1. A method for predicting the probability of consummation of a securities investment order comprising the steps of: storing in a memory the record of prices at which transactions in said security were previously consummated; computing the autocorrelation distribution of the price of said security at a selected lag interval based on the record of the deviation of said prices stored in said memory from an average price; determining the variance of said autocorrelation distribution; obtaining a square root of said variance to provide a numerical indication of one standard deviation; and assigning to said variance the characteristics of a normal statistical distribution having a predetermined probability corresponding to said standard deviation.