This describes a method of processing data relating to historical performance series (A1, A2, . . . , Am) of markets and/or of financial tools to obtain a synthetic index (PROXYNTETICA) constituted of a plurality of historical performance series (Ax1, Ax2, . . . , Axn) representative of various economical and financial scenarios, which exhibits the particularity of being highly correlated with the last rolling of the market and of therefore maintaining a high representativity of the conditions relating to the covariances between the markets and/or the financial tools.
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