A method and system for determining investor participation driven stock purchase
indices. Raw customer trading data is received from an accounting system. The raw
customer trading data is then aggregated to generate daily transaction total counts
for all stocks (that is, total shares bought and sold, total market value, etc.)
as well as daily transaction total counts for each individual stock. Aggregation
of the raw customer data also addresses customer privacy concerns. The aggregated
data is processed to produce moving averages, stock purchase indices, and stock
rankings. The stock purchase indices are based on a diffusion index technique of
segregating buyers from sellers, and with these relative counts, measures the breadth
of investor purchasing participation. The stock purchase indices are then displayed
to a graphical user interface. The display includes stock buy and sell ranking lists.
