Data analysis system for tracking financial trader history and profiling ...
US 20020004774A1
(19) United States (12) Patent Application Publication (10) Pub. No.: US 2002/0004774 A1 (43) Pub. Date:
Defarlo (54)
DATA ANALYSIS SYSTEM FOR TRACKING
(52)
Jan. 10, 2002
Us. 01. ............................................... .. 705/36; 705/37
FINANCIAL TRADER HISTORY AND PROFILING TRADING BEHAVIOR
(76) Inventor: Tony Defarlo, Glendale, NY (US) Correspondence Address: Anthony J. Casella CASELLA & HESPOS
New York, NY 10016 (US)
(22) Filed:
transactions records With concurrent market conditions, cat
09/818,088
egorizing the conditions, and appending condition data to
Mar. 27, 2001
the trade transaction record. The results are then displayed to the trader in the form of pivot tables and graphs. Users can access the data analysis system over a global information
Related US. Application Data
(63) Non-provisional of provisional application No. 60/192,382, ?led on Mar. 27, 2000.
Publication Classi?cation (51)
Int. Cl? ..................................................... .. G06G 1/12
mm»! was mm
gamma EVENT um
ABSTRACT
An data analysis system is provided to alloW traders of equities and other ?nancial instruments to keep track of their trading history and to display a trade pro?le of their trading behavior. Trade results are analyzed by correlating trade
274 Madison Avenue - Suite 1703
(21) Appl. No.:
(57)
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netWork, i.e. the Internet, or for a more secure environment, the data analysis system can also reside on a local area
netWork (LAN) or intranet. In addition to collecting trade results for individual traders, data is aggregated based on the trader’s organization so management of the ?rm can deter mine What strategies offer the best pro?tability or chance of success for most of the ?rm’s traders.
Patent Application Publication
26\‘
Jan. 10, 2002 Sheet 1 0f 18
16
18
US 2002/0004774 A1
20
22
INTRADAY PRICE DATA DAILY PRICE DATA
CLEARING
BROKERAGE
ORDER ENTRY
INDIVIDUAL
FIRMS
FIRMS
FIRMS
TRADER
STOCK SPLIT DATA
DIVIDEND DATA
EARNINGS DATA ECONOMIC EVENT DATA
SECTOR PERFORMANCE DAT MARKET PERFORMANCE DAT
TRADE
POSITION
TRANSACTION
RECORDS
TRADE RECORDS
FIG. 1
Patent Application Publication
Jan. 10, 2002 Sheet 2 0f 18
US 2002/0004774 A1
TraderProfile.com
Number of Trades by Type
Tuial PB‘L
@ WinsLung
E PrOfiLTUtaI
@ WinsEhurt
E LossesLong
El Losses .Shurt
P&L by Type
Win % by Type
I @ "Mn %.L0ng @ vmn %.Short I Win %.Tt1tal
FIG .2
E
Patent Application Publication
Jan. 10, 2002 Sheet 3 0f 18
= TraderPrufile.com
‘105.06%
W
V v33.33%
45.00% $5, 155 . 2?
$2,543.05: $5,525.00
FIG. 3
US 2002/0004774 A1
Patent Application Publication
Jan. 10, 2002 Sheet 4 0f 18
US 2002/0004774 A1
TraderPrnfile.com
$51331?351 12 w A
______________J----------------l--------------
FIG. 4
Patent Application Publication
Jan. 10, 2002 Sheet 5 0f 18
US 2002/0004774 A1
raderProfile.cum
“53625-5, $3 551.63’
Trader Account Guest
FIG. 5
33 ‘$255,519?
Patent Application Publication
Jan. 10, 2002 Sheet 6 0f 18
- TraderProfile.cnm 4:» 53g; “
iié
i! ;
“
Wins Long El Lossesshuri
-.|_1 11
US 2002/0004774 A1
Patent Application Publication
Jan. 10, 2002 Sheet 7 0f 18
i z
FIG. 7
US 2002/0004774 A1
Patent Application Publication
Jan. 10, 2002 Sheet 8 0f 18
‘£325,400 $0.15 50.00%; $5,612.50!
wLi0m25f0u‘0g- g $5,125.06?"
MIN
FIG. 8
US 2002/0004774 A1
Patent Application Publication
' otalF'LM
I Pro?t Total U
’
Jan. 10, 2002 Sheet 9 0f 18
'
‘ ‘
Number of Trades by Type
? M
US 2002/0004774 A1
-
@WinsLong
.
47 o
FIG. 9
LossesLong
El LussesShUrt
14 2mm
Patent Application Publication
Jan. 10, 2002 Sheet 10 0f 18
US 2002/0004774 A1
TraderPrn?le nm
5%
Us
Nuniber of Trades by rTy'pe @ WinsLong
@Wins?hort
H LossesLong
El Lossesshort
Over
Fullback
7
Over
Fullback
Ral
n 96m Type |@ Win %.L0ng @ Win *aashun a Win %.Tc|tal
FIG. 10
Patent Application Publication
Jan. 10, 2002 Sheet 11 0f 18
US 2002/0004774 A1
P&L Long vs Shart, Fullback to 289 MA
I
Pat Laws; 5 DELL Shari
418GB
'
FIG. 11
Patent Application Publication ,
Jan. 10, 2002 Sheet 13 0f 18
US 2002/0004774 A1
TraderPro?le.com
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Patent Application Publication
Jan. 10, 2002 Sheet 14 0f 18
US 2002/0004774 A1
l
Cumulative | - Max Pal. - Min P&L w?ictual
20 DOB“ —
FIG. 14
Patent Application Publication
Jan. 10, 2002 Sheet 15 0f 18
US 2002/0004774 A1
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Patent Application Publication
Jan. 10, 2002 Sheet 16 0f 18
US 2002/0004774 A1
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(19) United States (12) Patent Application Publication (10) Pub. No.: US 2002/0004774 A1 (43) Pub. Date:
Defarlo (54)
DATA ANALYSIS SYSTEM FOR TRACKING
(52)
Jan. 10, 2002
Us. 01. ............................................... .. 705/36; 705/37
FINANCIAL TRADER HISTORY AND PROFILING TRADING BEHAVIOR
(76) Inventor: Tony Defarlo, Glendale, NY (US) Correspondence Address: Anthony J. Casella CASELLA & HESPOS
New York, NY 10016 (US)
(22) Filed:
transactions records With concurrent market conditions, cat
09/818,088
egorizing the conditions, and appending condition data to
Mar. 27, 2001
the trade transaction record. The results are then displayed to the trader in the form of pivot tables and graphs. Users can access the data analysis system over a global information
Related US. Application Data
(63) Non-provisional of provisional application No. 60/192,382, ?led on Mar. 27, 2000.
Publication Classi?cation (51)
Int. Cl? ..................................................... .. G06G 1/12
mm»! was mm
gamma EVENT um
ABSTRACT
An data analysis system is provided to alloW traders of equities and other ?nancial instruments to keep track of their trading history and to display a trade pro?le of their trading behavior. Trade results are analyzed by correlating trade
274 Madison Avenue - Suite 1703
(21) Appl. No.:
(57)
;
\
crwm
'
noxsmz
(man new
Poms
i
Hams
rwws
INDMDUM FLAUER
netWork, i.e. the Internet, or for a more secure environment, the data analysis system can also reside on a local area
netWork (LAN) or intranet. In addition to collecting trade results for individual traders, data is aggregated based on the trader’s organization so management of the ?rm can deter mine What strategies offer the best pro?tability or chance of success for most of the ?rm’s traders.
Patent Application Publication
26\‘
Jan. 10, 2002 Sheet 1 0f 18
16
18
US 2002/0004774 A1
20
22
INTRADAY PRICE DATA DAILY PRICE DATA
CLEARING
BROKERAGE
ORDER ENTRY
INDIVIDUAL
FIRMS
FIRMS
FIRMS
TRADER
STOCK SPLIT DATA
DIVIDEND DATA
EARNINGS DATA ECONOMIC EVENT DATA
SECTOR PERFORMANCE DAT MARKET PERFORMANCE DAT
TRADE
POSITION
TRANSACTION
RECORDS
TRADE RECORDS
FIG. 1
Patent Application Publication
Jan. 10, 2002 Sheet 2 0f 18
US 2002/0004774 A1
TraderProfile.com
Number of Trades by Type
Tuial PB‘L
@ WinsLung
E PrOfiLTUtaI
@ WinsEhurt
E LossesLong
El Losses .Shurt
P&L by Type
Win % by Type
I @ "Mn %.L0ng @ vmn %.Short I Win %.Tt1tal
FIG .2
E
Patent Application Publication
Jan. 10, 2002 Sheet 3 0f 18
= TraderPrufile.com
‘105.06%
W
V v33.33%
45.00% $5, 155 . 2?
$2,543.05: $5,525.00
FIG. 3
US 2002/0004774 A1
Patent Application Publication
Jan. 10, 2002 Sheet 4 0f 18
US 2002/0004774 A1
TraderPrnfile.com
$51331?351 12 w A
______________J----------------l--------------
FIG. 4
Patent Application Publication
Jan. 10, 2002 Sheet 5 0f 18
US 2002/0004774 A1
raderProfile.cum
“53625-5, $3 551.63’
Trader Account Guest
FIG. 5
33 ‘$255,519?
Patent Application Publication
Jan. 10, 2002 Sheet 6 0f 18
- TraderProfile.cnm 4:» 53g; “
iié
i! ;
“
Wins Long El Lossesshuri
-.|_1 11
US 2002/0004774 A1
Patent Application Publication
Jan. 10, 2002 Sheet 7 0f 18
i z
FIG. 7
US 2002/0004774 A1
Patent Application Publication
Jan. 10, 2002 Sheet 8 0f 18
‘£325,400 $0.15 50.00%; $5,612.50!
wLi0m25f0u‘0g- g $5,125.06?"
MIN
FIG. 8
US 2002/0004774 A1
Patent Application Publication
' otalF'LM
I Pro?t Total U
’
Jan. 10, 2002 Sheet 9 0f 18
'
‘ ‘
Number of Trades by Type
? M
US 2002/0004774 A1
-
@WinsLong
.
47 o
FIG. 9
LossesLong
El LussesShUrt
14 2mm
Patent Application Publication
Jan. 10, 2002 Sheet 10 0f 18
US 2002/0004774 A1
TraderPrn?le nm
5%
Us
Nuniber of Trades by rTy'pe @ WinsLong
@Wins?hort
H LossesLong
El Lossesshort
Over
Fullback
7
Over
Fullback
Ral
n 96m Type |@ Win %.L0ng @ Win *aashun a Win %.Tc|tal
FIG. 10
Patent Application Publication
Jan. 10, 2002 Sheet 11 0f 18
US 2002/0004774 A1
P&L Long vs Shart, Fullback to 289 MA
I
Pat Laws; 5 DELL Shari
418GB
'
FIG. 11
Patent Application Publication ,
Jan. 10, 2002 Sheet 13 0f 18
US 2002/0004774 A1
TraderPro?le.com
m
V] a d a UT.
‘a
P L V. S Q... Puh
e
~
~ - 71 ,500
1 .200
s : a
E
: s
s 4
E s
Hmaw.“ Hmm 00
a
632: 5 9i. 6M".92i 6985m . FIG. 13
a
i
s
ZUEI
Patent Application Publication
Jan. 10, 2002 Sheet 14 0f 18
US 2002/0004774 A1
l
Cumulative | - Max Pal. - Min P&L w?ictual
20 DOB“ —
FIG. 14
Patent Application Publication
Jan. 10, 2002 Sheet 15 0f 18
US 2002/0004774 A1
mmEwum .
wSxE5w3% WaupgingI: (f
W
MMMW
a;8.
6%Km.
(IHmEaSm“ 33Mia3WN5TQ%NE NEON3E“W263 EBE5m%;a T063;“5% a5mm»3 Emmi@wE5ma%m ;2 am?6% W
W$3 mN.
We52%8E9@QEP‘
(K32
1E588M
Q5
Ema85m$25,2.32m?.
W,
WE
,E? ZM
8mm? 68 t
W
33.8%;)?A
‘MaiMESHW568i OWNS?,
MEDEER:can?1.m8u6f1a2?AWE5E3B29?E255%@a9s825“1a.:,‘AM55%25a8Eq5n&a.3: 85%5AEq8a.xWw2Em
mEU E2
2H5r+».
i ,ail.;
85mE553mD.EElmiw: H8E?EM33a85%DEQW
Patent Application Publication
Jan. 10, 2002 Sheet 16 0f 18
US 2002/0004774 A1
i"! TradelPiolile 0.329! - GUEST ‘ 31211‘01
Daiiy - iBM {intematinnal Business Machines Cmpnration
§
5
>115 110 105
v
100 95v 9U 85
