CN115221212A - Fund investment data management system and method - Google Patents

Abstract

The invention provides a fund investment data management system and a fund investment data management method, wherein the system comprises: the pre-investment research module is used for analyzing the fund based on the investment data to obtain an investment reference result; the investment execution module is used for carrying out investment transaction of fund based on the investment reference result and the investment selection of the user; and the post-investment analysis module is used for acquiring fund information of the current investment transaction of the user and generating a corresponding post-investment analysis report, can perform comprehensive integrated management before, during and after investment, and is convenient for the user to acquire the information and assist the user in investment analysis management.

Description

Fund investment data management system and method

Technical Field

The invention relates to the technical field of computers, in particular to a fund investment data management system and a fund investment data management method.

Background

With the development of economy, the investment and financing are more and more emphasized, and the trading of stocks, funds, certificates and the like is more and more frequent. The increasing financial awareness of the user is accompanied by an increasing demand for quality investment strategies and for systematic investments.

In the prior art, many investment systems simply complete the buying and selling of stocks and funds and the providing of information, however, most investors do not have professional financing capability and do not have the analysis and processing capability for the information.

Therefore, a technical problem to be solved by those skilled in the art is how to provide a fund investment data management scheme, which can facilitate users to acquire information and data and assist users in analyzing and managing investment data.

Disclosure of Invention

The invention provides a fund investment data management system and a fund investment data management method, which can be convenient for users to acquire information and data and assist the users in analyzing and managing the investment data.

The invention provides a fund investment data management system, comprising:

the pre-investment research module is used for analyzing the fund based on the investment data to obtain an investment reference result;

the investment execution module is used for carrying out investment transaction of fund based on the investment reference result and the investment selection of the user;

and the post-investment analysis module is used for acquiring fund information of the current investment transaction of the user and generating a corresponding post-investment analysis report.

Further, still include: a data integration module and a metalworking model;

the data integration module is used for integrating investment data of various data sources or types of the target fund into a preset structure; the investment data comprises pre-investment data of a customer data center, purchase data of an external supplier and manually imported data;

and the gold model is used for generating a factor library of the target fund based on the investment data of the preset structure.

Further, the pre-dose study module comprises: and the simulation combination unit is used for extracting the data of the target fund in the factor library to an attention pool, generating a simulation combination of the simulation fund, determining a profit index according to the simulation combination and the factor library, and screening the fund based on the profit index.

Further, the pre-delivery study module further comprises: the large asset configuration unit is used for determining the current economic basic plane and the financial market state according to the macroscopic economic data and determining large asset or strategy configuration suggestion information under the configuration setting information and constraint of the preset large asset;

the general asset or policy configuration recommendation information includes risk assessment information, a Markov asset configuration model, and a BL asset configuration model.

Further, the pre-dose study module further comprises at least one of: a net value analysis unit, a position holding analysis unit and a qualitative analysis unit;

the net value analysis unit is used for calling a model developed by the client to perform net value analysis according to at least one of the following information: evaluating information of risk income characteristics of fund equity, calculating information of common risk income indexes, risk exposure information based on equity data, transverse comparison analysis information of multiple funds and performance ranking information of similar funds;

the position-taken analysis unit is used for carrying out position-taken analysis through multi-fund transverse comparison or calling a model developed by a client according to at least one of the following information: the fund position information carries out analysis evaluation information, industry distribution information, strategy distribution information, risk exposure and other calculation information, achievement attribution information, style analysis information and position bond credit analysis information on the target fund;

and the qualitative analysis unit is used for carrying out qualitative analysis based on the basic information of a manager of the target fund, the whole under-flag product, the strategy description and classification, the adjustment and scoring table as well as the core personnel change and public opinion monitoring of the manager.

Further, the centering execution module comprises at least one of the following: the system comprises a casting and maintenance pool management unit, a casting decision approval unit, an investment execution unit and a casting wind control unit;

the service pool management unit is used for managing the service pool based on at least one of the following information: the system comprises fund performance evaluation information, client investment pool management method information, investment analysis evaluation report information, online voting and grading information, classification management information of strategy labels, graded setting information of single fund and single investment limit, and investment limit information and wind control linkage information after investment and investment are put into the pool and thrown into the pool;

the investment decision approval unit is used for approving the investment instruction executed offline currently and determining the flow of the decision online;

the investment execution unit is used for pushing the transaction determined and executed after the decision examination and approval to a soft communication or constant life system and the like, and is executed by operation and transaction related departments;

and the mid-investment wind control unit is used for verifying the feasibility of current investment according to the product agreement, the internal control requirement, the investment limit corresponding to the investment Gu Chiding level, the bond rating limit and other constraint conditions and in combination with the latest position taking condition of the FOF mother fund after the investment decision approval flow is initiated.

Further, the air conditioner is provided with a fan,

the post-delivery analysis module comprises at least one of: the system comprises a post-casting monitoring unit, a fluidity management unit and a post-casting wind control unit;

the post-investment monitoring unit is used for carrying out multi-dimensional statistics according to net values and position taken information of the mother fund and the child fund to obtain post-investment monitoring data;

the liquidity management unit is used for carrying out statistics on the scale, income and time limit information of the solid income and the product on the two ends of the assets and the liabilities to obtain liquidity management data;

the post-feeding wind control unit is used for performing post-feeding wind control by combining product investment limit and feeding Gu Chi limit information according to the latest estimation table information; and continuously tracking and alarming the post-investment income and withdrawal indexes of the sub-fund with the post-investment tracking requirement.

Further, still include: the report management module is used for providing reports for the pre-delivery research module, the mid-delivery execution module and the post-delivery analysis module; the report comprises a delivery and review exhausted report template, a periodic report template, a delivery and research information display report and a flexible report template based on the pre-delivery research module, the delivery execution module and the post-delivery analysis module.

Further, still include: and the system management module is used for project setting management, account structure management, fund number setting management, department setting management, personnel setting management and authority management.

In another aspect, the present invention provides a fund investment data management method, which is applied to the fund investment data management system, and comprises:

analyzing the fund based on the investment data to obtain an investment reference result;

conducting an investment transaction of the fund based on the investment reference result and the investment selection of the user;

and acquiring fund information of the current investment transaction of the user and generating a corresponding post-investment analysis report.

Further, the analyzing the fund based on the investment data to obtain the investment reference result comprises:

extracting data of the target fund in the factor library to an attention pool to generate a simulation combination of simulation fund;

determining a profit index according to the simulation combination and the factor library;

screening funds based on the revenue indicators;

the factor library is obtained by integrating investment data of various data sources or types of the target fund into a preset structure; the investment data comprises pre-investment data of a customer data center, purchase data of an external supplier and manually imported data; and the metalworking model is generated based on the investment data of the preset structure.

Further, the analyzing the fund based on the investment data to obtain the investment reference result comprises:

determining the current economic fundamental plane and the financial market state according to the macroscopic economic data;

determining the configuration proposal information of the major assets or strategies under the configuration setting information and the constraint of the preset major assets;

the general asset or policy configuration recommendation information includes risk assessment information, a Markov asset configuration model, and a BL asset configuration model.

Further, the analyzing the fund based on the investment data to obtain the investment reference result comprises:

invoking a model developed autonomously by the customer for a net worth analysis based on at least one of the following information: evaluating information of risk and income characteristics of fund equity, calculating information of common risk and income indexes, risk exposure information based on equity data, transverse comparison and analysis information of multiple funds and performance ranking information of similar funds; or

Performing a position-taking analysis by multi-fund lateral comparison or calling a model developed by the client autonomously according to at least one of the following information: the fund position information carries out analysis evaluation information, industry distribution information, strategy distribution information, risk exposure and other calculation information, achievement attribution information, style analysis information and position bond credit analysis information on the target fund; or

Performing a qualitative analysis based on at least one of the following information: the basic information of a manager of the target fund, the whole information of the flagged products, the strategy description and classification information, the tone-to-tone scoring table information, the change information of core personnel of the manager and the public opinion monitoring information. Further, said making an investment transaction of funds based on said investment reference results and the investment choices of the user comprises:

managing a commissioning pool based on at least one of: the system comprises fund performance evaluation information, client investment pool management method information, investment analysis evaluation report information, online voting and grading information, classification management information of strategy labels, graded setting information for single fund and single investment limit, and investment limit information and wind control linkage information after investment and investment are carried out;

the decision-making approval-in-delivery unit is used for executing the investment instruction approval decision-making process on line;

the investment execution unit is used for pushing the transaction determined to be executed after the decision examination and approval to a transaction execution department;

the investment decision approval flow is initiated, and then the feasibility of the current investment is verified by combining the latest position taking condition of the FOF mother fund according to the preset constraint condition; the preset constraint condition comprises one or more of the following: product contract, internal control requirement, investment limit information corresponding to Gu Chiding level investment and bond rating limit.

Further, the acquiring fund information of the current investment transaction of the user and generating a corresponding post-investment analysis report includes:

carrying out multi-dimensional statistics according to the net value and the position holding information of the mother fund and the child fund to obtain post-investment monitoring data;

carrying out statistics according to the scale, income and period information of the solid income and the product on the two ends of the assets and the liabilities to obtain liquidity management data;

according to the latest estimation table information, combining with product investment limit and input Gu Chi limit information to carry out post-input wind control; and continuously tracking and alarming the post-investment income and withdrawal indexes of the sub-fund with the post-investment tracking requirement.

The invention provides a fund investment data management system and a fund investment data management method, wherein a pre-investment research module, a mid-investment execution module and a post-investment analysis module are arranged, and the pre-investment research module analyzes funds based on investment data to obtain an investment reference result; the investment execution module conducts investment transaction of fund based on the investment reference result and the investment selection of the user; the post-investment analysis module acquires fund information of the current investment transaction of the user and generates a corresponding post-investment analysis report, so that comprehensive integrated management can be performed before, during and after investment, and the user is assisted in investment analysis management while acquiring the information.

Drawings

In order to more clearly illustrate the technical solutions of the present invention or the prior art, the following briefly introduces the drawings needed for the embodiments or the prior art descriptions, and obviously, the drawings in the following description are some embodiments of the present invention, and other drawings can be obtained by those skilled in the art without creative efforts.

FIG. 1 is a schematic diagram illustrating the construction of a fund investment data management system according to an embodiment of the present invention;

FIG. 2 is a schematic diagram of an expanding composition of a fund investment data management system according to an embodiment of the present invention;

FIG. 3 is a schematic diagram illustrating a structure of a pre-investment research module of a fund investment data management system according to an embodiment of the present invention;

FIG. 4 is a schematic diagram illustrating a configuration of a project execution module of the fund investment data management system according to an embodiment of the present invention;

FIG. 5 is a schematic diagram illustrating the configuration of a project execution module of the fund investment data management system according to the embodiment of the present invention;

FIG. 6 is a schematic diagram of another development component of a fund investment data management system according to an embodiment of the present invention;

FIG. 7 is a schematic illustration of a fund investment data management system according to an embodiment of the present invention;

FIG. 8 is a second illustration of a fund investment data management system according to an embodiment of the present invention;

fig. 9 is a flowchart of a fund investment data management method according to an embodiment of the present invention.

Detailed Description

In order to make the objects, technical solutions and advantages of the present invention more apparent, the technical solutions of the present invention will be clearly and completely described below with reference to the accompanying drawings in the present invention. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present invention.

The fund investment data management system of the present invention is described below in conjunction with fig. 1-6.

FIG. 1 is a schematic diagram illustrating the construction of a fund investment data management system according to an embodiment of the present invention; FIG. 2 is a schematic diagram of an exemplary development component of a fund investment data management system according to the present invention; FIG. 3 is a schematic diagram illustrating a structure of a pre-investment research module of a fund investment data management system according to an embodiment of the present invention; FIG. 4 is a schematic diagram illustrating a construction of a centering execution module of the fund investment data management system according to an embodiment of the present invention; FIG. 5 is a schematic diagram illustrating a configuration of a project execution module of the fund investment data management system according to an embodiment of the present invention; fig. 6 is a schematic diagram of another expanded composition structure of the fund investment data management system according to the embodiment of the present invention.

In a specific embodiment of the present invention, an embodiment of the present invention provides a fund investment data management system 100, including:

a pre-investment research module 110, configured to analyze the fund based on the investment data to obtain an investment reference result;

a middle-of-delivery execution module 120 for conducting an investment transaction of the fund based on the investment reference result and the investment selection of the user;

and a post-investment analysis module 130, configured to obtain fund information of the current investment transaction of the user and generate a corresponding post-investment analysis report.

In the embodiment of the invention, the FOF (Fund in Fund) investment process, namely the complete management and information processing before, during and after the Fund investment is realized, the process management of the FOF service is realized, and specifically: a set of scientific, systematic, normative and efficient FOF business fund investment data management system is constructed around the FOF investment process, so that the full-period management of FOF funds is realized, the support to the FOF business is quickly realized, and the innovation and the development of the business are assisted.

Specifically, the fund investment data management system 100 further comprises: a data integration module 140, a metalworking model 150; the data integration module 140 is configured to integrate investment data of multiple data sources or types of the target fund into a preset structure; the investment data comprises pre-investment data of a customer data center, purchase data of an external supplier and manually imported data; and the metal model is used for generating a factor library of the target fund based on the investment data of the preset structure.

In practice, the data integration module 140 may use not only local data but also data provided by a third party organization, and at this time, data from multiple sources may have different data structures, so that the data may be filtered to extract data of a preset data structure required by the fund investment data management system 100, thereby facilitating subsequent data use. The obtained data may be processed by using the golden model 150 (i.e., the financial engineering model) to obtain factor library data, for example, single factors such as dividend, low wave, value, growth, quality, and high beta may be calculated according to the historical data of the fund, or multiple factors such as a combination of multiple factors such as dividend, low wave, quality value, and the like may be used to integrate data of multiple data sources and types: including but not limited to customer data center pre-delivery data, external supplier procurement data, manually imported data, etc., and the integrated data is input into the golden work model 150 for processing to obtain factor base data.

Further, in order to realize the pre-delivery research and facilitate the investment reference of the user, the pre-delivery research module 110 may include: and the simulation combination unit 111 is used for extracting the data of the target fund in the factor library to the attention pool, generating a simulation combination of the simulation fund, determining a profit index according to the simulation combination and the factor library, and screening the fund based on the profit index. The fund of the simulation combination can be selected by a user independently, and the specific fund combination can be automatically selected according to the category selected by the user.

For example, in one embodiment, the investment preferences of the user may be tested using a questionnaire, and after the test results are obtained, a corresponding combination of simulated funds may be generated according to the investment preferences of the user.

Further, the pre-delivery study module 110 further includes: the major asset configuration unit 112 is configured to determine a current economic fundamental plane and a financial market state according to the macro economic data, and determine major asset or policy configuration suggestion information under configuration setting information and constraints of preset major assets; the general asset or policy configuration recommendation information includes risk assessment information, a Markov asset configuration model, and a BL asset configuration model. The BL asset allocation model, namely the Black-Litterman model, is based on an asset allocation Theory based on MPT (Modern Portfolio Theory). On the basis of implying market profit rate and analyst subjective prediction information, the BL model successfully solves the problems of unreal assumed conditions, parameter sensitivity and the like in the MPT model.

The large-class asset allocation is a large-format, large-direction and scientific asset allocation to manage large funds, and is a stable and high-return method.

The relationship between asset allocation and timing is mainly related to stocks. Almost all fund investors in the united states and china have a lower time-weighted rate of return (net fund) than the fund, primarily because the fund investors operate on a time-of-choice basis, frequently make purchases and redeem themselves, and continually generate negative returns on their own.

The large-class asset allocation concept of long-term capital has four concepts, such as stock right preference, value guidance, substantial dispersion and reverse investment. Stock preference: in the long term, the fund has the best investment return, and long-term funds mainly configure equity assets, which is equity preference. Value guidance: the configuration is to judge the value pivot of various assets in two or three or five years in the future and dynamically configure the assets around the value pivot. And (3) substantial dispersion: substantial dispersion is primarily to avoid the correlation between the funds. Reverse investment: when the best investment opportunity comes, it is the most pessimistic time for people, and the degree of the people looking empty for the market reaches the peak.

The Markvitz asset allocation model theory relies on several assumptions:

1. the investor considers the probability distribution of the securities gain within a certain position taking time when each investment choice is considered;

2. investors estimate the risk of a portfolio of securities based on their expected profitability;

3. the investor's decision is simply based on the risk and income of the securities;

4. at a certain risk level, the investor expects the greatest return; corresponding to the desire of the investor to minimize risk at a certain level of return.

According to the above assumptions, markovitz asset allocation establishes a calculation method and effective boundary theory for expected income and risk of combination of securities. A mean-variance model of asset optimization configuration is established: an objective function: min δ 2 (rp) = Σ xixjCov (ri-rj);

rp＝∑xiri；

the limiting conditions are as follows: 1= ∑ Xi (allowed to sell empty);

or 1= ∑ Xi > ≧ 0 (no emptying allowed);

where rp is the combined income, ri is the income of the ith stock, xi, xj are the investment proportion of the securities i, j, σ 2 (rp) is the combined investment variance (total combined risk), and Cov (ri, rj) is the covariance between the two securities. The model lays a foundation for the modern securities investment theory. The above equation shows that solving the yield of Xi securities under the limiting conditions minimizes the combination risk sigma 2 (rp), which can be obtained by the langerkin objective function.

Of course, the asset allocation can also be performed using the BL asset allocation model, black-litterman model = marcovaz mean variance model + investor's opinion (mood) in the sense that it is simpler:

revenue of Y asset = (historically its equilibrium revenue + investor expects it) weighted average;

the concept of the BL model is particularly weighted, and if the market is soaring, investors are fierce, and the subjective expectation of natural investors will be weighted more heavily. How to measure this weight is the place where the BL model is intelligent.

The BL model basic framework covers several parameters:

the investor's subjective opinion P + initial market value weight W + market equilibrium profit N = investor expected profit E (r);

investor expected profit E (r) + machaviz mean variance M = BL model;

and: calculating an optimal weight formula W1= risk aversion coefficient + covariance matrix of assets + expected profitability; (the + above is not plus, minus, multiply and divide +, and is a parameter superposition, providing only a visual feeling).

Further, the pre-delivery study module 110 further comprises at least one of: a net value analysis unit 113, a taken position analysis unit 114, and a qualitative analysis unit 115;

the net value analysis unit 113 is configured to invoke a model developed by a customer owner for net value analysis according to at least one of the following information: evaluating information of risk and income characteristics of fund equity, calculating information of common risk and income indexes, risk exposure information based on equity data, transverse comparison and analysis information of multiple funds and performance ranking information of similar funds;

the position-taking analysis unit 114 is used for carrying out position-taking analysis through multi-fund transverse comparison or calling a model developed by a client according to at least one of the following information: the fund position taking information carries out analysis and evaluation information, industry distribution information, strategy distribution information, risk exposure and other calculation information, performance attribution information, style analysis information and position taking bond credit analysis information on the target fund;

the qualitative analysis unit 115 is used for performing qualitative analysis based on the basic information of a manager of the target fund, the whole under-flag product, the strategy description and classification, the adjustment and scoring table as well as the core personnel change and public opinion monitoring of the manager.

Specifically, the equity analysis unit 113 evaluates the risk-benefit characteristics according to the fund equity, calculates the common risk-benefit indexes, performs risk exposure based on the equity data, performs lateral comparison analysis on multiple funds, ranks the similar fund performances, and calls a model developed by the client autonomously to perform the equity analysis. For example, the settlement results of deals and days in the target fund can be calculated and displayed, the real-time market is pushed, and the net fund value is calculated and displayed in real time;

and the position-taken analysis unit 114 carries out analysis and evaluation, calculation such as industry distribution, strategy distribution, risk exposure and the like, performance attribution, style analysis, position-taken bond credit analysis and polybase Jin Hengxiang comparison according to fund position-taken, and calls a model developed by a client independently to carry out position-taken analysis. For example, in one embodiment, the results of a position taken analysis of a target fund on different models may be used to derive exposure on different styles and benefit, risk contribution to the fund without a style factor, as exemplified below. Specifically, the following model can be used:

a sharp model: the sharp style factor model is an investment style of fund through equity simulation, and the fund investment style refers to an investment strategy or plan for fund assets to be configured among different target assets. It is essentially a constrained linear model that replicates the basic pattern of historical returns (simulated positions) for an investment portfolio through a weighted combination of relevant market indices (representing various investment styles). The weighting coefficients in the model are called "sharp style weights" and their magnitudes represent to some extent how different style factors explain the portfolio returns.

Chart four factor model: the multi-factor model is not a causal model, so the factors are only statistically related to the profitability, and are dimensions for trying to explain the risk of the profitability. Because the fund position information can not be acquired in real time, the model can analyze the stock type fund which can acquire net value change in time only by a method based on profit, namely, the average risk exposure of the model to each factor is solved, and fund income and risk are decomposed into income from market factors, income from scale factors, income from value factors, income from momentum factors and income from specific factors (Alpha).

Fama five factor model: the multi-factor model is not a causal model, so the factors are only statistically related to the profitability, and are dimensions for trying to explain the risk of the profitability. Because the fund position information can not be acquired in real time, the model can analyze the stock type fund which can acquire net value change in time only by a method based on profit, namely, the average risk exposure of the model to each factor is solved, and the profit and the risk are decomposed into the profit from market factors, the profit from scale factors, the profit from value factors, the profit from profit factors, the profit from investment factors and the profit from specific factors (Alpha).

The qualitative analysis unit 115 may perform qualitative analysis and evaluation of the fund manager according to basic information of the fund manager, overall product under the flag of the fund manager, strategic description and classification, online scoring to the greatest extent, change of the manager core personnel, public opinion monitoring and other information. The method can provide a conclusion of overall evaluation for the fund manager from three dimensions of basic information, performance expression and comprehensive evaluation, the fund manager can be ranked in different abilities under the whole market and the same strategy classification, and the past performance of the fund manager can be traced and strategy adequacy analyzed and compared by fitting the fund manager comprehensive performance index and the strategy division performance index with fund products managed by the fund manager.

In another embodiment of the present invention, the centering execution module 120 includes at least one of: a casting pool management unit 121, a casting decision approval unit 122, an investment execution unit 123 and a casting wind control unit 124.

The patronage pool management unit 121 is configured to manage the patronage pool based on at least one of the following information: the system comprises fund performance evaluation information, client casting pool management method information, casting analysis evaluation report information, online voting and grading information, classification management information of strategy labels, graded setting information of single fund and single casting investment limit, and investment limit information and casting and post-casting wind control linkage information;

a patron, investment advisor refers to a person specializing in providing investment advice for compensation, a very important role in investment services. Investment consultants have broad and narrow meanings. A broad investment advisor may refer to a professional providing professional advice for various investment areas, such as financial investment, real estate investment, commodity investment, and the like. A narrow-sense investment advisor is a person who provides a professional securities investment advisory service to security investors (typically stock traders) in the securities industry (e.g., security companies or professional securities investment advisory institutions).

The decision approval unit 122 is configured to execute an approval decision process of the investment instruction on line;

the investment execution unit 123 is configured to push the transaction determined to be executed after the decision approval to a transaction execution department;

the mid-investment wind control unit 124 is used for verifying the feasibility of the current investment according to a preset constraint condition and the latest position taking condition of the FOF mother fund after the initiation of the investment decision approval flow; the preset constraint condition comprises one or more of the following: product contract, internal control requirement, investment limit information corresponding to the Gu Chiding level of investment, bond rating limit.

Particularly, the management of the investment pool is a prerequisite for FOF product management, and good and careful management of the investment pool lays a good foundation for subsequent fund distribution. The throwing and looking pool can be divided into three levels: a tracking level casting pool, a focus level casting pool and an investment level casting Gu Chi. Different levels of the cast pool have significant differences in the coarseness, excellence, and quantity of information. At present, a third party organization provides public data and performance information for the private recruitment of partial commodities, wherein a complete part of the information can be included in the tracking level projection Gu Chi. In addition, futures firm existing brokerage service customers and asset management channel service customers may also come within the scope of tracking level subscription pool choices.

FOF product managers can throw and consider the pond from the tracking level, according to comparatively loose conditions, carry on the preliminary screening to throw and consider the relation with what has been screened out, pay attention to the level and transfer to the greatest extent. 100-200 customers are selected from the top-up results in the attention class casting Gu Chi by means of scoring. The data of the interest level casting pool can be used for calculating a strategy index of a sub strategy for the strategy configuration of the fund.

The investment decision approving unit 122 approves the current offline executed investment instruction approval decision process online. The method solves the problem of online investment decision-making, improves the efficiency of investment execution, and particularly can push the fund combination to be invested to an approval decision-making person, check various related files by the approval decision-making person, and send an investment confirmation instruction after determining that investment can be carried out.

After receiving the investment confirmation instruction, the investment execution unit 123 performs a specific fund trading transaction, and specifically, may interface with a trading system such as a resource management product flow. And pushing the determined and executed transaction after the decision is approved to a soft communication or constant system and the like, executing the transaction by an operation and transaction related department, and communicating the result of investment research decision with the transaction to form a service closed loop.

After the investment decision approval flow is initiated, the investment wind control unit 124 invests the constraint conditions such as the investment limit corresponding to the Gu Chiding level, the bond rating limit and the like according to the product contract and the internal control requirement, and automatically verifies the feasibility of the investment by combining the latest position holding condition of the FOF mother fund. The risk control in the transaction ordering and storing process is solved, the risk is predicted in advance, and the transaction is dealt with in time. In particular, a prior screening of wind-controlled intonations is necessary and effective. After all, the executors of the sub-fund wind control plan need to be specifically executed by the investment. By eliminating the investment and products with high risk in the environment as much as possible, the supervision difficulty can be reduced to a great extent, the execution capacity of the wind control plan can be improved, the wind control plan with wind control means such as clearing and warning lines, lever control, variety control and the like is achieved on the basis of the prior art, and the normal operation of the products is ensured at a large probability.

On the basis of the above embodiment, the post-projection analysis module 130 in this embodiment includes at least one of the following: a post-casting monitoring unit 131, a fluidity management unit 132, and a post-casting wind control unit 133;

the post-investment monitoring unit 131 is configured to perform multidimensional statistics according to the net worth and position information of the master fund and the sub-fund, so as to provide support for post-investment performance analysis and risk assessment;

the mobility management unit 132 is configured to perform statistics according to the solid income and the scale, income, duration and other information of the product on the two ends of the asset and the liability, and provide data support for marketing and investment decisions;

the post-investment wind control unit 133 is configured to combine the product investment limit according to the latest evaluation table information; throwing into a pool to limit and other constraints for post-event wind control; and continuously tracking and alarming indexes such as the post-investment income and withdrawal of part of the sub-funds with post-investment tracking requirements.

After the transaction, post-investment monitoring can be performed on the target fund of the transaction, and specifically, the post-investment monitoring unit 131 performs multi-dimensional statistics according to the net value and position information of the mother fund and the child fund, so as to provide support for post-investment performance analysis and risk assessment. Specifically, performance pre-alerts may be made: covering risk events such as performance drop, performance continuous drop, net value drop breaking early warning line, net value drop breaking leveling line and the like; and also can carry out early warning of the stock taken in a position: the method comprises the following steps of covering risk events such as stock ST, stock market withdrawal, performance early warning, share right pledge, share right freezing, holder loss, continuous drop, index rejection, lower grade adjustment of analysts and the like; or carrying out early warning on the position-taken bond: risk events such as bond redemption risk warning, main grade down-regulation, bond evaluation down-regulation, grade prospect down-regulation, risk holder grade down-regulation, valuation yield rate large-scale ascending, large-scale deviation of bargaining price from valuation, bond default and the like are covered; certainly, other early warnings can be performed, for example, the early warnings of private recruitment mechanisms such as abnormal mechanisms and loss-of-contact mechanisms, the risk events such as the change of fund managers, blacklists and combined neutron fund weight exceeding a threshold value; for the warning reminding mode, the system can support various reminding modes such as system messages, short messages, mails and the like for reminding, and the corresponding reminding mode can be specifically set according to different levels of the warning. The method is used for monitoring risks of a combination or a product, supporting wind control index setting, threshold setting and custom wind control index setting, supporting penetrating risk monitoring, and covering risk monitoring of large assets such as combination or product position holding stocks, bonds, futures and the like. And early warning reminding in various modes such as system messages, short messages, mails and the like is supported.

The mobility management unit 132 counts information such as the specifications, earnings, time limits and the like of the assets and the liabilities according to the solid income and the products, provides data support for marketing and investment decisions, solves the asset constraint condition of the assets and the liabilities, and facilitates subsequent risk control and investment decisions.

The post-delivery wind control unit 133 combines the product investment limit according to the latest estimation table information. And (4) throwing constraints such as pool limitation and the like to perform post-mortem wind control. And continuously tracking and alarming indexes such as post-investment income and withdrawal of part of the sub-funds with post-investment tracking requirements, and solving real-time tracking of post-investment risks.

Specifically, in order to perform risk control, a corresponding risk system can be set, investment risk is detected, and a trader is supervised to strictly stop damage and execute a trading plan.

The concrete measures of fund wind control are as follows:

1. and (4) mechanical wind control. The method has the advantages that the method participates in new fund investment and often has a three-month closed period, so that a certain closed operation period is provided for net value increase of the open fund, and conditions are created for investors to obtain the opportunity of net value increase;

2. and (4) target wind control. Namely, the investor selects the fund product and needs to persist the investment thought which does not reach the target. Particularly, a proper fund product type is selected according to the investment target set by the user;

3. and (5) supplementing bin wind control. For the fund products with good basic surfaces, investors can select the opportunity of low-cost replenishment by utilizing the opportunity of lowering the net value of the fund products under the earthquake fluctuation market situation, thereby playing the role of spreading out the low purchasing cost;

4. and (4) idea wind control. Investors need to insist on long-term investment, distributed investment, value investment and rational investment, carry out the financing idea of 'not putting eggs in the same basket', distribute idle funds among bank (special quotation) deposit, insurance (special quotation) and capital markets, control the investment proportion of stock-type fund products, and select own aggressive, steady and conservative fund product combinations;

5. and (4) controlling air for fixed casting. The investment mode of fixing the fund product is carried out by applying a fixed channel, applying fixed funds and selecting fixed time, so that the effects of flattening the market fluctuation of securities and reducing the investment risk of the fund product are achieved;

6. and (5) periodic air control. Namely, the investor carries out wind control on the basis of following the investment operation rules of different types of fund products: the money market fund is mainly invested in a money market tool in one year, avoids subscription and redemption fees and has strong liquidity; bond type funds have a certain relationship with currency policy adjustments; the stock type fund is inseparable from the economic period; QDII fund products need to consider the financing economy of the country, especially the fluctuation of exchange rate; grading a fund product requires a net worth of fund products to be held against price fluctuation arbitrage.

On the basis of the above-described embodiment, in the present embodiment, the fund investment data management system 100 includes: a report management module 160, configured to provide a report for the pre-investment research module 110, the mid-investment execution module 120, and the post-investment analysis module 130; the report comprises a delivery and review exhausted report template, a periodic report template, a delivery and research information display report and a flexible report template based on the pre-delivery research module, the delivery execution module and the post-delivery analysis module. That is, the data analysis results in the above units and modules can be downloaded and read by the user in the form of report, so as to facilitate data management and archiving.

In addition, a system management module 170 may be further provided in the fund investment data management system 100, for project setting management, account structure, fund number setting management, department setting management, personnel setting management, and authority management. That is to say, the users and projects in the fund investment data management system 100 may also be managed, for example, a project may be newly created, parameters of the project may be set, and an account structure may be set, for example, the account may be in a parent-child structure, a parent account may view and invoke a child account, a bank card number for payment, a payment sequence for adding a fund account number, and the like may be set, and then, of course, the management of personnel may be performed by taking a department as a unit, a setting may be performed on the department, a permission may also be set for a specific person, for example, various theme styles may also be set for the users to select.

Referring to fig. 7 and 8, fig. 7 is a schematic diagram of a fund investment data management system according to an embodiment of the present invention; fig. 8 is a second practical schematic diagram of a fund investment data management system according to an embodiment of the present invention.

As shown in fig. 7, in the embodiment of the present invention, specifically, the fund investment data management system is an investment management-FoF platform, on which local data may be used, and third-party data may also be used, and the third-party data may be from an investment report of a third-party investment institution, or from an external transaction channel, or from a fund entrusting institution, and because the structures of the data of these different sources are different, these data structures may be unified into preset data structures that can be used by the platform using a data model, and then these data are processed using a financial engineering model (that is, a financial engineering model), so as to obtain various factor libraries used subsequently.

Specifically, product service, policy management and combination management can be performed before the investment, transaction service, position management and risk management can be performed during the investment, post-investment analysis and management of various reports of currently purchased funds can be performed after the investment, and local data can be expanded in local application at a client.

As shown in fig. 8, it is also possible to perform data analysis on the target fund using the net worth information and the taken position information in the valuation system, and perform pre-investment research, portfolio management, mid-investment execution, post-investment analysis, and the like after data modeling. And the user can also use the platform to obtain consultative information about investment, FICC credit evaluation information and reports reporting various funds generated by the factory. Of course, these are run on the hardware and software basis of the compute engine, the process engine, and the IMS (Investment management system).

The fund investment data management method provided by the present invention will be described below, and the fund investment data management method described below and the fund investment data management system described above may be referred to in correspondence with each other.

Referring to fig. 9, fig. 9 is a flowchart of a fund investment data management method according to an embodiment of the present invention.

In another embodiment of the present invention, the present invention provides a fund investment data management method applied to the fund investment data management system, including:

step 910: analyzing the fund based on the investment data to obtain an investment reference result;

step 920: conducting an investment transaction of funds based on the investment reference result and the investment selection of the user;

step 930: and acquiring fund information of the current investment transaction of the user and generating a corresponding post-investment analysis report.

Further, the analyzing the fund based on the investment data to obtain the investment reference result comprises:

extracting data of the target fund in the factor library to an attention pool to generate a simulation combination of simulation fund;

determining a profit index according to the simulation combination and the factor library;

screening funds based on the revenue indicators;

the factor library is obtained by integrating investment data of multiple data sources or types of the target fund into a preset structure; the investment data comprises pre-investment data of a customer data center, purchase data of an external supplier and manually imported data; and the metalworking model is generated based on the investment data of the preset structure.

Further, the analyzing the fund based on the investment data to obtain the investment reference result comprises:

determining the current economic fundamental plane and the financial market state according to the macroscopic economic data;

determining the configuration proposal information of the major assets or strategies under the configuration setting information and the constraint of the preset major assets;

the general asset or policy configuration recommendation information includes risk assessment information, a Markov asset configuration model, and a BL asset configuration model.

Further, the analyzing the fund based on the investment data to obtain the investment reference result comprises:

invoking a model developed autonomously by the customer for a net worth analysis based on at least one of the following information: evaluating information of risk and income characteristics of fund equity, calculating information of common risk and income indexes, risk exposure information based on equity data, transverse comparison and analysis information of multiple funds and performance ranking information of similar funds; or

Performing a position-taking analysis by multi-fund lateral comparison or calling a model developed by the client autonomously according to at least one of the following information: the fund position information carries out analysis and evaluation information, industry distribution information, strategy distribution information, risk exposure and other calculation information, performance attribution information, style analysis information and position bond credit analysis information on the target fund; or

Performing a qualitative analysis based on at least one of the following information: the basic information of a manager of the target fund, the whole information of the flagged products, the strategy description and classification information, the tone-to-tone scoring table information, the change information of core personnel of the manager and the public opinion monitoring information. Further, said making an investment transaction of funds based on said investment reference results and the investment choices of the user comprises:

managing a commissioning pool based on at least one of: the system comprises fund performance evaluation information, client investment pool management method information, investment analysis evaluation report information, online voting and grading information, classification management information of strategy labels, graded setting information for single fund and single investment limit, and investment limit information and wind control linkage information after investment and investment are carried out;

the decision-making approval-in-delivery unit is used for executing the investment instruction approval decision-making process on line;

the investment execution unit is used for pushing the transaction determined to be executed after the decision examination and approval to a transaction execution department;

the investment decision approval flow is initiated, and then the feasibility of the current investment is verified by combining the latest position taking condition of the FOF mother fund according to the preset constraint condition; the preset constraint condition comprises one or more of the following: product contract, internal control requirement, investment limit information corresponding to Gu Chiding level investment and bond rating limit.

Further, the acquiring fund information of the current investment transaction of the user and generating a corresponding post-investment analysis report includes:

carrying out multi-dimensional statistics according to the net value and the position holding information of the mother fund and the child fund to obtain post-investment monitoring data;

carrying out statistics according to the scale, income and period information of the solid income and the product on the two ends of the assets and the liabilities to obtain liquidity management data;

according to the latest estimation table information, combining with product investment limit and input Gu Chi limit information to carry out post-input wind control; and continuously tracking and alarming the post-investment income and withdrawal indexes of the sub-fund with the post-investment tracking requirement.

The above-described embodiments of the apparatus are merely illustrative, and the units described as separate parts may or may not be physically separate, and parts displayed as units may or may not be physical units, may be located in one position, or may be distributed on multiple network units. Some or all of the modules can be selected according to actual needs to achieve the purpose of the solution of the embodiment. One of ordinary skill in the art can understand and implement the present invention without any inventive effort.

Through the above description of the embodiments, those skilled in the art will clearly understand that each embodiment may be implemented by software plus a necessary general hardware platform, and may also be implemented by hardware. With this understanding in mind, the above technical solutions may be embodied in the form of a software product, which can be stored in a computer-readable storage medium such as ROM/RAM, magnetic disk, optical disk, etc., and includes instructions for causing a computer device (which may be a personal computer, a server, or a network device, etc.) to execute the method described in the embodiments or some parts of the embodiments.

Finally, it should be noted that: the above examples are only intended to illustrate the technical solution of the present invention, but not to limit it; although the present invention has been described in detail with reference to the foregoing embodiments, it should be understood by those of ordinary skill in the art that: the technical solutions described in the foregoing embodiments may be modified or some technical features may be equivalently replaced; such modifications or substitutions do not depart from the spirit and scope of the technical solutions of the embodiments of the present invention.

Claims (14)

1. A fund investment data management system, comprising:

the pre-investment research module is used for analyzing the fund based on the investment data to obtain an investment reference result;

the investment execution module is used for carrying out investment transaction of fund based on the investment reference result and the investment selection of the user;

and the post-investment analysis module is used for acquiring fund information of the current investment transaction of the user and generating a corresponding post-investment analysis report.

2. The fund investment data management system according to claim 1,

further comprising: a data integration module and a metalworking model;

the data integration module is used for integrating investment data of various data sources or types of the target fund into a preset structure; the investment data comprises pre-investment data of a customer data center, purchase data of an external supplier and manually imported data;

and the gold model is used for generating a factor library of the target fund based on the investment data of the preset structure.

3. The fund investment data management system according to claim 2,

the pre-delivery study module comprises: and the simulation combination unit is used for extracting the data of the target fund in the factor library to an attention pool, generating a simulation combination of the simulation fund, determining a profit index according to the simulation combination and the factor library, and screening the fund based on the profit index.

4. The fund investment data management system according to claim 2,

the pre-commissioning research module further comprises: the large asset configuration unit is used for determining the current economic basic plane and the financial market state according to the macro economic data and determining large asset or strategy configuration suggestion information under the configuration setting information and the constraint of the preset large asset;

the general asset or policy configuration recommendation information includes risk assessment information, a Markov asset configuration model, and a BL asset configuration model.

5. The fund investment data management system according to claim 2,

the pre-delivery study module further comprises at least one of: a net value analysis unit, a position holding analysis unit and a qualitative analysis unit;

the net value analysis unit is used for calling a model developed by a client independently according to at least one of the following information to carry out net value analysis: evaluating information of risk and income characteristics of fund equity, calculating information of common risk and income indexes, risk exposure information based on equity data, transverse comparison and analysis information of multiple funds and performance ranking information of similar funds;

the position-taking analysis unit is used for carrying out position-taking analysis through multi-fund transverse comparison or calling a model developed by a client independently according to at least one of the following information: the fund position information carries out analysis evaluation information, industry distribution information, strategy distribution information, risk exposure and other calculation information, achievement attribution information, style analysis information and position bond credit analysis information on the target fund;

the qualitative analysis unit is used for carrying out qualitative analysis according to at least one of the following information: the basic information of a manager of the target fund, the whole information of the flagged products, the strategy description and classification information, the tone-to-tone scoring table information, the change information of core personnel of the manager and the public opinion monitoring information.

6. The fund investment data management system according to claim 1,

the centering execution module comprises at least one of the following modules: the system comprises a casting and caring pool management unit, a casting decision approval unit, an investment execution unit and a casting wind control unit;

the service pool management unit is used for managing the service pool based on at least one of the following information: the system comprises fund performance evaluation information, client investment pool management method information, investment analysis evaluation report information, online voting and grading information, classification management information of strategy labels, graded setting information of single fund and single investment limit, and investment limit information and investment and wind control linkage information after investment and investment;

the decision-making approval-in-delivery unit is used for executing the investment instruction approval decision-making process on line;

the investment execution unit is used for pushing the transaction determined to be executed after the decision examination and approval to a transaction execution department;

the mid-investment wind control unit is used for verifying the feasibility of the current investment according to a preset constraint condition and the latest position taking condition of the FOF mother fund after the initiation of the investment decision approval flow; the preset constraint condition comprises one or more of the following: product contract, internal control requirement, investment limit information corresponding to the Gu Chiding level of investment, bond rating limit.

7. The fund investment data management system according to claim 1,

the post-delivery analysis module comprises at least one of: the system comprises a post-casting monitoring unit, a mobility management unit and a post-casting wind control unit;

the post-investment monitoring unit is used for carrying out multi-dimensional statistics according to the net value and the position information of the mother fund and the child fund to obtain post-investment monitoring data;

the liquidity management unit is used for carrying out statistics on the scale, income and time limit information of the solid income and the product on the two ends of the assets and the liabilities to obtain liquidity management data;

the post-casting wind control unit is used for performing post-casting wind control by combining product investment limit and casting Gu Chi limit information according to the latest estimation table information; and continuously tracking and alarming the post-investment income and withdrawal indexes of the sub-fund with the post-investment tracking requirement.

8. The fund investment data management system according to claim 1,

further comprising: the report management module is used for providing reports for the pre-delivery research module, the mid-delivery execution module and the post-delivery analysis module; the report includes one or more of: the system comprises a report template for the expense of investment and investigation, a periodic report template, a research information display report and a flexible report template based on the research module before investment, the execution module during investment and the analysis module after investment.

9. A fund investment data management method applied to the fund investment data management system according to any one of claims 1 to 8, comprising:

analyzing the fund based on the investment data to obtain an investment reference result;

conducting an investment transaction of funds based on the investment reference result and the investment selection of the user;

and acquiring fund information of the current investment transaction of the user and generating a corresponding post-investment analysis report.

10. The fund investment data management method according to claim 9, wherein the analyzing the fund for investment reference results based on the investment data comprises:

extracting data of the target fund in the factor library to an attention pool to generate a simulation combination of the simulation fund;

determining a profit index according to the simulation combination and the factor library;

screening funds based on the revenue indicators;

the factor library is obtained after integrating investment data of multiple data sources or types of the target fund into a preset structure; the investment data comprises pre-investment data of a customer data center, purchase data of an external supplier and manually imported data; and the metalworker model is generated based on the investment data of the preset structure.

11. The fund investment data management method according to claim 9, wherein the analyzing the fund for investment reference results based on the investment data comprises:

determining the current economic fundamental plane and the financial market state according to the macroscopic economic data;

determining strategy configuration suggestion information of the large assets under the configuration setting information and the constraint of the preset large assets;

the general asset or policy configuration recommendation information includes risk assessment information, a Markov asset configuration model, and a BL asset configuration model.

12. The fund investment data management method according to claim 9, wherein the analyzing the fund for investment reference results based on the investment data comprises:

invoking a model developed autonomously by the customer for a net worth analysis based on at least one of the following information: evaluating information of risk and income characteristics of fund equity, calculating information of common risk and income indexes, risk exposure information based on equity data, transverse comparison and analysis information of multiple funds and performance ranking information of similar funds; or

Performing a position taking analysis by multi-fund lateral comparison or calling a model developed autonomously by the client according to at least one of the following information: the fund position information carries out analysis evaluation information, industry distribution information, strategy distribution information, risk exposure and other calculation information, achievement attribution information, style analysis information and position bond credit analysis information on the target fund; or

Performing a qualitative analysis based on at least one of the following information: the basic information of a manager of the target fund, the whole information of the flagged products, the strategy description and classification information, the tone-to-tone scoring table information, the change information of core personnel of the manager and the public opinion monitoring information.

13. The fund investment data management method according to claim 9, wherein the conducting of the fund investment transaction based on the investment reference result and the investment choices of the user comprises:

managing a commissioning pool based on at least one of: the system comprises fund performance evaluation information, client investment pool management method information, investment analysis evaluation report information, online voting and grading information, classification management information of strategy labels, graded setting information of single fund and single investment limit, and investment limit information and investment and wind control linkage information after investment and investment;

the decision-making approval-in-delivery unit is used for executing the investment instruction approval decision-making process on line;

the investment execution unit is used for pushing the transaction determined to be executed after the decision examination and approval to a transaction execution department;

the investment wind control unit is used for verifying the feasibility of the current investment according to a preset constraint condition and the latest position taking condition of the FOF mother fund after the initiation of the investment decision approval flow; the preset constraint condition comprises one or more of the following: product contract, internal control requirement, investment limit information corresponding to the Gu Chiding level of investment, bond rating limit.

14. The fund investment data management method according to any one of claims 9 to 13, wherein the obtaining fund information of the current investment transaction of the user and generating a corresponding post-investment analysis report comprises:

carrying out multi-dimensional statistics according to the net value and the position holding information of the mother fund and the child fund to obtain post-investment monitoring data;

carrying out statistics according to the scale, income and time limit information of the solid income and the product on the two ends of the assets and the liabilities to obtain liquidity management data;

according to the latest estimation table information, combining with product investment limit and input Gu Chi limit information to carry out post-input wind control; and continuously tracking and alarming the post-investment income and withdrawal indexes of the sub-fund with the post-investment tracking requirement.

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