Pattern matcher
A user can select from one of a number of predefined patterns, create a new pattern, or import a pattern from existing data. With a time interval specified, a search is performed and comparable patterns identified in one or more streams of securities data. Filtering can be performed before and/or after the searching with, for example, a number of the closest pattern matches displayed to the user. These closest pattern matches can be displayed graphically, in a table, in a list, or in general in any manner which may be useful for analysis by the user. One or more of the system and the user can also place a trade (buy or sell) of one or more of the identified closest matches.
1 . A pattern matching system comprising:
a pattern management module that stores a plurality of patterns that represent trends in securities data;
a data acquisition module designed to receive one or more streams of securities data; and
a pattern matching engine cooperating with the data acquisition module and configured to analyze the received securities data and to perform a comparison between a known pattern and patterns in the received data.
2 . The system of claim 1 , further comprising a pattern acquisition module that cooperates with a user interface to receive an input pattern.
3 . The system of claim 2 , wherein the input pattern is one of user drawn or acquired from an existing security.
4 . The system of claim 1 , further comprising an alert and trigger module that is capable of triggering the execution of an operation upon the pattern matching engine finding a matching pattern within a predetermined similarity range.
5 . The system of claim 4 , wherein the operation is a trade order and the one or more streams of securities data are one or more of real-time data and historical data.
6 . The system of claim 1 , further comprising a data store adapted to store data from one or more streams of securities data.
7 . The system of claim 1 , further comprising an auditing and reporting module.
8 . The system of claim 1 , wherein the pattern matching engine performs the comparison based on normalization, aggregation and a distance determination step for a time period of the securities data.
9 . The system of claim 8 , wherein the distance determination is performed in one or more of the time domain, frequency domain, by Fourier analysis and/or multiresolution analysis.
10 . The system of claim 1 , further comprising a filter module.
11 . A pattern matching method comprising:
selecting a pattern from one or more of canned, acquired and user input patterns;
performing a data analysis on one or more streams of incoming securities data to determine at least one similar pattern in the securities data; and
displaying the at least one similar pattern.
12 . The method of claim 11 , further comprising filtering one or more of the received securities data and at least one similar pattern.
13 . The method of claim 11 , further comprising allowing a trade to be made based on the one or more displayed similar patterns.
14 . The method of claim 11 , wherein the data analysis comprises one or more of a comparison based on normalization, aggregation and a distance determination step within a time period of securities data.
15 . The method of claim 11 , further comprising determining a sampling rate based at least on a time period.
16 . The method of claim 11 , wherein the one or more streams of securities data are one or more of real-time data and historical data.
17 . The method of claim 11 , wherein the user input pattern is received from a user interface.
18 . The method of claim 11 , wherein the performing step is performed in real-time or near-real time.
19 . A pattern matching system comprising:
means for selecting a pattern from one or more of canned, acquired and user input patterns;
means for performing a data analysis on one or more streams of incoming securities data to determine at least one similar pattern in the securities data; and
means for displaying the at least one similar pattern.