1. A process comprising: receiving an expression comprising a first expression portion and a second expression portion, wherein: the first expression portion specifies one or more market instruments and one or more mathematical operations involving at least one of the one or more market instruments; and the second expression portion specifies a method that is to be applied based on the first expression portion; evaluating the expression to generate a time series at least in part by: based on one or more sets of data values associated with the one or more market instruments, performing the one or more mathematical operations to generate intermediate information; applying the first method to the intermediate information; storing the time series in computer data storage; wherein the process is performed by one or more computing devices.