PURPOSE: A method and system for analyzing business techniques and characteristics using market indexes based on real time limit order book data is provided to analyze levels and characteristics of techniques for managing profits and losses by estimating various market indexes from real time limit order book data transmitted from a stock exchange. CONSTITUTION: A market index estimation unit collects characteristics of changes of market indexes and estimates indexes in which traders are interested. A trading characteristic value estimation unit estimates indexes which enable a trader or a trading system to analyze levels and characters of techniques relevant to a change of a market. A display unit enables the trader to select an index the trader wants to watch in real time among the indexes of the market index estimation unit and the trading characteristic value estimation unit.