ProcessThis app for iPhone and iPad

A simple finance research app which seeks to use stochastic processes to explain price movements in currency markets. By using pattern recognition algorithms, Process This will search in the space of processes for one that matches the price action at keys parts of a currencys history.

Features:
- Plot simple (Geometric Brownian motion) and complicated (Black-Karasinski, Heston) processes with different parameters and at various granularities. Accompanying properties such as hitting probabilities and time to exit displayed.

- Searches a process to match critical parts (overbought, oversold, breakout) of a currencys historical price.

- App includes prices of common currencies (EURUSD, USDJPY, GBPUSD) for the past ten years going back to 2002.

- Matching is done using proprietary formulated "Surface" evolution where price action after triggers is collated and analyzed by way of in-the-money and out-of-the-money levels.

- A trace recognition algorithm to match a process to a finger drawn trajectory. This is useful for quickly categorizing a visual pattern to a process.

We hope you, like us, will be a step closer in demystifying the market by using Process This.

This mobile application is created by Donny Lee, Duke 12, quant trader at a hedge fund in Asia. Please send feedback to [email protected]

ProcessThis is currently only available for iPhone 4/4S and 5/5S.