JP5232513B2 - Securities transaction order processing system, method thereof, and program - Google Patents

Description

  The present invention relates to a securities transaction order processing system configured by a computer that executes order processing of securities trading transactions, a method thereof, and a program. This can be used to automatically repeat purchase orders for brands and sell orders for purchased brands.

  2. Description of the Related Art Conventionally, a stock trading timing determination support system is known in which an investor can determine an investment brand with his / her own judgment and execute execution of trading (see Patent Document 1). In this stock trading timing determination support system, the brand to be purchased and its purchase timing are determined according to the conditions set by the investor, and the timing for selling the purchased stock is further determined.

JP 2002-24547 A (summary, claim 1)

  However, in the stock trading timing determination support system described in Patent Document 1 described above, the determination of the brand to be purchased, the purchase timing, and the sales timing is automatically performed according to the conditions set by the investor. However, the investor may select the conditions for determining the purchase timing and the sale timing in either the flow of selling the purchased stock or purchasing the sold stock. I can only do it.

  Therefore, in the stock trading timing determination support system described in Patent Document 1 described above, contrary to the normal limit, it is more than a certain price (referred to as “conditional price” in the present specification to distinguish from the normal limit). Conditional orders with the condition of buying when they become, or conditional with conditions of selling when they are below a certain price (in this specification, referred to as “conditional price” in distinction from the normal limit price) It is not possible to implement an ordering algorithm that includes orders, or combinations of these conditional orders and other types of orders, and it is not possible to place orders directly into such a market system. Such as complex ordering algorithms that include orders of the type that require the market timing to be determined by monitoring market prices at securities companies, etc. And nor is it to be able to select the type of Do not ordering algorithm. Furthermore, in the stock trading timing determination support system described in Patent Document 1 described above, the determination of the purchase timing and the determination of the sales timing are performed separately under the conditions specified separately by the investors. An ordering algorithm that concatenates buying and selling orders to sell a brand that has been bought is prepared, and it cannot be selected.

  Moreover, in the stock trading timing determination support system described in Patent Document 1 described above, the purchase timing and the sales timing are determined by the system, so that it is possible to reduce the burden of investor judgment and the market monitoring burden. Although there is no description of entering and specifying the investment amount, handling of the investment amount, and eventually determining the purchase quantity by the system, etc., although it is possible, it is an important factor that determines investment behavior for investors. It may be possible that the effort of the investor is not sufficiently reduced. In particular, as shown in FIG. 4 of Patent Document 1, the purchase and sale can be repeated, but when the investor instructs the quantity at the time of each purchase and sale, It will take time.

  An object of the present invention is to provide a securities transaction order processing system, a method thereof, and a program capable of reducing the burden of judgment of a customer and the burden of monitoring a market and realizing an effective investment. It is in.

  The present invention is a securities transaction ordering processing system configured by a computer that executes ordering processing of securities trading transactions, and includes a threshold for an index value for brand evaluation for determining an investment amount and brand extraction conditions by a customer, or Order acceptance processing means for executing processing for accepting input of selection information of brand classification, type of ordering algorithm, limit price or condition price for determining details of the ordering algorithm, or ratio value for determining these limit price or condition price And the investment amount received by the order reception processing means, the threshold value for the index value for brand evaluation for determining the brand extraction condition or selection information of the classification of the brand, the data indicating the type of the ordering algorithm, and the details of the ordering algorithm. Limit price or condition price to be determined or of these limit price or condition price A condition database that stores regular ratio values in association with order identification information, a brand information database that stores index values or brand classifications for brand evaluation in association with brand identification information, and this brand information Whether the index value for stock evaluation or stock classification stored in the database satisfies the stock extraction condition determined by the threshold for the stock evaluation index value stored in the condition database or the selection information for stock classification Execute the process to extract the brand identification information for the brands that satisfy the brand extraction conditions, and the process to acquire the market price data of each brand from the market price data providing system via the communication line The market price data acquisition processing means and the brand extraction processing means start with the brand extraction, sell the purchased brand through at least one purchase order When the order determined by the ordering algorithm comes according to the data indicating the type of the ordering algorithm stored in the condition database in each cycle during the repetition of the cycle ending with the selling order, the time determined by the ordering algorithm When the market price data acquired by the market price data acquisition processing means is monitored for the extracted brand by the brand extraction processing means, it is determined whether or not the market price data satisfies the condition price, and it is determined that the condition price is satisfied In addition, an order instruction processing means for executing processing for instructing ordering and / or order cancellation, and an investment amount stored in the condition database upon receiving an order instruction by the order instruction processing means in each cycle or a profit amount in each cycle Investment amount after re-investing or investment amount after reducing loss amount, and stored in condition database The purchase quantity is determined by using the limit price or condition price determined, the limit price or condition price determined by the ratio value, or the market price data of the extracted stock acquired by the market price data acquisition processing means, and the determined purchase quantity and brand extraction processing means The purchase order data including at least one purchase including the brand identification information extracted by the above is executed, and the sale quantity and the brand extraction processing means which are the same as the purchase quantity or the same as the total quantity of the purchase quantity for multiple purchases are extracted. Order data creation processing means for executing processing for creating selling order data including brand identification information, and order processing for executing processing for transmitting the order data created by the order data creation processing means to the market system via a communication line And a processing means.

  Here, “ordering” of “processing for instructing ordering and / or order cancellation” includes an ordering for correcting a part of the ordering contents.

  In such a securities transaction order processing system of the present invention, when a customer inputs an investment amount and designates an order condition consisting of a brand extraction condition and an ordering algorithm, a brand extraction, a buy order, and a sell order are performed. It is automatically executed by the system, and at this time, the quantity is also automatically determined by the system, so that it is possible to reduce the burden of customer judgment and the burden of monitoring the market.

  In addition, since the system automatically repeats a cycle that starts with stock extraction, ends with at least one buy order, and ends with a sell order that sells the purchased stock, the customer has no time and effort. It is possible to effectively use time to realize an effective investment, thereby achieving the object.

  In the securities transaction order processing system described above, the order reception processing means receives a plurality of order conditions with different brand extraction conditions and / or order algorithms, and an input of an investment amount for each of the plurality of order conditions. The order instruction processing means is configured to execute a process for repeating the cycle for each of a plurality of order conditions, and the investment amount stored in the condition database and the total amount of assets at the end of each cycle. , The return rate calculation processing means for executing the process of calculating the return rate of each of the plurality of order conditions, and the total asset amount and return rate calculation process at the end of each cycle for each of the multiple order conditions A sales history management database for storing the return calculated by the means in association with the order identification information, During the repetition of the cycle by the processing means, at the time when the predetermined order condition transfer time is reached, at the end time of the most recently completed cycle of each of the plurality of order conditions stored in the trading history management database And a transfer processing means for executing a transfer process that compares the investment rate of at least one ordering condition and adds the investment amount of at least one ordering condition to the investment amount of another ordering condition that has a higher return rate than the ordering condition. It is desirable to do.

  Here, the “investment amount” in the “investment amount of at least one order condition” is the investment amount (initial investment amount) received by the order reception processing means and stored in the condition database, and in each cycle. A case where the amount of investment is after reinvesting the amount of profit and a case where the amount of investment is after reducing the amount of loss in each cycle are included. The same applies to the following inventions.

  In this way, when the order condition transfer process is configured, among the order conditions set by the customer, the order condition with a low rate of return is transferred to another order condition with a higher rate of return than this order condition. Since the investment amount is transferred, it becomes possible to continue the investment by changing to the ordering conditions expected to increase the profit effect. For this reason, among the multiple order conditions set by the customer, it is possible to cancel the use of an order condition with a low rate of return and consolidate the investment amount into an order condition with a high rate of return. Therefore, automatic correction of customer settings can be realized within the range of customer settings. Therefore, for example, if you do not have enough ordering settings for yourself, you do not know whether the settings are good or bad, or you want to see the situation by setting multiple ordering conditions, you can finally set the customer settings Since it becomes possible to lead to ordering conditions that increase profitability, a more effective investment is realized.

  In the above configuration, the rate of return is calculated at the end of each cycle and stored in the trading history management database, and when the transfer time comes, the rate of return stored in the trading history management database is calculated. It is designed to compare the rate of return for each ordering condition, but as shown below, instead of calculating the rate of return in advance and storing it in the trading history management database, it has reached the transfer period The configuration may be calculated at the time, and even in such a configuration, the same operation and effect as in the above configuration can be obtained.

  That is, in the above-described securities transaction order processing system, the order reception processing means receives a plurality of order conditions having different brand extraction conditions and / or order algorithms, and an input of an investment amount for each of the plurality of order conditions. The order instruction processing means is configured to execute a process of repeating a cycle with each of a plurality of order conditions, and for each of the plurality of order conditions, the total amount of assets at the end of each cycle, In addition, a trading history management database that stores the number of stocks held in the middle of each cycle and the cash balance of uninvestment, and during the cycle of the ordering instruction processing means, at the transfer time of the predetermined ordering conditions At that point, the investment amount and trading history management database stored in the condition database Use the total amount of assets at the end of the last cycle that has already been remembered, or the investment amount stored in the condition database, the extracted stock at the midpoint of the processing cycle stored in the trading history management database Multiple ordering conditions using the current stock quantity and the market price data of the extracted stock acquired by the market price data acquisition processing means, and the unbalanced cash balance at the midpoint of the processing cycle stored in the trading history management database And a plurality of ordering conditions calculated by the rate of return calculation processing unit when the transfer time is reached during the repetition of the cycle by the order instruction processing unit. The return rates of each order are compared, and the investment amount of at least one order condition is the investment amount of another order condition that has a higher return rate than this order condition. It may be configured to a transfer processing unit for executing transfer processing of adding the forehead.

  Further, in the case where the order condition transfer process is performed as described above, the order reception processing means also executes a process for receiving an input of a valid period of repetition of the cycle by the customer and at least one transfer time. The condition database is configured to store the validity period and at least one transfer time in association with the order identification information, and the order instruction processing means refers to the validity period stored in the condition database and specifies the input. It is desirable that the process of repeating the cycle until the end of the effective period is executed, and the transfer processing means is configured to execute the transfer process at least once at the transfer time stored in the condition database.

  In this way, when the customer inputs the valid period of cycle repetition and at least one transfer period, the degree of freedom for setting the customer is increased, and it is possible to realize more strategic investment. Become.

  And when it is set as the structure which performs the transfer process of order conditions as mentioned above, the following various transfer processes can be mentioned as a specific aspect of a transfer process.

  In other words, in the case where the order condition transfer process is configured as described above, the transfer processing means increases the investment rate of all the order conditions other than the order condition with the highest rate of return to the highest rate of return. The transfer process of adding to the investment amount under the ordering conditions may be executed. Note that when this configuration is adopted, all investment amounts are aggregated into one ordering condition in one transfer process, and therefore a plurality of transfer processes cannot be performed.

  In addition, in the case where the order condition transfer process is configured as described above, the transfer processing means uses the investment amount of the order condition that has the lowest rate of return as the investment amount of the order condition that has the highest rate of return. It can be set as the structure which performs the transfer process added to.

  Further, in the case where the order condition transfer process is configured as described above, the transfer processing means determines that the investment amount of the order condition having the lowest rate of return is an order other than the order condition having the lowest rate of return. It can be set as the structure which performs the transfer process which distributes and adds to the investment amount of conditions equally.

  In the case where the order condition transfer process is performed as described above, the transfer processing means determines that the investment amount of the order condition having the lowest rate of return is an order other than the order condition having the lowest rate of return. It is possible to adopt a configuration for executing a transfer process in which the investment amount is distributed and added in proportion to the value of the rate of return.

  Further, in the case where the order condition transfer process is performed as described above, the transfer processing means is divided into a group of order conditions with a high rate of return and a group of order conditions with a low rate of return. It is possible to perform a transfer process in which the total investment amount of the ordering condition group is equally distributed and added to the high profitability ordering condition group.

  Further, when the order condition transfer process is performed as described above, the transfer process may be performed a plurality of times as follows.

That is, in the case where the order condition transfer process is performed as described above, the return rate calculation processing means calculates the return rate of the order condition that has received at least one transfer of the investment amount from the other order conditions. When the transfer is made, the transfer amount to the relevant ordering condition at each transfer time after receiving the transfer is divided by the value obtained by adding 1 to the rate of return of the relevant ordering condition at the time of each transfer time after receiving the transfer. Thus, the virtual initial investment amount is calculated by converting the investment amount at the time of acceptance by the order reception processing means and adding the transfer amount after each conversion to the investment amount stored in the condition database. The virtual initial investment amount is used in place of the investment amount stored in the condition database, and the process for calculating the virtual total rate of return is executed, and the transfer processing means is provided at the second and subsequent transfer times. Ordering conditions When performing the return rate comparison process, the return rate for the purchase order condition that has received at least one transfer of the investment amount from the other purchase order conditions at each transfer period up to the previous time is the virtual total return rate. It is good also as a structure which employ | adopts and performs a comparison process.

  Here, the “revenue rate of the ordering condition” in “the numerical value obtained by adding 1 to the rate of return of the ordering condition at the time of each transfer after receiving the transfer” is not a percentage value but a percentage value. It is a value divided by 100 (%). In addition, this "revenue rate of the relevant ordering conditions" is the transfer time other than the transfer time when the transfer was first received out of the "transfer times of each transfer" when the transfer has already been made by the previous time. In the case of the rate of return of the ordering condition at the time of, the virtual total rate of return of the ordering condition is used.

  Accordingly, the handling of the rate of return of the order condition that has been transferred a plurality of times in the past (for example, the past, fourth, sixth when executing the comparison process of the rate of return of each order condition in the ninth transfer period) , Handling of the rate of return of the ordering conditions that received a total of 3 transfers during the 8th transfer time) is as follows. First, the rate of return of the ordering conditions at the time of the first transfer (the fourth transfer time) is transferred at the previous transfer time (that is, the first to third transfer times). Therefore, the actual rate of return is applied instead of the virtual rate of return, and the actual transfer rate is used to convert the transfer amount after the conversion (transfer amount at the 4th transfer period) Calculate the transfer amount after the conversion of the fourth transfer time) and add the transfer amount after the conversion (transfer amount after the conversion of the fourth transfer time) to the investment amount stored in the condition database Thus, the virtual initial investment amount (the virtual initial investment amount applied in the calculation process of the virtual total return after the transfer performed at the fourth transfer time) is calculated. Next, the rate of return of the ordering condition at the time of the transfer that received the second transfer (sixth transfer time) is transferred to the previous transfer time (that is, the fourth transfer time). Since the virtual initial investment amount (the virtual initial investment amount applied in the calculation processing of the virtual total return after the transfer performed at the fourth transfer period) is used, the virtual total return (No. 6 Calculate the virtual total rate of return at the time of the transfer time, and use this virtual total rate of return to convert the transfer amount (transfer amount at the 6th transfer time) to the transfer amount after conversion (the 6th transfer) (Transfer amount after conversion of time) is calculated, and the transfer amount after conversion (transfer amount after conversion of the sixth transfer time) and the above-mentioned transfer amount after conversion (after the conversion of the fourth transfer time) By adding to the investment amount stored in the condition database. Period calculating investment (virtual initial investment applied in calculation processing of the virtual total return after transfer made to 6th transfer timing). In addition, the rate of return of the ordering conditions at the time of the third transfer (the eighth transfer) is transferred at the previous transfer (that is, the sixth transfer). Therefore, using the virtual initial investment amount (the virtual initial investment amount applied in the calculation process of the virtual total return after the transfer made at the 6th transfer period), the virtual total return (the 8th The virtual total rate of return at the time of the transfer is calculated, and the virtual total rate of return is used to convert the transfer amount (transfer amount at the 8th transfer time) to the transfer amount after conversion (the 8th transfer time) Transfer amount after conversion), and the transfer amount after conversion (transfer amount after conversion of the 8th transfer time) and the transfer amount after conversion described above (after the conversion of the 4th transfer time) Transfer amount and transfer amount after conversion of the 6th transfer time) By adding the stored investment to calculate the virtual initial investment (virtual initial investment applied in calculation processing of the virtual total return after transfer made to 8th transfer timing). Then, when executing the return rate comparison process for each ordering condition at the ninth transfer time, the virtual initial investment amount (the calculation process of the virtual total return after the transfer made at the eighth transfer time) Calculate the virtual total rate of return (virtual total rate of return at the time of the 9th transfer period) using the virtual initial investment amount applied in the above, and adopt this virtual total rate of return for other ordering conditions. Execute the comparison process with the rate of return.

  In this way, the virtual initial investment amount is calculated by the return rate calculation processing means, the virtual total return is calculated using the virtual initial investment amount, and the comparison processing is executed by adopting the virtual total return by the transfer processing means. In the case of the configuration, it is possible to perform the comparison process using a more appropriate rate of return when executing the comparison process of the return rate of each ordering condition at the second and subsequent transfer times, which is more effective. Can be realized. That is, the investment amount stored in the condition database for the ordering conditions that are no longer used in the transfer is added to the investment amount stored in the condition database for the ordering conditions subject to the transfer to obtain a new reference investment amount. When calculating the rate of return using the total amount of investment and the total amount of assets added to the transfer amount, the transfer amount added was obtained under the order conditions with a low rate of return. The high return rate is averaged and the order conditions that had been increasing until then are subject to transfer, and the return rate is apparently lowered. However, instead of doing this, the virtual initial investment amount is calculated by adding the transfer amount after conversion to the investment amount stored in the condition database, and the rate of return is calculated based on this virtual initial investment amount. If calculated, since the reference virtual initial investment amount is smaller than in the above case, it is possible to avoid a situation in which the rate of return is apparently lowered.

  In addition, when the transfer period has passed, the rate of return for all order conditions is reset (assuming that there has been no increase in revenue up to that point), and the total assets for each order condition at the time of the transfer period It is possible to calculate the rate of return for each ordering condition using as a standard (start amount) and start a comparative evaluation of the next transfer period. It is necessary to assume that there was no revenue, which increases the processing burden, and the past performance is not reflected in the evaluation of the rate of return. On the other hand, if the comparison process is executed using the virtual total rate of return, the calculation of the rate of return for the order conditions that have not been transferred can be continued without changing the standard. Since the actual results are reflected in the evaluation of the rate of return, it becomes possible to realize transfer processing with higher reliability.

  Further, in the securities transaction order processing system described above, the order instruction processing means obtains data indicating the type of the ordering algorithm and data indicating the data processing state stored in the condition database, and obtained from these data. It is configured to execute processing for instructing an order according to the data processing state of the ordering algorithm, and the ordering data creation processing unit receives data indicating the type of the ordering algorithm and data indicating the data processing state from the ordering instruction processing unit, or Purchase formulas for purchase quantities in the case of purchase orders, obtained from the condition database and determined according to the data processing status of the ordering algorithm obtained from these data, according to the trading category, market or limit or other ordering forms, Order data using the limit price calculation formula when placing orders at the limit price Desirably it is configured to perform the creation process.

  In this way, in the case where the processing by the order instruction processing means and the order data creation processing means is controlled by the data indicating the type of the ordering algorithm stored in the condition database and the data indicating the data processing state, there are various formats. The ordering algorithm can be executed smoothly and more reliably.

  Further, as the securities transaction order processing method realized by the above-described securities transaction order processing system of the present invention, the following securities transaction order processing method of the present invention can be cited.

  That is, the present invention is a securities transaction order processing method executed by a securities transaction order processing system configured by a computer that executes order processing of securities trading transactions, wherein the order reception processing means includes an investment amount by a customer. , Threshold information or stock category selection information for stock evaluation index values to determine stock extraction conditions, type of ordering algorithm, limit price or condition price to determine details of ordering algorithm, or the limit price or condition price Executes the process of accepting the input of the ratio value for decision, the investment amount accepted by the order acceptance processing means, the threshold value for the index value for brand evaluation or the brand classification selection information for determining the brand extraction condition, the ordering algorithm Data indicating the type, limit price or condition value to determine the details of the ordering algorithm Or, the ratio value for determining the limit price or the condition price is stored in the condition database in association with the order identification information, and the index value or the category of the brand evaluation is associated with the brand identification information in the brand information database. The brand extraction processing means stores a brand evaluation index value or brand classification stored in the brand information database as a threshold for the brand evaluation index value stored in the condition database, or Judgment is made as to whether or not the stock extraction condition determined by the selection information of the stock category is satisfied, and processing for extracting the stock identification information for the stock that satisfies the stock extraction condition is executed. Executes the process to acquire the market price data of each brand from the communication line through the communication line, and the order instruction processing means starts from the brand extraction by the brand extraction processing means In accordance with the data indicating the type of the ordering algorithm stored in the condition database in each cycle during the repetition of the cycle which ends with the selling order for selling the purchased brand through at least one buying order, When the order determined by the ordering algorithm comes, when the time determined by the ordering algorithm is reached, or by monitoring the market price data acquired by the market price data acquisition processing unit for the extracted brand by the brand extraction processing unit, the market price data is When it is determined whether or not the condition price is satisfied, and when it is determined that the condition price is satisfied, processing for instructing ordering and / or order cancellation is executed, and the order data creation processing means is the order instruction processing means in each cycle. After reinvesting the investment amount stored in the condition database or the profit amount in each cycle in response to the ordering instruction by The investment amount after reducing the investment amount or loss amount, as well as the limit price or condition price stored in the condition database, the limit price or condition price determined by the ratio value, or the market price data of the extracted stock acquired by the market price data acquisition processing means The purchase quantity is determined, and the purchase order data including at least one purchase including the determined purchase quantity and the brand identification information extracted by the brand extraction processing means is executed. The sales order data that includes the same sale quantity as the total quantity of the purchase quantity and the brand identification information extracted by the brand extraction processing means is executed, and the order processing means creates the order data created by the order data creation processing means. , A process of transmitting to a market system via a communication line is executed.

  In such a securities transaction order processing method of the present invention, the operations and effects obtained by the above-described securities transaction order processing system of the present invention can be obtained as they are, thereby achieving the object.

  The program of the present invention is for causing a computer to function as the above-described securities transaction order processing system.

  The above-mentioned program or a part thereof is, for example, a magneto-optical disk (MO), a read-only memory (CD-ROM) using a compact disk (CD), a CD recordable (CD-R), a CD rewritable (CD -RW), read-only memory (DVD-ROM) using digital versatile disk (DVD), random access memory (DVD-RAM) using DVD, flexible disk (FD), magnetic tape, hard disk, It can be recorded on storage media such as read-only memory (ROM), electrically erasable and rewritable read-only memory (EEPROM), flash memory, and random access memory (RAM) for storage and distribution. And, for example, a local area network (LA ), A metropolitan area network (MAN), a wide area network (WAN), a wired network such as the Internet, an intranet, or an extranet, or a wireless communication network, or a combination thereof. It is also possible to carry it on a carrier wave. Furthermore, the above program may be a part of another program, or may be recorded on a recording medium together with a separate program.

  As described above, according to the present invention, the customer inputs the investment amount and designates the order extraction conditions including the brand extraction conditions and the ordering algorithm, so that the system can perform the brand extraction, the purchase order, and the sales order. It is automatically executed, and at this time, the quantity is automatically determined by the system, so it is possible to reduce the burden of customer judgment and the burden of monitoring the market, and at the least one The system automatically repeats the cycle that ends with a sell order that sells the purchased stock after the purchase order for the customer, so that customers can spend time effectively and effectively invest without hassle There is an effect that can be realized.

  An embodiment of the present invention will be described below with reference to the drawings. FIG. 1 shows the overall configuration of a securities transaction order processing system 10 of the present embodiment. 2 shows the configuration of the condition database 40, FIG. 3 shows the configuration of the brand information database 41, FIG. 4 shows the configuration of the order database 43, and FIG. The configuration of the management database 44 is shown. FIG. 6 is a flowchart showing the flow of the automatic ordering process for securities by the securities transaction ordering processing system 10. Further, FIG. 7 shows an example of an ordering condition setting screen 100, FIG. 8 shows an example of a brand extraction condition setting screen 200, and FIG. 9 shows an example of an ordering algorithm setting screen 400. FIG. 10 shows an example of a setting screen 500 for setting the effective period and the number / time of transfer of ordering conditions.

  In FIG. 1, a stock transaction order processing system 10 executes an order processing server 20 that executes various processes related to automatic ordering of securities and stores data necessary for various processes, and a network that is a communication line for the order processing server 20. 1 and a customer terminal device 50 connected to each other. The order processing server 20 is connected to a market value data providing system 60 via the network 1 and a market system 70 via a dedicated line 2 which is a communication line.

  The network 1 includes various forms such as, for example, the Internet, an intranet, an extranet, a LAN, a MAN, a WAN, or a combination of these, and is wired or wireless, or a mixture of wired and wireless Regardless of whether it is a type, in short, it may be anything that can transmit information at a certain speed between a plurality of points (regardless of the length of distance).

  The order processing server 20 and the market price data providing system 60 may be connected by a dedicated line, and the order processing server 20 and the market system 70 may be connected by the network 1.

  The order processing server 20 is constituted by one or a plurality of computers, processing means 20A for executing various processes relating to automatic ordering of securities, and a condition database 40 (see FIG. 2) connected to the processing means 20A, A brand information database 41 (see FIG. 3), a market price database 42, an order database 43 (see FIG. 4), and a trading history management data database 44 (see FIG. 5) are provided. The order processing server 20 is a server operated and managed by a financial institution such as a securities company.

  The processing unit 20A includes an order reception processing unit 21, a brand extraction processing unit 22, a market price data acquisition processing unit 23, an order instruction processing unit 24, an order data creation processing unit 25, an order processing unit 26, and a profit rate. The calculation processing means 27, the transfer processing means 28, and the brand evaluation index value calculation processing means 29 are included.

  The order reception processing means 21 receives a display request signal for setting screens for various conditions for automatic ordering transmitted from the customer terminal device 50 via the network 1, and receives an ordering condition setting screen 100 (see FIG. 7). Data for display on the setting screen 200 (see FIG. 8) for the brand extraction condition, the setting screen 400 for the ordering algorithm (see FIG. 9), and the setting screen 500 (see FIG. 10) for the validity period and the number of times of transfer of the ordering conditions / time. Is sent to the customer terminal device 50 via the network 1, and the order conditions set by the customer on each setting screen 100, 200, 400, 500 and sent from the customer terminal device 50 via the network 1 are set. Data for investment (investment amount, brand extraction conditions, type of ordering algorithm, limit price, condition price, The ratio value for determination) is received, order identification information is automatically given to the received data, and the received data is associated with the order identification information and customer identification information (account number, etc.) in the condition database 40 (FIG. 2). The processing to be stored in (see) is executed.

  The brand extraction processing means 22 uses the brand evaluation index value or brand classification stored in the brand information database 41 (see FIG. 3) for the brand evaluation stored in the condition database 40 (see FIG. 2). Processing for determining whether or not a brand extraction condition determined by the threshold value for the index value or selection information of the brand classification is satisfied, and extracting the brand identification information for the brand satisfying the brand extraction condition from the brand information database 41 Is to execute.

  The market price data acquisition processing unit 23 repeatedly acquires the market price data of each brand from the market price data providing system 60 via the network 1 and stores the acquired market price data in the market price database 42 in association with the brand identification information. To do. In addition, the market price data acquisition processing means 23 uses the market price data providing system 60 via the network 1 to perform index evaluation (development rate, sales growth rate, transaction volume, etc.) and classification (by TSE classification) for each brand. The process of acquiring the type of business, whether it is a Nikkei average adopted brand, etc.) once a day, for example, and storing the acquired data in the brand information database 41 (see FIG. 3) in association with the brand identification information is also executed. To do. The data stored in the brand information database 41 (see FIG. 3) may be input from a terminal device by a person in charge of operating and managing the order processing server 20.

  The order instruction processing means 24 starts from the brand extraction by the brand extraction processing means 23, manages the progress of a cycle that ends with at least one purchase order and ends with a sell order for selling the purchased brand. The process is repeated. Specifically, the order instruction processing unit 24 indicates the data indicating the type of the ordering algorithm stored in the condition database 40 (see FIG. 2) and the data processing state (status) in each cycle while the cycle is repeated. When the timing for executing the brand extraction process is reached in accordance with the data processing status (progress status in one cycle) of the ordering algorithm obtained from these data, the brand extraction processing means 23 receives the brand extraction timing. Is received from the brand extraction processing means 23, and when the order of ordering determined by the ordering algorithm comes, the ordering order determined by the ordering algorithm is received. When the time is reached, or the market price data is acquired by the market price data acquisition processing means 23. The latest market price data of the extracted stock stored in the database 42 is monitored, it is determined whether or not the market price data satisfies the condition price, and when it is determined that the condition price is satisfied, the order data creation processing means 25 is notified. , Processing for instructing creation of order data and / or order cancellation data.

  Further, the ordering instruction processing means 24 periodically refers to the end of the effective period stored in the condition database 40 (see FIG. 2) during the repetition of the cycle, and determines whether or not the end of the effective period has been reached. When the end of the period is reached, processing for instructing the ordering data creation processing means 25 to create sales ordering data for completing the automatic ordering processing is executed even in the middle of the cycle.

  Further, the order instruction processing unit 24 periodically refers to the transfer time stored in the condition database 40 (see FIG. 2) during the repetition of the cycle to determine whether or not the transfer time has been reached. Alternatively, when the second transfer time is reached, the transfer processing unit 28 is instructed to transfer the ordering conditions.

  The order data creation processing means 25 indicates data indicating the type of the ordering algorithm and the data processing state (status) together with the order instruction (order creation data and / or order cancellation data creation instruction) by the order instruction processing means 24 in each cycle. Data is received from the order instruction processing means 24, or data indicating the type of the ordering algorithm and data indicating the data processing status (status) are received from the condition database 40 (see FIG. 2) upon receiving an order instruction from the order instruction processing means 24. According to the data processing status of the ordering algorithm obtained from these data (the progress status in one cycle), create purchase order data, sell order data, or order cancellation data for canceling these orders. , Create order data and order cancellation data In association with data identifying information and executes a process of storing in the order database 43 (see FIG. 4). The order data includes order data for correcting a part of the order contents such as limit price and quantity.

  Specifically, the order data creation processing means 25 determines whether the order classification is different from selling / buying (by sale or buy), market or limit according to the data processing state of the ordering algorithm (progression in one cycle). To decide. In the case of a purchase order, the investment amount stored in the condition database 40 (see FIG. 2) or the total amount of assets stored in the trading history management database 44 (see FIG. 5) or the uninvested cash balance (each cycle) Investment amount after reinvesting the amount of profits in or investment amount after reducing the loss amount), limit price or condition price stored in the condition database 40, limit price or condition price determined by the ratio value, or market price The purchase quantity is calculated and determined based on the purchase quantity calculation formula using the market price data of the extracted brand acquired by the data acquisition processing means 23 and stored in the market price database 42. At this time, depending on the type of the ordering algorithm, since the purchase price ratio data is stored in the condition database 40 (see FIG. 2), the amount of money that can be invested (the amount that can be used for the purchase at that time) Instead of using the full amount, the purchase quantity is calculated and determined using an amount obtained by multiplying the investable amount by the purchase amount ratio data. In the case of ordering for sale, the sale quantity is the same as the purchase quantity already purchased, or the sale quantity is the same as the total quantity of purchase quantities already purchased in the same cycle. At this time, the order data creation processing means 25 uses the stock quantity (number of shares) stored in the trade history management database 44 (see FIG. 5) to purchase quantity already purchased or multiple purchases already purchased in the same cycle. Get the total quantity of quantity.

  Further, when placing an order at the limit price, the limit price stored in the condition database 40 (see FIG. 2) is used as it is, or the limit price indicated by the difference stored in the condition database 40 (for example, contract price, closing price of the previous day) The limit price calculated from the limit price indicated by a plus or minus difference with respect to the base price such as the opening price of the day is used, or the ratio value stored in the condition database 40 (for example, the ratio value for the contract price, the previous day The limit price calculated by the ratio value for the closing price, the ratio value for the reference price such as the ratio value for the opening price of the day, or the ratio value for the difference stored in the condition database 40 (for example, plus the contract price) Or the ratio value for the negative difference, the ratio value for the plus or minus difference to the previous day's closing price, the plus or minus for the opening price for the day The limit price calculated by the ratio of the negative difference) is used, or the condition price stored in the condition database 40 or the extracted price obtained by the market price data acquisition processing means 23 and stored in the market price database 42 The limit price calculated and determined based on the limit price calculation formula using the market price data is used.

  In the present embodiment, the order data creation processing means 25 uses, as an example, the order identification information stored in the condition database 40 (see FIG. 2), each order condition identification information (order condition identification number) as a branch number. In addition, the order data identification information is created by attaching a branch number with a serial number for each order.

  Then, the order data creation processing means 25 includes the created order data identification information, the customer identification information (account number, etc.) stored in the condition database 40, the brand identification information extracted by the brand extraction processing means 22, and as described above. Order data including the limit (in the case of limit order) (or order data for correcting a part of it), including the determined trading category, quantity (number of shares), and limit order, etc. create.

  Further, the order data creation processing means 25 receives an instruction from the order instruction processing means 24 to complete the automatic ordering process when the valid period ends, and even during the cycle (not at the end of one cycle). ), Regardless of the data processing state (progress state in one cycle) of the ordering algorithm obtained from the data indicating the type of the ordering algorithm and the data indicating the data processing state (status), the trading history management database 44 (see FIG. 5) ) Is stored, the number of extracted stocks already purchased at that time is acquired, and sales order data for selling the entire quantity is created, and the condition database 40 (FIG. 2) is created. Data indicating the data processing state (status) stored in the reference), data indicating the completion of automatic ordering processing (in this embodiment, an example) To run the process of changing to.) And "99". If the automatic ordering process is continued under a plurality of ordering conditions, the process for completing the above-described process is executed for all of the ordering conditions.

  Further, the order data creation processing unit 25 receives the instruction for completion of the automatic ordering process accompanying the arrival of the transfer time from the transfer processing unit 28, and completes the automatic ordering process with the order number identification number received from the transfer processing unit 28. Understand at least one target ordering condition, even if the ordering condition is in the middle of a cycle (not at the end of one cycle), the data indicating the type of ordering algorithm and the data processing status (status) Regardless of the data processing status of the ordering algorithm obtained from the data shown (the progress status in one cycle), the purchase has already been made from the holding quantity (number of shares) stored in the trading history management database 44 (see FIG. 5). To obtain the quantity of the extracted stocks that have been sold, and to create selling order data for selling all the quantities, Processing for changing data indicating a data processing state (status) stored in the base 40 (see FIG. 2) to data indicating completion of automatic ordering processing (in this embodiment, “99” is taken as an example). Run. When a plurality of ordering conditions are targets for completing the automatic ordering process, the above-described process for completing all the ordering conditions is executed.

  The order processing means 26 uses each order data created by the order data creation processing means 25 (including order data for correcting a part of the order contents) and / or order cancellation data as a dedicated line as a communication line. 2, each contract data (ordering data identification information, customer identification information, brand identification information, trading category, contract unit price, contract) transmitted from the market system 70 via the dedicated line 2. Including quantity, contract price, contract date, etc.) and storing each received contract data in the order database 43 (see FIG. 4) in correspondence with each order data having the same order data identification information Is to execute.

  Further, the order processing means 26 executes a process of storing the received contract data and the number of the cycle in which the order related to the contract data is placed in the trading history management database 44 (see FIG. 5). At this time, the order processing means 26 acquires data indicating the type of the ordering algorithm and data indicating the data processing state (status) stored in the condition database 40 (see FIG. 2), and the ordering obtained from these data is obtained. In the data processing state of the algorithm (the progress state in one cycle), the contract data received is the latest contract data stored in the contract data (trading history management database 44 (see FIG. 5)) received immediately before. ) To determine the number of the cycle by determining whether it is the contract data related to the order in the same cycle or the contract data related to the order in the next cycle. Further, the order processing means 26 receives the received contract data and the quantity held (number of shares held) corresponding to the contract data received immediately before the contract data stored in the trading history management database 44 (see FIG. 5). Using the cash balance of uninvested and total assets, the updated holding quantity (number of shares) corresponding to the contract data, the cash balance of uninvested, and the total amount of assets are calculated, and trading history Processing to be stored in the management database 44 (see FIG. 5) is also executed. Further, when the received contract data is contract data relating to a sell order that ends the cycle, the order processing means 26 performs a process of instructing the profit rate calculation processing means 27 to calculate the profit rate. .

  The profit rate calculation processing means 27 receives an instruction to calculate the profit rate at the end of the cycle from the order processing means 26, and stores the investment amount (initial investment amount) and trading history stored in the condition database 40 (see FIG. 2). Using the total amount of assets at the end of each cycle stored in the management database 44 (see FIG. 5), the rate of return (if multiple order conditions are set, returns for each of the multiple order conditions) Rate) is calculated and stored in the trading history management database 44 (see FIG. 5). That is, the return calculation processing means 27 calculates the investment amount stored in the condition database 40 (see FIG. 2) from the total amount of assets at the end of each cycle stored in the trading history management database 44 (see FIG. 5). The rate of return is calculated by dividing the amount obtained by subtracting the initial investment amount by the investment amount (initial investment amount) stored in the condition database 40 (see FIG. 2). Further, when the virtual initial investment amount for calculating the virtual total return after the first or second transfer is stored in the condition database 40 (see FIG. 2), the investment amount (initial investment amount) Instead, the virtual total rate of return is calculated using the virtual initial investment amount and stored in the trading history management database 44 (see FIG. 5).

  In addition, the profit rate calculation processing means 27 determines the transfer amount to the order condition for the order condition received at the first and second transfer times, based on the order condition at the time of the transfer. Divided by the numerical value obtained by adding 1 to the rate of return (but not the percentage value, but the percentage value divided by 100), thereby converting the investment amount at the time of acceptance by the order acceptance processing means 21 Then, the virtual initial investment amount is calculated by adding the converted transfer amount to the investment amount (initial investment amount) stored in the condition database 40 (see FIG. 2), and the calculated virtual initial investment amount is The process stored in the condition database 40 (see FIG. 2) is executed. Thereby, the calculation process of the virtual total return described above can be performed using the virtual initial investment amount after the first transfer or the second transfer stored in the condition database 40 (see FIG. 2). It has become.

  The transfer processing means 28 receives the transfer instruction accompanying the transfer timing from the order instruction processing means 24, and when the automatic order processing under a plurality of ordering conditions has been continued at that time, the trading history management database 44. The return rate or the virtual total rate of return at the end of the most recently completed cycle of each of the plurality of order conditions stored in (see FIG. 5) is compared, and at least one of the low return rate or hypothetical total rate of return is compared. With respect to the ordering conditions, the ordering data creation processing means 25 is instructed to create sales ordering data for delivering the ordering condition identification number to complete the automatic ordering process, and the ordering conditions ( Final asset total amount (revenue) stored in the trading history management database 44 (see FIG. 5) for the ordering conditions after the sale processing for completion is completed) Or investment) of low virtual total rate of return of at least one order condition, and executes the transfer processing to be added to the investment of another order condition is higher rate of return than this order condition. Here, the addition processing to the investment amount of other ordering conditions with a high rate of return is the final uninvestment cash stored in the trading history management database 44 (see FIG. 5) for the other ordering conditions with a high rate of return. In the balance, the final total amount of assets stored in the trading history management database 44 (see FIG. 5) for at least one ordering condition (the ordering condition after the sale process for completion) that has completed the automatic ordering process is stored. Add (if the automatic ordering process is completed for multiple ordering conditions, add all the final total assets for each of those ordering conditions), and uninvestment for other ordering conditions with high returns By increasing the cash balance. As a result, under the ordering conditions (ordering conditions that received a transfer) with an increase in the cash balance of the uninvested portion, when the cycle currently in progress (in progress at the time of the transfer) is terminated and sold, The total amount of the sale amount and the increased cash balance of uninvested is the investment amount of the next cycle.

  More specifically, the transfer processing means 28 refers to the data indicating the transfer method of the order condition selected by the customer stored in the trading history management database 44 (see FIG. 5), and shows the transfer method of this order condition. If the data is “1”, execute the transfer process to add the investment amount of all ordering conditions other than the ordering condition with the highest rate of return to the investment amount of the ordering condition with the highest rate of return. In the case of “2”, a transfer process is executed to add the investment amount of the ordering condition having the lowest rate of return to the investment amount of the ordering condition having the highest rate of return, and in the case of “3” Executes the transfer process that equally distributes and adds the investment amount under the order condition that has the lowest rate of return to the investment amount under the order condition other than the order condition that has the lowest rate of return. Includes the investment in the ordering conditions that resulted in the lowest rate of return, A transfer process is executed that distributes and adds to the investment amount of the ordering condition other than the ordering condition that has a low rate of return in proportion to the value of the rate of return. The order amount group is divided into the low return rate order condition group, and the total investment amount of the low return rate order condition group is evenly distributed and added to the high return rate order condition group. Execute the transfer process.

  The index value calculation processing means 29 for brand evaluation uses the market price data of each brand stored in the market price database 42 to calculate the PER (stock price) from the net profit per share stored in the brand information database 41 (see FIG. 3). ÷ Net income per share) and PBR (stock price ÷ net assets per share) from the net assets per share stored in the stock information database 41 (see FIG. 3), and the calculated PER and PBR , A process of storing in the brand information database 41 in association with the brand identification information is executed.

  As shown in FIG. 2, the condition database 40 includes order identification information (eg, “T0001”), customer identification information (account number, etc.), condition setting date (eg, “2008/03/04”), Effective period (eg, “14 days”, etc.), effective period end (eg, “2008/03/17”, etc.), first transfer time (eg, “2008/03/10”, etc.), and second time The transfer period of the order, the transfer method of the order condition (for example, “1”: transfer the entire amount to the order condition with the highest rate of return), the order condition identification number (for example, “1”, etc.) as the order condition identification information, The initial investment amount (for example, “1 million yen”), the identification name of the brand extraction condition (for example, “WIN”), which is the brand extraction condition identification information, and the identification name of the ordering algorithm, for example, “ordering algorithm identification information” (for example, “ STD "etc.) and 1 Data indicating the data processing status (status), which is the processing progress status during the cycle, and the first transfer amount (if transferred from a plurality of ordering conditions, The total transfer amount from each order condition), the virtual initial investment amount for calculating the virtual total return after the first transfer, and the second transfer amount (transfer from multiple order conditions) The total amount transferred from each ordering condition), the virtual initial investment amount for calculating the virtual total return after the second transfer, and the rate of increase / decrease over the last 5 days Lower limit value (for example, “−30%”, etc.), upper limit value (for example, “−10%”, etc.), and weight (for example, “5”, etc.), and lower limit value and upper limit value for the most recent 20 days , And weights, and lower and upper limits for the most recent 60 days , And the weight, the type of business (in this embodiment, the TSE classification, for example, “machine”), the weight (for example, “3”, etc.), the lower limit value for PER (for example, “15 times”, etc.), the upper limit Value (for example, “25 times”, etc.), weight (for example, “4”, etc.), lower limit value, upper limit value for PBR, weight, lower limit value for ROE (for example, “15%”, etc.), upper limit value , And a weight (for example, “2”, etc.), a lower limit value, an upper limit value, and a weight for ROA, a lower limit value (for example, “15%”, etc.), an upper limit value, and a weight (for example, “ 3 ”, etc., a lower limit (for example,“ 10% ”, etc.), an upper limit, and a weight (for example,“ 1 ”, etc.), and a lower limit, an upper limit, Limit to weight and Nikkei average adoption stock or Whether it is limited to other issues (for example, “1”: limited to Nikkei average adoption issues) and its weight (for example, “1”, etc.), data indicating the algorithm type (for example, “1”, etc.), Data for defining the details of the ordering algorithm according to this algorithm type (when the algorithm type is “1”, there are two data, and the rest are spare columns. ), The rate of increase from the contracted unit price (for example, “5%”, etc.) and the rate of decrease from the contracted unit price (for example, “10%”, etc.) are stored in each record.

  In addition, from the initial investment amount to the hypothetical initial investment amount for calculating the virtual total rate of return after the second transfer, and the lower limit of the rate of decline for the most recent 5 days, it should be limited to Nikkei average adopted stocks or The order extraction algorithm consisting of the stock extraction conditions up to another weight to limit to other stocks, and the data indicating the algorithm type and the data for defining the details of the ordering algorithm, is based on the order conditions entered and specified by the customer ( In this embodiment, as an example, a maximum of five ordering conditions can be set.

  For example, as shown in FIG. 2, when the ordering condition identification number is “2”, the initial investment amount (for example, “1 million yen”) and the brand extraction condition identification information that is the brand extraction condition identification information An identification name (for example, “WIN”), an ordering algorithm identification name that is ordering algorithm identification information (for example, “BIG”), and data indicating a data processing state (status) (for example, “99”: completed) are stored. However, since the rate of return is low, the automatic ordering process was completed during the transfer period, so the first transfer amount, the virtual initial investment amount for calculating the virtual total return after the first transfer, No data is stored in the second transfer amount and the virtual initial investment amount for calculating the virtual total return after the second transfer. Further, in the case of the order condition with the order condition identification number “2”, the algorithm type is the same as the order condition with the order condition identification number “1”, and data for defining the details of the order algorithm. Are different from each other, the data indicating the algorithm type (for example, “1”), the rate of increase from the contract price (for example, “30%”), which is data for defining the details of the ordering algorithm according to the algorithm type, and The rate of decline from the contract price (for example, “20%”) is stored.

  Further, as shown in FIG. 2, when the ordering condition identification number is “3”, the initial investment amount (for example, “2 million yen”) and the brand extraction condition identification information of the brand extraction condition identification information An identification name (for example, “SIM”), an ordering algorithm identification name (for example, “HAF”), which is ordering algorithm identification information, and data indicating a data processing state (status) (for example, “99”: completed) are stored. However, since the rate of return is low, the automatic ordering process was completed during the transfer period, so the first transfer amount, the virtual initial investment amount for calculating the virtual total return after the first transfer, No data is stored in the second transfer amount and the virtual initial investment amount for calculating the virtual total return after the second transfer. Further, in the case of the order condition with the order condition identification number “3”, the algorithm type is different from that in the order condition with the order condition identification number “1”, and data for defining the details of the order algorithm. Are different from each other, the data indicating the algorithm type (for example, “2”) and the ratio of the initial purchase amount (for example, “50%”), which is the data for determining the details of the ordering algorithm based on the algorithm type, The rate of increase from the contract price T of the purchase (for example, “5%”), the rate of decrease from the contract price T of the first purchase (for example, “10%”), the rate of decrease from the contract price T after the purchase processing of the remaining amount (Recovery) (for example, “5%”) and the rate of decline (for example, “20%”) from the contracted unit price T after the purchase processing of the remaining amount are stored.

  Among these, the order identification information is automatically given and stored by the order reception processing means 21 and the order reception processing means 21 stores the order from the customer identification information to the order condition transfer method. Calculated by the order reception processing means 21 from the set date and the valid period selected by the customer (see FIG. 10), the first and second transfer times are the transfer date of the condition set date and the order condition selected by the customer. The order reception processing means 21 calculates and saves the number of times / time (see FIG. 10). Further, the order receiving processing means 21 stores the ordering condition identification number as the ordering condition identification information to the ordering algorithm identification name as the ordering algorithm identification information. Data indicating the data processing state (status) is updated by the brand extraction processing means 22, the order data creation processing means 25, and the order processing means 26. Further, the first and second transfer amounts are calculated and stored by the transfer processing unit 28, and the virtual initial investment amounts after the first and second transfers are calculated by the return rate calculation processing unit 27. To be saved. And the stock extraction conditions from the lower limit of the rate of decline in the last 5 days to other weights to limit to the Nikkei average adopted stocks or other stocks, the data indicating the algorithm type and the details of the ordering algorithm The order receiving algorithm consisting of data for determining the order is stored by the order receiving processing means 21.

  As shown in FIG. 3, the brand information database 41 includes brand identification information (brand code), a rate of increase / decrease for the most recent 5 days (for example, “−18.0%”), and a rate of increase / decrease for the most recent 20 days (for example, “ -8.5% "), the rate of increase / decrease in the last 60 days (for example," + 12.0% "), and the type of business (in this embodiment, the TSE classification, for example," machinery "," chemical ", etc. Classification), net income per share, PER (stock price divided by net income per share, for example, “18 times”), net assets per share, and PBR (stock price divided by net assets per share, For example, “0.97 times”), ROE (Profit for the year / Net assets, eg “28.8%”) and ROA (Profit for the year / Total assets, eg “6.3%”) Sales growth rate (eg “5%” etc.), ordinary profit growth rate (eg “4%” etc.), net Profit growth rate (for example, “4%”) and whether or not it is a Nikkei average adoption issue (for example, “1”: Nikkei average adoption issue, “2”: issues other than Nikkei average adoption issue), The transaction volume (the transaction volume of the previous day, the average transaction volume for the most recent 5 days or the most recent 20 days, etc. is arbitrary) is stored in each record.

  The market price database 42 stores the market price data of each brand acquired by the market price data acquisition processing means 23 in association with the brand identification information.

  As shown in FIG. 4, the order database 43 includes order data identification information (for example, “T0001-1-1”, etc.), ordering / cancellation, customer identification information (account number, etc.), brand identification information ( Order data including data (stock code), data indicating trading category ("Sell" or "Buy"), order quantity (number of shares), and limit price (0 yen in case of market), and execution The contract data including the unit price, contract amount (number of shares), and contract price (contract unit price x contract amount) is stored in each record. Of these, the order data is stored by the order data creation processing means 25, and the contract data is stored by the order processing means 26. In this embodiment, for convenience of explanation, the ordering data and the contract data are stored together in one database. However, as long as they are associated with the ordering data identification information, they may be stored in separate databases. Good.

  As shown in FIG. 5, the trading history management data database 44 is a numerical value indicating order data identification information (for example, “T0001-1-1”, etc.), a contract date, and a cycle (how many orders are placed). However, “0” indicates a transfer.), Stock identification information (stock code), data indicating trade classification (“sell” or “buy”), contract unit price, contract amount (number of shares), The contract price (contract unit price x contract amount), the number of shares of the extracted stock purchased (the number of shares), the cash balance of the uninvestment that was not allocated to the purchase price of the extracted stock, and the contract price (contract (Unit price x approx. Constant amount) and the total amount of assets that are not invested in cash balance, and the return rate or the virtual total rate of return (after receiving the transfer, it will be the virtual total rate of return) in each record. , Order identification information (eg "T0001") And an identification number of the ordering condition (for example, “1”, etc.). Of these, the order data identification information to the contract price are stored by the order processing means 26, and the quantity held (number of shares held), the unbalanced cash balance, and the total amount of assets are determined by the order processing means 26. The updated numerical value is calculated and stored, and the rate of return or the virtual total rate of return is calculated and stored by the rate of return calculation processing means 27.

  In the above description, the order processing server 20 is not limited to one realized by one computer or one CPU, and is realized by performing distributed processing with a plurality of computers or a plurality of CPUs. Also good.

  Each processing means 21 to 29 included in the processing means 20A of the order processing server 20 includes a central processing unit (CPU) provided in the computer main body constituting the order processing server 20, and an operation procedure of this CPU. It is realized by one or a plurality of programs that define

  Further, each database 40 to 44 provided in the order processing server 20 is preferably realized by, for example, a hard disk or the like. However, as long as there is no problem in storage capacity or access speed, ROM, EEPROM, flash memory, etc. Memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic tape, or a combination thereof may be employed.

  The customer terminal device 50 is a terminal device operated by a customer, and is configured by a computer, and includes an input unit such as a mouse and a keyboard, a display device such as a liquid crystal display and a CRT display, and a printing device. The customer terminal device 50 may be a mobile device such as a mobile phone (including PHS) and a personal digital assistant (PDA).

  The market price data providing system 60 is the market price data of each brand, and the index value for the brand evaluation (rise / decrease rate, sales growth rate, transaction volume, etc.) And the like. The market price data providing system 60 may be the market system 70 itself, an information vendor system as a secondary information source for distributing market price data acquired from the market system 70, or an order processing server. It may be another system in the company such as a securities company that operates and manages 20.

  The market system 70 is configured by a computer, and is, for example, a stock exchange system or a system of a securities company that forms a PTS market.

  In this embodiment, processing related to automatic ordering of securities trading is performed by the securities transaction order processing system 10 as follows. Here, description will be made mainly focusing on the setting of ordering conditions by a single customer and the flow of automatic ordering processing under the set ordering conditions. Therefore, in practice, processing based on settings by a plurality of customers proceeds simultaneously in parallel, but not all of them will be described.

  In FIG. 6, the order processing server 20 starts a series of processes related to automatic ordering of securities trading (step S1). First, the market price data acquisition system 23 uses the market price data providing system 60 via the network 1. Market value data for each issue, and index values (e.g., rate of decline, sales growth, transaction volume, etc.) and category (industry based on the TSE classification, whether or not the issue is a Nikkei average adoption issue) Etc.), and the obtained market price data is stored in the market price database 42 in association with the brand identification information (brand code), and the brand identification information (brand code) is used for the index value and classification for the obtained brand evaluation. And stored in the brand information database 41 (see FIG. 3) (step S2). Then, by using the market price data of each brand stored in the market price database 42 by the brand evaluation index value calculation processing means 29, PER is calculated from the net profit per share stored in the brand information database 41 (see FIG. 3). (Stock Price / Net Income per Share) is calculated, PBR (Stock Price / Net Asset per Share) is calculated from the net assets per share stored in the stock information database 41 (see FIG. 3), and the calculated PER and The PBR is stored in the brand information database 41 in association with the brand identification information (step S2). The data stored in the brand information database 41 (see FIG. 3) may be input from a terminal device by a person in charge of operating and managing the order processing server 20.

  <Setting of ordering conditions: Step S3>

  Next, in the order processing server 20, the order reception processing means 21 receives the display request signal for setting various conditions for automatic ordering transmitted from the customer terminal device 50 via the network 1, The display data of the setting screen 100 (see FIG. 7) is transmitted to the customer terminal device 50 via the network 1. Then, an order condition setting screen 100 as shown in FIG. 7 is displayed on the screen of the customer terminal device 50 (step S3).

  In FIG. 7, the order condition setting screen 100 includes a “brand extraction condition setting” button 101 for setting a brand extraction condition, and a “ordering algorithm setting” button 102 for setting an ordering algorithm. , “Set Validity Period and Order Condition Transfer Count / Time” button 103 for setting the valid period and order condition transfer count / time, and each order condition 1-5 (order condition identification number = 1 to 5) are provided, and setting units 110, 120, 130, 140, and 150, and a “send” button 160 for transmitting input data to the order processing server 20 via the network 1 are provided. Yes.

  In the present embodiment, as an example, a maximum of five ordering conditions can be set. However, the maximum setting number is not limited to five, and is arbitrary. Further, although it becomes impossible to transfer the order conditions, only one order condition may be set.

  The setting unit 110 for the ordering condition 1 (ordering condition identification number = 1) includes an initial investment amount input unit 111 for inputting an initial investment amount, and a brand self-set on a brand extraction condition setting screen 200 shown in FIG. A brand extraction condition selection unit 112 for selecting an extraction condition and an ordering algorithm selection unit 113 for selecting an ordering algorithm set on the ordering algorithm setting screen 400 of FIG. 9 to be described later are provided. Since the brand extraction condition and the ordering algorithm can take any combination, in the present embodiment, at least one brand extraction condition and at least one ordering algorithm are separately set independently, and an identification name (self It is preferable that the name is easily understood.) The brand extraction condition and the ordering algorithm are both selected by the identification name and can be combined. By doing so, it is possible to easily set a plurality of ordering conditions having the same brand extraction conditions and different only in the ordering algorithm, or a plurality of ordering conditions having the same ordering algorithm and different only in the brand extraction conditions. . Note that the brand extraction conditions and the ordering algorithm may be input together.

  Similarly, initial investment amount input units 121, 131, 141, 151 and brand extraction condition selection are included in the setting units 120, 130, 140, 150 of the order conditions 2-5 (ordering condition identification numbers = 2-5). Units 122, 132, 142, and 152 and ordering algorithm selection units 123, 133, 143, and 153 are provided.

  When the customer presses the “set brand extraction condition” button 101 on the order condition setting screen 100 in FIG. 7, the display request signal on the brand extraction condition setting screen 200 (see FIG. 8) is transmitted via the network 1. To the order processing server 20. In the order processing server 20, the order reception processing means 21 receives the display request signal of the brand extraction condition setting screen 200 (see FIG. 8) transmitted from the customer terminal device 50 via the network 1, and receives the brand extraction condition. The display data of the setting screen 200 (see FIG. 8) is transmitted to the customer terminal device 50 via the network 1. Then, a brand extraction condition setting screen 200 as shown in FIG. 8 is displayed on the screen of the customer terminal device 50 (step S3).

  In FIG. 8, on the brand extraction condition setting screen 200, an input part 201 for identifying the brand extraction condition, and each input part 211 for inputting a lower limit value, an upper limit value and a weight for the rate of increase / decrease for the last five days, 212, 213, input values 221, 222, 223 for inputting the lower limit value, upper limit value, and weight for the latest 20-day falling rate, and the lower limit value, upper limit value, and weight for the latest 60-day falling rate Are input, input unit 231, 232, 233, industry type (TSE classification in this embodiment) selection unit 241 and its weight input unit 242, and the PER lower limit value, upper limit value, and weight are input. Each input unit 251, 252, 253, each input unit 261, 262, 263 for inputting the lower limit value, upper limit value and weight for PBR, and the lower limit value, upper limit value for ROE And input units 271, 272, 273 for inputting weights, lower limit values, upper limit values for ROA, and input units 281, 282, 283 for inputting weights, and lower limit values, upper limit values for sales growth rate , And input units 291, 292, 293 for inputting weights, lower limit values, upper limit values for current profit growth rates, and input units 301, 302, 303 for inputting weights, and lower limits for net profit growth rates Input units 311, 312, and 313 for inputting values, upper limit values, and weights, selection units 321 and 322 for selecting whether to limit to Nikkei average adopted brands or other brands, and input of the weights A section 323 and a “Send” button 330 for sending input data to the order processing server 20 via the network 1 are provided.

  In the present embodiment, as an example, each of the weight input units 213, 223, 233, 242, 253, 263, 273, 283, 293, 303, 313, and 323 includes each item in five stages 1 to 5. However, it is not limited to five stages, the number of stages is arbitrary, and the numerical value indicating the weight does not need to be a discrete numerical value. You may make it designate from a continuous numerical value by operation of the slider etc. which move on the displayed slider bar. In the present embodiment, the brand extraction condition includes 12 items. However, the number of items is arbitrary, and the content of each item is not limited to the content of these 12 items. It is not necessary to specify all the items, but it is only necessary to input a threshold value, a weight, etc. for only the items arbitrarily selected by the customer.

  In the brand extraction condition setting screen 200 of FIG. 8, the customer inputs a threshold value, a weight, etc. for at least one of the twelve items, assigns an identification name to the inputted brand extraction condition, and a “Send” button 330. When the button is pressed, the input data is transmitted to the order processing server 20 via the network 1. In the order processing server 20, the input data (the identification name of the brand extraction condition, the threshold for the index value for brand evaluation, the classification of the brand, etc.) transmitted from the customer terminal device 50 via the network 1 by the order reception processing unit 21. Selection information and their weights) are received, and the received data is temporarily stored in a brand extraction condition storage means (not shown). Further, when the customer wants to set a plurality of brand extraction conditions, the same operation is repeated, a different brand extraction condition is input, an identification name is given, and a plurality of brand extraction conditions are not shown in brand extraction condition storage means And memorize it temporarily.

  Subsequently, returning to the order condition setting screen 100 in FIG. 7, when the customer presses the “order algorithm setting” button 102, the display request signal on the order algorithm setting screen 400 (see FIG. 9) is displayed on the network 1. Is transmitted to the order processing server 20. In the order processing server 20, the order reception processing means 21 receives the display request signal of the order algorithm setting screen 400 (see FIG. 9) transmitted from the customer terminal device 50 via the network 1, and sets the order algorithm. The display data of the screen 400 (see FIG. 9) is transmitted to the customer terminal device 50 via the network 1. Then, an ordering algorithm setting screen 400 as shown in FIG. 9 is displayed on the screen of the customer terminal device 50 (step S3).

  9, the ordering algorithm setting screen 400 includes an ordering algorithm identification name input unit 401 and input units 410, 420, 430,... And a “send” button 440 for sending the input data to the order processing server 20 via the network 1.

  The ordering algorithm is composed of an algorithm type and data (limit price or conditional price) for defining the details of the algorithm, and the number of data for determining the details of the algorithm differs depending on the algorithm type. For example, the example of FIG. Then, for the algorithm type 1, two data are necessary, and for the algorithm type 2, five data are necessary. In the example of FIG. 9, the contents of the algorithm types 1 and 2 are shown. However, the number of algorithm types prepared as options for the customer is arbitrary, and the content of the algorithm is also arbitrary. The number of data required to determine the details of the is also arbitrary. In short, the ordering algorithm in the present invention starts with a purchase order in which at least a part of the initial investment amount is allocated to the purchase of the extracted stock, and ends one cycle with a sell order for selling the entire quantity of the extracted stock purchased. It is.

  The input unit 410 for the algorithm type 1 is provided with an input unit 411 for an increase rate from the contract price and an input unit 412 for a decrease rate from the contract price. In the algorithm type 1, after performing purchase processing with the initial investment amount (funds including the reinvestment amount after the second cycle), the stock price is changed from the contracted unit price of this purchase to the designated ratio (input data to the input unit 411). Yes, in the example of FIG. 9, the entire quantity is sold when it rises (5%) (cycle end), or from the contracted unit price of this buying to the specified ratio (input data to the input unit 412, In the example, the total quantity is sold (end of cycle) when it falls 10%).

  The input unit 420 for the algorithm type 2 includes an input unit 421 for the ratio of the initial purchase amount, an input unit 422 for the rate of increase from the contract price T for the first purchase, and a rate of decline from the contract price T for the first purchase. Input unit 423, an input unit 424 for the rate of decline (recovery) from the contracted unit price T after the purchase processing for the remaining money, and an input unit 425 for the rate of decline from the contracted unit price T after the purchase processing for the remaining money It has been. The algorithm type 2 is a specified ratio of the initial investment amount (funds including the reinvestment amount after the second cycle) (input data to the input unit 421, P = 50% in the other setting examples in FIG. 9). After the purchase processing with the amount of money, when the stock price increases from the contracted unit price T of this purchase by a specified ratio (input data to the input unit 422, 5% in the other setting examples in FIG. 9), Initial investment when the quantity is sold (cycle end) or when the contracted unit price T of this purchase falls to a specified ratio (input data to the input unit 423, which is 10% in the other setting examples in FIG. 9) The purchase processing is performed with the remaining amount (100-P)% of the amount (fund including the reinvestment after the second cycle), and the stock price is changed from the contracted unit price T of the initial purchase to the specified ratio (to the input unit 424) 9 and other settings in FIG. 5%) either sell the entire quantity when it recovers to the decline level (end of cycle) or specify the specified ratio from the contracted unit price T of the initial buying (input data to the input unit 425, other in FIG. 9) In the setting example, 20%), when the price falls, the entire quantity is sold (end of cycle).

  In the ordering algorithm setting screen 400 of FIG. 9, the customer inputs data into any of the input units 410, 420, 430... For inputting data for determining details of the algorithm types 1, 2, 3,. When the identification name is given to the input data and the “Send” button 440 is pressed, the input data is transmitted to the order processing server 20 via the network 1. In the order processing server 20, the input data (ordering algorithm identification name, data indicating the algorithm type, and details of the ordering algorithm) transmitted from the customer terminal device 50 via the network 1 by the order receiving processing means 21. Data) is received, and the received data is temporarily stored in an ordering algorithm storage means (not shown). In addition, when the customer wants to set a plurality of ordering algorithms, the same operation is repeated, and different ordering algorithms (even if the algorithm type is the same, if the data for defining the details of the ordering algorithm are different, the ordering algorithms are different. .) Is input, an identification name is assigned, and a plurality of ordering algorithms are temporarily stored in ordering algorithm storage means (not shown).

  Subsequently, returning to the order condition setting screen 100 in FIG. 7, when the customer presses the “Set Valid Period and Order Condition Transfer Count / Time” button 103, the valid period and order condition transfer count A display request signal for the time setting screen 500 (see FIG. 10) is transmitted to the order processing server 20 via the network 1. In the order processing server 20, the order acceptance processing means 21 displays a request for displaying a setting screen 500 (see FIG. 10) for the validity period and order condition transfer count / time transmitted from the customer terminal device 50 via the network 1. The signal is received, and the display data of the setting screen 500 (see FIG. 10) for the valid period and the number of times of transfer of ordering conditions (see FIG. 10) is transmitted to the customer terminal device 50 via the network 1. Then, on the screen of the customer terminal device 50, a setting screen 500 for the validity period and the number of times / time of order condition transfer as shown in FIG. 10 is displayed (step S3).

  In FIG. 10, on the setting screen 500 for the effective period and order condition transfer number / time, each selection unit 510, 520, 530 for selecting the effective period of 3 days, 7 days, and 14 days, and the selection unit 510 When the valid period is 3 days, there is no transfer as the number and timing of transfer of ordering conditions. Transfer once only when the first day has passed. Transfer once only when the second day has passed. Time when the first and second days have passed. When the selection unit 511, 512, 513, 514 and the selection unit 520 select a valid period of 7 days, there is no transfer as the number and timing of transfer of the ordering condition, and only when the second day has elapsed 1-time transfer, 1-time transfer only at the time when the 4th day has passed, 2-time transfer at the time of the 2nd-day and the 4th-day pass, and each selection unit 521, 522, 523, 524, and a valid period of 14 days in the selection unit 530 The If the option is selected, there will be no transfer as the number and timing of transfer in the ordering conditions. Transfer once only when the third day has passed. Transfer once only when the seventh day has passed. Transfer twice when the third and seventh days have passed. Each selection unit 531, 532, 533, 534 to be selected, a transfer method selection unit 540 for selecting a transfer method for order conditions (brand extraction conditions and order algorithm), and input data to the order processing server 20 via the network 1 A “send” button 550 for sending is provided.

  The transfer method selection unit 540 transfers (1) the investment amount (including the reinvestment amount) of all ordering conditions other than the ordering condition with the highest rate of return to the ordering condition with the highest rate of return. And (2) a selection unit 542 that selects to move the investment amount (including the reinvestment amount) of the order condition that has the lowest rate of return to the order condition that has the highest rate of return. And (3) a selection unit 543 that selects to distribute the investment amount (including the reinvestment amount) of the purchase order condition that has the lowest rate of return to other purchase order conditions, and (4) the lowest return. A selection unit 544 that selects to distribute the investment amount (including the reinvestment amount) of the order condition that has become a rate in proportion to the value of the rate of return to the other order conditions; and (5) high A group of return order conditions and a group of low return order conditions. And a selection unit 545 that selects to distribute the total investment amount (including reinvestment) of the group with the low return rate ordering condition evenly to the group with the high return rate ordering condition. It has been. Note that, when the selection unit 545 of (5) is selected, if the number of ordering conditions constituting each group is not the same, in the present embodiment, processing for reducing the number of ordering conditions with a higher profit rate is performed. Alternatively, a process of increasing the number of ordering conditions with a higher profit rate may be performed.

  When the customer selects and inputs data and presses the “Send” button 550 on the valid period and order condition transfer number / time setting screen 500 in FIG. 10, the selected and input data is transmitted via the network 1. It is transmitted to the order processing server 20. In the order processing server 20, selection input data (validity period selection information, order condition transfer frequency / time selection information, transfer information, which is transmitted from the customer terminal device 50 via the network 1 by the order reception processing means 21. Method selection information), and from the received data and its received date (condition setting date), the end of the effective period, the first transfer time, and the second transfer time are calculated, and then order identification information is automatically given. , Data reception date (condition setting date), valid period, valid period end, first and second transfer times, and data indicating the order condition transfer method are associated with the order identification information and customer identification information, and the conditions Save in the database 40 (see FIG. 2).

  Subsequently, returning to the order condition setting screen 100 of FIG. 7, the setting units 110, 120, 130, and 140 for the customer to set each order condition 1 to 5 (order number identification number = 1 to 5). , 150, input of initial investment amount, selection of brand extraction conditions (selection from among identification names given by self), and selection of ordering algorithm (from among identification names given by self) When the “Send” button 160 is pressed, the input data is sent to the order processing server 20 via the network 1. In the order processing server 20, input data (order condition identification information for each order condition, initial investment amount, identification name of the brand extraction condition) transmitted from the customer terminal device 50 via the network 1 by the order reception processing means 21. , The identification name of the ordering algorithm), the received initial investment amount, the identification name of the received brand extraction condition (brand extraction condition identification information), and the brand extraction not shown in association with the received identification name of the brand extraction condition The brand extraction conditions temporarily stored in the condition storage means, the received ordering algorithm identification name (ordering algorithm identification information), and the ordering algorithm storage means (not shown) temporarily associated with the received ordering algorithm identification name The ordering algorithm stored in, together with ordering condition identification information (ordering condition identification number) For each order condition is stored in the condition database 40 in association with the order identification information and customer identification information (see FIG. 2).

  <Brand Extraction Processing: Step S4>

  After that, the brand value stored in the condition database 40 (see FIG. 2) is stored in the condition database 40 (see FIG. 2). Whether or not a brand extraction condition (brand extraction condition specified by inputting a maximum of 12 items on the brand extraction condition setting screen 200 shown in FIG. 8) determined by threshold information for evaluation index values or selection information of brand classification is satisfied. The brand identification information for the brand satisfying the brand extraction condition is extracted from the brand information database 41 (step S4 in FIG. 6). This brand extraction process is performed for each ordering condition when a plurality of ordering conditions are set. Therefore, the speed of the brand extraction process differs for each order condition, and the execution start timing of the brand extraction process differs for each order condition after the second cycle.

  Specifically, in the brand extraction process of this embodiment, it is not determined whether or not all the conditions of each item selected by the customer among the maximum 12 items are satisfied. A score is calculated using the weight of each item selected by the customer, and the brand with the highest score is extracted. Therefore, the extracted brand does not need to satisfy the conditions of all items selected by the customer among the 12 items. If the condition of at least one item among the items selected by the customer is satisfied, a score is attached (the score is other than 0). If a brand is scored, the brand with the highest score is extracted. In addition, when the condition of any item among the items selected by the customer is not satisfied, the brand is not given a score (score is 0), so such a score is not given. If there are only brands, it means that there is no brand as an extraction candidate, and brand extraction is not performed. In this case, the investment amount is held in cash until an extraction candidate brand, i.e., a brand with a score is generated, a purchase order is not performed, and the brand extraction process is repeated.

  The score of each brand is calculated by adding all weights of items satisfying the condition by the brand extraction processing means 22. For example, assuming that the brand extraction conditions are set as shown in FIG. 8, the score of the brand A (brand code = A) shown in FIG. 3 is calculated as follows. First, (1) The conditions for the rate of increase / decrease for the most recent 5 days are -30% or more and -10% or less, and the weight is 5 (see Fig. 8). Since the rate is -18.0% (see FIG. 3), the condition is satisfied, and the weight of 5 is an object to be added to the score. Next, (4) the condition for the industry (TSE classification) is “machine” and its weight is 3 (see FIG. 8), while the industry for the brand A (TSE classification) is “machine”. Because there is (see FIG. 3), the condition is satisfied, and the weight of 3 is an object to be added to the score. Further, (5) the condition for PER is 15 times or more and 25 times or less and the weight is 4 (see FIG. 8), while the PER of the stock A is 18 times (see FIG. 3). ), The condition is satisfied, and a weight of 4 is an object to be added to the score. Furthermore, (7) the condition for ROE is 15% or more, and its weight is 2 (see FIG. 8), while the ROE of the stock A is 28.8% (see FIG. 3). The condition is satisfied, and a weight of 2 is an object to be added to the score. (9) The condition for the sales growth rate is 15% or more and the weight is 3 (see FIG. 8), while the sales growth rate of the brand A is 5% (see FIG. 8). 3), the condition is not satisfied, and the weight of 3 is not an object to be added to the score. Further, (10) The condition for the ordinary profit growth rate is 10% or more, and the weight is 1 (see FIG. 8), while the ordinary profit growth rate of the stock A is 4% (see FIG. 8). 3), the condition is not satisfied and the weight of 1 is not an object to be added to the score. Furthermore, (12) the condition regarding whether or not to limit to the Nikkei average adoption issue is limited to the Nikkei average adoption issue, the weight is 1 (see FIG. 8), while the issue A is the Nikkei average Since it is an adopted brand (see FIG. 3), the condition is satisfied, and a weight of 1 is an object to be added to the score. And, (2) the most recent 20-day rate, (3) the most recent 60-day rate, (6) PBR, (8) ROA, and (11) the net profit growth rate are all selected by the customer. Since it is not, the addition to the score is zero. Therefore, the score of the brand A is 5 + 3 + 4 + 2 + 1 = 15.

  Similarly, scores are calculated for other brands, and the brand with the highest score is set as the extracted brand. In addition, when there are a plurality of issues having the same score at the maximum score, in this embodiment, the issue with the maximum transaction volume stored in the issue information database 41 (see FIG. 3) is extracted. A brand. Instead of determining by the transaction volume, for example, it may be determined by another method, for example, the brand first selected as the extraction candidate is set as the extracted brand.

  Then, when the brand extraction process is completed, the brand extraction processing unit 22 indicates that the brand extraction process is completed with data indicating the data processing state (status) stored in the condition database 40 (see FIG. 2). It is changed to “1”, and the brand identification information (brand code) regarding the extracted brand is delivered to the ordering instruction processing means 24 together with the identification number (ordering condition identification information) of the ordering condition from which the brand has been extracted and the order identification information. .

  Subsequently, after receiving the brand identification information (brand code) about the extracted brand from the brand extraction processing unit 23 by the order designation processing unit 24, the order condition (set by the customer under the management of the order designation processing unit 24 ( An automatic ordering process is performed based on an ordering algorithm that constitutes the ordering conditions for which the brand extraction process has been completed (step S5 in FIG. 6). This automatic ordering process is performed for each ordering condition when a plurality of ordering conditions are set. Therefore, the speed and execution timing of the automatic ordering process differ for each ordering condition. In parallel with the progress of the automatic ordering process based on the ordering algorithm, the ordering instruction processing unit 24 determines the arrival of the transfer time, and the transfer processing unit 28 determines the rate of return and transfers such as transfer (FIG. 6). Step S5). Further, in parallel with the progress of the automatic ordering process based on the ordering algorithm, the ordering instruction processing unit 24 determines the arrival of the end of the valid period and the sale process associated with the end of the period (step S5 in FIG. 6). In parallel with the progress of the automatic ordering process based on the ordering algorithm, the market price data acquisition process by the market price data acquisition processing means 23 is also performed (step S5 in FIG. 6). These processes are performed in parallel, but the contents of each process are described separately for convenience of explanation.

  <Acquisition / storage of market price data: Step S5>

  First, in the market price data acquisition process (step S5 in FIG. 6), the market price data acquisition processing means 23 periodically and repeatedly acquires the market price data of each brand from the market price data providing system 60 via the network 1. The market price data is stored in the market price database 42 in association with the brand identification information. Further, by using the market price data of each brand stored in the market price database 42 by the brand evaluation index value calculation processing means 29, PER is calculated from the net profit per share stored in the brand information database 41 (see FIG. 3). (Stock Price / Net Income per Share) is calculated, PBR (Stock Price / Net Asset per Share) is calculated from the net assets per share stored in the stock information database 41 (see FIG. 3), and the calculated PER and The PBR is stored in the brand information database 41 in association with the brand identification information, and the PER and PBR update processing is executed.

  <Ordering based on ordering algorithm: Step S5>

  Next, in the automatic ordering process based on the ordering algorithm (step S5 in FIG. 6), the ordering instruction processing means 24 indicates the type of ordering algorithm stored in the condition database 40 (see FIG. 2) for each ordering condition. Data is acquired, and automatic ordering processing according to the algorithm type is executed. For example, when the brand extraction process under the order condition 1 is completed, data indicating the order algorithm type for the order condition 1 is acquired. As shown in the examples of FIGS. 2 and 7, the order condition 1 includes an order extraction condition (see FIG. 8) with an identification name “WIN” and an ordering algorithm (see FIG. 9) with an identification name “STD”. If it is a condition, as shown in FIG. 2, since “1” is stored in the condition database 40 as data indicating the type of the ordering algorithm of the ordering condition 1, this data “1” is acquired. Then, automatic ordering processing according to algorithm type 1 is executed.

  Hereinafter, automatic ordering processing according to algorithm type 1 will be described.

  Data indicating the data processing state (status) of the ordering condition 1 stored in the condition database 40 (see FIG. 2) is acquired by the ordering instruction processing unit 24, and the data processing state (status) of the acquired ordering condition 1 is indicated. If the data is “1”, this indicates that the brand extraction process has been completed. Therefore, the order instruction processing unit 24 orders the order data creation processing unit 25 to store the order stored in the condition database 40. An instruction to create order data for the first purchase for performing purchase processing with the initial investment amount of condition 1 is sent. Then, the order data creation processing means 25 receives the creation instruction of the first purchase order data from the order instruction processing means 24, and the initial investment amount of the order condition 1 stored in the condition database 40 is stored in the market price database 42. The purchase quantity is calculated by dividing by the stored market price data of the extracted brand. At this time, the purchase quantity is a multiple of the unit stock which is the minimum trading unit, and the amount obtained by multiplying the purchase quantity and the market price data does not exceed the initial investment amount of the ordering condition 1. Then, the order data creation processing means 25 uses the market price data as the limit price, adds the branch number to the order identification information, and automatically creates the order data identification information, the customer identification information, the brand identification information about the extracted brand, and the calculated purchase. The purchase order data including the quantity is created, and the data indicating the data processing state (status) of the order condition 1 stored in the condition database 40 (see FIG. 2) is used to create the first purchase order data. Change to "2" shown. For example, as shown in FIG. 2 and FIG. 7, the initial investment amount for ordering condition 1 is 1,000,000 yen, the market price data of extracted stock A is 1,000 yen (see FIGS. 4 and 5), and the extracted stock If the unit stock of A is 1,000 shares, the purchase quantity will be 1 million yen / 1,000 yen = 1,000 shares, and since this is a multiple of the unit stock, This is the purchase quantity (see FIGS. 4 and 5). The limit price is 1,000 yen or less.

  Then, the order processing means 26 transmits the order data for the first purchase created by the order data creation processing means 25 to the market system 70 via the dedicated line 2 and from the market system 70 via the dedicated line 2. Received contract data (including order data identification information, customer identification information, brand identification information, trading category, contract unit price, contract amount, contract price, contract date, etc.) and receive the same contract data Are stored in the order database 43 (see FIG. 4) in correspondence with the order data having the order data identification information. Further, the order processing means 26 stores the received contract data and the number of the cycle in which the order related to the contract data has been placed in the trading history management database 44 (see FIG. 5). Further, the order processing means 26 stores the possessed quantity (the number of owned shares), the unbalanced cash balance, and the total amount of assets in the trading history management database 44 (see FIG. 5). In the example of FIG. 5, since it is the first purchase order (ordering data identification information = “T0001-1-1”), the possessed quantity is 1,000 shares, and the initial investment amount of 1 million yen is used as the purchase amount. Therefore, the cash balance of uninvested is zero yen, and the total amount of assets is 1 million yen, which is the sum of the contract price of 1 million yen and the zero cash balance of uninvested.

  Subsequently, when the order instruction processing unit 24 grasps that the data indicating the data processing state (status) of the order condition 1 stored in the condition database 40 (see FIG. 2) is “2”, the order data An instruction to create order data for the next sale is sent to the creation processing means 25. Then, the order data creation processing means 25 receives a sales order data creation instruction from the order instruction processing means 24, and from the trading history management database 44 (see FIG. 5), determines the contract unit price for the first purchase order. The limit price is calculated by multiplying the contracted unit price of this purchase by the value obtained by adding 1 to the specified ratio (the rate of increase from the contracted unit price) of ordering condition 1 stored in the condition database 40 (see FIG. 2). Then, the calculated limit price, order data identification information, customer identification information, brand identification information about the extracted brand, and sales order data including the same sales quantity as the purchase quantity are created, and the condition database 40 (see FIG. 2) The data indicating the data processing state (status) of the ordering condition 1 stored in is changed to “3” indicating that the selling order data has been created. In the example of FIG. 5, the contract unit price of the first purchase order (order data identification information = “T0001-1-1”) is 1,000 yen (see FIG. 5), so the specified ratio (the rate of increase from the contract unit price) ) Is 5% (see FIG. 2), 1,000 yen × (1 + 0.05) = 1,050 yen is the limit price, and the first purchase order (ordering data identification information = “T0001-1-1”). ) Is about 1,000 shares (see FIG. 5), the sold quantity is the same 1,000 shares (see FIGS. 4 and 5).

  Then, the order processing means 26 transmits the selling order data created by the order data creation processing means 25 to the market system 70 via the dedicated line 2. If the market price rises and reaches the limit in the market before the condition price (the so-called stop limit) is met in the monitoring process of market price data (to be described later), the market price rises and reaches the limit in the market. The contract data (including order data identification information, customer identification information, brand identification information, trade classification, contract unit price, contract amount, contract price, contract date, etc.) transmitted from the system 70 via the dedicated line 2 is received. Then, the received contract data is stored in the order database 43 (see FIG. 4) in correspondence with the order data having the same order data identification information. Further, the order processing means 26 stores the received contract data and the number of the cycle in which the order related to the contract data has been placed in the trading history management database 44 (see FIG. 5). Further, the order processing means 26 updates the possessed quantity (the number of owned shares), the uninvested cash balance, and the total assets, and stores them in the trading history management database 44 (see FIG. 5). In the example of FIG. 5, the selling order (ordering data identification information = “T0001-1-2”) is sold, so the holding quantity becomes zero stock, and the cash balance for uninvested remains zero yen. However, the total amount of the assets is 100.5 million yen, which is the sum of the contract price of 100.5 million yen and the zero yen of the uninvested cash balance. Then, since one cycle is completed, the order processing means 26 stores the data indicating the data processing state (status) of the order condition 1 stored in the condition database 40 (see FIG. 2). While changing to “0” indicating the start of the next cycle, an instruction to calculate the profit rate at the end of the cycle is sent to the profit rate calculation processing means 27.

  Further, when the order instruction processing unit 24 grasps that the data indicating the data processing state (status) of the order condition 1 stored in the condition database 40 (see FIG. 2) is “3”, the order instruction processing is performed. The means 24 starts to monitor the market price data of the extracted stock stored in the market price database 42, acquires the contract unit price for the transaction related to the first purchase order from the trading history management database 44 (see FIG. 5), By multiplying the contracted unit price of this buying by the numerical value obtained by subtracting from 1 the specified ratio (decrease rate from the contracted unit price) of the order condition 1 stored in the condition database 40 (see FIG. 2), the condition price is calculated. The process of determining whether or not the market price data is below the condition price is repeated. If it is determined that the market price has fallen before the transaction related to the sold order has been executed, and the market price data of the extracted stock stored in the market price database 42 has fallen below the condition price, order data creation The processing means 25 is instructed to correct the limit price for the already-ordered sales order data, or to cancel the order data for the already-sold sales and to create sales order data for the market. Then, the order data creation processing means 25 receives the limit order correction instruction for the already sold order data from the order instruction processing means 24, and the limit price of the sales order data already ordered to the market is obtained from the condition price. Order data for correcting the limit price to be smaller by a certain amount (for example, 5 yen), or the order instruction processing unit 24 cancels the order data that has already been ordered and sells the order data for the sale. In response to the creation instruction, the order cancel data for canceling the order data for the already sold order and the order data for selling at the market are created, and the order condition 1 stored in the condition database 40 (see FIG. 2) is stored. “4” indicating that data indicating the data processing status (status) has been created by selling the order data by satisfying the condition based on the condition price (so-called stop price). To change.

  Then, the order processing means 26 sends the order cancellation data created by the order data creation processing means 25 and the sales order data based on the satisfaction of the condition based on the condition price (so-called stop price) via the dedicated line 2 to the market system 70. Send to. Then, the order processing means 26 executes contract data (order data identification information, customer identification) transmitted from the market system 70 via the dedicated line 2 with respect to the sales order based on the satisfaction of the condition price (so-called stop price). Information, brand identification information, trading category, contract unit price, contract amount, contract price, contract date, etc.), and order the received contract data corresponding to the order data having the same order data identification information Save in the database 43 (see FIG. 4). Further, the order processing means 26 stores the received contract data and the number of the cycle in which the order related to the contract data has been placed in the trading history management database 44 (see FIG. 5). Further, the order processing means 26 updates the possessed quantity (the number of owned shares), the uninvested cash balance, and the total assets, and stores them in the trading history management database 44 (see FIG. 5). Then, since one cycle is completed, the order processing means 26 stores the data indicating the data processing state (status) of the order condition 1 stored in the condition database 40 (see FIG. 2). While changing to “0” indicating the start of the next cycle, an instruction to calculate the profit rate at the end of the cycle is sent to the profit rate calculation processing means 27.

  Hereinafter, automatic ordering processing according to algorithm type 2 will be described.

  For example, when the brand extraction process under the order condition 3 is completed, the order instruction processing means 24 acquires data indicating the type of the order algorithm for the order condition 3. As shown in FIGS. 2 and 7, the order condition 3 is assumed to be an order condition consisting of a brand extraction condition with an identification name “SIM” and an ordering algorithm (see FIG. 9) with an identification name “HAF”. For example, as shown in FIG. 2, since “2” is stored in the condition database 40 as data indicating the type of the ordering algorithm of the ordering condition 3, the data “2” is acquired and the algorithm type 2 Execute automatic order processing according to

  Data indicating the data processing state (status) of the ordering condition 3 stored in the condition database 40 (see FIG. 2) is acquired by the ordering instruction processing unit 24, and the data processing state (status) of the acquired ordering condition 3 is indicated. If the data is “1”, this indicates that the brand extraction process has been completed. Therefore, the order instruction processing unit 24 orders the order data creation processing unit 25 to store the order stored in the condition database 40. An instruction to create order data for the first purchase for performing purchase processing at a specified proportion of the initial investment amount in condition 3 is sent. Then, the order data creation processing unit 25 receives an instruction to create the first purchase order data from the order instruction processing unit 24, and the initial investment amount of the order condition 3 stored in the condition database 40 is stored in the condition database 40. The purchase quantity is calculated by dividing the amount obtained by multiplying the specified ratio (the ratio P of the first purchase amount) of the stored order condition 3 by the market price data of the extracted stock stored in the market price database 42. At this time, the purchase quantity is a multiple of the unit stock, which is the minimum trading unit, and the amount obtained by multiplying the purchase quantity and the market price data is the specified ratio (the ratio P of the initial purchase price P ) Is not exceeded. Then, the order data creation processing means 25 uses the market price data as the limit price, adds the branch number to the order identification information, and automatically creates the order data identification information, the customer identification information, the brand identification information about the extracted brand, and the calculated purchase. The purchase order data including the quantity is created, and the data indicating the data processing state (status) of the order condition 1 stored in the condition database 40 (see FIG. 2) is used to create the first purchase order data. Change to "2" shown. For example, as shown in FIG. 2 and FIG. 7, the initial investment amount for ordering condition 3 is 2 million yen, the specified ratio (the ratio of the initial purchase price) is P = 50%, and the market price data of the extracted brand G Is 652 yen (see Fig. 5), and if the unit stock of the extracted stock G is 100 shares, the purchase quantity will be (2 million yen x 0.5) / 652 yen = 1,534 shares. Is a multiple of the unit stock, 1,500 shares will be purchased (see FIG. 5). The limit price is 652 yen or less.

  Then, the order processing means 26 transmits the order data for the first purchase created by the order data creation processing means 25 to the market system 70 via the dedicated line 2 and from the market system 70 via the dedicated line 2. Received contract data (including order data identification information, customer identification information, brand identification information, trading category, contract unit price, contract amount, contract price, contract date, etc.) and receive the same contract data Are stored in the order database 43 (see FIG. 4) in correspondence with the order data having the order data identification information. Further, the order processing means 26 stores the received contract data and the number of the cycle in which the order related to the contract data has been placed in the trading history management database 44 (see FIG. 5). Further, the order processing means 26 stores the possessed quantity (the number of owned shares), the unbalanced cash balance, and the total amount of assets in the trading history management database 44 (see FIG. 5). In the example of FIG. 5, since it is the first purchase order (ordering data identification information = “T0001-3-1”), the number held is 1,500 shares, and the purchase amount is about 50% of the initial investment amount of 2 million yen. As a result, the cash balance of the uninvested portion will be 1,022,000 yen by subtracting the contract price of 978,000 yen from the initial investment amount of 2 million yen, and the total amount of assets will be the investment price of 978,000 yen, which is not invested. The total cash balance of 1,022,000 yen will be 2 million yen.

  Subsequently, when the order instruction processing means 24 grasps that the data indicating the data processing state (status) of the order condition 3 stored in the condition database 40 (see FIG. 2) is “2”, the order data An instruction to create order data for the next sale is sent to the creation processing means 25. Then, the order data creation processing means 25 receives a sales order data creation instruction from the order instruction processing means 24, and from the trading history management database 44 (see FIG. 5), determines the contract unit price for the first purchase order. Acquired and multiply the contracted unit price T of this buy by a value obtained by adding 1 to the specified ratio (the rate of increase from the contracted unit price T of the first buy) of the ordering condition 3 stored in the condition database 40 (see FIG. 2). By calculating the limit price, the order price data, the order data identification information, the customer identification information, the brand identification information about the extracted brand, and the sales order data including the sale quantity that is the same as the purchase quantity of the first purchase order At the same time as creating the order data for selling the data indicating the data processing state (status) of the order condition 3 stored in the condition database 40 (see FIG. 2) It is changed to "3" indicating the door. In the example of FIG. 5, since the contract unit price T of the first purchase order (order data identification information = “T0001-3-1”) is 652 yen (see FIG. 5), the specified ratio (the contract price T of the first purchase) Is 5% (see FIG. 2), 652 yen × (1 + 0.05) = 685 yen is the limit price, and the first purchase order (order data identification information = “T0001-3-1”) ) Has a constant number of 1,500 shares (see FIG. 5), the sale quantity is the same 1,500 shares (see FIG. 5).

  Then, the order processing means 26 transmits the selling order data created by the order data creation processing means 25 to the market system 70 via the dedicated line 2. If the market price rises and reaches the limit in the market before the condition price (the so-called stop limit) is met in the monitoring process of market price data (to be described later), the market price rises and reaches the limit in the market. The contract data (including order data identification information, customer identification information, brand identification information, trade classification, contract unit price, contract amount, contract price, contract date, etc.) transmitted from the system 70 via the dedicated line 2 is received. Then, the received contract data is stored in the order database 43 (see FIG. 4) in correspondence with the order data having the same order data identification information. Further, the order processing means 26 stores the received contract data and the number of the cycle in which the order related to the contract data has been placed in the trading history management database 44 (see FIG. 5). Further, the order processing means 26 updates the possessed quantity (the number of owned shares), the uninvested cash balance, and the total assets, and stores them in the trading history management database 44 (see FIG. 5). In the example of FIG. 5, the selling order (ordering data identification information = “T0001-3-2”) is sold, so the holding quantity becomes zero stock, and the cash balance for uninvested is 1,02,000 yen. However, the total amount of the assets is ¥ 2,049,500, which is the sum of the contract price of ¥ 1,027,500 and the uninvested portion of the cash balance of ¥ 1,02,000. Then, since one cycle is completed, the order processing means 26 completes the data indicating the data processing state (status) of the order condition 3 stored in the condition database 40 (see FIG. 2). While changing to “0” indicating the start of the next cycle, an instruction to calculate the profit rate at the end of the cycle is sent to the profit rate calculation processing means 27.

  Further, when the order instruction processing unit 24 grasps that the data indicating the data processing state (status) of the order condition 3 stored in the condition database 40 (see FIG. 2) is “3”, the order instruction processing is performed. The means 24 starts to monitor the market price data of the extracted stock stored in the market price database 42, acquires the contract unit price for the transaction related to the first purchase order from the trading history management database 44 (see FIG. 5), By multiplying the contracted unit price T of this buy by a value obtained by subtracting from 1 the specified ratio (decrease rate from the contracted unit price T of the first buy) stored in the condition database 40 (see FIG. 2). The condition price is calculated, and the process of determining whether or not the market price data is below the condition price is repeated. If it is determined that the market price has fallen before the transaction related to the sold order has been executed, and the market price data of the extracted stock stored in the market price database 42 has fallen below the condition price, order data creation The processing unit 25 is instructed to cancel the order data of the already sold order and to create purchase order data with a purchase amount of (100% −specified ratio P%) of the initial investment amount. Then, the ordering data creation processing unit 25 instructs the ordering instruction processing unit 24 to cancel the ordering data for the already-sold ordering and the ordering data for the purchase at the purchase amount of (100% −specified ratio P%) of the initial investment amount. In response to the creation instruction, the order cancellation data for canceling the already-ordered sales order data is generated. Further, the order data creation processing means 25 adds 1 to the initial investment amount of the order condition 3 stored in the condition database 40 and the specified ratio (the ratio P of the initial purchase amount) of the order condition 3 stored in the condition database 40. The purchase quantity is calculated by dividing the amount obtained by multiplying the ratio (100% -P%) from (ie, 100%) by the market price data (or conditional price) of the extracted stock stored in the market price database 42. . At this time, the purchase quantity is a multiple of the unit stock, which is the minimum trading unit, and the amount obtained by multiplying the purchase quantity and the market price data (or conditional price) is the initial investment amount for ordering condition 3 (100%-specified Do not exceed the amount multiplied by the ratio (P%). Then, the order data creation processing means 25 uses the market price data (or conditional price) as the limit price, and the order identification information automatically created by adding the branch number to the order identification information, the customer identification information, and the brand identification information about the extracted brand. The purchase order data including the calculated purchase quantity is created, and the data indicating the data processing state (status) of the order condition 3 stored in the condition database 40 (see FIG. 2) is used as the purchase order for the remaining amount. Change to “4” indicating that the data has been created. For example, as in the case of the extracted brand H in the second cycle shown in FIG. 5, when the market price drops after the first purchase order (ordering data identification information = “T0001-3-3”), The contracted unit price for ordering is 714 yen, and the specified ratio (the rate of decline from the contracted unit price) is 10%, so the conditional price is 714 yen x (1-0.1) = 642 yen, and the market price data is When it is determined that the condition price is 642 yen or less, the purchase order data (order data identification information = “T0001-3-5”) is created using the market price data (or the condition price 642 yen) as a limit price. At this time, the purchase quantity is 1,049,900 because the uninvested cash balance at the time of the first purchase order (ordering data identification information = “T0001-3-3”) is 1,049,900 yen. 900 yen ÷ 642 yen = 1,635 shares. If this is a multiple of one unit share, 1,600 shares will be the purchase quantity (see Fig. 5). In addition, order cancellation data for canceling already-ordered sales order data (order data identification information = “T0001-3-4”) is created (see FIG. 4).

  Then, after the order cancellation means 26 transmits the order cancellation data created by the order data creation processing means 25 to the market system 70 via the dedicated line 2, the purchase order data for the remaining amount is sent via the dedicated line 2. To the market system 70. For the purchase order of the remaining amount, the contract data (order data identification information, customer identification information, brand identification information, trading category, contract unit price, contract constant amount, The contract price, the contract date, etc.) are received, and the received contract data is stored in the order database 43 (see FIG. 4) in correspondence with the order data having the same order data identification information. Further, the order processing means 26 stores the received contract data and the number of the cycle in which the order related to the contract data has been placed in the trading history management database 44 (see FIG. 5). Further, the order processing means 26 updates the possessed quantity (the number of owned shares), the uninvested cash balance, and the total assets, and stores them in the trading history management database 44 (see FIG. 5). For example, in the case of the extracted stock H in the second cycle shown in FIG. 5, when the first purchase order (ordering data identification information = “T0001-3-3”), the possessed quantity (the number of owned shares) is 1, Since there are 400 shares, the unbalanced cash balance is 1,049,900 yen, and the total amount of assets is 2,049,500 yen, the purchase order for the remaining amount (order data identification information = “T0001− 3-5 "), the number of shares held (number of shares held) is 1,400 shares + the current fixed amount 1,600 shares = 3,000 shares, and the uninvestment cash balance is 1,049,900 Subtracting the current contract price of ¥ 10,27,200 from the yen to ¥ 22,700, the total amount of assets is 1,926,000 yen, multiplied by 3,000 shares held and the contract price of ¥ 642, Total uninvested cash balance of 22,700 yen , The yen 948,700.

  Subsequently, the data indicating the data processing state (status) of the order condition 3 stored in the condition database 40 (see FIG. 2) indicates that the purchase order data for the remaining amount has been created by the order instruction processing means 24. When it is grasped that it is “4”, an instruction to create order data for the next sale is sent to the order data creation processing means 25. Then, the order data creation processing unit 25 receives a sales order data creation instruction from the order instruction processing unit 24, and the contract unit price T for the first purchase order from the trading history management database 44 (see FIG. 5). And the specified ratio of the ordering condition 3 stored in the condition database 40 (see FIG. 2) (the rate of decline (recovery) from the contracted unit price T after the purchase processing of the remaining amount). By multiplying the number subtracted from 1, the limit price is calculated, the calculated limit price, ordering data identification information, customer identification information, brand identification information about the extracted brand, and purchase quantity (total quantity of multiple purchase quantities) and Data indicating the data processing state (status) of the order condition 3 stored in the condition database 40 (see FIG. 2), while creating order data for sales including the same sold quantity A, it is changed to "5" indicating that you have created a purchase order data of selling. For example, in the case of the extracted brand H in the second cycle shown in FIG. 5, the contract unit price T of the first purchase order (ordering data identification information = “T0001-3-3”) is 714 yen, and the specified ratio ( Since the rate of decline (recovery) from the contracted unit price T after the purchase processing for the remaining money is 5%, the limit price is 714 yen × (1-0.05) = 679 yen, and the sales order (order data identification) The sales volume of information = “T0001-3-6”) is 3,000 shares (see FIG. 5).

  Then, the order processing means 26 transmits the selling order data created by the order data creation processing means 25 to the market system 70 via the dedicated line 2. If the market price rises and reaches the limit in the market before the condition price (the so-called stop limit) is met in the monitoring process of market price data (to be described later), the market price rises and reaches the limit in the market. The contract data (including order data identification information, customer identification information, brand identification information, trade classification, contract unit price, contract amount, contract price, contract date, etc.) transmitted from the system 70 via the dedicated line 2 is received. Then, the received contract data is stored in the order database 43 (see FIG. 4) in correspondence with the order data having the same order data identification information. Further, the order processing means 26 stores the received contract data and the number of the cycle in which the order related to the contract data has been placed in the trading history management database 44 (see FIG. 5). Further, the order processing means 26 updates the possessed quantity (the number of owned shares), the uninvested cash balance, and the total assets, and stores them in the trading history management database 44 (see FIG. 5). For example, in the case of the extracted stock H in the second cycle shown in FIG. 5, the selling order (ordering data identification information = “T0001-3-6”) is sold, so the holding quantity becomes zero stock, The cash balance of the investment remains at 22,700 yen, but the total amount of assets is 2,059, 700 yen. Then, since one cycle is completed, the order processing means 26 completes the data indicating the data processing state (status) of the order condition 3 stored in the condition database 40 (see FIG. 2). While changing to “0” indicating the start of the next cycle, an instruction to calculate the profit rate at the end of the cycle is sent to the profit rate calculation processing means 27.

  Further, when the order instruction processing unit 24 grasps that the data indicating the data processing state (status) of the order condition 3 stored in the condition database 40 (see FIG. 2) is “5”, the order instruction processing is performed. The means 24 starts to monitor the market price data of the extracted stock stored in the market price database 42, and obtains the contract unit price T for the transaction related to the first purchase order from the trading history management database 44 (see FIG. 5). Then, a numerical value obtained by subtracting 1 from the contracted unit price T of the purchase, the specified ratio of the ordering condition 3 stored in the condition database 40 (see FIG. 2) (the rate of decline from the contracted unit price T after the purchase processing of the remaining amount) By multiplying, the condition price is calculated, and the process of determining whether or not the market price data is below the condition price is repeated. If it is determined that the market price has fallen before the transaction related to the sold order has been executed, and the market price data of the extracted stock stored in the market price database 42 has fallen below the condition price, order data creation The processing means 25 is instructed to correct the limit price for the already-ordered sales order data, or to cancel the order data for the already-sold sales and to create sales order data for the market. Then, the order data creation processing means 25 receives the limit order correction instruction for the already sold order data from the order instruction processing means 24, and the limit price of the sales order data already ordered to the market is obtained from the condition price. Order data for correcting the limit price to be smaller by a certain amount (for example, 5 yen), or the order instruction processing unit 24 cancels the order data that has already been ordered and sells the order data for the sale. In response to the creation instruction, the order cancel data for canceling the order data of the already sold order and the order data for selling at the market are created, and the order condition 3 stored in the condition database 40 (see FIG. 2) is stored. “6” indicating that the data indicating the data processing state (status) has been created by selling the order data by satisfying the condition price (so-called stop price). To change.

  Then, the order processing means 26 sends the order cancellation data created by the order data creation processing means 25 and the sales order data based on the satisfaction of the condition based on the condition price (so-called stop price) via the dedicated line 2 to the market system 70. Send to. Then, the order processing means 26 executes contract data (order data identification information, customer identification) transmitted from the market system 70 via the dedicated line 2 with respect to the sales order based on the satisfaction of the condition price (so-called stop price). Information, brand identification information, trading category, contract unit price, contract amount, contract price, contract date, etc.), and order the received contract data corresponding to the order data having the same order data identification information Save in the database 43 (see FIG. 4). Further, the order processing means 26 stores the received contract data and the number of the cycle in which the order related to the contract data has been placed in the trading history management database 44 (see FIG. 5). Further, the order processing means 26 updates the possessed quantity (the number of owned shares), the uninvested cash balance, and the total assets, and stores them in the trading history management database 44 (see FIG. 5). Then, since one cycle is completed, the order processing means 26 completes the data indicating the data processing state (status) of the order condition 3 stored in the condition database 40 (see FIG. 2). While changing to “0” indicating the start of the next cycle, an instruction to calculate the profit rate at the end of the cycle is sent to the profit rate calculation processing means 27.

  <Judgment of arrival of transfer time, comparison of rate of return, transfer: Step S5>

  Next, in order to determine the arrival of the transfer time by the ordering instruction processing unit 24 and to determine the rate of return by the transfer processing unit 28 and transfer processing such as transfer (step S5 in FIG. 6), the ordering instruction processing unit 24 is repeating the cycle. In addition, the transfer time stored in the condition database 40 (see FIG. 2) is periodically referred to to determine whether or not the transfer time has been reached. When the first or second transfer time has been reached, Then, a transfer instruction for ordering conditions is sent to the transfer processing means 28.

  When the transfer processing unit 28 receives a transfer instruction from the ordering instruction processing unit 24 when the transfer time has arrived, and when automatic ordering processing is continued under a plurality of ordering conditions at that time, a trading history management is performed. The return rate or the virtual total return rate at the end of the most recently completed cycle of each of the plurality of order conditions stored in the database 44 (see FIG. 5) is compared, and at least the return rate or the virtual total return rate is low. For one order condition, the order data creation processing means 25 is sent an order number creation instruction for selling to deliver the order number identification number and complete the automatic order process.

  Subsequently, the ordering data creation processing unit 25 receives an instruction to complete the automatic ordering process accompanying the arrival of the transfer time from the transfer processing unit 28, and completes the automatic ordering process with the identification number of the ordering condition received from the transfer processing unit 28. At least one ordering condition to be processed is grasped, and even if the ordering condition is in the middle of the cycle (not at the end of one cycle), the data indicating the type of the ordering algorithm and the data processing status (status) Regardless of the data processing status of the ordering algorithm obtained from the data indicating the progress (the progress status in one cycle), from the holding quantity (number of shares) stored in the trading history management database 44 (see FIG. 5), Acquire the quantity of the extracted stock you are buying, create the sales order data to sell the entire quantity, Database 40 the data indicating the stored data processing state (see FIG. 2) (status), (in the present embodiment,. As "99" as an example) data indicating the completion of the automatic ordering process to change. When a plurality of ordering conditions are targets for completing the automatic ordering process, the above-described process for completing all the ordering conditions is executed. In the example of FIG. 5, the comparison of the return rate is performed at night of the transfer time of 2008/03/10, and the order condition 2 having a low return rate at that time is completed on 2008/03/11 and one cycle is completed. Without ordering, that is, even if the condition according to the ordering algorithm is not satisfied, the sales order of all the quantities for compulsorily completing the automatic ordering process (ordering data identification information = “T0001-2-2”) In addition, the order condition 3 with a low rate of return at that time is also compulsory in 2008/03/11 without waiting for the end of one cycle, that is, even if the condition according to the order algorithm is not satisfied. Then, an order for selling all the quantities for completing the automatic ordering process (ordering data identification information = “T0001-3-8”) is performed.

  Then, the order processing means 26 transmits selling order data for completing the automatic order processing created by the order data creation processing means 25 to the market system 70 via the dedicated line 2 and from the market system 70. Receives and receives contract data (including order data identification information, customer identification information, brand identification information, trading classification, contract unit price, contract amount, contract price, contract date, etc.) transmitted via the dedicated line 2. The contract data is stored in the order database 43 (see FIG. 4) in correspondence with the order data having the same order data identification information. Further, the order processing means 26 stores the received contract data and the number of the cycle in which the order related to the contract data has been placed in the trading history management database 44 (see FIG. 5). Further, the order processing means 26 updates the possessed quantity (the number of owned shares), the uninvested cash balance, and the total assets, and stores them in the trading history management database 44 (see FIG. 5).

  Subsequently, the final asset stored in the trading history management database 44 (see FIG. 5) with respect to the ordering conditions (the ordering conditions after completing the sale process for completion) completed by the transfer processing means 28. Transfer processing is performed in which the total amount (investment amount of at least one order condition with a low return rate or hypothetical total return rate) is added to the investment amount of another order condition with a higher return rate than this order condition. Here, the addition processing to the investment amount of other ordering conditions with a high rate of return is the final uninvestment cash stored in the trading history management database 44 (see FIG. 5) for the other ordering conditions with a high rate of return. In the balance, the final total amount of assets stored in the trading history management database 44 (see FIG. 5) for at least one ordering condition (the ordering condition after the sale process for completion) that has completed the automatic ordering process is stored. Add (if the automatic ordering process is completed for multiple ordering conditions, add all the final total assets for each of those ordering conditions), and uninvestment for other ordering conditions with high returns By increasing the cash balance. As a result, under the ordering conditions (ordering conditions that received a transfer) with an increase in the cash balance of the uninvested portion, when the cycle currently in progress (in progress at the time of the transfer) is terminated and sold, The total amount of the sale amount and the increased cash balance of uninvested is the investment amount of the next cycle.

  For example, as shown in FIG. 2, “2008/03/10” is stored in the condition database 40 as the first transfer time, and the ordering condition transfer method stored in the condition database 40 includes “ In the case of “1”, at the night of 2008/03/10, the return rate or the virtual total return rate is compared, and the investment amount of all the ordering conditions other than the ordering condition that raised the highest rate of return is the highest. Execute transfer processing to add to the investment amount of the ordering conditions that raised the rate of return. Therefore, as shown in FIG. 5, at the night of 2008/03/10, the rate of return of the order condition 1 is 15.58%, and the rate of return of the order condition 2 is not present (the first cycle is still over). If the rate of return on ordering condition 3 is 2.99%, these rates of return are compared, and the ordering condition 1 with the highest return on investment for ordering conditions 2 and 3 is compared. It is transferred to. Here, the final total amount of assets stored in the trading history management database 44 (see FIG. 5) for the ordering condition 2 (the ordering condition 2 after the sale process for completion) that has completed the automatic ordering process is: It is 1,013,200 yen, and this is the transfer amount from ordering condition 2 to ordering condition 1, and buying and selling about ordering condition 3 (ordering condition 3 after sale processing for completion) completed automatic ordering processing The final total amount of assets stored in the history management database 44 (see FIG. 5) is 2,070,500 yen. This is the transfer amount from the order condition 3 to the order condition 1, and these transfer amounts are It is added to the final uninvested cash balance 21,800 yen of the ordering condition 1 stored in the history management database 44 (see FIG. 5), and the uninvested cash balance is 21,800 yen + 1,013,200 The Tasu2,070,500 yen = 3,105,500 yen. As a result, the transfer amounts 1,013,200 yen and 2,070,500 yen (3,083,700 yen in total) are used as the investment amount for the next cycle of the order condition 1.

  In addition, the return rate calculation processing means 27 determines the transfer amount to the order condition for the order condition received at the first and second transfer times, as the order condition at the time of the transfer. Divided by the numerical value obtained by adding 1 to the rate of return (but not the percentage value, but the percentage value divided by 100), thereby converting the investment amount at the time of acceptance by the order acceptance processing means 21 Then, the virtual initial investment amount is calculated by adding the converted transfer amount to the investment amount (initial investment amount) stored in the condition database 40 (see FIG. 2), and the calculated virtual initial investment amount is And stored in the condition database 40 (see FIG. 2). In the example of FIG. 5, the transfer amount to the order condition 1 that received the transfer is 1,013,200 yen + 2,070,500 yen = 3,083,700 yen, and the order condition at the time of receiving the transfer Since the rate of return of 1 is 15.58%, when the transfer amount of 3,083,700 yen is converted into the investment amount at the time of receipt by the order reception processing means 21, it is 3,083,700 yen ÷ (1 + 0.1558) ) = 2,668,022 yen, and by adding the initial investment amount 1 million yen of the order condition 1 stored in the condition database 40 (see FIG. 2), the virtual initial investment amount is 3,668, It is calculated as 022 yen (see FIG. 2).

  <End of validity period, automatic order processing completed by sale: Step S5>

  Next, in the end-of-validity determination process by the ordering instruction processing unit 24 and the sale process accompanying the end of the effective period, the ordering instruction processing unit 24 stores the information in the condition database 40 (see FIG. 2) during the cycle repetition. The end of the effective period is periodically referred to, it is determined whether or not the end of the effective period has been reached, and if the end of the effective period has been reached, the ordering data creation processing means 25 is automatically notified even during the cycle. An instruction to create sales order data for completing the order processing is sent.

  Then, the order data creation processing unit 25 receives an instruction to create selling order data for completion of the automatic ordering process at the end of the effective period by the order instruction processing unit 24, and even during the cycle (one cycle) Trading history management regardless of the ordering algorithm data processing state (progress state in one cycle) obtained from data indicating the type of ordering algorithm and data indicating the data processing state (status). From the holding quantity (number of shares) stored in the database 44 (see FIG. 5), the quantity of the extracted stock that has already been purchased at that time is acquired, and the selling order data for selling the entire quantity is created, Data indicating the data processing state (status) stored in the condition database 40 (see FIG. 2) indicates completion of the automatic ordering process. Data (in this embodiment, to. As "99" as an example) to change. If the automatic ordering process is continued under a plurality of ordering conditions, the process for completing the above-described process is executed for all of the ordering conditions.

  Then, the order processing means 26 transmits selling order data for completing the automatic order processing created by the order data creation processing means 25 to the market system 70 via the dedicated line 2 and from the market system 70. Receives and receives contract data (including order data identification information, customer identification information, brand identification information, trading classification, contract unit price, contract amount, contract price, contract date, etc.) transmitted via the dedicated line 2. The contract data is stored in the order database 43 (see FIG. 4) in correspondence with the order data having the same order data identification information. Further, the order processing means 26 stores the received contract data and the number of the cycle in which the order related to the contract data has been placed in the trading history management database 44 (see FIG. 5). Further, the order processing means 26 updates the possessed quantity (the number of owned shares), the uninvested cash balance, and the total assets, and stores them in the trading history management database 44 (see FIG. 5).

  <Calculation / storage of rate of return: Step S6>

  Thereafter, in response to an instruction for calculating the rate of return at the end of the cycle from the ordering processing unit 26 by the rate of return calculation processing unit 27, the investment amount (initial investment amount) stored in the condition database 40 (see FIG. 2) and Using the total amount of assets at the end of each cycle stored in the trading history management database 44 (see FIG. 5), the return rate (if multiple order conditions are set, each of the multiple order conditions) (Revenue rate) is calculated and stored in the trading history management database 44 (see FIG. 5) (step S6). That is, the investment amount stored in the condition database 40 (see FIG. 2) from the total amount of assets at the end of each cycle stored in the trading history management database 44 (see FIG. 5) by the profit rate calculation processing means 27. The rate of return is calculated by dividing the amount obtained by subtracting the initial investment amount by the investment amount (initial investment amount) stored in the condition database 40 (see FIG. 2). In the example of FIG. 5, when the second cycle sales order (ordering data identification information = “T0001-1-4”) of the ordering condition 1 is performed and the second cycle is completed, at that time (end of the second cycle) The total amount of assets at the time) is 1,101,800 yen, so the rate of return under ordering condition 1 at this point is (1,101,800 yen-1,000,000 yen) / 1,000,000 Yen = 0.018 (10.18%).

  Further, the return calculation unit 27 determines whether the condition database 40 (see FIG. 2) stores the virtual initial investment amount for calculating the virtual total return after the first transfer or the second transfer. If it is stored, the virtual total return is calculated using the virtual initial investment amount instead of the investment amount (initial investment amount), and stored in the trading history management database 44 (see FIG. 5). In the example of FIG. 5, when the selling order for the fifth cycle of the ordering condition 1 (ordering data identification information = “T0001-1-11”) is performed and the fifth cycle is completed, the point in time (end of the fifth cycle is completed). The total amount of assets at the time) is 4,514,600 yen, and 3,668,022 as the virtual initial investment amount for calculating the virtual total return after the first transfer in the condition database 40 (see FIG. 2). Since the yen is stored, the virtual total profit rate of the ordering condition 1 at this time is (4,514,600 yen-3,668,022 yen) ÷ 3,668,022 yen = 0.2308 (23.23). 08%). Instead of calculating the virtual total return using the virtual initial investment amount in this way, for example, the initial investment amount of 1 million yen (see FIG. 2) of the order condition 1 is set to the first time to the order condition 1 The transfer amount of 3,083,700 yen (see Fig. 2) is added without conversion to calculate the investment amount of 4,083,700 yen, which is the basis for calculating the return, and the return is calculated using this Then, (4,514,600 yen-4,083,700 yen) ÷ 4,083,700 yen = 0.1055 (10.55%), and apparently the rate of return of ordering condition 1 decreases. . However, since the transfer amount of 3,083,700 yen to the order condition 1 was not considered as the investment amount of the order condition 1 from the beginning of acceptance by the order acceptance processing means 21, this reduces the profit rate of the order condition 1. However, since it is unreasonable that the evaluation of the order condition 1 is lowered, it is preferable to calculate the virtual total return using the virtual initial investment amount as described above.

  Then, the ordering instruction processing means 24 converts the ordering condition when one cycle is completed, that is, the data indicating the data processing state (status) stored in the condition database 40 (see FIG. 2) to the next cycle after the completion of one cycle. When an ordering condition that is “0” indicating entry is detected, the end of the effective period stored in the condition database 40 (see FIG. 2) is referred to (step S7), and the effective period ends. If not, the process returns to the brand extraction process in step S4 described above and proceeds to the process in the next cycle. If the valid period has expired, the automatic ordering process is completed (step S8).

  According to this embodiment, there are the following effects. That is, in the securities transaction order processing system 10, the customer inputs the investment amount and designates the order extraction conditions including the brand extraction conditions and the ordering algorithm, so that the system automatically performs the brand extraction, purchase order, and sale order. In this case, since the quantity can be automatically determined by the system, it is possible to reduce the burden of the customer's judgment and the burden of monitoring the market.

  In addition, since the system can automatically repeat a cycle that starts with stock extraction, ends with at least one buy order, and ends with a sell order to sell the purchased stock, the customer takes time. Without spending time, you can make effective investments using your time effectively.

  Furthermore, since the securities transaction order processing system 10 includes the transfer processing means 28, among the order conditions set by the customer, for the order conditions with a low rate of return, other orders with a higher rate of return than this order condition. Since the investment amount can be transferred to the conditions, it is possible to continue the investment by changing to the ordering conditions expected to increase the profit effect. For this reason, among the multiple order conditions set by the customer, it is possible to cancel the use of order conditions that had a low rate of return and consolidate the investment amount into order conditions with a high rate of return. Automatic correction of customer settings can be realized within the scope of customer settings. Therefore, for example, if you do not have enough ordering settings for yourself, you do not know whether the settings are good or bad, or you want to see the situation by setting multiple ordering conditions, you can finally set the customer settings Since it is possible to lead to ordering conditions that improve profitability, it is possible to realize a more effective investment.

  And since the order reception processing means 21 is configured to receive the customer's input about the effective period of repetition of the cycle and at least one transfer time (see FIG. 10), the degree of freedom in setting the customer is increased. And more strategic investment can be realized.

  Further, in the securities transaction order processing system 10, a virtual initial investment amount is calculated by the return rate calculation processing unit 27, a virtual total return rate is calculated using the virtual initial investment amount, and a virtual total investment rate is calculated by the transfer processing unit 28. Since the return rate is adopted and the return rate comparison process is performed, the comparison process using the more appropriate return rate is performed when performing the return rate comparison process for each order condition during the second and subsequent transfer times. Thus, a more effective transfer process can be realized.

  Further, in the securities transaction order processing system 10, the progress of the order algorithm can be managed by the data indicating the order algorithm type and the data processing status (status) stored in the condition database 40 (see FIG. 2). Thus, various types of order placement algorithms can be executed smoothly and more reliably.

  Note that the present invention is not limited to the above-described embodiment, and modifications and the like within a scope where the object of the present invention can be achieved are included in the present invention.

  For example, in the above embodiment, when a revenue amount is generated at the end of each cycle, this is reinvested and used for the purchase funds in the next cycle. Instead, the cycle may be repeated within the initial investment amount.

  In the above-described embodiment, the order processing server 20 is described as a server operated and managed by a financial institution such as a securities company. However, the order processing server 20 is operated and managed only by one company. First, the function of the order processing server 20 is divided, for example, by connecting a server operated and managed by a broker who mediates between a customer and a securities company and a server operated and managed by the securities company through a communication line. The order processing server 20 may be realized.

  Furthermore, the securities transaction order processing system 10 of the above embodiment calculates the return rate at the end of each cycle, stores it in the trading history management database 44 (see FIG. 5), and when the transfer time comes, The rate of return stored in the trading history management database 44 is used to compare the rate of return for each ordering condition. However, the present invention is not limited to this configuration, and the rate of return is calculated in advance. Instead of storing it in the trading history management database 44, it may be configured to calculate the rate of return when the transfer time comes.

  As described above, the securities transaction order processing system and method, and the program according to the present invention are provided for the extraction of the brand to be purchased, the purchase order for the extracted brand, and the purchased brand according to the order conditions specified by the customer. It is suitable for use in automatically repeating sales orders.

1 is an overall configuration diagram of a securities transaction order processing system according to an embodiment of the present invention. The block diagram of the condition database of the said embodiment. The block diagram of the brand information database of the said embodiment. The block diagram of the order database of the said embodiment. The block diagram of the transaction history management database of the said embodiment. The figure of the flowchart which shows the flow of the automatic order processing of securities by the securities transaction order processing system of the embodiment. The illustration figure of the setting screen of the order conditions of the said embodiment. The illustration figure of the setting screen of the brand extraction conditions of the said embodiment. The illustration figure of the setting screen of the ordering algorithm of the embodiment. The illustration figure of the setting screen of the effective period of the said embodiment, and the frequency | count / time of transfer of order conditions.

Explanation of symbols

DESCRIPTION OF SYMBOLS 1 Network which is a communication line 2 Dedicated line which is a communication line 10 Securities transaction order processing system 21 Order reception processing means 22 Brand extraction processing means 23 Market value data acquisition processing means 24 Order instruction processing means 25 Order data creation processing means 26 Order processing means 27 Profit rate calculation processing means 28 Transfer processing means 40 Condition database 41 Brand information database 42 Market value database 44 Trading history management data database 60 Market value data providing system 70 Market system

Claims (13)

A securities transaction order processing system configured by a computer that executes order processing of securities trading transactions,
Investment amount by customer, threshold information for index value for brand evaluation to determine brand extraction conditions or selection information of brand category, type of ordering algorithm, limit price or condition price for defining details of the ordering algorithm or these Order acceptance processing means for executing processing for accepting input of a limit value or a ratio value for determining a conditional price;
The investment amount received by the order reception processing means, the threshold value or index classification selection information for the brand evaluation index value for determining the brand extraction condition, the data indicating the type of the ordering algorithm, and the ordering algorithm A condition database for storing the limit price or the condition price for determining details or a ratio value for determining these limit prices or the condition price in association with the order identification information;
A brand information database for storing the index value for brand evaluation or the classification of the brand in association with the brand identification information;
The index value for brand evaluation or the classification of the brand stored in the brand information database is a threshold for the index value for brand evaluation stored in the condition database or selection information for the classification of the brand. It is determined whether or not the specified brand extraction condition is satisfied, and a brand extraction processing unit that executes a process of extracting brand identification information for a brand that satisfies the brand extraction condition;
Market price data acquisition processing means for executing a process of acquiring market price data of each brand from the market price data providing system via a communication line;
Stored in the condition database in each cycle during the repetition of the cycle starting with the brand extraction by the brand extraction processing means and ending with a sell order to sell the purchased brand through at least one buy order. According to the data indicating the type of the ordering algorithm, when the order determined by the ordering algorithm comes, when the time determined by the ordering algorithm is reached, or for the extracted brand by the brand extraction processing means, the market price data Processing for monitoring the market price data acquired by the acquisition processing means, determining whether the market price data satisfies the condition price, and instructing ordering and / or order cancellation when determining that the condition price is satisfied Order instruction processing means for executing
In each cycle, after receiving an ordering instruction from the ordering instruction processing means and reducing the investment amount or loss amount after reinvesting the investment amount stored in the condition database or the revenue amount in each cycle Using the investment amount, the limit price or the condition price stored in the condition database, the limit price or the condition price determined by the ratio value, or the market price data of the extracted stock acquired by the market price data acquisition processing means The purchase quantity is determined, and at least one purchase order data creation process including the determined purchase quantity and the brand identification information extracted by the brand extraction processing means is executed, and the same as the purchase quantity or Sold by the same quantity as the total purchase quantity for multiple times and extracted by the brand extraction processing means And ordering data creation processing means for performing processing of creating order data of selling including the brand identification information,
A securities transaction order processing system comprising: order processing means for executing processing for transmitting the order data created by the order data creation processing means to a market system via a communication line. The order reception processing means includes
A plurality of ordering conditions different in the brand extraction conditions and / or the ordering algorithm, and a process of receiving input of the investment amount for each of the plurality of ordering conditions;
The order instruction processing means includes
It is configured to execute the process of repeating the cycle under each of the plurality of order conditions,
Using the investment amount stored in the condition database and the total amount of assets at the end of each cycle, a return rate calculation processing means for executing a process for calculating the return rate of each of the plurality of order conditions;
For each of the plurality of order conditions, a trading history management database that stores the asset total amount at the end of each cycle and the return calculated by the return calculation processing means in association with the order identification information;
During the repetition of the cycle by the order instruction processing means, when the predetermined order condition transfer time is reached, each of the plurality of order conditions stored in the trading history management database has been immediately completed. A transfer that compares the rate of return at the end of the cycle and adds the investment amount of at least one order condition to the investment amount of another order condition that has a higher return rate than the order condition The securities transaction order processing system according to claim 1, further comprising: processing means. The order reception processing means includes
A plurality of ordering conditions different in the brand extraction conditions and / or the ordering algorithm, and a process of receiving input of the investment amount for each of the plurality of ordering conditions;
The order instruction processing means includes
It is configured to execute the process of repeating the cycle under each of the plurality of order conditions,
For each of the plurality of ordering conditions, a transaction history management database that stores the total amount of assets at the end of each cycle, the quantity of the extracted stock held at the middle of each cycle, and the uninvestment cash balance When,
During the repetition of the cycle by the order instruction processing means, when the predetermined order condition transfer time is reached, the investment amount stored in the condition database and the end already stored in the trading history management database The total amount of assets at the end of the most recently completed cycle is used, or the investment amount stored in the condition database, the extraction at the midpoint of the cycle being processed stored in the trading history management database The amount of brands held and the market price data of the extracted brand acquired by the market price data acquisition processing means, and the cash balance for the uninvestment at the midpoint of the cycle being processed stored in the trading history management database And a return rate calculation processing unit for executing a process for calculating a return rate for each of the plurality of ordering conditions. And,
During the repetition of the cycle by the order instruction processing means, when the transfer time is reached, the return rates of the plurality of order conditions calculated by the return rate calculation processing means are compared, and at least one order is placed. 2. The securities according to claim 1, further comprising: transfer processing means for executing a transfer process for adding an investment amount of a condition to an investment amount of another order condition having a higher rate of return than the order condition. Transaction order processing system. The order reception processing means includes
It is configured to execute a process of receiving an effective period of repetition of the cycle by the customer and an input of at least one transfer time,
The condition database is
The valid period and at least one transfer time are also stored in association with the order identification information,
The order instruction processing means includes
With reference to the effective period stored in the condition database, the process is repeated to repeat the cycle until the end of the input effective period,
The transfer processing means includes:
The securities transaction order processing system according to claim 2 or 3, wherein the transfer process is performed at least once in the transfer time stored in the condition database. The transfer processing means includes:
It is configured to execute a transfer process that adds the investment amount of all ordering conditions other than the ordering condition that has the highest rate of return to the investment amount of the ordering condition that has the highest rate of return. The securities transaction order processing system according to any one of claims 2 to 4. The transfer processing means includes:
5. The method according to claim 2, wherein a transfer process is executed to add the investment amount of the order condition that has the lowest rate of return to the investment amount of the order condition that has the highest rate of return. Securities transaction order processing system according to any one of the above. The transfer processing means includes:
It is configured to execute a transfer process that equally distributes and adds the investment amount of the order condition that has the lowest rate of return to the investment amount of the order condition other than the order condition that has the lowest rate of return. The securities transaction order processing system according to any one of claims 2 to 4, wherein The transfer processing means includes:
Transfer that adds the investment amount of the order condition that has the lowest rate of return to the investment amount of the order condition other than the order condition that has the lowest rate of return in proportion to the value of the rate of return It is set as the structure which performs a process. The securities transaction order processing system in any one of Claims 2-4 characterized by the above-mentioned. The transfer processing means includes:
Divide into high-revenue order condition group and low-revenue order condition group, and the total investment amount of the low-return order condition group is equalized to the high-return order condition group The securities transaction order processing system according to any one of claims 2 to 4, wherein a transfer process is performed in which the transfer process is performed by assigning to each other. The rate of return calculation processing means includes:
When calculating the rate of return for an order condition that has received at least one transfer of the investment amount from other order conditions, the transfer amount to the order condition at the transfer time of each transfer that has received the transfer is calculated as follows. By dividing the rate of return of the ordering condition at the time of the transfer at the time of each transfer by the value obtained by adding 1 to the investment amount at the time of reception by the order reception processing means, these conversions A virtual initial investment amount is calculated by adding the subsequent transfer amount to the investment amount stored in the condition database, and the virtual initial investment amount is substituted for the investment amount stored in the condition database. Is used to execute the process of calculating the virtual total rate of return,
The transfer processing means includes:
When executing the comparison of the rate of return of each order condition at the second and subsequent transfer times, at least one transfer of the investment amount from the other order conditions is received at each transfer time until the previous time. The securities transaction according to any one of claims 2 to 4, 6 to 9, characterized in that a comparison process is executed by adopting the virtual total rate of return for the rate of return of the ordering conditions being placed. Order processing system. The order instruction processing means includes
Data indicating the type of the ordering algorithm stored in the condition database and data indicating the data processing state are acquired, and processing for instructing the ordering is executed according to the data processing state of the ordering algorithm obtained from these data With the configuration,
The order data creation processing means includes:
The data indicating the type of the ordering algorithm and the data indicating the data processing state are received from the ordering instruction processing unit or obtained from the condition database, and determined according to the data processing state of the ordering algorithm obtained from these data The order data creation process is performed using the calculated trading category, market price or limit price or other order form, purchase quantity calculation formula in the case of purchase order, limit price calculation formula in the case of ordering by limit price It is set as the structure to perform. The securities transaction order processing system in any one of Claims 1-10 characterized by the above-mentioned. A securities transaction order processing method executed by a securities transaction order processing system configured by a computer that executes order processing of securities trading transactions,
The order acceptance processing means is the investment amount by the customer, the threshold value for the index value for brand evaluation for determining the brand extraction condition or the selection information of the classification of the brand, the type of the ordering algorithm, and the limit price for determining the details of the ordering algorithm Alternatively, execute processing to accept input of conditional prices or ratio values for determining these limit prices or conditional prices,
The investment amount received by the order reception processing means, a threshold value for the index value for brand evaluation for determining the brand extraction condition or selection information of the classification of the brand, data indicating the type of the ordering algorithm, and the ordering algorithm The limit price or the condition price for determining details or the ratio value for determining these limit price or condition price is stored in the condition database in association with the order identification information,
The index value for brand evaluation or the classification of the brand is stored in the brand information database in association with the brand identification information,
The brand extraction processing means is configured such that the brand evaluation index value stored in the brand information database or the brand classification is a threshold for the brand evaluation index value stored in the condition database or the brand Determining whether or not the brand extraction condition determined by the selection information of the category, and executing a process of extracting the brand identification information for the brand satisfying the brand extraction condition,
The market price data acquisition processing means executes a process of acquiring market price data of each brand from the market price data providing system via a communication line,
In each cycle, during the repetition of the cycle in which the order instruction processing means starts from the brand extraction by the brand extraction processing means and ends with at least one buy order and ends with a sell order to sell the purchased brand, According to the data indicating the type of the ordering algorithm stored in the condition database, when the order determined by the ordering algorithm comes, when the time determined by the ordering algorithm comes, or by the brand extraction processing means Monitor the market price data acquired by the market price data acquisition processing means for the extracted brand, determine whether the market price data satisfies the conditional price, and determine that the conditional price satisfies the order price and / or Execute the process to instruct order cancellation,
The order data creation processing means receives the order instruction from the order instruction processing means in each cycle, and the investment amount after reinvesting the investment amount stored in the condition database or the profit amount in each cycle, or The investment amount after reducing the loss amount, the limit price or the condition price stored in the condition database, the limit price or the condition price determined by the ratio value, or the extraction acquired by the market price data acquisition processing means The purchase price is determined using the market price data of the brand, and the purchase order data including at least one purchase including the determined purchase quantity and the brand identification information extracted by the brand extraction processing unit is executed. , The same sold quantity as the purchased quantity or the same sold quantity as the total quantity of the purchased quantity for multiple times, and the Run the process of creating order data of selling including the brand identification information extracted by the pattern extraction processing means,
A securities transaction order processing method, wherein the order processing means executes processing for transmitting the order data created by the order data creation processing means to a market system via a communication line.   The program for functioning a computer as a securities transaction order processing system in any one of Claims 1-11.

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