JP2005182513A - Market trade support system, device, method, and program - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a system for making easy a selection matching needs of a customer and a confirmation of a track record. <P>SOLUTION: Data over a desired period are extracted from a market database in a step 1 (S1). A value n for an investment object and a value m for a trade method are reset in a step 2 (S2). According to a trade program, trade of the extracted data as a plurality of commodities is simulated for performing a back test in a step 3 (S3). According to the simulated trade result, the track record is generated in a step 4 (S4), and the generated track record is stored in a step 5 (S5). In a step 6 (S6), it is determined whether processing is completed on all of the trade methods or not, and processing is not completed, the value m is incremented in a step 7 (S7) and returned to the step 3 (S3). When the processing is completed, it is determined whether processing is completed on all of the investment objects or not in a step 8 (S8). If processing is not completed, the value n is incremented in a step 9 (S9) and returned to the step (S3). When the processing is completed, the processing is finished. <P>COPYRIGHT: (C)2005,JPO&NCIPI

Description

  The present invention relates to a market transaction support system, apparatus, method, and program suitable for use in providing investment information, for example. Specifically, the provision of information to customers can be performed more accurately without setting arbitrary standards.

  In the conventional provision of investment information, for example, comparison of products is ranked by success rate, and a simple result is provided (see, for example, Patent Document 1).

However, the value of a product in investment is not just a problem of simple success rate. In particular, in the above-described technology, as in the present invention, information is provided to customers more accurately without setting an arbitrary standard. This is not described.
JP 2002-245252 A

  A system for conducting market transactions such as finance and goods using an information communication network such as the Internet has been put into practical use. That is, such market transactions such as finance and goods are open to the general public. In reality, however, there are many risks and difficulties for the general public to make direct investments using such a system, such as the fact that the market must always be monitored. Exists. Therefore, for such transactions, merchandise that sells and distributes profits according to an arbitrary policy is sold.

  Such merchandise is sold by, for example, investment companies, and in accordance with the policies of each company, buying and selling in the markets of finance, goods, etc. is performed and profits are distributed. However, each company's own policy of buying and selling is complicated and cannot be easily understood by the general public. For this reason, conventionally, the purchase of a product has been determined based on the reliability of the investment company itself, and it cannot be said that the intention of the purchaser is sufficiently reflected.

  Therefore, a market transaction support system, apparatus, method and program for providing investment information of these products in an easy-to-understand manner for general people have been proposed. In other words, in the method disclosed in Patent Document 1 described above, index values relating to a plurality of indices are obtained and updated for a plurality of trading target brands, and each index is determined based on the index values updated by the index value calculating means. , Each of the plurality of trading target brands is ranked and stored, and a specific brand is extracted from a plurality of stored brands based on the rank and presented to the user. .

  However, this method ultimately determines the rank, the current value of the index, and when the transaction is performed at the timing when the obtained index value was obtained in the past for each trading target stock, The probability of obtaining a value is obtained and set based on the probability. In other words, the value of the product is sought for a simple success rate.

  However, in the case of an actual investment transaction, for example, even if it fails 99 times in 100 transactions, it may be profitable by one success, and conversely, if it succeeds 99 times, it will fail once. In some cases, you may lose. Therefore, using only a simple success rate as described above does not provide sufficiently accurate information.

  In the method disclosed in Patent Document 1 described above, the rank is determined by the probability that a predetermined expected value can be obtained. Here, the predetermined expected value can be arbitrarily determined by the information provider. For example, the expected value can be lowered to increase the success rate, and the result can be influenced by how the expected value is determined. And in this way, the information that can influence the result arbitrarily does not necessarily provide accurate information.

  This application has been made in view of these points, and the problem to be solved is that the conventional method determines the rank by obtaining the probability of obtaining a predetermined expected value. Yes, this does not necessarily provide sufficiently accurate information, as the results can be determined arbitrarily.

  Therefore, in the present invention, data for an arbitrary period is extracted from the market database, and trading according to a trading program as a plurality of products is simulated based on the extracted data, and the profit / loss result of the simulated trading Track records are created, and the order of the trading program is determined by sorting the predetermined items of the track record according to the customer's needs, and the track records by the plurality of trading programs are presented to the customer according to the determined ranking According to this, the selection according to the needs of the customer is performed, and the customer can confirm the desired item from the track record.

  According to the first aspect of the present invention, the terminal device having the information output means, the data storage devices of various markets, and the server system are connected through the network, and the server system includes the database of the customer who owns the terminal device and the data storage. A market database for storing data from the device, means for extracting data for an arbitrary period from the market database, means for simulating buying and selling according to a buying and selling program as a plurality of products based on the extracted data, A means to create track records from simulated profit and loss results of trading and the order of trading programs is determined by sorting predetermined items of track records by multiple trading programs according to customer needs input to the terminal device And track by multiple trading programs according to the determined ranking By the means for presenting the code to a customer is provided, it is capable of providing good market trading support systems.

  According to a second aspect of the present invention, there is provided a market transaction support apparatus in which a terminal device having information output means and data storage devices in various markets are connected through a network, and possesses a terminal device connected through the network. There is provided a customer database and a market database for storing data from a data storage device connected through a network, means for extracting data for an arbitrary period from the market database, and a plurality of products based on the extracted data Means for simulating buying and selling according to the buying and selling program, means for creating a track record from simulated profit and loss results, and track records by multiple buying and selling programs according to customer needs input to the terminal device Sort the predetermined items of and determine the ranking of the trading program And stage, by having a means for presenting the track record of a plurality of trading programs to the customer according to the determined order, is capable of providing good market trading support apparatus.

  According to invention of Claim 3, it is a market transaction support method used for the system with which the terminal device which has an information output means, the data storage device of various markets, and the server system were connected through the network, Comprising: Arbitrary from a data storage device The data of the period is extracted, the trading according to the trading program as a plurality of products is simulated based on the extracted data, the track record is created from the simulated profit and loss result of the trading, and the terminal device Sort the predetermined items of the track records by a plurality of trading programs according to the input customer's needs, determine the ranking of the trading programs, and present the track records by the plurality of trading programs to the terminal device according to the determined ranking Providing a good market transaction support method by providing procedures in the server system It is those that can be.

  According to a fourth aspect of the present invention, there is provided a market transaction support program for use in a system in which a terminal device having information output means, a data storage device of various markets, and a server system are connected through a network. A means for extracting data for an arbitrary period, a means for simulating buying and selling according to a buying and selling program as a plurality of products based on the extracted data, and creating a track record from the profit and loss result of the simulated buying and selling Means for sorting the predetermined items of the track records by the plurality of trading programs according to the needs of the customer input to the terminal device and determining the ranking of the trading program; and a plurality of trading programs according to the determined ranking Realize the function as a means to present the track record by the terminal device And by, one in which it is possible to provide a good market transaction support program.

  The present invention will be described below with reference to the accompanying drawings. FIG. 1 is a block diagram showing the entirety of an embodiment of a market transaction support system to which a market transaction support system, apparatus, method and program according to the present invention are applied.

  In FIG. 1, a data storage device installed by a user terminal device 201, 201, 202... Owned by a customer and an information communication network 100 such as the Internet in various markets such as a financial market. 300 is connected. And the web server 11 which comprises the server system 1 used as the foundation of this invention is connected to this information communication network 100. FIG.

  Further, an application server 12 and a database server 13 are connected to the web server 11. The database server 13 is connected to a customer information database 21, a market information database 22, and a product information database 23. And using the data memorize | stored in these databases 21-23 and the processing program memorize | stored in the application server 12, creation of the support information of a market transaction is performed.

  Therefore, FIG. 2 illustrates a process up to product purchase when the system of FIG. 1 is used. That is, in FIG. 2, when access to the server system 1 is performed from the user terminal devices 201, 201, 202... Owned by the customer, a main menu as indicated by reference numeral P1 is first displayed. In this main menu P1, for example, options of (1) “priority diagnosis”, (2) “ranking search”, and (3) “direct search” are displayed, and selection is made by clicking each option. Done.

  Here, when (1) “priority diagnosis” is selected from the main menu P1, for example, a top screen of AHP (Analytic Hierarchy Process) analysis as shown by reference numeral P2 is displayed. In this AHP analysis, an analysis using a so-called hierarchical structure question is performed using a question screen as shown in the top screen P2 or the symbol P3. A plurality of question screens P3 may be provided. The order of priority items analyzed from the answers to these questions is displayed as a result screen as shown by reference symbol P4, for example. Furthermore, a search is performed by clicking a search button.

  When (2) “Ranking search” is selected from the main menu P1, for example, a search method selection screen as indicated by reference numeral P5 is displayed. On this selection screen P5, for example, (1) “Select by priority” and (2) “Select by market / brand” are displayed. When (1) “Select by priority” option is selected, for example, a “Search by priority” screen as shown by reference numeral P6 is displayed. When the option (2) “Select by market / brand” is selected, for example, a “Search by market / brand” screen as indicated by reference numeral P7 is displayed.

In addition, the “search by priority” screen P6 includes selection items such as (1) “top priority item”, (2) “second priority item”, and (3) “third priority item”. Are displayed, and selections are made in a pull-down format. In addition, for example, (1) “Investment target market / brand”, (2) “Priority item (Part 1)”, (3) “Search by market / brand” screen P7.
Selection items such as “priority item (2)” are displayed, and selection is performed in a pull-down format. A search is performed by clicking the search button.

  When the search button is clicked on the screens P4, P6, and P7 by the above operation, the product is searched according to the set priority items. The retrieved result is displayed on the screen of “search result best5” of symbol P8. By clicking the product name displayed here, the product to be purchased is selected. Further, when a product to be purchased is determined in advance, a code for specifying the product is input on the screen P9 of “product code input” selected in (3) “direct search” of the main menu P1. .

  Then, the track record of the selected product is displayed on the “track record” screen indicated by reference symbol P10, and when the content is satisfied, the “purchase” option is clicked upon clicking the “purchase” option. "Is displayed and a remittance instruction is issued. Further, when making other selections, the “Login” option is clicked to display the “Login” screen P12, and the ID and password are entered. In such a process, a product is purchased when the system of FIG. 1 is used.

  Further, in the above-described process, a search for products displayed on the screen of “search result best5” is performed as follows. First, FIG. 3 shows a track record calculation process. In FIG. 3, when the process is started, data for a desired period is extracted from the market information database 22 in the first step [1]. In step [2], the value n of the investment object and the value m of the trading technique are reset to the numerical value “1”.

  Next, a back test is executed in step [3]. Here, for example, according to a trading program as a plurality of commodities provided in the application server 12, the back test is performed by simulating the trading of data stored in the market information database 22 described above. Subsequently, a track record is created in accordance with the result of trading simulated in step [4]. Then, the track record created in step [5] is stored in the product database 23.

  In step [6], it is determined whether or not processing has been completed for all transaction methods. If it is not completed [NO], the value m is incremented in step [7] and the process returns to step [3]. When the processing is completed in step [6] [YES], it is further determined in step [8] whether or not the processing has been completed for all investment targets. If it is not completed [NO], the value n is incremented in step [9] and returned to step [3]. Further, when the process is completed in step [8], the process ends.

  In this track record calculation process, the back test is executed in step [3] as follows. That is, in the table shown in FIG. 4, data extracted from the data storage device of the financial market data supplier is copied to columns A to G. Here, column A is the date, column B is the time, column C is the opening price, column D is the high price, column E is the low price, column F is the closing price, and column G is the transaction volume.

Further, from the values in the A to G columns, the values shown in the right H to X columns are obtained by the following equations.
H [s] = IF (AND (D [s]> MAX (D [s-10]: D [s-1]), C [s]> F [s]), "dn", IF (AND ( E [s] <MIN (E [s-10]: E [s-1]), C [s] <F [s]), "up", ""))
I [s] = IF (H [s] = "up", D [s], IF (H [s] = "dn", E [s], ""))
J [s] = IF (H [s] = "up", E [s], IF (H [s] = "dn", D [s], ""))

K [s] = IF (AND (H [s-1] = "up", D [s]> D [s-1]), "B", IF (AND (H [s-1] = "dn ", E [s] <E [s-1])," S ",""))
L [s] = IF (K [s] = "", "", I [s-1])
M [s] = IF (K [s] = "", "", J [s-1])
N [s] = IF (K [s] = "B", L [s] -M [s], IF (K [s] = "S", M [s] -L [s], "") )
O [s] = IF (K [s] = "B", L [s] + N [s] * O $ 4, IF (K [s] = "S", L [s] -N [s] * O $ 4, ""))

P [s] = IF (K [s] = "B", 1, IF (K [s] = "S",-1, SUM (P [s-1], S [s-1], U [ s-1])))
Q [s] = IF (P [s-1] <> P [s], L [s], Q [s-1])
R [s] = IF (OR (K [s] = "B", K [s] = "S"), M [s], IF (AND (P [s-1] = P [s], P [s] <> 0), R [s-1], ""))
S [s] = IF (AND (P [s] = 1, E [s] <R [s]),-1, IF (AND (P [s] =-1, D [s]> R [s ]), 1, ""))
T [s] = IF (P [s-1] <> P [s], O [s], T [s-1])
U [s] = IF (AND (P [s] = 1, D [s]> T [s]),-1, IF (AND (P [s] =-1, E [s] <T [s ]), 1, ""))

V [s] = IF (S [s] <>"", (R [s] -Q [s]) * P [s], "")
W [s] = IF (U [s] <>"", (T [s] -Q [s]) * P [s], "")
X [s] = IF (AND (P [s-1] + P [s] = 0, P [s] <> 0), (Q [s] -Q [s-1]) * P [s- 1], "")

That is, in FIG. 4 described above, columns H to U are in accordance with an arbitrary trading program. Here, trading is performed according to the following conditions.
◎ Although the high price of the transaction start condition section t of “Sell” is higher than the highest price of the last 10 previous sections,
The closing price of interval t is below the opening price,
In case of falling below the low price of section t in the next section, that is, section (t + 1)

◎ “Sale” transaction termination conditions 1. When the price range (high price-low price) falls on the low price of the section t. 2. When the high price of the section t is exceeded If the conditions for starting a “buy” transaction are satisfied before satisfying 1 or 2 above

◎ Even though the low price of “buy” transaction start condition section t is lower than the lowest price of the last 10 sections,
The closing price of interval t is higher than the opening price,
In the next section, that is, in section (t + 1), if it exceeds the high price of section t, “buy” at the high price of section t

◎ “Buy” Transaction Termination Conditions 1. When the price increases in the interval t (high value-low price) based on the high value in the interval t. 2. When the price is below the low price of section t Before the above 1 or 2 is satisfied, the “sell” transaction start condition is satisfied

As a result, for example, condition “dn” is displayed in the ◎ H column. 1. The high price of the section is higher than the highest value of the last 10 sections. The closing price of the interval is below the opening price

◎ Conditions for displaying “up” in column H 1. The low price of the section is cheaper than the lowest price of the last 10 sections. The closing price of the section is higher than the opening price.

  Furthermore, the track records shown in the V to X columns are created from the calculation results in the H to U columns. The created track record is stored in the product information database 23 in the form shown in FIG. 5, for example. Note that FIG. 5 shows the results of simulation using various trading methods for various types of investment targets. The track record stored in the product information database 23 in this way is presented to the customer through the user terminal devices 201, 201, 202 owned by the customer in response to the request.

  FIG. 6 shows a specific example of the “track record” screen P10 shown in FIG. In FIG. 6, an outline of the track record of the selected product is displayed. At the bottom of the screen, a “Purchase this product” button corresponding to the “Purchase” option shown in FIG. 2 is provided. For example, “Display detailed results” or “Return to search results” "" Return to main menu "button is provided. In addition, a “chart display” button is provided at the top of the screen.

  When the “display detailed result” button is clicked, the details of the track record as shown in FIG. 7 are displayed. When the “display chart” button is clicked, for example, a chart as shown in FIG. 8 is displayed. In this way, the customer can examine various kinds of detailed information.

  Therefore, in this embodiment, data for an arbitrary period is extracted from the market database, and buying and selling according to the buying and selling program as a plurality of products is simulated based on the extracted data. Create track records, sort the predetermined items of track records according to customer needs, determine the order of trading programs, and present track records by multiple trading programs to customers according to the determined ranking As a result, the selection according to the needs of the customer is performed, and the customer can confirm the desired item from the track record.

  Thus, in the conventional method, the rank is determined by obtaining the probability that a predetermined expected value can be obtained, and in this case, the result can be influenced arbitrarily, and sufficiently accurate information is not necessarily provided. However, according to the present invention, these problems can be easily solved.

  Thus, according to the market transaction support system described above, the terminal device having the information output means, the data storage device of various markets and the server system are connected through the network, and the server system includes a database of customers who own the terminal device, Market database for storing data from a data storage device, means for extracting data for an arbitrary period from the market database, and means for simulating buying and selling according to a buying and selling program as a plurality of products based on the extracted data And a means for creating a track record from the simulated profit and loss results of the trading, and a ranking of the trading program by sorting predetermined items of the track record by a plurality of trading programs according to customer needs input to the terminal device And a plurality of trading professionals according to the determined order. By the means for presenting to the customer a track record by the ram is provided, along with selected to meet the needs of the customer is made, the customer is one that can be confirmed a desired item from the track record.

  In addition, according to the market transaction support device described above, a terminal device having information output means and a data storage device in various markets are connected through a network, and the market transaction support device has a terminal device connected through the network. A customer database and a market database for storing data from a data storage device connected via a network, means for extracting data for an arbitrary period from the market database, and a plurality of products based on the extracted data Means for simulating buying and selling according to the buying and selling program, means for creating a track record from the simulated profit and loss results of the buying and selling, and trucking by a plurality of buying and selling programs according to customer needs input to the terminal device Sort the given items in the record to rank the trading program And a means for presenting a track record by a plurality of trading programs to the customer according to the determined order, the customer can make a selection according to the needs of the customer, and the customer can select a desired item from the track record. It can be confirmed.

  Furthermore, according to the market transaction support method described above, a market transaction support method used in a system in which a terminal device having information output means, a data storage device of various markets, and a server system are connected through a network, the data storage device Extract data for an arbitrary period from, simulate trading according to the trading program as multiple products based on the extracted data, create track records from the simulated profit and loss results, and terminal According to the needs of customers input to the device, the predetermined items of the track records by a plurality of trading programs are sorted to determine the ranking of the trading programs, and the track records by the plurality of trading programs are transferred to the terminal device according to the determined ranking By providing the server system with a procedure to present With Align was selection is made, the customer is one that can be confirmed a desired item from the track record.

  According to the market transaction support program described above, a market transaction support program used in a system in which a terminal device having information output means, a data storage device of various markets, and a server system are connected via a network, A means for extracting data for an arbitrary period from the device, a means for simulating buying and selling according to a buying and selling program as a plurality of products based on the extracted data, and a track record from a profit and loss result of the simulated buying and selling Means for creating, means for sorting the predetermined items of the track records by a plurality of trading programs according to the needs of the customer input to the terminal device, and determining the ranking of the trading program, a plurality of according to the determined ranking Machine as means for presenting track records by trading program to terminal equipment By realizing, with selection to meet the needs of the customer is made, the customer is one that can be confirmed a desired item from the track record.

  The present invention is not limited to the above-described embodiment, and various modifications can be made without departing from the spirit of the present invention.

It is a block diagram which shows the whole of one Embodiment of the market transaction support system to which the market transaction support system, apparatus, method, and program by this invention are applied. It is a figure for explanation of the operation. It is a flowchart figure which shows the track record calculation process. It is a figure for the description. It is a figure for the description. It is a figure for the description. It is a figure for the description. It is a figure for the description.

Explanation of symbols

  DESCRIPTION OF SYMBOLS 100 ... Information communication network, 201, 201, 202 ... User terminal device, 300 ... Data storage device, 1 ... Server system, 11 ... Web server, 12 ... Application server, 13 ... Database server, 21 ... Database of customer information, 22 ... Database of market information, 23 ... Database of product information

Claims (4)

A terminal device having information output means, a data storage device of various markets, and a server system are connected through a network,
The server system includes
A database of customers who own the terminal devices;
A market database for storing data from the data storage device;
Means for extracting data for an arbitrary period from the market database;
Means for simulating buying and selling according to a buying and selling program as a plurality of products based on the extracted data;
Means for creating a track record from the simulated profit and loss results of the trade;
Means for sorting the predetermined items of the track records by the plurality of trading programs according to the needs of the customer input to the terminal device and determining the ranking of the trading programs;
Means for presenting track records by the plurality of trading programs to the customer according to the determined order. A market transaction support device in which a terminal device having an information output means and a data storage device of various markets are connected through a network,
A database of customers who own terminal devices connected through the network and a market database storing data from a data storage device connected through the network;
Means for extracting data for an arbitrary period from the market database;
Means for simulating buying and selling according to a buying and selling program as a plurality of products based on the extracted data;
Means for creating a track record from the simulated profit and loss results of the trade;
Means for sorting the predetermined items of the track records by the plurality of trading programs according to the needs of the customer input to the terminal device and determining the ranking of the trading programs;
A market transaction support apparatus, comprising: means for presenting track records by the plurality of trading programs to the customer according to the determined order. A market transaction support method used in a system in which a terminal device having information output means, a data storage device of various markets, and a server system are connected through a network,
Extracting data for an arbitrary period from the data storage device;
Simulate buying and selling according to a buying and selling program as a plurality of products based on the extracted data,
Creating a track record from the simulated profit and loss results of the trade,
Sorting the predetermined items of the track records by the plurality of trading programs according to the needs of the customer input to the terminal device to determine the ranking of the trading program,
A market transaction support method comprising: providing, in the server system, a procedure for presenting track records based on the plurality of trading programs to the terminal device according to the determined order. A market transaction support program used in a system in which a terminal device having information output means, a data storage device of various markets, and a server system are connected through a network,
Means for extracting data for an arbitrary period from the data storage device;
Means for simulating buying and selling according to a buying and selling program as a plurality of products based on the extracted data;
Means for creating a track record from the simulated profit and loss results of the trade;
Means for sorting the predetermined items of the track records by the plurality of trading programs according to the needs of the customer input to the terminal device and determining the ranking of the trading programs;
A market transaction support program characterized by realizing a function as means for presenting track records by the plurality of trading programs to the terminal device in accordance with the determined order.

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