1. A computerized method for predicting a price movement in a financial market comprising: choosing an output variable indicative of price movements in a financial market; choosing a plurality of input variables that are market-related to the output variable; obtaining market data for the output variable and the input variables over a predetermined time period; constructing at least one training set of data from the obtained market data for the output variable and the input variables; calculating a weight to be assigned to each of the input variables using the at least one training set of data to reflect a correlation between the output variable and the input variable as found in the obtained market data; and generating an output value for the output variable to predict a next price movement in the financial market based on the calculating of the weights.