Stock purchase indices
View Patent ↗A method and system for providing a stock purchase index is provided. The system receives raw customer trading data. The raw customer trading data is segregated into buy and sell data per CUSIP to determine a number of buy CUSIP shares, a number of sell CUSIP shares, a total buy CUSIP market value, a total sell CUSIP market value, a total number of buy accounts, and a total number of sell accounts. The sorted data is processed to produce a stock purchase index report, wherein the stock purchase index report is a sell weighted index. The sell weighted index is then displayed in the stock purchase index report.
1. A system for providing a stock purchase index, comprising:
a processor; and
a computer-readable storage medium, the computer-readable storage medium having instructions stored thereon that, when executed, cause the processor to:
receive raw customer trading data;
segregate the raw customer trading data into buy and sell data;
sort the buy and sell data per CUSIP to determine a number of buy CUSIP shares, a number of sell CUSIP shares, a total buy CUSIP market value, a total sell CUSIP market value, a total number of buy accounts, and a total number of sell accounts;
process the sorted data using the processor to produce a stock purchase index, wherein the stock purchase index is a sell weighted index; and
display the sell weighted index in a stock purchase index report, wherein the instructions that cause the processor to process comprise instructions that, when executed, cause the processor to:
initialize a total buy weight and a total sell weight;
determine an average buy price and an average sell price, wherein the average buy price is the ratio of the total buy CUSIP market value to the number of buy CUSIP shares, and wherein the average sell price is the ratio of the total sell CUSIP market value to the number of sell CUSIP shares;
determine a buy weight and a sell weight, wherein the buy weight is the average buy price times the total number of buy accounts, and wherein the sell weight is the average sell price times the total number of sell accounts;
increment the total buy weight and the total sell weight, wherein the total buy weight is incremented by adding the buy weight for each CUSIP to the total buy weight counter, and wherein the total sell weight is incremented by adding the sell weight for each CUSIP to the total sell weight counter;
determine a total weight, wherein the total weight is the total buy weight plus the total sell weight; and
determine the sell weighted index, wherein the sell weighted index is the ratio of the total sell weight to the total weight.
2. A system for providing a stock purchase index, comprising:
a processor; and
a computer-readable storage medium, the computer-readable storage medium having instructions stored thereon that, when executed, cause the processor to:
receive raw customer trading data;
segregate the raw customer trading data into buy and sell data;
sort the buy and sell data to determine a total number of buy accounts, a total number of sell accounts and a total number of investors, wherein the total number of investors is determined by the total number of buy accounts plus the total number of sell accounts;
process the sorted data using the processor to produce a stock purchase index, wherein the stock purchase index is a buy simple index, wherein the buy simple index is the ratio of the total number of buy accounts to the total number of investors, thereby providing a measurement of investor purchasing participation; and
display the buy simple index in a stock purchase index report.
3. A system for providing a stock purchase index, comprising:
a processor; and
a computer-readable storage medium, the computer-readable storage medium having instructions stored thereon that, when executed, cause the processor to:
receive raw customer trading data;
segregate the raw customer trading data into buy and sell data;
sort the buy and sell data per CUSIP to determine a number of buy CUSIP shares, a number of sell CUSIP shares, a total buy CUSIP market value, a total sell CUSIP market value, a total number of buy accounts, and a total number of sell accounts;
process the sorted data using the processor to produce a stock purchase index, wherein the stock purchase index is a buy weighted index; and
display the buy weighted index in a stock purchase index report, wherein the instructions that cause the processor to process comprise instructions that, when executed, cause the processor to:
initialize a total buy weight and a total sell weight;
determine an average buy price and an average sell price, wherein the average buy price is the ratio of the total buy CUSIP market value to the number of buy CUSIP shares, and wherein the average sell price is the ratio of the total sell CUSIP market value to the number of sell CUSIP shares;
determine a buy weight and a sell weight, wherein the buy weight is the total buy CUSIP market value times the total number of buy accounts, and wherein the sell weight is the total sell CUSIP market value times the total number of sell accounts;
increment the total buy weight and the total sell weight, wherein the total buy weight is incremented by adding the buy weight of each CUSIP to the total buy weight counter, and wherein the total sell weight is incremented by adding the sell weight of each CUSIP to the total sell weight counter;
determine a total weight, wherein the total weight is the total buy weight plus the total sell weight; and
determine the buy weighted index, wherein the buy weighted index is the ratio of the total buy weight to the total weight.