IP Library Granted Patent US 11,460,995
Granted Patent B2
US 11,460,995 · App. 16/897,692 · Granted Oct 4, 2022

Combined data display with historic data analysis

Inventor: Carrick John Pierce (New York, NY)
Assignee: Chicago Mercantile Exchange Inc.
G06F3/04847G06F3/0481G06F9/451
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Quick Facts
Patent No.
US 11,460,995
App. No.
16/897,692
Granted
Oct 4, 2022
Kind
B2
Abstract

The disclosed embodiments relate to systems and methods for combining dual volatility measurements on a graphical user interface (GUI) of a computer system. The method may include receiving, via the GUI, a user selection for an anchor point, selecting a time window including the anchor point, calculating, using a volatility processor, a set of past volatility values based on the time window and the anchor point, calculating, using the volatility processor, a set of future volatility values based on the time window and the anchor point, and generating a dual volatility display for the GUI including the set of past volatility values and the set of future volatility values.

Claims (45)

1. A method comprising:

receiving a first time designation;

selecting a time window including the first time designation;

selecting at least one realized historic volatility value from before the first time designation;

calculating at least one future volatility value from after the first time designation;

generating a dual volatility display including the at least one realized historic volatility value and the at least one future volatility value; and

receiving a second time designation from a user input, the second time designation corresponding to at least one additional realized historic volatility value or at least one additional future volatility value,

wherein the second time designation pivots the dual volatility display to separate the at least one additional realized historic volatility value and the at least one future volatility value, which dynamically adjusts the calculations of volatility in real time under the control of the user input.

2. The method of claim 1 , further comprising:

displaying the dual volatility display at a graphical user interface (GUI).

3. The method of claim 1 , further comprising:

selecting the at least one realized historic volatility in response to available transactions.

4. The method of claim 1 , wherein the dual volatility display includes a continuous line connecting the at least one realized historic volatility value and the at least one future volatility value.

5. The method of claim 1 , wherein the dual volatility display includes a slider mechanism for the user input.

6. The method of claim 5 , wherein the first time designation corresponds to a first position of the slider mechanism, and the second time designation corresponds to a second position of the slider mechanism.

7. The method of claim 6 , further comprising:

shifting in time the at least one realized historic volatility value in response to a transition from the first position to the second position of the slider mechanism.

8. The method of claim 7 , further comprising:

replacing the at least one future volatility value with one or more replacement future volatility values in response to the transition from the first position to the second position of the slider mechanism.

9. The method of claim 7 , further comprising:

calculating a forward volatility region time duration associated with the at least one future volatility value; and

adjusting the forward volatility region time duration in response to the transition from the first position to the second position.

10. The method of claim 1 , wherein the dual volatility display includes a matrix for numerically representing the at least one realized historic volatility value and the at least one future volatility value.

11. The method of claim 10 , further comprising:

generating a graphical indicator of differences between the dual volatility display using the first time designation and the dual volatility display using the second time designation.

12. An apparatus comprising:

a user input configured to receive a user selection for a first time designation; and

a processor configured to select at least one realized historic volatility value from before the first time designation and at least one future volatility value for after the time designation and generate a dual volatility display including the at least one realized historic volatility value and the at least one future volatility value,

wherein the user input receives a second time designation corresponding to at least one additional realized historic volatility value or at least one additional future volatility value,

wherein the second time designation pivots the dual volatility display to separate the at least one additional realized historic volatility value and the at least one future volatility value, which dynamically adjusts the calculations of volatility in real time under the control of the user input.

13. The apparatus of claim 12 , future comprising:

a display configured to generate a plot for the dual volatility display including the at least one realized historic volatility value and the at least one future volatility value.

14. The apparatus of claim 13 , wherein the plot includes a continuation line connecting the at least one realized historic volatility value and the at least one future volatility value.

15. The apparatus of claim 12 , wherein the user input is a slider mechanism.

16. The apparatus of claim 15 , wherein the first time designation corresponds to a position of the slider mechanism.

17. The apparatus of claim 15 , wherein the at least one past volatility value is shifted in time in response to a change in position of the slider mechanism.

18. A non-transitory computer readable medium including instructions that when executed by a processor are configured to perform:

receive a first time designation;

select a time window including the first time designation;

select at least one realized historic volatility value from before the first time designation;

calculate at least one future volatility value for after the time designation;

generate a dual volatility display including the at least one realized historic volatility value and the at least one future volatility value; and

receive a second time designation from a user input, the second time designation corresponding to at least one additional realized historic volatility value or at least one additional future volatility value,

wherein the second time designation pivots the dual volatility display to separate the at least one additional realized historic volatility value and the at least one future volatility value, which dynamically adjusts the calculations of volatility in real time under the control of the user input.

19. The non-transitory computer readable medium of claim 18 , wherein the dual volatility display includes a continuous line connecting the at least one realized historic volatility value and the at least one future volatility value.

Assignments (1)
ASSIGNMENT OF ASSIGNOR'S INTEREST Recorded Jun 10, 2020
From: PIERCE, CARRICK JOHN
To: CHICAGO MERCANTILE EXCHANGE INC.
Reel/Frame 052897/0482 →
Continuity (2)
Continuation 16577889 · Sep 20, 2019
Related Publication 20210089196A1 · Mar 25, 2021