JP2015114813A - Financial product trade management system, financial product trade management method, and financial product trade management program - Google Patents

Abstract

PROBLEM TO BE SOLVED: To keep amplifying a profit width accompanying trade effectively by appropriately dealing with trend shift of a financial product quotation.SOLUTION: A financial product trade management system 100 includes: a communication device 107 communicating with an external device; and an arithmetic unit 104 which receives order data from a user terminal 200, generates first order information in accordance with new realtime order of the order data and executes a contract, generates second order information in accordance with settlement trail order with respect to a financial product with which the contract is executed, maintains rate level correction of a counterbid order in the second order information in accordance with fluctuations in market price, executes a contract based on the second order information when fluctuations in a counterbid direction of the market price are over a value width, regenerates first order information in a reverse trade section to the first order information and executes a contract, regenerates second order information in accordance with the contract, and executes a contract based on the regenerated second order information when fluctuations in market price in the counterbid direction are over a value width.

Description

  The present invention relates to a financial product sales management system, a financial product sales management method, and a financial product sales management program. Specifically, the present invention accurately responds to a trend change in financial product prices, and profit margins associated with transactions. Technology that continues to expand effectively.

  For example, foreign exchange margin trading among financial instruments transactions allows flexible and efficient foreign currency management transactions even with a relatively small margin, and because of the immediacy of settlement, only institutional investors In addition, it is a transaction widely supported by ordinary individual investors. The foreign exchange margin trading market continues to be traded almost in real time all over the world, and is sensitive to various events such as the announcement of statistics from government agencies in each country, the occurrence of conflicts and natural disasters, etc. Has reacting market characteristics. Therefore, various trading methods such as limit orders, market orders, trail orders, etc. have been proposed in order to make it easy to obtain profit opportunities associated with trading or to limit the loss margin as much as possible based on such variable market characteristics. Yes.

  As a technology corresponding to such various trading methods, for example, a telephone response unit, a network processing unit, a control unit, and a control unit for the purpose of controlling the timing of placing a stock trading order to the exchange system, A trigger DB and an order processing unit are provided, and an order condition specified for the timing of ordering of a buy / sell order is stored in the trigger DB as a trigger. On the other hand, a trading order automatic ordering apparatus (see Patent Document 1) that reads out the contents of a corresponding order slip from the ordering DB and places a trading order on the market has been proposed.

  In addition, order entry that accepts financial product buy / sell order application information for the purpose of avoiding the disadvantages of financial product dealers and customers in the limit order of financial products and conducting transactions with limit orders efficiently and smoothly An accepting unit, an order information generating unit that generates order information of financial products based on purchase order application information, an order table that records order information, and a contract information generating unit that executes contracts of financial products based on order information; The order information generation unit generates an order information group including order information for placing a limit order for a certain number of products with a certain price range based on a single purchase order application information. In addition, an order information transaction management device (see Patent Document 2) in which a contract information generation unit contracts financial products based on individual order information forming an order information group has also been proposed.

JP 2006-99787 A Japanese Patent No. 4278664

  However, considering that it is not practical for investors to continue to monitor the exchange rate, and to continue to execute trading accurately while constantly changing orders according to market fluctuations, as described above It can be said that it is very difficult to continue to effectively expand the profit margin by using the conventional ordering method in which trading orders are fixedly executed in the foreign exchange margin trading where the market suddenly changes.

  On the other hand, even if it adopts an ordering method such as placing a limit order every time there is a financial product price within a certain price range, for example, a purchase order can be repeated only when the product price is within a specified price range, If the market price becomes the opposite trend and the product price falls outside the range of the specified price range, the order will not be executed, and no profit acquisition opportunity will be provided. In addition, due to the nature of the limit order, the contract is executed only at the corresponding price, so slippage does not occur, but there is a risk that the contract opportunity will be missed because it cannot respond to the movement of the market price.

  Accordingly, an object of the present invention is to provide a technology that can accurately cope with the trend change of financial product prices and continue to effectively expand the profit margin associated with transactions.

  The financial product trading management system of the present invention that solves the above-mentioned problem is a new system that requests a contract at a prevailing rate for a predetermined financial product from a communication device that communicates with an external device via a network and a user terminal that performs a financial product transaction. A first process for receiving order data including a real-time order and a settlement order for the new real-time order, the settlement trail order automatically correcting the limit level of the stop order in real time according to a user-specified price range; The first order information is generated according to the new real-time order of the order data, the corresponding financial product is executed based on the first order information, and the settlement order relating to the financial product for which the execution is made, A second process for generating second order information corresponding to a settlement trail order, and a market price of the financial product obtained from a predetermined device; In response to the movement, the rate level correction of the stop order in the second order information was continued, and the rate level correction was continued when the fluctuation of the market price in the stop price direction exceeded the price range. Based on the second order information, the corresponding financial product is executed, and the first order information is regenerated in a trade category opposite to the first order information in the second process, and the regenerated The second order information is regenerated according to the third processing for executing the contract for the corresponding financial product based on the first order information and the contract based on the regenerated first order information. Thereafter, according to the fluctuation of the market price, the rate level correction of the stop order in the regenerated second order information is continued, and when the fluctuation of the market price in the limit price direction exceeds the price range, Previously, the rate level correction was continued And an arithmetic unit that executes a fourth process for executing a contract for the corresponding financial product based on the regenerated second order information.

Further, in the above-described financial product sales management system, the arithmetic device may perform the first order information in a trade category opposite to the first order information regenerated in the third process after the execution of the fourth process. Are regenerated, and the fifth processing for executing the contract for the corresponding financial product based on the first order information generated again and the contract based on the first order information generated again, and the first processing according to the contract. After the order information of 2 is regenerated, the rate level correction of the stop order in the second order information regenerated again is continued according to the fluctuation of the market price, and the market price changes in the stop price direction. When the price range is exceeded, the sixth process for executing the contract for the corresponding financial product is repeatedly executed based on the second order information that has been regenerated and the rate level correction has been continued. , And may be Moreover, in the above-described financial product trading management system, the arithmetic unit receives an execution number upper limit or execution time limit designation from the user terminal for the fifth process and the sixth process, and the received execution number upper limit or execution is received. The fifth process and the sixth process may be repeatedly executed within a time limit.

  Further, in the above-described financial product trading management system, the arithmetic unit receives a designation of a predetermined standard related to the profit and loss accumulated by the repeat order from the user terminal for the fifth process and the sixth process, and the corresponding repeat order With respect to the second order information, the gain and loss determined by the execution of the corresponding financial product is monitored, the process for accumulating the profit and loss obtained for the repeat order, and the cumulative added profit and loss is the received predetermined The fifth process and the sixth process may be repeatedly executed within a range until the reference is reached.

  Further, in the above-described financial product trading management system, the arithmetic unit receives a designation of a predetermined standard related to the profit and loss accumulated by the repeat order from the user terminal for the fifth process and the sixth process, and the corresponding repeat order , Monitoring the profit / loss determined by the execution of the corresponding financial product based on the second order information, and performing a process of accumulating the profit / loss obtained for the corresponding repeat order, and the accumulated profit / loss Or until the execution count of the fifth process and the sixth process reaches the received execution count upper limit, or until the current date and time reaches the execution deadline. The fifth process and the sixth process may be repeatedly executed.

  In addition, according to the financial product sales management method of the present invention, an information processing device including a communication device that communicates with an external device via a network executes a contract at a prevailing rate for a predetermined financial product from a user terminal that performs a financial product transaction. A first order data is received that includes a requested new real-time order and a settlement order for the new real-time order and a settlement trail order that automatically corrects the limit level of the stop order in real time in accordance with a price range specified by the user. Processing, generating first order information in accordance with the new real-time order of the order data, executing a contract for the corresponding financial product based on the first order information, and a settlement order for the financial product for which the contract has been made As a second processing for generating second order information corresponding to the settlement trail order, and a market price of the financial product obtained from a predetermined device According to the fluctuation, the rate level correction of the stop order in the second order information was continued, and the rate level correction was continued when the fluctuation of the market price in the stop price direction exceeded the price range. Based on the second order information, the corresponding financial product is executed, and the first order information is regenerated in a trade category opposite to the first order information in the second process, and the regenerated The second order information is regenerated according to the third processing for executing the contract for the corresponding financial product based on the first order information and the contract based on the regenerated first order information. Thereafter, according to the fluctuation of the market price, the rate level correction of the stop order in the regenerated second order information is continued, and when the fluctuation of the market price in the limit price direction exceeds the price range, The rate level correction was continued On the basis of the re-generated second order information, and a fourth process of performing commitments corresponding financial instrument, characterized in that the run to.

  In addition, the financial product sales management program of the present invention executes a contract at a prevailing rate for a predetermined financial product from a user terminal that performs a financial product transaction to an information processing device including a communication device that communicates with an external device via a network. A first order data is received that includes a requested new real-time order and a settlement order for the new real-time order and a settlement trail order that automatically corrects the limit level of the stop order in real time in accordance with a price range specified by the user. Processing, generating first order information in accordance with the new real-time order of the order data, executing a contract for the corresponding financial product based on the first order information, and a settlement order for the financial product for which the contract has been made And a second process for generating second order information corresponding to the settlement trail order, and a phase of the financial product obtained from a predetermined device. In response to price fluctuations, the limit level adjustment of the stop order in the second order information is continued, and when the fluctuation of the market price in the limit price direction exceeds the price range, the rate level correction is continued. Based on the second order information, the contract for the corresponding financial product is performed, and the first order information is regenerated in a trade category opposite to the first order information in the second process, Along with the third process for executing a contract for the corresponding financial product based on the regenerated first order information and the contract based on the regenerated first order information, the second order information is reproduced according to the contract. After the market price is changed, the price level of the limit order in the regenerated second order information is continuously adjusted in accordance with the fluctuation of the market price, and the fluctuation of the market price in the limit price direction exceeds the price range. In addition, the rate level correction will continue There was, on the basis of the re-generated second order information, characterized in that to perform a fourth process for commitments corresponding financial instrument.

  According to the present invention, it is possible to accurately cope with a trend shift of financial product prices and continue to effectively expand the profit margin associated with transactions.

It is a network block diagram containing the financial product sales management system of this embodiment. It is a figure which shows the hardware structural example 1 of the financial product sales management system of this embodiment. It is a figure which shows the hardware structural example of the user terminal in this embodiment. It is a flowchart which shows the process procedure example 1 of the financial product sales management method in this embodiment. It is a figure which shows the data structural example 1 of the order header table of this embodiment. It is a figure which shows the data structural example 2 of the order header table of this embodiment. It is a figure which shows the data structural example 1 of the order detail table of this embodiment. It is a figure which shows the data structural example 2 of the order detail table of this embodiment. It is a figure which shows the data structural example 3 of the order detail table of this embodiment. It is a figure which shows the data structural example 4 of the order detail table of this embodiment. It is explanatory drawing which shows the example of a status change in the repeat order of this embodiment. It is a figure which shows the example 1 of an output screen in this embodiment. It is a figure which shows the example 2 of an output screen in this embodiment. It is a figure which shows the example 3 of an output screen in this embodiment. It is a figure which shows the hardware structural example 2 of the financial product sales management system in this embodiment. It is a figure which shows the data structural example of the cumulative profit / loss management table of this embodiment. It is a flowchart which shows the process procedure example 2 of the financial product sales management method in this embodiment. It is a flowchart which shows the process sequence example 3 of the financial product sales management method in this embodiment.

--- System configuration example 1 ---
Embodiments of the present invention will be described below in detail with reference to the drawings. FIG. 1 is a network configuration diagram including a financial product trading management system 100 of the present embodiment. A financial product trading management system 100 shown in FIG. 1 is a computer system that can accurately respond to a trend change in the price of financial products and continue to effectively expand the profit margin associated with the transaction. The financial product trading management system 100 is a server device operated by, for example, a financial product trader that provides a foreign exchange margin trading service to general investors. , The foreign exchange interbank market 300, and the cover bank system 400. Since the network configuration related to such foreign exchange margin trading is the same as the existing configuration, detailed description thereof is omitted.

  The hardware configuration of the financial product trading management system 100 is as follows. FIG. 2 is a diagram illustrating a hardware configuration example 1 of the financial product trading management system 100 according to the present embodiment. The financial product sales management system 100 includes a storage device 101 configured with an appropriate non-volatile storage device such as a hard disk drive, a memory 103 configured with a volatile storage device such as a RAM, and a program 102 held in the storage device 101. And a control device 104 such as a CPU for performing various determinations, calculations and control processes, and a communication device 107 connected to the network 20 and responsible for communication processing with other devices. . The storage device 101 stores at least a program 102, an order header table 125, and an order detail table 126 for implementing functions necessary for the financial product sales management system 100 of the present embodiment. Details of the order header table 125 and the order detail table 126 will be described later.

  Further, the user terminal 200 accesses the above-described financial product trading management system 100 and transmits an order. The user terminal 200 is an information processing terminal operated by an investor who conducts foreign exchange margin trading, for example, and as illustrated in FIG. 3, a storage device configured by a suitable non-volatile storage device such as a hard disk drive 201, a memory 203 composed of a volatile storage device such as a RAM, and a program 202 held in the storage device 201 is read into the memory 203 and executed to perform overall control of the device itself and perform various determinations, computations and control processes. A processing unit 204 such as a CPU to perform, an input unit 205 that accepts key input and voice input from a user, an output unit 206 such as a display for displaying processing data, and a communication process with the financial product trading management system 100 connected to the network 20 A communication device 207 responsible for

  Then, the function with which the financial product sales management system 100 of this embodiment is provided is demonstrated. As described above, the functions described below can be said to be implemented by executing the program 102 provided in the financial product trading management system 100, for example.

  In this case, the financial product buying and selling management system 100 receives a new real-time order from the above-described user terminal 200 that has requested a sale or buy contract at a prevailing rate for a currency pair (hereinafter referred to as a currency pair) as a user-designated financial product. , Receive the order data including the settlement order of the new real-time order and the settlement trail order that automatically corrects the limit level of the limit order in real time according to the user-specified value width, that is, the trail width (hereinafter referred to as trail width) It has a function to do.

  In addition, the financial product trading management system 100 generates first order information in response to the new real-time order of the order data described above, executes the corresponding passing pair based on the first order information, and executes the contract. As a settlement order related to the currency pair that has been made, a function of generating second order information corresponding to the above-described settlement trail order is provided.

  Further, the financial product trading management system 100, for example, the above-mentioned currency pair quotes obtained from a predetermined device (eg, a cover bank system 400 or a predetermined device included in the interbank market 300) on the network 20 that manages the foreign exchange rate. In response to price fluctuations, the rate level adjustment of the stop order in the second order information described above is continued, and when the fluctuation of the market price in the direction of the stop price exceeds the trail width described above, the rate level described above Based on the second order information that has been revised, the contract of the corresponding currency pair is executed, and the first order information is re-generated in the trade category opposite to the original first order information, and the reproduction is performed. It has a function of executing a contract for the corresponding currency pair based on the first order information formed.

  In addition, the financial product trading management system 100 regenerates the second order information according to the contract based on the contract based on the first order information regenerated as described above, In response to the change, if the rate limit of the stop order in the regenerated second order information described above is continued, and the fluctuation of the market price in the stop price direction exceeds the trail width specified by the user, It has a function of executing a contract for the corresponding currency pair based on the regenerated second order information that has been subjected to the above-described rate level correction.

  In addition, after executing the contract processing based on the regenerated second order information, the financial product sales management system 100 regenerates the first order information in the trading category opposite to the regenerated first order information. And a function of executing a contract for the corresponding currency pair based on the regenerated first order information.

  In this case, the financial product trading management system 100 regenerates the second order information according to the contract based on the contract based on the regenerated first order information, and then responds to the change in the market price of the currency pair. The limit level adjustment of the stop order in the second order information regenerated again is continued, and when the fluctuation of the market price in the direction of the stop price exceeds the trail width specified by the user, the rate level correction is continued. It has a function of executing the contract of the corresponding currency pair based on the second order information generated again.

  In addition, the financial product trading management system 100 sets an upper limit of execution times or an execution deadline from the user terminal 200 for each process of re-generation and execution of the first order information and re-generation and execution of the second order information. It has a function of receiving a designation and repeatedly executing the corresponding process within the range of the received execution upper limit or execution deadline.

--- Example of processing procedure 1 ---
Hereinafter, the actual procedure of the financial product sales management method in the present embodiment will be described with reference to the drawings. Various operations corresponding to the financial product trade management method described below are realized by a program that the above-described financial product trade management system 100 reads into a memory or the like and executes. And this program is comprised from the code | cord | chord for performing the various operation | movement demonstrated below.

  FIG. 4 is a flowchart showing a processing procedure example 1 of the financial product sales management method in the present embodiment, and FIGS. 5 and 6 are diagrams showing data configuration examples 1 and 2 of the order header table 125 of the present embodiment. 7 to 9 are diagrams illustrating data configuration examples 1 to 3 of the order detail table 126 according to the present embodiment, and FIG. 11 is an explanatory diagram illustrating a status change example of a repeat order according to the present embodiment.

  Here, the user terminal 200 operated by the investor includes, as user-desired order contents, a currency pair as a financial product to be ordered, its order quantity, an acceptable slippage, a trail width for a settlement order, and an order expiration date. Are received by the input device 205 via the order screen 1200 (see FIG. 12), and order data including these is transmitted to the financial product trading management system 100 via the network 20.

  As described above, the order content indicated by the order data includes a new real-time order within the designated slippage range for the designated currency pair of the designated order quantity (an order requiring execution at a prevailing rate) and a designated trail width. It is assumed that the settlement trail order (a settlement order for a new real-time order that automatically corrects the limit level of the stop order in real time according to the trail width specified by the user) is included. . In the present embodiment, such an order including a new real-time order and a settlement trail order is referred to as a repeat order (hereinafter the same).

  On the other hand, the financial product trading management system 100 receives the repeat order data transmitted from the user terminal 200 (s100) and stores it in the order header table 125 (s101). The order header table 125 in this state has the data structure of the order header table 125 of FIG.

  As illustrated in FIG. 5, the order header table 125 includes the account number of the investor who made the repeat order (financial product trading management) with the repeat order number automatically assigned to each repeat order as a key. Trading account for the financial product trader who manages the system 100 to manage the margin of the relevant investor), currency pairs such as “USD / JPY” (pairs specified by the user in the repeat order), and new real-time orders Category (sell or buy specified by the user in repeat orders), order status indicating the validity of the order (valid within the order validity period from the time of ordering, but there is a cancellation instruction from the relevant investor, or the order expiration date If the contract is not executed even after elapse, the trail width (value specified by the user in the repeat order), allowable slippage (repeat note) In the record associated with data such as order quantity (value specified by the user in repeat order), order expiration date (period specified by the user in repeat order), order date and time, and the number of repeats It is an aggregate.

  Of the above-mentioned data, “Number of repeats” includes, for example, the contract based on the new real-time order indicated by the corresponding repeat order, the automatic correction of the settlement trail order according to the contract, and the market fluctuation It shows the number of times (actual value) that the processing such as the execution of the hour, the new real-time order corresponding to the execution (trading division opposite to the original) and the execution of the execution, etc. is repeated. Details of this repetitive processing, that is, repeat processing will be described later. Therefore, as shown in the example of the order header table 125 in FIG. 5, the number of repeats is zero at the stage of receiving a repeat order from the investor, ie, the state after the execution of step s101.

  Next, the financial product trading management system 100 determines the new real-time order information (first order information) according to the content of the new real-time order among the data of the above-mentioned repeat orders, that is, the currency pair, the order quantity, and the permitted slippage. ), And places an order for the interbank market 300 (or the cover bank system 400 if necessary) (s102). Further, the financial product trading management system 100 stores the new real-time order information generated in step s102 in the order detail table 126, and on the basis of the new real-time order information, the predetermined order of the corresponding passing pair at the current rate. Execution with a number is performed (s103).

  Further, the financial product trading management system 100 calculates the trail rate from the contract rate in the above-mentioned new real-time order as the settlement order related to the currency pair executed in the above step s103, and then responds to the above-described settlement trail order. The settlement trail order information (second order information) is generated and placed in the interbank market 300 or the like (s104). At this time, the financial product trading management system 100 stores the settlement trail order information in the order detail table 126.

  As described above, the order detail table 126 that stores new real-time order information and settlement trail order information corresponds to the repeat order number common to the corresponding record in the order header table 125 as a key as illustrated in FIG. Order number automatically assigned and assigned for each of the new real-time order and settlement trail order included in the repeat order (in the example of FIG. 7, the order number of the new real-time order is “30001”, and the order of the settlement trail order corresponding to this Number is "30002"), new / settlement and order status, order price, order date, contract price, contract date, profit and loss, fee indicating whether the order corresponding to each order number is a new order or a settlement order , And data such as order category (new real-time order or settlement trail order) It has become a collection of code. The financial product trading management system 100 receives the above-mentioned repeat order from the user terminal 200, the new real-time order information generated according to the new real-time order indicated by the repeat order, and the settlement trail generated according to the settlement trail order as well. The order information (second order information) is stored in this order detail table 126, and subsequent order management is performed.

  As shown in the example of the order detail table 126 in FIG. 7, at the stage where a new real-time order is executed after receiving a repeat order from an investor, that is, after the execution of step s103, numbering is performed corresponding to the new real-time order. With the order number “30001” as a key, the order is “new”, the buy / sell category is “buy”, the order status is “contract”, the order price (ie, the prevailing rate) is “97.5”, and the order date is “2013” / 10/10/21, the contract price is “97.5”, the contract date / time is “2013/10/21”, and the order classification is “real time”. Since this record relates to a new order, the profit / loss and commission values are of course blank.

  Further, after the settlement trail order is placed, that is, after the execution of the above-described step s104, the order is “settlement” with the order number “30002” assigned corresponding to the settlement trail order as a key, and the trade classification is “Sell”, the order status is “in order”, the order price (that is, the stop price obtained by subtracting 50 yen of the trail width from the contract price in the new real-time order) is “97.0”, and the order date is “2013/10 / The record in which the data such as “21” and the order classification “Trail” are associated with each other is stored in the order detail table 126. Since the settlement trail order has not been executed, the values of the execution price, the execution date / time, the profit / loss, and the commission are naturally blank.

  The situation corresponding to the steps so far corresponds to the information of “at the time of repeat order initial processing” in FIG. 11, and a new real-time order with a buy / sell category “buy” has been established and a buy position is held. At the same time, a settlement trail order with a trading category of “Sell” is in the ordering process. In addition, the financial product trading management system 100 responds to the request from the user terminal 200 described above, the repeat order result screen 1300 (see FIG. 13) for displaying the stored data of the order header table 125 on the screen, and the order detail table 126. A repeat order detail screen 1400 (see FIG. 14) for displaying stored data on the screen may be generated and returned to the user terminal 200. The repeat order result screen 1300 and the repeat order details screen 1400 are appropriately updated in accordance with the update process for the order header table 125 and the order detail table 126 in the financial product sales management system 100 and are transmitted to the user terminal 200 each time. (Since the same processing is performed thereafter, the following description regarding the screens is omitted).

  After the order of the settlement trail order described above, the financial product trading management system 100 obtains the rate of the target currency pair of the corresponding order in real time from a predetermined device in the cover bank system 400 or the interbank market 300, and monitors the change in the rate. Keep doing. At this time, the financial product trading management system 100 continues to adjust the limit level of the stop order in the settlement trail order according to the fluctuation of the prevailing rate (this trail processing is the same as the existing method), and the prevailing rate Is detected when the variation in the stop limit direction exceeds the trail width (for example, 50 sen) (s105).

  For example, if the buy / sell category in a new real-time order is “Buy”, the contract price is “97.5”, and the currency in which the “Buy” was made out of the corresponding currency pair is in a simple uptrend, The merchandise trade management system 100 continuously performs order correction for increasing the initial order price “97.0” in the settlement trail order in accordance with the above-described upward trend range as long as the upward trend continues.

  On the other hand, it is assumed that the above-mentioned uptrend has changed to a downtrend. In that case, when the rate of decline in the currency rate exceeds “50 sen” of the trail width (that is, at the time of s105), the financial product trading management system 100 sets the order price in the settlement trail order (initially according to the uptrend). The rate is increased to a rate at that time (for example, “98.5”), and a settlement order is placed and executed for the corresponding currency pair (s106). In the example of FIG. 7, the contracted order is the settlement trail order with the order number “30002”.

  Therefore, in the order detail table 126 after the contract is made in step s106, as shown in FIG. 8, in the record of the order number “30002”, the status value “contract” and the order price value “ 98.5 ”,“ 98.5 ”as the value of the contract price,“ 2013/10/22 ”as the value of the contract date,“ 10000 ”as the value of profit / loss,“ 0 ”as the value of the commission The record will be updated.

  On the other hand, the financial product trading management system 100 regenerates the new real-time order information in the trading category opposite to the previous time, that is, the first new real-time order, that is, “sale” in the above example. An order is placed in the interbank market 300, etc., and the relevant currency pair is executed (s107). In other words, counter-trading has begun in response to a trend change in the currency rate. As for the new real-time order information regenerated in step s107, as shown in the example of the order header table 125 in FIG. 6, “1” is set as the value of the number of repeats in the same record as the repeat order at the time of the initial order. Set by the merchandise trade management system 100. That is, it means that the first repeat of the corresponding repeat order has been started with the regeneration of the new real-time order. The financial product trading management system 100, of course, increments the value of the number of repeats described above every time the new real-time order and settlement trail order are regenerated, ordered, and executed in accordance with the financial product trading management method of this embodiment. To do. When the investor has previously designated the upper limit of the number of repeats from the user terminal 200, the financial product trading management system 100 repeats the repeat order until the value of the number of repeats reaches the upper limit designated by the user.

  In addition, the financial product trading management system 100 executes the contract rate in the new real-time order of the above-mentioned reproduction component as a settlement order related to the currency pair for which the contract has been made in accordance with the contract based on the new real-time order information regenerated in step s107. After calculating the trail rate from the previous, that is, the trading category opposite to the previous settlement trail order, that is, “buy” in the above example, the settlement trail order information is regenerated and placed in the interbank market 300 or the like. (S108).

  As shown in the example of the order detail table 126 in FIG. 9, the order detail table 126 at the time of execution of the above-described step 107 and step s108 is the order number “30003” assigned in response to the regenerated new real-time order. ”As the key, the order is“ new ”, the trading category is“ sell ”, the order status is“ contract ”, the order price (ie, the prevailing rate) is“ 98.5 ”, the order date is“ 2013/10/21 ”, Numbers corresponding to the regenerated settlement trail orders and records that associate the data with the contract price “98.5”, contract date / time “2013/10/22”, and order classification “real time” Using the order number “30004” as a key, the order is “settlement”, the buy / sell category is “buy”, the order status is “in order”, the order price (ie, the regenerated new real-time A record that correlates data such as “99.0”, the order date and time of “2013/10/22”, and the order classification “Trail” (the stop price obtained by subtracting 50 yen of the trail width from the contract price in the sentence) Stored state.

  The situation corresponding to the steps up to this point corresponds to the information of “at the time of repeat continuation processing” in FIG. 11, and a new real-time order with a trading category of “sale” has been newly established, and the selling position is changed. In addition to holding, a settlement trail order with the buy / sell category “buy” is in the order.

  After the re-settlement trail order described above, the financial product trading management system 100 obtains the rate of the target currency pair of the corresponding order in real time from a predetermined device in the cover bank system 400 or the interbank market 300, and changes in the rate. Keep monitoring. At this time, the financial product trading management system 100 continues to adjust the limit level of the stop order in the settlement trail order according to the change in the prevailing rate, and the change in the prevailing rate to the stop price direction is the above-described trail width ( For example, a time point exceeding 50) is detected (s109).

  For example, if the trading category in the new real-time order again is “Sell”, the contract price is “98.5”, and the currency that made “Sell” in the corresponding currency pair is in a simple downward trend. The financial product trading management system 100 continuously performs the order correction for lowering the original order price “99.0” in the second settlement trail order in accordance with the above-described downward trend as long as the downward trend continues. .

  On the other hand, it is assumed that the above-mentioned downward trend has changed and has changed to an upward trend. In that case, when the rate of increase in the currency rate exceeds “50 sen” of the trail width (that is, at the time of s109), the financial product trading management system 100 sets the order price in the settlement trail order (initially in line with the downward trend). (The value is lower than the value) is corrected to the current rate (for example, “100.0”), and a settlement order is placed and executed for the corresponding currency pair (s110).

  In this example, the settlement trail order with the order number “30004” is executed. Therefore, in the order detail table 126 after the contract is made in step s110, as shown in FIG. 10, in the record of the order number “30004”, “contract” as the state value and “order price” "100.0", contract price value "100.0", contract date value "2013/10/22", profit / loss value "10000", commission value "0" The record will be updated.

  On the other hand, in accordance with this contract, the financial product trading management system 100 re-generates new real-time order information again in the trading category opposite to the new new real-time order, that is, “buy” in the above example, to generate the interbank market. Place an order on 300, etc. and execute a contract for the corresponding currency pair (s111). In other words, in response to the re-transition of the currency rate trend, counter-trading was started again.

  Further, the financial product trading management system 100 regenerates and places payment trail order information in accordance with the contract based on the new real-time order information generated again in step s111 described above (s112). The rate of the target currency pair is acquired in real time from a predetermined device in the cover bank system 400 or the interbank market 300, and the rate fluctuation is continuously monitored.

  At this time, the financial product trading management system 100 continues to adjust the limit level of the stop order in the above-described settlement trail order that has been regenerated according to the change in the actual rate, and the fluctuation of the actual rate in the stop price direction is continued. A time point exceeding the trail width (for example, 50 sen) is detected (s113).

  Thereafter, the financial product trading management system 100 repeatedly executes the above-described steps s107 to s113, for example, within the range of the repeat count upper limit specified by the user and the order deadline (specified by the repeat order) (s114: N). The timing of reaching the upper limit of the number of repeats and the arrival of the order deadline is detected (s114: Y), and the process is terminated.

--- System configuration example 2 ---
As described above, the financial product trading management system 100 according to the present embodiment accumulates by repeating orders in addition to the case where the repetition of steps s107 to s113 is executed within the upper limit of the number of repeats specified by the user and the order deadline. It may be executed within a range until the profit / loss achieved reaches a predetermined standard. In this case, the financial product trading management system 100 has the following configuration.

  FIG. 15 is a diagram showing a 100 hardware configuration example 2 of the financial product trading management system in the present embodiment, and FIG. 16 is a diagram showing a data configuration example of the cumulative profit / loss management table 127 of the present embodiment. The hardware configuration of the financial product trading management system 100 is almost the same as that shown in FIG. 2, but further includes a cumulative profit / loss management table 127. As illustrated in FIG. 16, the cumulative profit / loss management table 127 is a collection of records in which the repeat order numbers are used as keys to associate the cumulative values of profit / loss determined by buying and selling by the corresponding repeat orders. For this reason, the financial product trading management system 100 executes a process of monitoring the profit and loss amount determined by the settlement trail order for each repeat order and accumulating each repeat order. Accordingly, it is assumed that the financial product trading management system 100 has a function of monitoring the profit and loss amount determined by the settlement trail order and accumulating in the cumulative profit and loss management table 127 for each repeat order.

--- Processing procedure example 2 ---
A flow in the case where the financial product trading management system 100 executes the above-described steps s107 to s113 in a range until the profit and loss accumulated by the repeat order reaches a predetermined standard will be described. FIG. 17 is a flowchart showing a processing procedure example 2 of the financial product sales management method in the present embodiment. It should be noted that a description of processing common to the flow of FIG. 4 is omitted. In addition, it is assumed that the repeat order received from the user terminal 200 by the financial product trading management system 100 includes information on a predetermined standard related to the profit and loss accumulated by the repeat order as a range in which the repeat order is repeated. This predetermined standard information is specified by the corresponding user at the user terminal 200 when placing a repeat order. For example, “−200,000” intended to limit the loss range or the intention to limit the profit range. A value such as “+10,000,000” can be assumed.

  In this case, when the execution of steps s100 to s106 in the flow of FIG. 4 is completed, the financial product trading management system 100 monitors the profit / loss amount determined by the settlement trail order execution, and accumulates the value of the profit / loss obtained by this monitoring. In the record of the corresponding repeat order in the profit / loss management table 127, it is added to the profit / loss accumulated value (s200).

  Further, the financial product trading management system 100 compares the profit / loss amount accumulated in step s200 described above with a predetermined standard received from the user terminal 200, and determines whether the cumulative profit / loss value has reached the predetermined standard (s201). ).

  If it is determined that the accumulated profit / loss value obtained for the corresponding repeat order has reached a predetermined standard (s201: Y), the financial product trading management system 100 ends the process. On the other hand, when it is determined by the determination in step s201 described above that the accumulated profit / loss value obtained for the corresponding repeat order has not reached the predetermined standard (s201: N), the financial product sales management system 100 in the flow of FIG. Steps s107 to s110 are executed, and when the execution of step s110 is completed, the profit / loss amount determined by the settlement trail order execution is monitored, and the value of the profit / loss obtained by this monitoring is recorded in the corresponding repeat order record of the cumulative profit / loss management table 127. In step S202, the value is added to the accumulated profit / loss value.

  Further, the financial product trading management system 100 compares the profit / loss amount accumulated in step s202 described above with the predetermined standard described above, and determines whether the cumulative profit / loss value has reached the predetermined standard (s203). If it is determined that the accumulated profit / loss value obtained for the corresponding repeat order has reached a predetermined standard (s203: Y), the financial product trading management system 100 ends the process.

  On the other hand, if it is determined by the determination in step s203 described above that the accumulated profit / loss value obtained for the corresponding repeat order has not reached the predetermined standard (s203: N), the financial product sales management system 100 in the flow of FIG. Steps s111 to s113 are executed, and the process returns to step s107.

  By executing such a flow, while responding appropriately to the trend of financial product prices and effectively expanding the profit margin associated with transactions, the total loss generated by repeat orders, for example, It is possible to control the loss expansion by closing the corresponding repeat order within a certain range. In addition, it is possible to give the user an opportunity to reconsider the order contents and conditions, such as reviewing the trail width.

--- Processing procedure example 3 ---
Here, a mode in which the repetition of steps s107 to s113 is managed in consideration of the above-described upper limit of the number of repeats specified by the user, the order deadline, and the predetermined standard of accumulated profit / loss due to repeat orders will be described. Note that the configuration of the financial product trading management system 100 in this case is the same as the configuration illustrated in FIG.

  FIG. 18 is a flowchart showing a third processing procedure example of the financial product sales management method in the present embodiment. In this case, when the execution of steps s100 to s106 in the flow of FIG. 4 is completed, the financial product trading management system 100 monitors the profit / loss amount determined by the settlement trail order execution, and accumulates the value of the profit / loss obtained by this monitoring. In the record of the corresponding repeat order in the profit / loss management table 127, it is added to the profit / loss accumulated value (s300).

  Further, the financial product trading management system 100 compares the profit / loss amount accumulated in step s300 described above with a predetermined standard for cumulative profit / loss received from the user terminal 200, and determines whether the cumulative profit / loss value has reached the predetermined standard. (S301).

  If it is determined that the accumulated profit / loss value obtained for the corresponding repeat order has reached a predetermined standard (s301: Y), the financial product trading management system 100 ends the process. On the other hand, when it is determined by the determination in step s301 described above that the accumulated profit / loss value obtained for the corresponding repeat order has not reached the predetermined standard (s301: N), the financial product sales management system 100 in the flow of FIG. Steps s107 to s110 are executed, and when the execution of step s110 is completed, the profit / loss amount determined by the settlement trail order execution is monitored, and the value of the profit / loss obtained by this monitoring is recorded in the corresponding repeat order record of the cumulative profit / loss management table 127. In step S302, the value is added to the accumulated profit / loss value.

  Subsequently, the financial product trading management system 100 determines whether the repeat count value (the “repeat count” value in the order header table 125) has reached the user-specified repeat count upper limit, or the order deadline (designated by repeat order). It is determined whether or not the date and time has come (s303). If it is determined by this determination that the value of the number of repeats has reached the upper limit of the number of repeats specified by the user or the date and time of the order deadline has arrived (s303: Y), the financial product trading management system 100 ends the processing.

  On the other hand, if it is determined in step s303 above that the value of the number of repeats has not reached the upper limit of the number of repeats specified by the user and the date and time of the order deadline has not arrived (s303: N), the financial product The trade management system 100 compares the profit / loss amount cumulatively added in step s302 described above with the predetermined standard described above, and determines whether the cumulative profit / loss value has reached the predetermined standard (s304). If it is determined that the accumulated profit / loss value obtained for the corresponding repeat order has reached a predetermined standard (s304: Y), the financial product trading management system 100 ends the process.

  On the other hand, when it is determined by the above-described determination of step s304 that the accumulated profit / loss value obtained for the corresponding repeat order has not reached the predetermined standard (s304: N), the financial product trading management system 100 is in the flow of FIG. Steps s111 to s113 are executed. In addition, when completing the execution of step s113, the financial product trading management system 100 determines whether the value of the number of repeats has reached the upper limit of the number of repeats designated by the user or the date and time of the order deadline has arrived (s305). If it is determined by this determination that the value of the repeat count has reached the user-specified repeat count upper limit or the date and time of the order deadline has arrived (s305: Y), the financial product trading management system 100 ends the processing.

  On the other hand, if it is determined in step s305 above that the value of the number of repeats has not reached the upper limit of the number of repeats specified by the user and the date and time of the order deadline has not arrived (s305: N), the financial product The trade management system 100 returns the process to step s107 and repeats the subsequent processes.

  By executing such a flow, it is possible to respond appropriately to changes in the trend of financial product prices and to effectively expand the profit margin associated with transactions within the range of user-specified transaction frequencies and deadlines. On the other hand, for example, it is possible to end the repeat order within a certain range of the total loss caused by the repeat order and control the loss expansion. In addition, it is possible to give the user an opportunity to reconsider the order contents and conditions, such as reviewing the trail width.

  Although the best mode for carrying out the present invention has been specifically described above, the present invention is not limited to this, and various modifications can be made without departing from the scope of the invention.

  According to this embodiment, even in the case of daily foreign exchange margin trading where the market suddenly changes, both selling and buying orders can be freely repeated in response to the trend change accurately. It is possible to continue to effectively expand the profit margin without spending. In addition, in order not to miss trading opportunities in response to the rate of market fluctuations, real-time orders are placed instead of limit orders at the time of new orders, but the order itself is automatically executed by the financial product trading management system and data between user terminals Communication does not occur. Therefore, it is possible to avoid the occurrence of slippage according to the rate difference between the ordering time and the contract time (when the order reaches the financial product sales management system) in spite of the real-time ordering. Thus, the exchange of order data between the financial product trading management system and the user terminal is only the first time, and thereafter, the automatic order is repeated on the financial product trading management system side regardless of the ordering method. It is possible to minimize the risk that the investor suffers from the disadvantages resulting from the communication infrastructure and bandwidth congestion.

  Therefore, it is possible to respond appropriately to the trend change of the financial product price and continue to effectively expand the profit margin associated with the transaction.

20 Network 100 Financial Commodity Trading Management System 101 Storage Device 102 Program 103 Memory 104 Arithmetic Device 107 Communication Device 125 Order Header Table 126 Order Detail Table 200 User Terminal 201 Storage Device 202 Program 203 Memory 204 Arithmetic Device 205 Input Device 206 Output Device 207 Communication Device 300 Interbank market 400 Cover bank system

Claims (7)

A communication device that communicates with an external device via a network;
A new real-time order that requested a contract at a prevailing rate for a given financial product from a user terminal that conducts financial product transactions, and a settlement order for the new real-time order, and the limit level of the limit order according to the price range specified by the user A first process for receiving order data including a settlement trail order that automatically corrects
The first order information is generated according to the new real-time order of the order data, the corresponding financial product is executed based on the first order information, and the settlement order relating to the financial product for which the execution is made, A second process for generating second order information according to a settlement trail order, and a rate level correction of a stop order in the second order information according to a change in a market price of the financial product obtained from a predetermined device And, when the market price fluctuation in the direction of the stop price exceeds the price range, based on the second order information for which the rate level correction has been continued, The third process of regenerating the first order information in the trade category opposite to the first order information in the second process and executing the contract for the corresponding financial product based on the regenerated first order information When,
Along with the contract based on the regenerated first order information, after the second order information is regenerated according to the contract, the regenerated second order information in accordance with the fluctuation of the market price Based on the regenerated second order information, the rate level correction of the stop order is continued, and the rate level correction is continued when the fluctuation of the market price in the direction of the stop price exceeds the price range. An arithmetic unit that executes a fourth process for executing a contract for the corresponding financial product;
A financial product buying and selling management system comprising: The arithmetic unit is:
After execution of the fourth process,
The first order information is generated again in the trade section opposite to the first order information regenerated in the third process, and the corresponding financial product is executed based on the regenerated first order information. A fifth process;
After regenerating the second order information in accordance with the contract and the contract based on the regenerated first order information, the second order information in the regenerated second order information according to the change in the market price. Based on the second order information generated again and again, the rate level correction of the limit order is continued and the rate level correction is continued when the fluctuation of the market price in the direction of the stop price exceeds the price range. And the sixth process for executing the contract for the financial product,
Which is to be executed repeatedly,
The financial product sales management system according to claim 1. The arithmetic unit is:
For the fifth process and the sixth process, the designation of the upper limit of execution times or the execution deadline is received from the user terminal, and the fifth process and the sixth process are repeatedly executed within the range of the received upper limit of execution times or the execution deadline. To do,
The financial product buying and selling management system according to claim 2. The arithmetic unit is:
For the fifth process and the sixth process, a designation of a predetermined standard related to the profit and loss accumulated by the repeat order is received from the user terminal, and the relevant financial product is executed based on the second order information with respect to the repeat order. Monitor the determined profit / loss amount, execute a process of accumulating the profit / loss amount obtained for the corresponding repeat order, and execute the fifth process and the process until the accumulated profit / loss amount reaches the received predetermined standard. 6 processes are executed repeatedly.
The financial product buying and selling management system according to claim 2. The arithmetic unit is:
For the fifth process and the sixth process, a designation of a predetermined standard related to the profit and loss accumulated by the repeat order is received from the user terminal, and the relevant financial product is executed based on the second order information with respect to the repeat order. Monitor the amount of profit or loss that has been confirmed, and cumulatively add the amount of profit or loss gained for that repeat order,
Until the accumulated profit / loss amount reaches the received predetermined standard, or until the number of executions of the fifth process and the sixth process reaches the received execution number upper limit, or until the current date and time reaches the execution deadline , Repeatedly executing the fifth process and the sixth process until one of them is achieved.
The financial product buying and selling management system according to claim 3. An information processing apparatus including a communication device that communicates with an external device via a network is provided.
A new real-time order that requested a contract at a prevailing rate for a given financial product from a user terminal that conducts financial product transactions, and a settlement order for the new real-time order, and the limit level of the limit order according to the price range specified by the user A first process for receiving order data including a settlement trail order that automatically corrects
The first order information is generated according to the new real-time order of the order data, the corresponding financial product is executed based on the first order information, and the settlement order relating to the financial product for which the execution is made, A second process for generating second order information according to a settlement trail order, and a rate level correction of a stop order in the second order information according to a change in a market price of the financial product obtained from a predetermined device And, when the market price fluctuation in the direction of the stop price exceeds the price range, based on the second order information for which the rate level correction has been continued, The third process of regenerating the first order information in the trade category opposite to the first order information in the second process and executing the contract for the corresponding financial product based on the regenerated first order information When,
Along with the contract based on the regenerated first order information, after the second order information is regenerated according to the contract, the regenerated second order information in accordance with the fluctuation of the market price Based on the regenerated second order information, the rate level correction of the stop order is continued, and the rate level correction is continued when the fluctuation of the market price in the direction of the stop price exceeds the price range. A fourth process for executing the contract for the financial product,
A method for managing the purchase and sale of financial products, characterized in that In an information processing apparatus equipped with a communication device that communicates with an external device via a network,
A new real-time order that requested a contract at a prevailing rate for a given financial product from a user terminal that conducts financial product transactions, and a settlement order for the new real-time order, and the limit level of the limit order according to the price range specified by the user A first process for receiving order data including a settlement trail order that automatically corrects
The first order information is generated according to the new real-time order of the order data, the corresponding financial product is executed based on the first order information, and the settlement order relating to the financial product for which the execution is made, A second process for generating second order information according to a settlement trail order, and a rate level correction of a stop order in the second order information according to a change in a market price of the financial product obtained from a predetermined device And, when the market price fluctuation in the direction of the stop price exceeds the price range, based on the second order information for which the rate level correction has been continued, The third process of regenerating the first order information in the trade category opposite to the first order information in the second process and executing the contract for the corresponding financial product based on the regenerated first order information When,
Along with the contract based on the regenerated first order information, after the second order information is regenerated according to the contract, the regenerated second order information in accordance with the fluctuation of the market price Based on the regenerated second order information, the rate level correction of the stop order is continued, and the rate level correction is continued when the fluctuation of the market price in the direction of the stop price exceeds the price range. A fourth process for executing the contract for the financial product,
A financial product buying and selling management program characterized by

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