1. A computer-implemented method comprising: receiving first input that specifies a first market instrument; receiving second input that specifies a start date and an end date of a first time series associated with the first market instrument; receiving third input that specifies a feature set computer and the values of zero or more parameters of the feature set computer; retrieving the first time series from a data repository; determining a first feature set associated with the first market instrument by applying the feature set computer to the first time series, wherein the first feature set includes first one or more features that existed for the first market instrument between the start date and the end date; retrieving, from the data repository, a second time series associated with a second market instrument, wherein the second time series is bounded by the start date and the end date; determining a second feature set associated with the second market instrument by applying the feature set computer to the second time series, wherein the second feature set includes second one or more features that existed for the second market instrument between the start date and the end date; correlating the second feature set to the first feature set to determine a similarity score associated with the second market instrument, wherein the similarity score is a measure of the relationship between the second market instrument and the first market instrument; and storing the similarity score in computer data storage.