| 摘要 |
An electronic surveillance system or method identifies potentially suspect trading activities by determining when day trading accounts are too consistently profitable or too consistently unprofitable (lossy). The electronic surveillance system examines specific futures commodities or other securities over a specified time period (e.g., daily). Accounts that are too consistently profitable or too consistently unprofitable are flagged by the system. In addition, the system may report when a trading account experiences statistically unusually large gains or losses per contract traded and gains or losses or a high percentage of time periods. The day to day profits or losses are displayed to a user in a graphical format that expresses the profit or loss trends intuitively before additional analysis of charts or numbers. The system may also perform the analysis for pairs of accounts where trades opposite to one another of the pair are unusually consistently profitable or unusually consistently lossy. |
