Systems and Methods for Generating Ordered Operation Sets According to Time-Series Data Projections
A system includes a stock and option parameter database including records for multiple options and instructions for execution by at least one processor. The instructions include, in response to receiving user parameters including a stock identifier, a future value, a future date, and a requested amount, obtaining a set of options. The instructions include, for each option of the set of options, in response to an expiration date of the option being after the future date, determining an acquired quantity of the option based on the requested amount. The instructions include, in response to the acquired quantity being greater than zero, determining a theoretical value based on a difference between a theoretical future value and a theoretical present value. The instructions include, in response to the theoretical value being greater than a beginning value, adding the option to a candidate list and outputting the candidate list to a user device.
1 . A system comprising:
at least one processor and
a memory coupled to the at least one processor,
wherein the memory stores:
a stock and option parameter database including a plurality of options, wherein each option of the plurality of options includes a corresponding stock identifier, a value, a multiplier, and an expiration date; and
instructions for execution by the at least one processor and
wherein the instructions include, in response to receiving user parameters including a stock identifier, a future value, a future date, a close window, and a requested amount, wherein the requested amount corresponds to a number of shares in the stock that the user is willing to risk, and wherein the future value and future date is received in response to a user-drawn stock projection line on a graph for the stock identifier:
obtaining a set of options based on the stock identifier from the stock and option parameter database;
for each option of the set of options:
calculating a one-standard-deviation downside risk d of the option, wherein:
d
=
a
*
S
(
σ
T
-
t
2
)
,
a is the number of shares in the stock that the user is willing to risk,
S represents a present value of the stock,
σ represents volatility of the stock,
T is the current date, and
t is the future date;
in response to an expiration date of the option being after the future date, determining an acquired quantity q of the option based on the requested amount, wherein:
q
=
X
d
m
,
X is the value of the option, and
m is the multiplier of the option;
in response to the acquired quantity being greater than zero, determining a theoretical yield based on a difference between a theoretical future value f and a theoretical present value y, wherein:
f
=
ln
(
S
*
c
*
p
X
)
+
h
*
(
r
+
σ
2
2
)
σ
h
,
y
=
ln
(
S
X
)
+
(
T
-
t
)
(
r
+
σ
2
2
)
σ
T
-
t
,
c is the close window,
r is a required rate of return determined from a risk-free rate of the stock less a yield, wherein the risk-free rate of return is determined a theoretical rate of return of investment with zero risk, and the yield is an amount by which the stock is degraded over time, and
h=t−T; and
in response to the theoretical yield being greater than a beginning value, adding the option to a candidate list;
sorting the candidate list based on the theoretical yield of each option in the candidate list; and
outputting the candidate list to a user device.
2 . The system of claim 1 wherein outputting includes outputting an aural representation of at least one option of the candidate list via a speaker of the user device.
3 . The system of claim 1 wherein outputting includes outputting a graphical representation of at least one option of the candidate list via a display screen of the user device.
4 . The system of claim 1 wherein:
the instructions include identifying a highest option from the candidate list and
the highest option includes a highest theoretical yield among the options in the candidate list.
5 . The system of claim 4 wherein only the highest option is initially output via the user device.
6 . The system of claim 4 wherein the instructions include automatically actuating a purchase of an option corresponding to the highest option.
7 . The system of claim 1 wherein the instructions include displaying the sorted candidate list.
8 . The system of claim 1 wherein the theoretical future value and the theoretical present value are based on a Black-Scholes model.
9 . The system of claim 1 wherein the instructions include:
automatically setting an alert to actuate a sale on the future date.
10 . The system of claim 1 wherein:
the memory stores an account parameter database including a plurality of accounts, wherein each account of the plurality of accounts includes an amount of available funds,
the user parameters include a requesting account of the plurality of accounts, and
the requested amount is determined based a requesting amount of available funds included in the requesting account.
11 . The system of claim 1 wherein the user parameters are received as user input via the user device.
12 . A computerized method comprising:
in response to receiving, by a processor, user parameters including a stock identifier, a future value, a future date, a close window, and a requested amount wherein the requested amount corresponds to a monetary amount that the user is willing to risk on the stock, and wherein the future value and future date is received in response to a user-drawn stock projection line on a graph for the stock identifier:
obtaining, by the processor, a set of options based on the stock identifier from a stock and option parameter database, wherein the stock and option parameter database includes a plurality of options, and wherein each option of the plurality of options includes a corresponding stock identifier, a value, a multiplier, and an expiration date;
for each option of the set of options:
calculating a one-standard-deviation downside risk d of the option as the monetary amount a that the user is willing to risk:
in response to an expiration date of the option being after the future date, determining, by the processor, an acquired quantity of the option based on the requested amount, wherein:
q
=
X
d
m
,
X is the value of the option, and
m is the multiplier of the option;
in response to the acquired quantity being greater than zero, determining, by the processor, a theoretical yield based on a difference between a theoretical future value f and a theoretical present value y, wherein:
f
=
ln
(
S
*
c
*
p
X
)
+
h
*
(
r
+
σ
2
2
)
σ
h
,
y
=
ln
(
S
X
)
+
(
T
-
t
)
(
r
+
σ
2
2
)
σ
T
-
t
,
c is the close window,
r is a required rate of return determined from a risk-free rate of the stock less a yield, wherein the risk-free rate of return is determined a theoretical rate of return of investment with zero risk, and the yield is an amount by which the stock is degraded over time,
a is the number of shares of the stock that the user is willing to risk,
S represents a present value of the stock,
σ represents volatility of the stock,
T is the current date,
t is the future date, and
h=t−T; and
in response to the theoretical yield being greater than a beginning value, adding, by the processor, the option to a candidate list;
sorting the candidate list based on the theoretical yield of each option in the candidate list; and
outputting, by the processor, the candidate list to a user device.
13 . The method of claim 12 further comprising:
outputting an aural representation of at least one option of the candidate list via a speaker of the user device; or
outputting a graphical representation of at least one option of the candidate list via a display screen of the user device.
14 . The method of claim 12 further comprising:
identifying a highest option from the candidate list, wherein the highest option includes a highest theoretical yield among the options in the candidate list.
15 . The method of claim 14 wherein only the highest option is initially output via the user device.
16 . The method of claim 14 further comprising:
automatically actuating a purchase of an option corresponding to the highest option; or
automatically setting an alert to actuate a sale on the future date.
17 . The method of claim 12 further comprising:
sorting the candidate list based on a theoretical value of each option of the set of options; and
displaying the sorted candidate list.
18 . The method of claim 12 wherein the theoretical future value and the theoretical present value are based on a Black-Scholes model.
19 . The method of claim 12 further comprising:
storing a plurality of accounts, wherein each account of the plurality of accounts includes an amount of available funds, and wherein:
the user parameters include a requesting account of the plurality of accounts, and
the requested amount is determined based a requesting amount of available funds included in the requesting account.
20 . The method of claim 12 wherein the user parameters are received as user input via the user device.