US 12,299,745 B1
Methods and systems to quantify and index correlation risk in financial markets and risk management contracts thereon
Giselle Claudette Guzman, New York, NY (US); and Lawrence Klein, Gladwyne, PA (US)
Assigned to ECONOMIC ALCHEMY INC., , NY (US)
Filed by Economic Alchemy Inc., New York, NY (US)
Filed on Feb. 23, 2023, as Appl. No. 18/113,289.
Application 18/113,289 is a continuation of application No. 17/355,724, filed on Jun. 23, 2021, granted, now 11,593,886.
Application 17/355,724 is a continuation of application No. 16/905,542, filed on Jun. 18, 2020, granted, now 11,080,789, issued on Aug. 3, 2021.
Application 16/905,542 is a continuation of application No. 13/677,278, filed on Nov. 14, 2012, abandoned.
Claims priority of provisional application 61/629,227, filed on Nov. 14, 2011.
Int. Cl. G06Q 40/06 (2012.01); G06Q 10/04 (2023.01); G06Q 30/02 (2023.01); G06Q 40/08 (2012.01)
CPC G06Q 40/06 (2013.01) [G06Q 10/04 (2013.01); G06Q 30/02 (2013.01); G06Q 40/08 (2013.01)] 20 Claims
OG exemplary drawing
 
1. A computer-implemented method for determining a measure of correlation risk of respective liquidity profiles of respective assets from a plurality of assets, the method comprising:
accessing data comprising transaction data corresponding to respective assets from the plurality of assets for a time period;
determining respective liquidity profiles of the respective assets in the plurality of assets based on determining at least one of (i) at least one of a respective liquidity indicator, a respective liquidity measure, and a respective liquidity metric for the respective assets from the plurality of assets, or (ii) at least one of a respective liquidity risk measure and a respective liquidity risk score for the respective assets from the plurality of assets;
performing an analysis of the respective liquidity profile of the respective assets from the plurality of assets to generate the measure of correlation risk between the respective liquidity profiles of at least two of the respective assets over a defined time window in the time period; and
displaying, via a graphical user interface, the measure of correlation risk between the respective liquidity profiles of the at least two of the respective assets over the time window.