JP2005141397A - Portfolio visualization system and portfolio visualization program - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a portfolio visualization program which can compress a plurality of market data to display on one platform. <P>SOLUTION: The portfolio visualization program acquires stock price data in a storage device storing the time-course stock prices, the number of stocks and turnover of each issue, which are adequately updated and included in an object portfolio, in association with the issue and the type of business (S100), and computes the display position of each issue included in the stock data thus acquired as polar coordinates which is based on a radius corresponding to the portfolio share of each issue and a rotation angle corresponding to the type of business (S102), and then generates, as an object to display each issue, the display data for displaying colors corresponding to the up-and-down of the stock price of each issue and a sphere having a radius corresponding to the turnover of each issue (S106 and S108). <P>COPYRIGHT: (C)2005,JPO&NCIPI

Description

  The present invention relates to a portfolio visualization apparatus and a portfolio visualization program for presenting a portfolio state to a user.

  In asset management, when looking at securities held by investors as one, it is called a “portfolio”. That is, a portfolio refers to a collection of financial assets held by individual investors, in other words, a list of securities held by investors.

  On the other hand, “market portfolio” or “market portfolio” refers to a product obtained by purchasing all stocks in the market according to the market capitalization ratio of each stock.

  Such portfolio information is more difficult for the user to grasp as the number of brands included in the portfolio information increases. Conventionally, several methods for easily presenting portfolio information to the user have been proposed.

  For example, the position of each investment and loan item is displayed on a graph with both the risk and the rate of return as the axes, and detailed information on the investment and loan item corresponding to that position is displayed in the detailed information display column, and the user specifies the position. When the investment and loan conditions of the investment and loan projects corresponding to the position are changed, a new position based on the change of the investment and loan conditions is displayed on the graph, and detailed information on the investment and loan projects corresponding to the position is displayed. A method of displaying in a column has been proposed (see, for example, Patent Document 1).

  Alternatively, financial products are classified into five types based on the relationship between risk and return, and customer assets are classified into five types based on specific allocation ratios according to specific rules for asset content. Is displayed on the balance graph as a reference circle, and the contents of the classified assets are displayed on the balance graph in comparison with the reference circle. A portfolio display system that can be easily understood by beginners has also been proposed (see, for example, Patent Document 2).

  In these conventional technologies, the system for displaying the portfolio is intended to display the relationship between the risk and the return in a form that can be easily understood by the user.

However, for a user, for example, if a display capable of grasping the status of each stock in the portfolio with a single view is possible, not only the nature of the portfolio can be intuitively understood, but also the creation of the portfolio itself can be performed. Although it can be expected that useful information can be obtained for the decision to buy and sell individual issues, such a display method becomes more difficult as the portfolio becomes more complex.
Japanese Patent Application Laid-Open No. 2002-297894 Japanese Patent Application Laid-Open No. 2003-036345

  The present invention has been made to solve the above-described problems, and an object of the present invention is to provide a portfolio visualization system and portfolio capable of condensing and displaying a plurality of market data on a single platform. It is to provide a visualization program.

  In order to achieve such an object, the portfolio visualization apparatus of the present invention correlates the time series data of the stock price, the number of shares, and the volume of each stock included in the target portfolio with each stock and industry, and the stock price data. As storage device, means for appropriately updating stock price data in the storage device, data acquisition means for acquiring stock price data in the storage device, and display positions of each brand included in the acquired stock price data, Individual stock placement calculation means to calculate as polar coordinates based on the radius corresponding to the portfolio occupancy rate of the stock and the rotation angle corresponding to the type of business, and the color according to the stock price of each stock , Display data generating means for generating display data for displaying a sphere having a radius corresponding to the volume of each brand, and a sphere corresponding to the display data And display means for displaying the shown position.

  According to another aspect of the present invention, there is provided a program for causing a computer to execute processing for visualizing and displaying a target portfolio, the stock price, the number of shares, and the volume of each stock included in the target portfolio. The stock price data in the storage device that stores the time-series data in correlation with each brand and industry as stock price data is updated as appropriate, the stock price data in the storage device is acquired, and the acquired stock price data The step of calculating the display position of each stock included as polar coordinates based on the radius corresponding to the portfolio occupancy of each stock and the rotation angle corresponding to the industry, and the stock price of each stock as the target to display each stock. A step of generating display data for displaying a sphere having a color corresponding to the raising / lowering and a radius corresponding to the volume of each brand. , And a step of displaying on the display position spheres corresponding to the display data to the computer.

  The portfolio visualization apparatus or portfolio visualization program according to the present invention is based on a method of condensing and displaying a plurality of market data on a single platform, and dynamically changing the financial portfolio and its components, and the dynamic of the market itself. It is possible to grasp changes and the current situation instantly.

  Embodiments of the present invention will be described below with reference to the drawings.

(System configuration of the present invention)
FIG. 1 is a conceptual diagram showing an example of a portfolio visualization system 1000 to which the portfolio visualization apparatus of the present invention is applied.

  Referring to FIG. 1, portfolio visualization system 1000 is a computer 100 that operates as a portfolio visualization device that visualizes a portfolio and displays it to a user such as an investor, a network 200 such as the Internet, and stock price data via network 200. The stock price data server 210 for delivering

  Referring to FIG. 1, this computer 100 reads / writes information to / from a CD-ROM drive 108 and a flexible disk (hereinafter referred to as FD) 116 for reading information on a CD-ROM (Compact Disc Read-Only Memory). A computer main body 102 having an FD drive 106 for display, a display 104 as a display device connected to the computer main body 102, and a keyboard 110 and a mouse 112 as input devices also connected to the computer main body 102.

  FIG. 2 is a block diagram showing the configuration of the computer 100. As shown in FIG.

  As shown in FIG. 2, in addition to the CD-ROM drive 108 and the FD drive 106, the computer main body 102 constituting the computer 100 includes a CPU (Central Processing Unit) 120 connected to the bus BS, and a ROM ( A memory 122 including a read only memory (RAM) and a random access memory (RAM), a direct access memory device, for example, a hard disk 124, and a communication interface 128 for exchanging data with the network 200 are included. A CD-ROM 118 is attached to the CD-ROM drive 108. An FD 116 is attached to the FD drive 106.

  The CD-ROM 118 may be another medium, such as a DVD-ROM (Digital Versatile Disc) or a memory card, as long as it can record information such as a program installed in the computer main body. In this case, the computer main body 102 is provided with a drive device that can read these media.

  The main part of the portfolio visualization apparatus of the present invention is configured by computer hardware and software executed by the CPU 120. Generally, such software is stored and distributed in a storage medium such as a CD-ROM 118 or FD 116, read from the storage medium by the CD-ROM drive 108 or FD drive 106, and temporarily stored in the hard disk 124. Alternatively, when the device is connected to the network, it may be temporarily copied from the server on the network to the hard disk 124. Then, the data is further read from the hard disk 124 to the RAM in the memory 122 and executed by the CPU 120. In the case of network connection, the program may be directly loaded into the RAM and executed without being stored in the hard disk 124.

  The computer hardware itself and its operating principle shown in FIGS. 1 and 2 are general. Therefore, the most essential part of the present invention is software stored in a storage medium such as the FD 116, the CD-ROM 118, and the hard disk 124.

  As a general tendency, various program modules are prepared as a part of a computer operating system, and an application program generally calls a module in a predetermined arrangement and advances the processing when necessary. In such a case, the software itself for realizing the portfolio visualization system 1000 does not include such a module, and the portfolio visualization system 1000 is realized only when the computer cooperates with the operating system. However, as long as a general platform is used, it is not necessary to distribute software including such modules, and the software itself not including these modules and the recording medium storing the software (and the software distributes on the network). Data signal) can be considered to constitute the embodiment.

(Portfolio visualization procedure)
Hereinafter, as an example, the portfolio visualization system 1000 will be described assuming that the above-described “market portfolio” is visualized and displayed. As will be apparent from the following description, the portfolio visualization system 1000 can also be used to display the “portfolio” of each individual investor.

  FIG. 3 is a conceptual diagram showing an example of the configuration of stock price data distributed from the stock price data server 210 and stored in the hard disk 124 of the computer 100.

  For example, the stock price data server 210 updates stock price data to be distributed at predetermined time intervals while the target market is open.

  On the other hand, although not particularly limited, the computer 100 obtains such stock price data by accessing the stock price data server 210 at a predetermined time or a predetermined time interval, for example.

  That is, when receiving the distribution of stock price data shown in FIG. 3, the computer 100 sequentially stores this data in the hard disk 124 and updates the stock price data. Then, the CPU 120 in the computer 100 performs processing for portfolio visualization on the stock price data. When an investor buys and sells stocks of each brand, CPU 120 updates stock price data at that time.

  Referring to FIG. 3, stock price data includes brand data items, stock data items, and data updated by stock price data server 210 at each date and time for stock data items.

  More specifically, the brand data includes a company name and company data representing the industry to which the company belongs.

  On the other hand, the stock data items include a stock price, the number of shares held and issued, and volume data. When the portfolio visualization system 1000 visualizes a market portfolio, the number of issued shares in the market is subject to processing. When the individual portfolio of an investor is visualized, the number of shares held by each investor's stock is subject to processing. Become. Each value of the stock data item is arranged in chronological order according to the updated date and time for each brand and portfolio.

  For example, in FIG. 3, the company with the company name “XXX” belongs to the industry “Electricity”. Further, the stock price, the number of shares held and issued, and the volume data are sequentially stored in the hard disk 124 in association with each company name and industry name according to the date and time updated in the stock price data server 210.

(Portfolio visualization calculation process)
FIG. 4 is a conceptual diagram showing a flow of data in a portfolio visualization calculation process performed by the CPU 120. FIG. 5 is a flowchart for explaining a flow of a portfolio visualization calculation process performed by the CPU 120.

  Referring to FIGS. 4 and 5, first, CPU 120 distributes stock data, stock price time series data, issued stock time series data, and volume time series delivered from hard disk 124 from stock price data server 210. Data is acquired (step S100). In addition, when displaying the portfolio of each investor instead of the market portfolio, instead of acquiring the “number of issued shares”, the “number of shares held” of each stock held by the investor stored in the hard disk 124. To win.

  Subsequently, the CPU 120 calculates individual brand placement data (step S102).

  That is, the CPU 120 creates data for visualizing the market portfolio by using its own series data of the stock price, the number of shares held / issued, and the enterprise industry data.

For this purpose, polar coordinate display on a two-dimensional plane is used. In the polar coordinate display, the length in the radial direction and the rotation angle are variables. If the stock price at a certain time t of a stock i constituting the market portfolio is p _i (t) and the number of issued shares is s _i (t), the market capitalization P (t) of the market portfolio Is represented by the following formula (1).

Here, n is the number of brands constituting the market. When displaying individual investors' portfolios instead of market portfolios, s _i (t) represents the number of shares held by each investor, and n is the number of issues that make up the portfolio. Represents.

The ratio l _i (t) of the brand i in the market portfolio is expressed by the following equation (2).

Now, using this amount l _i (t), the length r _i (t) of the brand i in the radial direction is defined by the following equation (3).

Further, when determining the rotation angle theta _i stock i takes into account the industries that brand belongs. In other words, according to the rotation angle defined by the following formula (4), the brands in the same industry are arranged next to each other.

  Here, in order to perform such processing, the stock price data in FIG. 3 only needs to be sorted according to the type of business.

  Subsequently, the CPU 120 calculates industry boundary data (step S104). That is, according to the above equation (4), since brands of the same business type are adjacent to each other, a turning point where the business type changes is detected, and a position to draw the boundary line (business type boundary line) is determined.

  Further, the CPU 120 calculates stock price change coloring data (step S106).

  That is, the CPU 120 displays each brand as a sphere at a position determined by the rule for obtaining the polar coordinates described above. The surface color of the sphere is colored green when it is higher than the stock price at the previous time, yellow when it is not changed, and red when it is lower.

  Next, the CPU 120 calculates scale change data (step S108).

That is, the CPU 120 defines the radius R _i (t) of the sphere representing each brand by the following formula (5) using the volume V _i (t) of each brand i at the time t.

  Further, the CPU 120 calculates index data (step S110).

  That is, the market portfolio index I (t) at time t is defined by the following formula (6) by normalizing the market capitalization P (t = 0) at the time when the portfolio is created.

  Subsequently, the CPU 120 visualizes and displays the portfolio on the display 104.

  FIG. 6 is a diagram illustrating an example of a portfolio displayed by visualization. As shown in FIG. 6, the upper 3/4 visualization portfolio area of the display 104 is visualized using individual stock placement time series data, industry boundary line data, stock price change coloring time series data, and scale change time series data. A portfolio is placed. As shown in FIG. 6, the data of each brand is displayed as a sphere having the calculated radius and color at the position calculated as described above, and an industry boundary line is displayed at the industry boundary.

  On the other hand, in the lower 1/4 index time series data display area of the display 104, the time axis is drawn on the horizontal axis and the index time series data is drawn on the vertical axis.

  Returning to FIG. 5 again, CPU 120 determines whether or not stock price data has been updated after portfolio arrangement and index time-series data display processing (step S114). If not updated, the process returns to step S114 and waits. If updated, the process returns to step S100 and the portfolio visualization process is repeated again.

  As described above, the portfolio visualization system of the present invention is based on a method of condensing and displaying a plurality of market data on a single platform, and dynamically changing the financial portfolio and its components, and the dynamic of the market itself. It is possible to instantly grasp the changes and the current situation. In addition to portfolio management, it can be effective for individual brand selection.

More specifically, there are the following effects.
(1) Regarding portfolio management The position that each stock occupies in the portfolio can be visually grasped, which helps when creating a portfolio. In addition, by looking at the dynamic behavior of the stocks that make up the portfolio, it is possible to grasp the inherent nature of the portfolio that cannot be seen only by numerical values. In addition, by comparing the arrangement at the time when the portfolio is constructed with the current arrangement, an implication is given for the rebalancing of the portfolio.

In the market portfolio visualized by the system of the present invention, a passive fund linked to the market can be constructed by designating a distance from the center and forming a portfolio with stocks included therein.
(2) Regarding market visualization In the present invention, the market itself can be displayed on one screen on a personal computer. And it can grasp | ascertain intuitively what position each brand which comprises a market exists in the market, and how the position is changing. Furthermore, if the change of the portfolio is presented to the user as an animation from a time when the market is opened to a time when the market is closed, the market can be summarized intuitively.
(3) Regarding individual stock selection By linking to “tick data” including daytime execution price, quote price, and time data for individual stocks, it is possible to instantly grasp which industry is currently buying or selling. Therefore, it gives suggestions for buying and selling individual brands. In addition, by linking with tick data, it is possible to instantly find the stocks that have been raised in the industry, even though they are lowering in the industry as a whole. .

  The embodiment disclosed this time should be considered as illustrative in all points and not restrictive. The scope of the present invention is defined by the terms of the claims, rather than the description above, and is intended to include any modifications within the scope and meaning equivalent to the terms of the claims.

It is a conceptual diagram which shows an example of the portfolio visualization system 1000 with which the portfolio visualization apparatus of this invention is applied. It is a figure which shows the structure of the computer 100 in a block diagram format. 3 is a conceptual diagram illustrating an example of a configuration of stock price data distributed from a stock price data server 210 and stored in a hard disk 124 of a computer 100. FIG. It is a conceptual diagram which shows the flow of the data in the calculation process of portfolio visualization which CPU120 performs. It is a flowchart for demonstrating the flow of the calculation process of the portfolio visualization which CPU120 performs. It is a figure which shows an example of the portfolio visualized and displayed.

Explanation of symbols

  100 computer, 102 computer main body, 104 display, 106 FD drive, 108 CD-ROM drive, 110 keyboard, 112 mouse, 118 CD-ROM, 120 CPU, 122 memory, 124 hard disk, 128 communication interface, 200 network, 210 stock price data Server, 1000 portfolio visualization system.

Claims (6)

A storage device that stores time series data of the stock price, number of shares, and volume of each stock included in the target portfolio as stock price data in association with each stock and industry,
Means for appropriately updating the stock price data in the storage device;
Data acquisition means for acquiring the stock price data in the storage device;
An individual symbol arrangement calculating means for calculating the display position of each symbol included in the acquired stock price data as polar coordinates based on the radius corresponding to the portfolio occupancy of each symbol and the rotation angle corresponding to the industry;
Display data generating means for generating display data for displaying a sphere having a color corresponding to the increase or decrease of the stock price of each brand and a radius corresponding to the volume of each brand as a target for displaying each brand ,
A portfolio visualization apparatus comprising: display means for displaying a sphere corresponding to the display data at the display position.   The portfolio visualization device according to claim 1, wherein the number of shares is the number of issued shares in a market targeted for the portfolio.   The portfolio visualization apparatus according to claim 1, wherein the number of shares is the number of shares held by an investor who is a target of the portfolio. A program for causing a computer to execute processing for visualizing and displaying a target portfolio,
Appropriately updating the stock price data in a storage device that stores time series data of the stock price, the number of shares, and the volume of each stock included in the target portfolio as stock price data in association with each stock and industry;
Obtaining the stock price data in the storage device;
Calculating the display position of each brand included in the acquired stock price data as polar coordinates based on the radius corresponding to the portfolio occupancy of each brand and the rotation angle corresponding to the industry;
Generating display data for displaying a sphere having a color corresponding to the increase or decrease in the stock price of each brand and a radius corresponding to the volume of each brand, as a target for displaying each brand;
A portfolio visualization program for causing a computer to execute a step of displaying a sphere corresponding to the display data at the display position.   The portfolio visualization program according to claim 4, wherein the number of shares is the number of issued shares in a market targeted for the portfolio.   The portfolio visualization program according to claim 4, wherein the number of shares is the number of shares held by an investor targeted for the portfolio.