of the plurality of templates that most likely correlate to respective patterns reflected by the structured data; and
generate enriched data based on the structured data and on the identified one or more templates; and
wherein the input/output circuitry is further configured to:
provide a presentation of the structured data with respect to at least one of the identified one or more templates, wherein the presentation comprises at least some of the enriched data.
23 . The system of claim 22 , wherein the enriched data comprises at least one of: interpolated data; projection data indicating expected performance of the identified one or more templates in the future; performance data indicating a performance of respective strategies associated with at least one of the identified one or more templates; or comparative data indicating a comparison of strategies associated with templates of the plurality of templates.
24 . The system of claim 23 , wherein the second data structure further comprises one or more functions for generating at least one of the interpolated data, the projection data, the performance data, or the comparative data.
25 . The system of claim 22 , wherein the second data structure further comprises one or more functions for generating at least some of the enriched data.
26 . A system for presenting enriched data, the system comprising:
input/output circuitry configured to:
receive raw data based on a plurality of transactions;
control circuitry configured to:
structure the raw data into structured data based on a first data structure, the first data structure defining one or more transactions, wherein the first data structure comprises a plurality of respective first sub-structures, wherein the plurality of first sub-structures comprises:
an execution date variable,
a strike price variable,
a spot price variable,
a quantity variable, and
a transaction type variable;
compare the structured data with a plurality of templates, wherein each template of the plurality of templates is defined by a second data structure that comprises a plurality of respective second sub-structures, wherein the plurality of second sub-structures comprises:
a template type variable,
one or more transaction type sub-structures comprising:
a transaction type variable,
a quantity variable, and
a strike price data variable;
identify one or more templates of the plurality of templates that most likely correlate to respective patterns reflected by the structured data, wherein each of the identified one or more templates is associated with a respective option position strategy; and
generate enriched data based on the structured data and on the identified one or more templates; and
wherein the input/output circuitry is further configured to:
provide a presentation of the structured data with respect to at least one of the identified one or more templates, wherein the presentation comprises at least some of the enriched data.
27 . The system of claim 26 , wherein each of the one or more transaction type sub-structures for each of the identified one or more templates corresponds to a respective option transaction, wherein each of the option transactions is associated with an underlying asset.
28 . The system of claim 26 , wherein the enriched data comprises at least one of: interpolated data; projection data indicating expected performance of the identified one or more templates in the future; performance data indicating a performance of respective strategies associated with at least one of the identified one or more templates; or comparative data indicating a comparison of strategies associated with templates of the plurality of templates.
29 . The system of claim 28 , wherein the second data structure further comprises one or more functions for generating at least one of the interpolated data, the projection data, the performance data, or the comparative data.
30 . The system of claim 26 , wherein the second data structure further comprises one or more functions for generating at least some of the enriched data.
31 . A non-transitory computer-readable medium having instructions encoded thereon for presenting enriched data, wherein the instructions, when executed by control circuitry, cause the control circuitry to:
receive raw data based on a plurality of transactions;
structure the raw data into structured data based on a first data structure, the first data structure defining one or more transactions, wherein the first data structure comprises a plurality of respective first sub-structures, wherein the plurality of first sub-structures comprises:
an execution date variable,
a strike price variable,
a spot price variable,
a quantity variable, and
a transaction type variable;
compare the structured data with a plurality of templates, wherein each template of the plurality of templates is defined by a second data structure that comprises a plurality of respective second sub-structures, wherein the plurality of second sub-structures comprises:
a template type variable,
one or more transaction type sub-structures comprising:
a transaction type variable,
a quantity variable, and
a strike price data variable;
identify one or more templates of the plurality of templates that most likely correlate to respective patterns reflected by the structured data;
generate enriched data based on the structured data and on the identified one or more templates;
provide a first presentation of the structured data with respect to at least one of the identified one or more templates, wherein the first presentation comprises at least some of the enriched data; and
provide a second presentation reflecting a strategy associated with another of the plurality of templates different from the at least one of the one or more identified templates.
32 . The non-transitory computer-readable medium of claim 31 , wherein the enriched data comprises at least one of: interpolated data; projection data indicating expected performance of the identified one or more templates in the future; performance data indicating a performance of respective strategies associated with at least one of the identified one or more templates; or comparative data indicating a comparison of strategies associated with templates of the plurality of templates.
33 . The non-transitory computer-readable medium of claim 32 , wherein the second data structure further comprises one or more functions for generating at least one of the interpolated data, the projection data, the performance data, or the comparative data.
34 . The non-transitory computer-readable medium of claim 31 , wherein the second data structure further comprises one or more functions for generating at least some of the enriched data.
35 . The non-transitory computer-readable medium of claim 31 , wherein the plurality of second sub-structures further comprises at least one of:
a volatility type variable,
a time erosion variable, or
a risk variable.
36 . The non-transitory computer-readable medium of claim 31 , wherein the one or more transaction type sub-structures further comprises at least one of:
an expiration date variable,
an underlying transaction asset variable,
a relative strike price variable, or
a premium paid variable.
37 . A non-transitory computer-readable medium having instructions encoded thereon for presenting enriched data, wherein the instructions, when executed by control circuitry, cause the control circuitry to:
receive raw data based on a plurality of transactions, wherein each of the plurality of transactions is associated with a respective option transaction for an underlying asset;
structure the raw data into structured data based on a first data structure, the first data structure defining one or more transactions, wherein the first data structure comprises a plurality of respective first sub-structures, wherein the plurality of first sub-structures comprises:
an execution date variable,
a strike price variable,
a spot price variable,
a quantity variable, and
a transaction type variable;
compare the structured data with a plurality of templates, wherein each template of the plurality of templates is defined by a second data structure that comprises a plurality of respective second sub-structures, wherein the plurality of second sub-structures comprises:
a template type variable,
one or more transaction type sub-structures comprising:
a transaction type variable,
a quantity variable, and
a strike price data variable;
identify one or more templates of the plurality of templates that most likely correlate to respective patterns reflected by the structured data;
generate enriched data based on the structured data and on the identified one or more templates; and
provide a presentation of the structured data with respect to at least one of the identified one or more templates, wherein the presentation comprises at least some of the enriched data.
38 . The non-transitory computer-readable medium of claim 37 , wherein the enriched data comprises at least one of: interpolated data; projection data indicating expected performance of the identified one or more templates in the future; performance data indicating a performance of respective strategies associated with at least one of the identified one or more templates; or
comparative data indicating a comparison of strategies associated with templates of the plurality of templates.
39 . The non-transitory computer-readable medium of claim 38 , wherein the second data structure further comprises one or more functions for generating at least one of the interpolated data, the projection data, the performance data, or the comparative data.
40 . The non-transitory computer-readable medium of claim 37 , wherein the second data structure further comprises one or more functions for generating at least some of the enriched data.
41 . A non-transitory computer-readable medium having instructions encoded thereon for presenting enriched data, wherein the instructions, when executed by control circuitry, cause the control circuitry to:
receive raw data based on a plurality of transactions;
structure the raw data into structured data based on a first data structure, the first data structure defining one or more transactions, wherein the first data structure comprises a plurality of respective first sub-structures, wherein the plurality of first sub-structures comprises:
an execution date variable,
a strike price variable,
a spot price variable,
a quantity variable, and
a transaction type variable;
compare the structured data with a plurality of templates, wherein each template of the plurality of templates is defined by a second data structure that comprises a plurality of respective second sub-structures, wherein the plurality of second sub-structures comprises:
a template type variable,
one or more transaction type sub-structures comprising:
a transaction type variable,
a quantity variable, and
a strike price data variable;
identify one or more templates of the plurality of templates that most likely correlate to respective patterns reflected by the structured data, wherein each of the identified one or more templates is associated with a respective option position strategy;
generate enriched data based on the structured data and on the identified one or more templates; and
provide a presentation of the structured data with respect to at least one of the identified one or more templates, wherein the presentation comprises at least some of the enriched data.
42 . The non-transitory computer-readable medium of claim 41 , wherein each of the one or more transaction type sub-structures for each of the identified one or more templates corresponds to a respective option transaction, wherein each of the option transactions is associated with an underlying asset.
43 . The non-transitory computer-readable medium of claim 41 , wherein the enriched data comprises at least one of: interpolated data; projection data indicating expected performance of the identified one or more templates in the future; performance data indicating a performance of respective strategies associated with at least one of the identified one or more templates; or
comparative data indicating a comparison of strategies associated with templates of the plurality of templates.
44 . The non-transitory computer-readable medium of claim 43 , wherein the second data structure further comprises one or more functions for generating at least one of the interpolated data, the projection data, the performance data, or the comparative data.
45 . The non-transitory computer-readable medium of claim 41 , wherein the second data structure further comprises one or more functions for generating at least some of the enriched data.