CN109285070A - Hold position method of adjustment and device, storage medium, the computer equipment of fund - Google Patents
Hold position method of adjustment and device, storage medium, the computer equipment of fund Download PDFInfo
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Abstract
This application discloses hold position method of adjustment and device, storage medium, the computer equipments of a kind of fund, are related to technical field of information processing, the index tracking precision of exponential type fund can be improved.Wherein method includes: to obtain the corresponding information data of exponential type fund；According to the information data, stock status information and market value of stock information of the target stock in securities trading market under the exponential type fund are analyzed；According to stock status information and the market value of stock information, the weight information of holding position of the target stock is calculated；It holds position weight information and target weight information corresponding with the target stock according to described in, calculates the weight runout information of holding position of the target stock；It holds position weight runout information according to described in, adjustment of holding position is carried out to the target stock.The application is suitable for the adjustment of holding position of exponential type fund.
Description
Technical field
This application involves technical field of information processing, particularly with regard to a kind of fund hold position method of adjustment and device,
Storage medium and computer equipment.
Background technique
Exponential type fund, as the term suggests it is exactly with certain index (such as Hu-Shen 300 index, general 500 index of mark, Nasdaq
100 indexes, Nikkei 225 Stock Average etc.) it is target index, and be investee with the constituent stocks of the index, by buying the index
All or part of constituent stocks construct investment combination, to track the fund product of target indexed performance.Typically, exponential type base
Gold keeps the alteration trend of investment combination consistent with target index for the purpose of reducing tracking error, to obtain and target index
Roughly the same earning rate.
In order to realize the index tracking of exponential type fund, need to invest prediction scheme processing accordingly, at present for exponential type base
The investment prediction scheme processing of gold, needs by artificial cumbersome calculating.For example, according to valuation table, information data, fund valuation, pressing
According to the deviation situation of each stock under the analysis exponential type fund such as market value accounting of holding position, the irrelevance of each stock is manually calculated,
Then corresponding tune storehouse is carried out.However can inevitably there be large error due to manually calculating, and then will affect the finger of exponential type fund
Number tracking precision, to cannot accomplish the investment prediction scheme processing of precision.
Summary of the invention
In view of this, this application provides a kind of fund hold position method of adjustment and device, storage medium, computer are set
Standby, main purpose is to solve at present to handle the investment prediction scheme of exponential type fund, needs by artificial cumbersome calculating, meeting
There are large errors, and then will affect the index tracking precision of exponential type fund, to cannot accomplish the Investment Premonition of precision
The problem of case processing.
According to the one aspect of the application, a kind of method of adjustment of holding position of fund is provided, this method comprises:
Obtain the corresponding information data of exponential type fund；
According to the information data, with analyzing under the exponential type fund stock of the target stock in securities trading market
Position information and market value of stock information；
According to stock status information and the market value of stock information, the weight letter of holding position of the target stock is calculated
Breath；
It holds position weight information and target weight information corresponding with the target stock according to described in, calculates the target stock
The weight runout information of holding position of ticket；
It holds position weight runout information according to described in, adjustment of holding position is carried out to the target stock.
According to the another aspect of the application, provides a kind of holding position for fund and adjust device, which includes:
Acquiring unit, for obtaining the corresponding information data of exponential type fund；
Analytical unit is used for information data according to the information acquired by the acquisition unit, analyzes mesh under the exponential type fund
Mark stock status information and market value of stock information of the stock in securities trading market；
Computing unit, stock status information and the market value of stock information for being analyzed according to the analytical unit,
Calculate the weight information of holding position of the target stock；
It holds position weight information and target weight information corresponding with the target stock according to described in, calculates the target stock
The weight runout information of holding position of ticket；
Trigger unit, the weight runout information of holding position for being calculated according to the computing unit, to the target stock
Ticket carries out adjustment of holding position.
According to the application another aspect, a kind of storage medium is provided, computer program, described program are stored thereon with
The method of adjustment of holding position of above-mentioned fund is realized when being executed by processor.
According to the application another aspect, a kind of computer equipment is provided, including storage medium, processor and be stored in
On storage medium and the computer program that can run on a processor, the processor realize above-mentioned fund when executing described program
Method of adjustment of holding position.
By above-mentioned technical proposal, a kind of hold position method of adjustment and device, storage medium, the meter of fund provided by the present application
Machine equipment is calculated, compared with being realized at present by artificial cumbersome calculating and the investment prediction scheme of exponential type fund handled, the application
According to the corresponding information data of exponential type fund, stock of the target stock in securities trading market under the exponential type fund is analyzed
Then status information and market value of stock information utilize to calculate the weight information of holding position that target stock accounts for according to these information
Target weight information corresponding with target stock calculates the weight runout information of holding position of target stock, and then triggers to target stock
Ticket carries out adjustment of holding position automatically.The weight of holding position deviateed every stock under exponential type fund can carry out as procedure described above
Adjustment in time to improve the accuracy of index tracking, and then can accomplish the investment program management of precision, and without artificial
Cumbersome calculating can also promote the efficiency of investment program management.
Above description is only the general introduction of technical scheme, in order to better understand the technological means of the application,
And it can be implemented in accordance with the contents of the specification, and in order to allow above and other objects, features and advantages of the application can
It is clearer and more comprehensible, below the special specific embodiment for lifting the application.
Detailed description of the invention
The drawings described herein are used to provide a further understanding of the present application, constitutes part of this application, this Shen
Illustrative embodiments and their description please are not constituted an undue limitation on the present application for explaining the application.In the accompanying drawings:
Fig. 1 shows a kind of flow diagram of the method for adjustment of holding position of fund provided by the embodiments of the present application；
Fig. 2 shows the flow diagrams of the method for adjustment of holding position of another fund provided by the embodiments of the present application；
Fig. 3 shows a kind of holding position for fund provided by the embodiments of the present application and adjusts the structural schematic diagram of device.
Specific embodiment
The application is described in detail below with reference to attached drawing and in conjunction with the embodiments.It should be noted that not conflicting
In the case of, the features in the embodiments and the embodiments of the present application can be combined with each other.
The investment prediction scheme of exponential type fund is handled for current realized by artificial cumbersome calculating, can be existed larger
Error cannot accomplish the problem of investment prediction scheme of precision is handled.A kind of method of adjustment of holding position of fund is present embodiments provided,
The index tracking precision of exponential type fund can be improved, as shown in Figure 1, this method comprises:
101, the corresponding information data of exponential type fund are obtained.
Wherein, information data may include basic data, fund in finance data and the database of analysis tool service provider
Valuation data etc.；The basic data may include capital stock data, stop restore transaction data, company's behavioral data；And capital stock data may include
Circulating stock (stock that can circulate in securities trading market can be distinguished with limited stock) data of stock；Stop data of restoring transaction
It may include that suspended stock is restored transaction the data of stock；Company's behavioral data may include the distribution condition data of corporate share bonus；Base
Golden valuation data may include the data of exponential type fund asset net value and fund share net value, specifically can be according to just and sound price pair
The value of the assets and liabilities of exponential type fund is calculated, is assessed.
It can be the device or equipment of Investment Premonition case processing for the executing subject of the present embodiment, for ensuring exponential type base
Gold perfect tracking index as far as possible.The information data of the device or equipment utilization exponential type fund are analyzed, and are calculated daily
The weight of holding position of each stock under exponential type fund, and the target weight issued with stock index company is compared automatically, point
The deviation situation for analysing hold position weight and the target weight of every stock under the exponential type fund, is then combined adjustment, triggering
Stock Trading instruction, referring in particular to process shown in step 102 to 105.It should be noted that for the present embodiment in order to enable dividing
Analysis is accurately calculated, and can obtain real-time information data or daily newest information data carry out analytical calculation.
102, according to the information data that get, stock of the target stock in securities trading market under analysis index type fund
Ticket status information and market value of stock information.
Wherein, stock status information may include stock status situation of the target stock in securities trading market, can divide
Discern target stock influence power how many；Market value of stock information may include the market value situation of target stock, in securities trading city
Transaction value on field.For the present embodiment, target stock may refer to each stock under exponential type fund, and then realization pair
The weight of holding position of each stock is adjusted in time.
For example, obtaining the comprehensive judgements mesh such as circulation, stock net value, the circulating stock quantity of target stock from information data
Mark the stock status situation of stock；Target stock is obtained from information data corresponds to the Assets of company, capital stock situation, stock
Net value, the company's profit and loss information summary monthly or quarterly reported determine the market value of stock situation of target stock.
103, the stock status information and market value of stock information obtained according to analysis calculates the weight letter of holding position of target stock
Breath.
Wherein, holding position in weight information may include that the fund that target stock is bought in accounts for the ratio feelings of exponential type fund total fund
Condition.Controlling stock weight of holding position is critically important in Stock-operation, gradually sells stock when than that will occur adjustment downwards as expected
Ticket reduces weight of holding position, and then reduces risk；It is expected that can be stepped up weight of holding position when will go up, doing so can be calm
Cope with risk.
It, in the present embodiment can according to the stock of target stock in order to which the good weight of holding position of target stock is calculated
Position information and market value of stock information, and the net value changing tendency that combining target stock is recent, what COMPREHENSIVE CALCULATING target stock accounted for holds
Storehouse weight, to carry out target stock transaction according to the weight of holding position.
104, according to hold position weight information and the target weight information corresponding with target stock being calculated, target is calculated
The weight runout information of holding position of stock.
Wherein, the authoritative target about the target stock that target weight information may include that stock index company issues is weighed
Weight situation.Since the target weight information is calculated by stock index company, and the target weight can have lag and announce, and refer to
Number type foundation first carries out target stock transaction according to the weight information of holding position that the above-mentioned target stock being calculated accounts for, therefore needs
It to calculate to hold position first and deviate situation between weight and target weight, so as to adjustment of accordingly being held position.Weight of holding position deviates letter
Breath may include the deviation situation held position between weight and target weight that target stock is calculated.
For example, can by the target stock being calculated hold position weight and stock index company issues about the target
Irrelevance is sought between the target weight of stock, the weight of holding position for obtaining target stock deviates situation.
105, according to the weight runout information of holding position being calculated, adjustment of holding position is carried out to target stock.
For example, if the weight of holding position of target stock illustrates that the position ratio of current goal stock is inclined less than target weight
Under, and then trigger and variation call adjustment is carried out according to bias to target stock；If the weight of holding position of target stock is weighed greater than target
Weight, illustrates that the position ratio of current goal stock is bigger than normal, and then triggers and carry out export adjustment according to bias to target stock；Such as
The weight of holding position of fruit target stock illustrates that the position ratio of target stock is just held with target position ratio equal to target weight
It is flat, then adjustment of holding position is carried out to target stock without triggering.
Can be according to above scheme for the present embodiment, the weight of holding position of each stock under gauge index type fund, each
The weight of holding position of stock, and the target weight issued with stock index company is compared automatically, is analyzed under the exponential type fund
The deviation situation of hold position weight and the target weight of every stock, is then combined adjustment, with current by artificial cumbersome
It calculates realization to compare the investment prediction scheme processing of exponential type fund, the present embodiment, which can be realized, ensures exponential type fund as far as possible
Perfect tracking index, can be improved the accuracy of index tracking, and then can accomplish the investment program management of precision, and be not necessarily to
Artificial cumbersome calculating, can also promote the efficiency of investment program management.
Further, as the refinement and extension of above-described embodiment specific embodiment, in order to completely illustrate the present embodiment
Specific implementation process, provide the method for adjustment of holding position of another fund, as shown in Fig. 2, this method comprises:
201, the corresponding information data of exponential type fund are obtained.
In the present embodiment, the information data that each stock under exponential type fund can be obtained, for these information data into
The investment prediction scheme processing of the exponential type fund is realized in row further analysis.
202, from stock total circulation, the stock of target stock under extracting index type fund in the information data of exponential type fund
Ticket position net value, negotiable share ratio and stop information of restoring transaction.
Wherein, stock total circulation can be the total issuing amount of target stock, such as issue in total several phases, issued for each issue it is more
It is few, total circulation how many etc.；Stock unit net value can be the per share unit price of target stock；Negotiable share ratio can be target stock
Ticket circulating stock accounts for the ratio of total issuing amount；Information of stopping restoring transaction may include the case where target stock is suspended or restores transaction, when such as which
Between section is in suspension state, which is in state of restoring transaction period, be suspended within average 1 year several times, probably how long be suspended the time
Deng.
203, by the stock total circulation extracted multiplied by negotiable share ratio, multiplied by stock unit net value, multiplied by with
Stop the corresponding default impact factor of information of restoring transaction, the stock status assessed value of target stock is obtained, as target stock in security
Stock status information on trade market.
Wherein, impact factor is preset according to the periodical determination for information of stopping restoring transaction.For example, if target stock often stops
Board, such as nearest half a year suspension number is more, and suspension duration is also longer, sets then the default impact factor of the target stock is opposite
It sets smaller；It is as less in occurred suspension number in time recent years if suspension phenomenon seldom occurs in target stock, and when suspension
Length it is also shorter, then the default impact factor of the target stock be oppositely arranged it is larger.
It is corresponding default multiplied by information of stopping restoring transaction by circulating stock quantity multiplied by stock unit net value for the present embodiment
Impact factor, obtained value can accurately and relatively meet the actual stock status information as target stock.
204, register of company's fund of target stock is extracted from information data, capital stock information, stock net worth information, is preset
Stage report messages, to generate the market value of stock information of target stock.
It wherein, may include the net value variation and history of stock in the target stock nearest period in stock net worth information
Stock net value etc.；It may include the interim profit and loss statement situation that target stock corresponds to company in default stage report messages, such as
Quarterly, the profit and loss statement of every half a year, annual etc..
In the present embodiment, register of company's fund, the capital stock information, stock net value of target stock are collected from information data
Information, default stage report messages etc. determine that generating the accurate market value of stock of target stock believes using these informixes
Breath.
205, according to the stock status information of target stock, the corresponding flexible strategy of configuration target stock.
Wherein, different stock status information respectively corresponds different flexible strategy, and the more high corresponding flexible strategy in stock status are bigger.
For example, its corresponding flexible strategy is bigger if the assessed value is bigger according to the stock status assessed value calculated in step 203；Such as
Smaller then its corresponding flexible strategy of the fruit assessed value are smaller.
For the present embodiment, it can assign every stock different power according to different stocks status in securities trading market
Number, the important flexible strategy in stock status are big, and the secondary flexible strategy in status are small.
206, according to the market value of stock information of target stock and the quantity of holding position of target stock, holding position for target stock is calculated
Estimate market value.
Specifically, the stock unit net worth information of target stock can be extracted from market value of stock information；Then pass through stock
The quantity of holding position of unit net worth information and target stock is calculated holding position for target stock and estimates market value.For example, can be by mesh
The newest stock unit net value of stock the hold position quantity current multiplied by the target stock is marked, holding position for the target stock is obtained and estimates
Market value.Holding position for target stock can accurately be calculated by means of which and estimate market value.
It may include multiple stock unit net value of target stock in concrete scene, in stock unit net worth information, each
Stock unit net value is calculated by different algorithms, and the standard specific gravity of every kind of algorithm reference is different.For example, in actual field
Jing Zhong, it is different due to calculating standard, the stock unit net value of every stock can have it is multiple, such as the value side of stock unit net value
Method is with the real-time net assets of company (including registered capital, various common reserve funds, accumulated profit etc., do not include debt) divided by total stock
This, what is obtained is exactly per share net value, wherein the net assets of company=corporate capital gold+statutory surplus reserve+capital accumulation fund+
Special reserve+accumulated profit-in real time lose by accumulation in real time, and then be calculated by means of which；It for another example can also basis
The closing price of a day of trade on target stock, and the real time price of this current stock, in conjunction with the just negative of jobbing firm
Then the affecting parameters of news messages determine the current unit net value etc. of target stock.
In the above scenario, by the quantity of holding position of stock unit net worth information and target stock, target stock is calculated
The step of the estimating market value of holding position of ticket can specifically include: by each stock unit net value of target stock respectively multiplied by target stock
The quantity of holding position of ticket, multiple hold position for obtaining target stock estimate market value.
207, market value is estimated according to the corresponding flexible strategy of target stock and holding position for target stock, calculates holding position for target stock
Weight information.
In the present embodiment, estimate market value using the corresponding flexible strategy of target stock and holding position for target stock, using this two
A parameter can calculate the weight information of holding position for obtaining target stock and accounting for that is accurate and meeting practical business, so that target stock
Weight hold position at the beginning, so that it may there is lesser biased error with target weight, not only can guarantee and weigh as far as possible with target
It is consistent, and subsequent when adjusting irrelevance, can also be adjusted as early as possible again.
In order to illustrate the specific embodiment of step 207, as a kind of preferred embodiment, step 207 be can specifically include:
The corresponding flexible strategy of target stock are estimated into market value multiplied by holding position for target stock, it is practical with reference to city to obtain holding position for target stock
Value；And holding position for each stock under exponential type fund is estimated market value and sum again multiplied by corresponding flexible strategy respectively, referred to
The reality of holding position of each stock is with reference to market value summation under number type fund；It will hold position practical practical with reference to city divided by holding position with reference to market value
It is worth summation, obtains the weight of holding position that target stock accounts for.The weight of holding position that target stock accounts for can be accurately obtained in this way.
For example, being held what every stock was estimated by every stock under exponential type fund according to market value weighted average calculation
Storehouse estimates market value and sums again multiplied by corresponding flexible strategy, obtains the reality of holding position of each stock under the exponential type fund with reference to city
It is worth summation, the market value that certain stock under the exponential type fund is estimated then is obtained into holding position for this stock multiplied by corresponding flexible strategy
Market value is estimated, it is then practical with reference to market value summation divided by holding position for each stock obtained above again, and then this is calculated
Weight that stock accounted for hold position.
208, according to hold position weight information and target weight information corresponding with target stock, holding position for target stock is calculated
Weight runout information.
In concrete scene, different due to calculating standard, the stock unit net value of every stock can have multiple, Jin Erke
Multiple hold position that target stock is calculated estimates market value, is held position using these and estimates market value, and the target stock being calculated accounts for
Weight information of holding position in include multiple weights of holding position.With this condition, it accurately holds position in order to obtain adjustment effect, as one
Kind preferred embodiment, step 208 can specifically include: the mesh of target stock is extracted from the corresponding target weight information of target stock
Mark weight；Then multiple deviations of the weight respectively between target weight of holding position are calculated, being averaged for each deviation is subsequently calculated
Value；Finally selection and the immediate deviation of average value from each deviation, the weight of holding position as target stock deviate the phase
Prestige value.
Wherein, target weight can be the authoritative weight about the target stock that stock index company issues.In this implementation
In example, each of target stock is held position calculating difference between weight and the target weight of the stock, corresponding deviation knot is obtained
Fruit；Since these bias contribution actual coincidences are just being distributed very much, the average value being just distributed very much represents most of principles of these deviations,
Therefore the average value for calculating this few deviation, selection and the immediate deviation of average value from this few deviation, as mesh
The weight of holding position of mark stock deviates desired value, and then most can reflect target closest to that deviation of average value using this
Stock hold position weight currently with the deviation situation of target weight.
209, according to weight runout information of holding position, adjustment of holding position is carried out to target stock.
Concrete scene in corresponding above-mentioned steps 208, correspondingly, step 209 can specifically include: if target stock is held
Storehouse weight deviates the corresponding weight of holding position of desired value less than target weight, and weight deviation desired value of holding position is greater than and target stock
Corresponding default deviation threshold value, then progress variation call adjustment subsequent to target stock；If weight of holding position deviates, desired value is corresponding to be held
Storehouse weight is greater than target weight, and weight of holding position deviates desired value and is greater than default deviation threshold value, then progress subsequent to target stock
Export adjustment；If weight of holding position deviates desired value and is less than default deviation threshold value, it is determined that the subsequent maintenance position in storehouse of target stock is constant
Processing.
Wherein, presetting deviation threshold value can preset according to practical business demand.It should be noted that if target stock
Weight of holding position deviate desired value be less than it is default deviate threshold value, illustrate that the current departure degree of weight of holding position of target stock is smaller,
Position adjustment weight can be gone to deviate desired value as far as possible using existing fund without adjustment of holding position and be greater than default deviation threshold
The stock of value accomplishes that economy of resources maximizes.
For example, the weight of holding position based on target stock in step 208 deviates the calculating process of desired value, each deviation is
Difference is asked to be calculated between weight and target weight by corresponding hold position, so each deviation has corresponding hold position
Weight, if closest to average value the corresponding weight of holding position of that deviation less than target weight, and this is closest to average value
Deviation be greater than certain threshold value, illustrate that the current position in storehouse of target stock is relatively low, need further according to this closest to average value
Deviation carry out variation call adjustment；If the corresponding weight of holding position of that deviation closest to average value is greater than target weight, and this
A deviation closest to average value is greater than certain threshold value, illustrates that the current position in storehouse of target stock is higher, needs further according to this
A deviation closest to average value carries out export adjustment.
Further, each stock under exponential type fund carries out adjustment process of holding position according to above-described embodiment method
In, adjustment of holding position can be carried out by certificate file to be mended and certificate file to be gone out, filtering out the following settlement date needs to mend certificate (i.e. variation call)
Then the data of certificate (i.e. export) out are exported and are used to counter system, allow counter system automatic real within the settlement date
It now mends certificate and certificate is traded out；If being detected to need big single benefit certificate according to certificate file to be mended, at this moment in order to avoid to stock market
Influence, start to mend certificate transaction in advance, and with exchange hand weighted average price (the Volume Weighted of certain time
Average Price, VWAP) price at the uniform velocity strikes a bargain, it can it is exported in batches according to the threshold value of setting, in order to avoid wholesale is caused to strike a bargain
Stock market is caused to impact；Wherein VWAP is to weight the price of more transactions by respective exchange hand and what is calculated is averaged
Valence strikes a bargain the conclusion of the business total value that the same day fund includes stock divided by total if calculating a certain fund in the VWAP of certain day of trade
Amount.
Each stock under exponential type fund hold position adjustment during, if it is variation call, it is also necessary to consider fund
Current money position, therefore before carrying out stock variation call, it can also include: the transaction of the real-time export of utilization index type fund
Data and the existing money position of the fund calculate the existing money position of fund before carrying out stock variation call；For example, foundation
The export quantity of each stock and the net value of each stock, calculate after each stock export can returned money to the fund of account, then add index
The existing cash of type fund obtains the current cash of fund.Then stock variation call processing is carried out using these cashes, if variation call
The stock for needing export to handle can also be shifted to an earlier date export by insufficient funds, and then returned money adds in replenishment of funds.
Technical solution by applying this embodiment calculates acceptance day by day after the corresponding position in storehouse processing result of determination
The instruction of the tune storehouse to be bought and sold is exported to counter system according to the path of setting, for adjusting storehouse processing.And then realize exponential type fund
Invest prediction scheme automatic processing.Phase is handled for the investment prediction scheme of exponential type fund with current realize by artificial cumbersome calculating
Than, the present embodiment, which can be realized, ensures exponential type fund perfect tracking index as far as possible, the accuracy of index tracking can be improved, into
And it can accomplish the investment program management of precision, and without artificial cumbersome calculating, investment program management can also be promoted
Efficiency.
Further, the specific implementation as Fig. 1 method, the embodiment of the present application provide a kind of adjustment dress of holding position of fund
It sets, as shown in figure 3, the device includes: acquiring unit 31, analytical unit 32, computing unit 33, trigger unit 34.
Acquiring unit 31 can be used for obtaining the corresponding information data of exponential type fund；The acquiring unit 31 is the present apparatus
Obtain the main functional modules of stock information data.
Analytical unit 32 can be used for the information data got according to acquiring unit 31, mesh under analysis index type fund
Mark stock status information and market value of stock information of the stock in securities trading market；Analytical unit 32 is Analysis Unit in the present apparatus
The main functional modules of ticket status information and market value of stock information.
Computing unit 33, the stock status information and market value of stock information that can be used for analyzing according to analytical unit 32,
Calculate the weight information of holding position of target stock；According to hold position weight information and target weight information corresponding with target stock, meter
Calculate the weight runout information of holding position of target stock；Computing unit 33 is the main function that weight runout information of holding position is calculated in the present apparatus
The corn module of energy module and the present apparatus.
Adjustment unit 34 can be used for the weight runout information of holding position being calculated according to computing unit 33, to target stock
Ticket carries out adjustment of holding position.Adjustment unit 34 is the main functional modules that the adjustment of stock position in storehouse is carried out in the present apparatus.
In specific application scenarios, computing unit 33 specifically can be used for configuring target stock according to stock status information
The corresponding flexible strategy of ticket, different stock status information respectively correspond different flexible strategy, and the more high corresponding flexible strategy in stock status are bigger；
And the quantity of holding position according to target stock under market value of stock information and exponential type fund, it calculates holding position for target stock and estimates city
Value；Market value is estimated according to the corresponding flexible strategy of target stock and holding position for target stock, calculates the weight information of holding position of target stock.
In specific application scenarios, computing unit 33, specifically can be also used for by the corresponding flexible strategy of target stock multiplied by
Market value is estimated in holding position for target stock, and it is practical with reference to market value to obtain holding position for target stock；By each stock under exponential type fund
Hold position and estimate market value and sum again multiplied by corresponding flexible strategy respectively, obtain the reality of holding position of each stock under exponential type fund
With reference to market value summation；It will hold position practical practical with reference to market value summation divided by holding position with reference to market value, obtain that target stock accounts for holds position
Weight.
In specific application scenarios, computing unit 33 specifically can be also used for extracting target from market value of stock information
The stock unit net worth information of stock；By the quantity of holding position of stock unit net worth information and target stock, target is calculated
Market value is estimated in holding position for stock.
In specific application scenarios, in stock unit net worth information include target stock multiple stock unit net value,
Each stock unit net value is calculated by different algorithms, and the standard specific gravity of every kind of algorithm reference is different；Correspondingly, meter
Unit 33 is calculated, specifically can be also used for each stock unit net value by target stock respectively multiplied by the number of holding position of target stock
Amount, multiple hold position for obtaining target stock estimate market value.
In specific application scenarios, include multiple weights of holding position, Duo Gechi in what target stock accounted for hold position weight information
Storehouse weight is to estimate what market value was calculated using multiple hold position of target stock；It, specifically can be with correspondingly, computing unit 33
For extracting the target weight of target stock from the corresponding target weight information of target stock；Calculate multiple weight difference of holding position
Deviation between target weight；Calculate the average value of each deviation；Selection and average value immediate one from each deviation
A deviation, the weight of holding position as target stock deviate desired value；
Adjustment unit 34, if the weight that specifically can be used for holding position deviates desired value, corresponding weight of holding position is weighed less than target
Weight, and weight of holding position deviates desired value and is greater than default deviation threshold value corresponding with target stock, then progress subsequent to target stock
Variation call adjustment；If weight of holding position deviates the corresponding weight of holding position of desired value greater than target weight, and weight of holding position deviates desired value
Greater than default deviation threshold value, then progress export adjustment subsequent to target stock；If it is inclined less than default that weight of holding position deviates desired value
From threshold value, it is determined that the subsequent constant processing of maintenance position in storehouse of target stock.
In specific application scenarios, analytical unit 32 specifically can be used for extracting target stock from information data
Stock total circulation, stock unit net value, negotiable share ratio and stop information of restoring transaction；By stock total circulation multiplied by circulating stock ratio
Example multiplied by default impact factor corresponding with information of stopping restoring transaction, obtains the stock of target stock multiplied by stock unit net value
Status assessed value, as stock status information of the target stock in securities trading market, wherein default impact factor is according to stopping
The periodicity for information of restoring transaction determines；Register of company's fund, the capital stock information, stock net value of target stock are extracted from information data
Information, default stage report messages, to generate the market value of stock information of target stock.
It should be noted that a kind of holding position for fund provided by the embodiments of the present application adjusts each functional unit involved by device
Other it is corresponding describe, can be with reference to the corresponding description in Fig. 1 and Fig. 2, details are not described herein.
Based on above-mentioned method as depicted in figs. 1 and 2, correspondingly, the embodiment of the present application also provides a kind of storage medium,
On be stored with computer program, which realizes the adjustment of holding position of above-mentioned fund as depicted in figs. 1 and 2 when being executed by processor
Method.
Based on this understanding, the technical solution of the application can be embodied in the form of software products, which produces
Product can store in a non-volatile memory medium (can be CD-ROM, USB flash disk, mobile hard disk etc.), including some instructions
With so that computer equipment (can be personal computer, server or the network equipment an etc.) execution the application is each
Method described in implement scene.
It is above-mentioned in order to realize based on above-mentioned method as shown in Figure 1 and Figure 2 and virtual bench embodiment shown in Fig. 3
Purpose, the embodiment of the present application also provides a kind of computer equipments, are specifically as follows personal computer, server, the network equipment
Deng the entity device includes storage medium and processor；Storage medium, for storing computer program；Processor, for executing
Computer program is to realize the method for adjustment of holding position of above-mentioned fund as depicted in figs. 1 and 2.
Optionally, which can also include user interface, network interface, camera, radio frequency (Radio
Frequency, RF) circuit, sensor, voicefrequency circuit, WI-FI module etc..User interface may include display screen
(Display), input unit such as keyboard (Keyboard) etc., optional user interface can also connect including USB interface, card reader
Mouthful etc..Network interface optionally may include standard wireline interface and wireless interface (such as blue tooth interface, WI-FI interface).
It will be understood by those skilled in the art that a kind of computer equipment structure provided in this embodiment is not constituted to the reality
The restriction of body equipment may include more or fewer components, perhaps combine certain components or different component layouts.
It can also include operating system, network communication module in storage medium.Operating system is that management computer equipment is hard
The program of part and software resource supports the operation of message handling program and other softwares and/or program.Network communication module is used
Communication between each component in realization storage medium inside, and communicated between other hardware and softwares in the entity device.
Through the above description of the embodiments, those skilled in the art can be understood that the application can borrow
It helps software that the mode of necessary general hardware platform is added to realize, hardware realization can also be passed through.Pass through the skill of application the application
Art scheme, compared with being realized at present by artificial cumbersome calculating and the investment prediction scheme of exponential type fund handled, the present embodiment
It can be achieved to ensure exponential type fund perfect tracking index as far as possible, the accuracy of index tracking can be improved, and then can accomplish
The investment program management of precision, and without artificial cumbersome calculating, the efficiency of investment program management can also be promoted.
It will be appreciated by those skilled in the art that the accompanying drawings are only schematic diagrams of a preferred implementation scenario, module in attached drawing or
Process is not necessarily implemented necessary to the application.It will be appreciated by those skilled in the art that the mould in device in implement scene
Block can according to implement scene describe be distributed in the device of implement scene, can also carry out corresponding change be located at be different from
In one or more devices of this implement scene.The module of above-mentioned implement scene can be merged into a module, can also be into one
Step splits into multiple submodule.
Above-mentioned the application serial number is for illustration only, does not represent the superiority and inferiority of implement scene.Disclosed above is only the application
Several specific implementation scenes, still, the application is not limited to this, and the changes that any person skilled in the art can think of is all
The protection scope of the application should be fallen into.
Claims (10)
1. a kind of method of adjustment of holding position of fund characterized by comprising
Obtain the corresponding information data of exponential type fund；
According to the information data, stock status letter of the target stock in securities trading market under the exponential type fund is analyzed
Breath and market value of stock information；
According to stock status information and the market value of stock information, the weight information of holding position of the target stock is calculated；
It holds position weight information and target weight information corresponding with the target stock according to described in, calculates the target stock
Weight of holding position runout information；
It holds position weight runout information according to described in, adjustment of holding position is carried out to the target stock.
2. the method according to claim 1, wherein described according to stock status information and the stock city
Value information calculates the weight information of holding position of the target stock, specifically includes:
According to stock status information, the corresponding flexible strategy of the target stock are configured, different stock status information is right respectively
Different flexible strategy are answered, the more high corresponding flexible strategy in stock status are bigger；
According to the quantity of holding position of the target stock under the market value of stock information and the exponential type fund, the target is calculated
Market value is estimated in holding position for stock；
Market value is estimated according to the corresponding flexible strategy of the target stock and holding position for the target stock, calculates the target stock
It holds position weight information.
3. according to the method described in claim 2, it is characterized in that, described according to the corresponding flexible strategy of the target stock and described
Market value is estimated in holding position for target stock, is calculated the weight information of holding position that the target stock accounts for, is specifically included:
The corresponding flexible strategy of the target stock are estimated into market value multiplied by holding position for the target stock, obtain the target stock
It holds position practical with reference to market value；
Holding position for each stock under the exponential type fund is estimated market value and summed again multiplied by corresponding flexible strategy respectively, is obtained
The reality of holding position of each stock is with reference to market value summation under the exponential type fund；
By it is described hold position it is practical hold position practical with reference to market value summation divided by described with reference to market value, obtain that the target stock accounts for holds
Storehouse weight.
4. according to the method in claim 2 or 3, which is characterized in that described according to the market value of stock information and the finger
The quantity of holding position of the target stock under number type fund, calculates holding position for the target stock and estimates market value, specifically include:
The stock unit net worth information of the target stock is extracted from the market value of stock information；
By the quantity of holding position of the stock unit net worth information and the target stock, holding for the target stock is calculated
Estimate market value in storehouse.
5. according to the method described in claim 4, it is characterized in that, including the target stock in the stock unit net worth information
Multiple stock unit net value of ticket, each stock unit net value are calculated by different algorithms, and the reference of every kind of algorithm
Standard specific gravity is different；
The quantity of holding position by the stock unit net worth information and the target stock, is calculated the target stock
Hold position and estimate market value, specifically include:
By each stock unit net value of the target stock respectively multiplied by the quantity of holding position of the target stock, the mesh is obtained
Multiple hold position of mark stock estimates market value.
6. according to the method described in claim 5, it is characterized in that, comprising more in the weight information of holding position that the target stock accounts for
A weight of holding position, the multiple weight of holding position are to estimate what market value was calculated using multiple hold position of the target stock；
It holds position described in the foundation weight information and target weight information corresponding with the target stock, calculates the target stock
The weight runout information of holding position of ticket, specifically includes:
The target weight of the target stock is extracted from the corresponding target weight information of the target stock；
Calculate the multiple deviation of the weight respectively between the target weight of holding position；
Calculate the average value of each deviation；
Selection and the immediate deviation of the average value, the power of holding position as the target stock from each deviation
Deviate desired value again；
It holds position weight runout information according to described in, adjustment of holding position is carried out to the target stock, is specifically included:
If the weight of holding position deviates the corresponding weight of holding position of desired value less than the target weight, and the weight of holding position deviates
Desired value is greater than default deviation threshold value corresponding with the target stock, then progress variation call adjustment subsequent to the target stock；
If the weight of holding position deviates the corresponding weight of holding position of desired value greater than the target weight, and the weight of holding position deviates
Desired value is greater than the default deviation threshold value, then progress export adjustment subsequent to the target stock；
If the weight of holding position deviates desired value and is less than the default deviation threshold value, it is determined that the subsequent maintenance storehouse of target stock
Invariant position processing.
7. analyzing the exponential type the method according to claim 1, wherein described according to the information data
Stock status information and market value of stock information of the target stock in securities trading market under fund, specifically include:
Extracted from the information data stock total circulation of the target stock, stock unit net value, negotiable share ratio and
Stop information of restoring transaction；
The stock total circulation is stopped again multiplied by stock unit net value multiplied by with described multiplied by the negotiable share ratio
The corresponding default impact factor of board information obtains the stock status assessed value of the target stock, exists as the target stock
Stock status information in securities trading market, wherein the default impact factor stops the periodically true of information of restoring transaction according to
It is fixed；
Register of company's fund of the target stock is extracted from the information data, capital stock information, stock net worth information, is preset
Stage report messages, to generate the market value of stock information of the target stock.
8. a kind of holding position for fund adjusts device characterized by comprising
Acquiring unit, for obtaining the corresponding information data of exponential type fund；
Analytical unit is used for information data according to the information acquired by the acquisition unit, analyzes target stock under the exponential type fund
Stock status information and market value of stock information of the ticket in securities trading market；
Computing unit, stock status information and the market value of stock information for analyzing according to the analytical unit calculate
The weight information of holding position of the target stock；
It holds position weight information and target weight information corresponding with the target stock according to described in, calculates the target stock
Weight of holding position runout information；
Adjustment unit, the weight runout information of holding position for being calculated according to the computing unit, to the target stock into
Capable adjustment of holding position.
9. a kind of storage medium, is stored thereon with computer program, which is characterized in that realization when described program is executed by processor
The method of adjustment of holding position of fund described in any one of claims 1 to 7.
10. a kind of computer equipment, including storage medium, processor and storage can be run on a storage medium and on a processor
Computer program, which is characterized in that the processor is realized described in any one of claims 1 to 7 when executing described program
Fund method of adjustment of holding position.
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| CN201810961471.7A CN109285070A (en) | 2018-08-22 | 2018-08-22 | Hold position method of adjustment and device, storage medium, the computer equipment of fund |
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| CN201810961471.7A CN109285070A (en) | 2018-08-22 | 2018-08-22 | Hold position method of adjustment and device, storage medium, the computer equipment of fund |
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| CN110533532A (en) * | 2019-07-17 | 2019-12-03 | 平安科技（深圳）有限公司 | A kind of exchange method of calibration, device and the storage medium of finance data |
| CN110992176A (en) * | 2019-10-30 | 2020-04-10 | 深圳市富途网络科技有限公司 | Stock trading method, system, device and computer readable storage medium |
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| CN113487309A (en) * | 2021-07-30 | 2021-10-08 | 平安养老保险股份有限公司 | Policy data updating method and device, computer equipment and storage medium |
| CN114155110A (en) * | 2022-02-08 | 2022-03-08 | 珠海盈米基金销售有限公司 | Method, device, equipment and storage medium for estimating net value of fund |
| CN114155110B (en) * | 2022-02-08 | 2022-07-12 | 珠海盈米基金销售有限公司 | Method, device, equipment and storage medium for estimating net value of fund |
| CN117372160A (en) * | 2023-12-06 | 2024-01-09 | 国元证券股份有限公司 | Method and system for generating daily real-time target bin of trade object as national debt future |
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