HISTORICAL PRICE DATA

Brand Owner Address Description
DEEP SIGNAL Dransfeldt, Eric 730 BRIERCLIFF LANE Lake Oswego OR 97034 Software development and software consulting relating to investment trade timing analysis software using historical price data;
 

Where the owner name is not linked, that owner no longer owns the brand

    
Technical Examples
  1. An improved method for simulating noise-varying risk factor values in a parametric simulation comprises analyzing historical data to determine the actual value of the risk factors and other attributes in the model and using this data to generate historical residual values which reproduces the historical price when used in the model with corresponding historical attribute values. The set of historical residual values is standardized and can be bootstrapped to increase the number of members in the set or vary the sets properties. Values of the historical residuals are then selected, e.g., at random, and used in place of the random noise components to produce simulated risk factor values which are used in the parametric model to simulate the evolution of the instrument price.