A non-transitory computer-readable storage medium storing a function restriction program causing a computer to execute processes of receiving a request including a user ID from a user terminal, acquiring a holding quantity of cryptoassets of a user based on the user ID, generating function restriction information for software executed on the user terminal based on the acquired holding quantity, and transmitting the generated function restriction information to the user terminal.

A method is disclosed for analysing a data set to determine a first processes. Common elements within the data are identified and associated with the first processes. The common elements are mapped within the first processes to provide an estimated process flow for the first process. Another process is evaluated to determine an absence of one or more common elements common to the estimated process flow. A map is then provided of the process flow indicating events and documents forming the similar processes.

Apparatus and associated methods relate to global implied volatility assessment in a dynamic inertia system. In an illustrative example, a global implied volatility assessment system (GIVAS) may include a market data standardization module configured to receive updates of option contracts of a cryptocurrency from multiple data tracking devices. For example, the option contracts value may be prone to outlying events causing discontinuity in a time-series of the value. The received update may, for example, be aggregated into a global order book (GOB) including instantaneous representations of the option contracts among the multiple data tracking devices. Based on the GOB, the GIVAS may generate a global raw volatility characterization (GRVC) of the option contracts. An infinite impulse response filter may be applied to the GRVC to generate a transient-dampened volatility characterization. Various embodiments may advantageously generate a transient-dampened volatility metric usable for analyzing the option contract value by external code.

Systems and techniques are described for implementing quote depletion protection via an exchange computer system. In some implementations, a financial instrument transaction order (e.g., a midpoint discretionary order for a financial instrument) with an instruction to apply quote depletion protection is received from a user device. Market conditions associated with the financial instrument transaction order (e.g., a National Best Bid (NBB) or National Best Offer (NBO)) are monitored. A quote depletion protection profile related to the financial instrument transaction order is accessed. An operation is then performed based on the market conditions and the quote depletion protection profile. The operation includes preventing execution of the order at a price between the NBB and NBO, or preventing execution of the order at a price between the NBB and NBO unless it can be executed at less than a threshold price differential relative to the NBB or NBO.

A method is provided for an endogenous decentralized monetary system. The method comprises a governance token with limited issuance, a currency token with unlimited issuance, a target exchange rate between the currency token and a fiat currency, a standard interest rate credited to holders of the currency token, indicators of inflation or deflation of the currency token, compensation for merchants' exchange loss, mechanism for crisis detection and self-stabilization of the currency token. New currency tokens are originated from rewards to consumers, merchants, and payment gateways, whenever consumers transactions/consumption are performed. The money creation is endogenous to the consumption of widely distributed consumers and is separated from borrowing and lending activities. Smart contracts automatically adjust consumer reward percentages, merchant reward percentages, and the interest rate according to a predetermined policy cycle until inflation or deflation is stabilized within a 2% exchange rate range from the target exchange rate.

A networked system for processing event response pairs across multiple locations includes a memory storing a plurality of event response pairs, each comprising an event predicate and an associated underlying order; a network interface receiving a continuous stream of trigger information entries from internal and external sources; and a processor coupled to the memory and network interface. The processor evaluates each received trigger information entry against the stored event predicates to identify one or more matches, prepares the associated underlying orders for transmission to specified destinations, sequences the prepared underlying orders based on a multi-response handling algorithm, and transmits the sequenced underlying orders via the network interface to the specified destinations.

Systems, methods, and computer program products for alerting a user of an anomaly concerning a publicly traded financial product, such as a publicly traded financial security with potentially upcoming volatility, include obtaining online chatter from one or more social media platforms associated with the publicly traded financial product posted over a first time interval, determining, at the end of the first time interval, an anomaly concerning the publicly traded financial product based at least in part on the online chatter associated with the publicly traded financial product, and responsive to determining the anomaly, providing an alert to the user. Determining the anomaly is based at least in part on historical data regarding online chatter associated with the publicly traded financial product from a prior time interval before the first time interval.

Disclosed herein is a system comprising a processor and a memory. The memory stores instructions causing the processor to: generate a backtesting view on an output for a backtesting session comprising a historic market instrument, the backtesting view having a first simulation time; retrieve economic events data comprising at least one economic event having event properties, the event properties including an event timestamp and an event value, the event timestamp being subsequent to the first simulation time; display an economic calendar comprising an economic event item in an economic calendar drawer of the backtesting view, the economic event item having an actual value label having a value placeholder; advance the first simulation time to a second simulation time at or after the event timestamp; and cause the output to show the event value for the actual value label and not show the value placeholder for the actual value label.

Systems and methods for non-custodial digital asset management. The system (100) comprising an ETP platform (104) for managing digital assets and a database (106) including a non-transitory computer-readable medium (110) including code and a controller (108) that executes the code, the controller (108) enabling communication between a user device (102) and the ETP platform (104), and a smart contract (112) that is connected to the database (106) via an application programming interface (114). A method for rebalancing digital assets within the system (100) for non-custodial digital asset management includes the steps of establishing initial ETP allocations in a portfolio, analyzing market conditions, executing smart contracts (112) to rebalance assets within the portfolio, identifying deviations from a target asset allocation, managing risk using risk management protocol during rebalancing, and continuously monitoring the portfolio.

Disclosed herein is a backtesting system comprising a user device and a service device. The user device comprises a user memory storing instructions causing a processor to display a primary interface for backtesting session selection, communicate via an event-based communication session with the service device, requests and delta-decodes price data, store the delta-decoded price data in a client buffer, and render a backtesting chart based on a simulation time and the price data corresponding to the simulation time. The service device includes a service memory storing instructions that cause a service processor to establish the communication session, retrieve backtesting session data, select historical data for financial instruments based on the backtesting session data and store the historical data in a service buffer of price data, delta-encode the price data, and transmit the delta-encoded price data to the user device.