JP2024012677A - Financial product transaction management apparatus, financial product transaction management system, financial product transaction management method in financial product transaction management system, and program - Google Patents

Abstract

PROBLEM TO BE SOLVED: To provide a financial product management apparatus and a financial product transaction management system configured to provide many opportunities to gain profits.

SOLUTION: A financial product transaction management apparatus 1 includes: an order information generation unit 16 which generates first and second order information for placing a first order at a first order price and a second order at a second order price; an agreement information generation unit 14 which executes the first order and the second order; and order price adjustment means which varies the second order price in a predetermined condition that follows a fluctuation of a market price. The order information generation unit 16 and the agreement information generation unit 14 are configured to generate each first order information so that a plurality of first order prices may be set to different prices and execute at least some of a plurality of first orders. The order information generation unit 16 generates each second order information so as to have a predetermined margin with respect to a first order associated with a second order price. The order price adjustment means varies a second order price that satisfies a predetermined condition. The agreement information generation unit 14 executes at least some of the second orders including an order with the varied second order price.

SELECTED DRAWING: Figure 12

COPYRIGHT: (C)2024,JPO&INPIT

Description

The present invention relates to technology for managing and supporting transactions. The present invention can be applied, for example, to devices that manage and support transactions in financial products such as foreign exchange.

Trading methods for financial products such as foreign exchange include market orders (a form of order in which a trade is made at the market price at the time of order placement) and limit orders (a form in which a trade is made when the market price reaches a pre-specified price), etc. It has been known. Conventionally, inventions have been known in which transactions using these order formats, such as limit orders, are performed using a computer system (see, for example, Patent Document 1). That is, in this invention, an order for a financial product with a position at a preset price is placed, and when the market price of the financial product reaches this price, the order is executed to perform a transaction.

Japanese Patent Application Publication No. 2006-99787

Here, the prices of financial products always fluctuate irregularly and are virtually impossible to predict accurately. For example, when placing a limit order, the price of a financial product may fall (or rise) close to a pre-specified amount, but then start rising (or falling) without reaching the specified price. There is a possibility that large profits can be made by changing the execution price in accordance with such market price fluctuations, but in Patent Document 1, the price of the order information to be placed is constant, so this is done manually. There is also the problem that you will not be able to earn the profits that you could get from trading.

The present invention has been made in view of such problems, and provides a financial product transaction management device, a financial product transaction management system, and a financial product transaction management system that can provide an opportunity to obtain many profits in financial product transactions performed using a computer system. The objective is to provide a transaction management method in a management system.

In order to solve this problem, the invention according to claim 1 is a financial product transaction management device for trading financial products, which sets a first order of the financial product to a standard for executing the first order. The first order information for placing an order at the first order price set as the price, and the second order associated with the first order are set as the standard price for executing the first order. order information generation means for generating second order information for placing an order at the second order price; controlling only the second order information out of the first order information and the second order information; an order price adjustment means for changing the second order price of the second order based on a predetermined condition that occurs with a change in the market price; and the first order information generated by the order information generation means. and execution information generation means for executing the execution of the first order based on the first order and execution of the second order based on the second order information, and the order information generation means is configured to execute execution of the execution of the first order based on the plurality of first order prices. The first order information is generated so that each of the first order information is set at a different price, and the contract information generation means is configured to generate at least one of the plurality of first orders set based on the plurality of first order information. The order information generating means executes a partial execution, and the order information generating means is configured to set each of the plurality of second order prices at a predetermined profit margin with respect to the first order associated with each of the second orders. the second order information of the second order that satisfies the predetermined conditions, the order price adjustment means controls to vary the second order price of the second order that satisfies the predetermined conditions, and the contract information generation means generates the second order information of the second order that meets the predetermined conditions. The method is characterized in that at least a portion of each of the second orders set based on the second order information, including those whose second order prices have been changed by the price adjustment means, is executed.
In addition to the configuration described in claim 1, the invention according to claim 2 is characterized in that the order information generating means generates a price that is a reference price for executing each of the second orders. , the second orders are set so that each second order whose market price increases or decreases by more than the second order price is placed, with respect to the second order prices set as different prices. Features.

In addition to the configuration described in claim 1 or 2, the invention according to claim 3 provides that the first order and/or the second order are placed as one of a limit order, a stop order, and a market order. It is characterized by being set so that

In addition to the configuration described in any one of claims 1 to 3, the invention according to claim 4 is characterized in that the order information generating means generates the first order based on the order information that sets the first order. , after each of the second orders based on the order information that sets the second order, which is a settlement order for the first order, is executed, a new second order that is set based on the generation of new order information is executed. The present invention is characterized in that it is set to repeat the holding of a position by one order and the settlement of the position by the second order set based on the generation of new order information.

In addition to the configuration described in any one of claims 1 to 4, the invention according to claim 5 is configured to set the order information based on the generated order information when the market price reaches a predetermined price. The present invention is characterized by comprising contract information generation means for contracting the first order and the second order.

The invention according to claim 6 is a financial product transaction management system for trading financial products, wherein a first order of the financial product is set as a reference price for executing the first order. First order information for placing an order at the first order price, and a second order price that is set as the standard price for executing the first order, and a second order associated with the first order. order information generating means for generating second order information for placing an order; controlling only the second order information out of the first order information and the second order information; an order price adjustment means for changing the order price based on a predetermined condition that occurs with the fluctuation of the market price; and execution information generating means for causing execution of the second order based on the second order information, and the order information generation means is configured to set each of the plurality of first order prices to different prices. each of the first order information is generated, and the contract information generating means executes a contract for at least a portion of the plurality of first orders set based on the plurality of first order information, The order information generation means generates each of the second order information so that the plurality of second order prices have a predetermined profit margin with respect to the first order associated with each of the second orders. and the order price adjustment means performs control to vary the second order price of the second order that satisfies the predetermined conditions, and the execution information generation means causes the order price adjustment means to change the second order price of the second order that satisfies the predetermined condition. The method is characterized in that at least a portion of each of the second orders set based on the second order information, including orders whose order prices have changed, is executed.

The invention according to claim 7 is a financial product transaction management method in a financial product transaction management system for conducting financial product transactions, wherein the first order of the financial product is used as a criterion for executing the first order. First order information for placing an order at the first order price set as the price, and the second order associated with the first order, set as the standard price to execute the first order. an order information generation procedure in which second order information for placing an order at a second order price is generated; out of the first order information and the second order information, only the second order information is controlled; an order price adjustment procedure for changing the second order price of the second order based on a predetermined condition that occurs with fluctuations in the market price; and the first order generated in the order information generation procedure. a contract information generation procedure for executing a contract for the first order based on the information and a contract for the second order based on the second order information; Each piece of first order information is generated so that each price is set to a different price, and in the execution information generation procedure, a plurality of first orders set based on a plurality of pieces of first order information are generated. At least some of the orders are executed, and in the order information generation step, the plurality of second order prices are set at a predetermined profit margin with respect to the first order associated with each of the second orders. Each of the second order information is generated so that In the information generation step, the execution of at least a portion of each of the second orders set based on the second order information, including those whose second order prices have been changed in the order price adjustment step; is characterized by being carried out.

The invention according to claim 8 is a program that causes a computer to function as the financial product transaction management device according to any one of claims 1 to 5 or the financial product transaction management system according to claim 6. It is characterized by

According to the inventions of claims 1, 6, and 7, the first order information is generated so that the plurality of first order prices are set to different prices, and the plurality of first order information are set to different prices. execute at least some of the multiple first orders set based on the above, and the multiple second order prices have a predetermined profit margin with respect to the first order associated with each second order. The second order information is generated for each of the second orders as shown in FIG. By executing at least a portion of each of the second orders set by the customer, it is possible to secure a large profit even when the market price fluctuates significantly. This provides an opportunity to earn a lot of profit when trading financial products using a computer system.

According to the invention set forth in claim 2, the order information for setting the second order is executed after the market price rises or falls beyond the second order price and then reaches the second order price again. This increases the possibility of trading at a price close to the price at which a falling market turns into a rising market, or the price at which a rising market turns into a falling market, increasing the possibility of making a large profit from trading. can be set.

According to the third aspect of the invention, the present invention can be applied to various order types by placing the order information as one of a limit order, a stop order, and a market order.

According to the invention described in claim 4, after the first order and the second order are executed, the first order and the second order are placed again, and continuous trading is performed based on the simple order placement process. Opportunities can be created to provide opportunities for many benefits.

According to the invention set forth in claim 5, it is possible to execute an order based on the generated order information and reliably trade a financial product.

According to the invention described in claim 8, the present invention can be constructed in various computers and various computer systems.

1 is a block diagram conceptually showing the configuration of a financial product transaction management system and a financial product transaction management device according to Embodiment 1 of the present invention. 2 is a diagram showing field definitions of an order table stored in the financial product transaction management device shown in FIG. 1. FIG. 2 is a flowchart showing a processing procedure when placing an order in the financial product transaction management device shown in FIG. 1. FIG. FIG. 2 is a conceptual diagram schematically showing the principle of a processing procedure using a "one-time through order" in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically illustrating the principle of a processing procedure using a "once-through order" in the financial product transaction management device mentioned above. FIG. 2 is a conceptual diagram schematically illustrating the principle of a processing procedure using a "once-through order" in the financial product transaction management device mentioned above. FIG. 2 is a conceptual diagram schematically illustrating the principle of a processing procedure using a "once-through order" in the financial product transaction management device mentioned above. FIG. 2 is a conceptual diagram schematically showing the principle of a processing procedure based on a “settlement trail order” in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing the principle of a processing procedure based on a “settlement trail order” in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing the principle of a processing procedure based on a “settlement trail order” in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing the principle of a processing procedure based on a “settlement trail order” in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing the principle of a processing procedure based on a “settlement trail order” in the financial product transaction management device. FIG. 2 is a conceptual diagram showing an example of an input screen displayed by a display unit of a client terminal. 3 is a table showing a group of order information generated by the financial product management device according to the first embodiment. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 7 is a conceptual diagram showing an example of an input screen displayed by a display unit of a client terminal in a financial product transaction management system and a financial product transaction management device according to Embodiment 2 of the present invention. It is a table showing a group of order information generated by the financial product transaction management device same as above. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure in the financial product transaction management device. FIG. 7 is a conceptual diagram showing an example of an input screen displayed by a display unit of a client terminal in a financial product transaction management system and a financial product transaction management device according to Embodiment 3 of the present invention. FIG. 2 is a conceptual diagram schematically showing a specific processing procedure when a "shift function" is performed in the financial product transaction management device mentioned above. It is a conceptual diagram which shows the example of a transaction when a transaction is performed in the financial product transaction management apparatus based on each said embodiment.

[Embodiment 1 of the invention]
Hereinafter, one embodiment of the present invention will be described with reference to the drawings.

[System configuration]
FIG. 1 is a system configuration diagram and a functional block diagram of a financial product transaction management system according to the first embodiment. As shown in the figure, the financial product transaction management system 1A includes a financial product transaction management device 1 and n client terminals 2 ₁ to 2 _n (n≧1). The client terminals 2 ₁ to 2 _n can communicate with each other via the Internet 3 as a WAN (Wide Area Network). The financial product transaction management system 1A of this first embodiment handles foreign exchange as a financial product.

The financial product transaction management device 1 is a server computer managed and operated by a financial product dealer, and is equipped with a web server function and a database function for storing large amounts of data. Client terminals 2 ₁ , ..., 2 _n are communication terminals with data communication functions owned and used by individuals or corporations that buy and sell financial products, such as personal computers, tablets, smartphones, mobile phone terminals, etc. falls under this category. The client terminals 2 ₁ , . . . _, 2 _n each include an operation portion 21 ₁ , . It has a display section 22 ₁ , . . . , 22 _n that displays various instructions and various images inputted from the terminals ₁ , . . . , 21 _n . However, the operating units 21 ₁ ,..., 21 _n and the display units 22 ₁ ,..., 22 _n are touch panels, etc. that are operated by the operator by touching or moving a finger, touch pen, etc. on the screen. It may also be configured as Note that since the client terminals 2 ₁ , ..., 2 _n , the operation sections 21 ₁ , ..., 21 _n and the display sections 22 ₁ , ..., 22 _n have the same configuration, it is necessary to distinguish them below. Except in some cases, the client terminal 2, the operation section 21, and the display section 22 are used.

Although not shown in FIG. 1, each of the financial product transaction management device 1 and the client terminals 2 ₁ , . . . , 2 _n includes at least one CPU (Central Processing Unit) and a work area of the CPU. RAM (Random Access Memory) that functions as a computer, ROM (Read Only Memory) that stores boot programs, etc., auxiliary storage devices such as hard disks that store various programs and data, communication interfaces used for sending and receiving data, etc. is provided. The auxiliary storage device stores OS (Operating System) programs, various application programs, data recorded in databases, etc. These programs and data are processed by the CPU in cooperation with hardware resources. to realize various functions.

Note that the financial product transaction management device 1 may be formed by one server computer or may be formed by a plurality of network computer systems.

As shown in FIG. 1, the financial product transaction management device 1 includes a data processing unit 10 as a functional means realized based on the various programs and hardware resources described above, and various types of data processed by the data processing unit 10. It has a database 18 in which data is recorded. The data processing unit 10 performs processing such as generation and processing of various data used in the financial product transaction management device 1, and also a front page distribution unit 11 as a functional means and an order processing unit 11 as an “order information receiving means”. Input reception section 12, deposit/withdrawal information generation section 13, contract information generation section 14 as "contract information generation means", account information generation section 15, order information generation section 16 as "order information generation means", database (DB) It has a connection base section 17 and a price information reception management section 19 as a "market price information management means".

The order input reception unit 12 receives data related to various orders input from the client terminal 2, and performs various processes necessary to establish an order for a financial product.

The deposit/withdrawal information generation unit 13 receives requests for deposits/withdrawals from the client terminal 2, and creates a list of deposits/withdrawals based on the requests.

The order information generation unit 16 generates information regarding the completed order of the financial product based on the information processed by the order input reception unit 12. Orders here include so-called market orders, limit orders, stop orders, and if-done orders.

The contract information generating section 14 performs contract processing based on the order generated by the order information generating section 16 and processing for sending information regarding the completed contract processing to the client terminal 2 of the customer. Note that "contract" here refers to various procedures and processes for consummating the purchase and sale of financial products based on customer orders. As will be described later, when a contract is established in the first embodiment, foreign exchange is bought and sold, and as a result, based on instructions from the contract information generation section 14, the account information generation section 15 generates margin according to the buying and selling amount. The information (described later) is converted, and furthermore, the deposit/withdrawal information generation unit 13 records the status of deposits and withdrawals in the deposit/withdrawal list. Further, when a contract is established, the contract information generation unit 14 causes the display unit 22 of the client terminal 2 to display text information indicating that the contract has been concluded, and also causes the client terminal to deposit and withdraw money from the bank account based on the buying and selling price. Perform processing.

The account information generation unit 15 has a function of generating the customer's deposit balance information and managing the deposit balance information as margin information (that is, information to prove that the order can be executed). Note that the information regarding the deposit balance generated by the account information generation unit 15 is periodically compared with information regarding the customer's actual deposit balance provided by financial institutions such as banks in order to ensure consistency with the actual deposit balance. Verified.

The database connection base unit 17 performs conversion between data generated and processed in the data processing unit 10 and data recorded in the database 18 (for example, mutual conversion between a logical data structure and a physical data structure). , performs processing necessary for communicating data between the data processing unit 10 and the database 18.

The database 18 records data used by the financial product transaction management device 1. Although the database 18 in the first embodiment is formed by a relational database, any format suitable for recording and rewriting a large amount of data may be used, such as an object database. The database 18 records an order table 181 as an "order information recording means", a customer account information table 182 as a "customer account information recording means", a currency pair order condition table 183, and a sequence number table 184. The sequence number table 184 records a unique sequence number assigned to each order information (described later). Details of the order table 181, customer account information table 182, and currency pair order condition table 183 will be described later.

The front page distribution unit 11 creates image data to be displayed on the display unit 22 of the client terminal 2 and transmits the created image data to the client terminal 2.

The price information reception management unit 19 acquires information about the prices of financial products handled by the financial product transaction management device 1, and performs necessary processing on the acquired information for use in the data processing unit 10 and the client terminal 2. and management. In the first embodiment, the price information reception management section 19 periodically acquires, records, and manages information on foreign exchange market prices.

Although not shown, the financial product transaction management device 1 includes a timer that acquires and manages date and time information, and based on the date and time information acquired from this timer, first order information and first sell stop order information. , and deadline management means for managing the order deadline of the second sell stop order information (both of which will be described later).

Data processing unit 10, database 18, front page distribution unit 11, order input reception unit (order input reception means) 12, deposit/withdrawal information generation unit 13, contract information generation unit 14, account information generation unit in the financial product transaction management device 1 15. The order information generation section 16, database connection base section 17, and price information reception management section 19 may be configured in any form. For example, when the financial product transaction management device 1 is formed as a network computer system consisting of a plurality of server computers, each component may be distributed and arranged among the plurality of server computers. In addition, these server computers may be computer systems owned by multiple businesses or server administrators (e.g., computers owned or managed by financial stock exchanges, other financial product transaction management companies, providers, hosting system providers, etc.). system). The server computer may also be configured as a so-called cloud computer system. Further, a data processing section 10, a database 18, a front page distribution section 11, an order input reception section 12, a deposit/withdrawal information generation section 13, a contract information generation section 14, an account information generation section 15, an order information generation section 16, and a database connection base. At least part of the structure of the unit 17 and the price information reception management unit 19 may be provided in the client terminal 2 that constitutes the financial product transaction management system 1A instead of the financial product transaction management device 1.

FIG. 2 is a schematic diagram of field definitions of the order table 181. As shown in the figure, the order table 181 has fields for the number of items, including field names, data types such as characters, numbers, and date and time, and data lengths such as bit length. , No-blank designation (Not Null), presence or absence of a default value (default value), data item name (remarks), etc. are specified.

In the above-described financial product transaction management device 1, it is possible to realize an if-done order transaction using a plurality of stop orders for the same type of financial product by one pre-order.

[Processing procedure]
Next, a processing procedure for generating order information in the financial product transaction management system 1A of the first embodiment will be described.

FIG. 3 shows a buy stop order (new buy stop order) as a "first price" and a sell stop order as a "second price" in the financial product transaction management device 1 of the first embodiment. It is a flowchart showing the processing procedure when accepting a limit order (new sell stop order (trail order)). Hereinafter, the processing procedure at the time of reception will be explained based on the same figure.

A customer using the financial product transaction management system 1A accesses the financial product transaction management device 1 using the client terminal 2. The front page distribution unit 11 of the financial product transaction management device 1 causes the display unit 22 of the accessed client terminal 2 to display an input screen for inputting the buying and selling conditions. The customer inputs the order details on this input screen (step S1). Note that the configuration of the input screen will be described later.

When the data input and selected on the input screen is supplied to the financial product transaction management device 1, the order input reception unit 12 of the financial product transaction management device 1 confirms the contents of the input order. Furthermore, the order input reception unit 12 inspects each order price (step S2). Specifically, the order input reception unit 12 compares the current market price of the selected currency pair with the order reference price input from the input screen, and calculates the order input based on the current market price. It is checked whether this standard price is low (or high) and whether the current market price is between the upper limit price and lower limit price input on the input screen. As a result of the confirmation, if the input price is appropriate (for example, if the order input reception unit 12 is set to say that it is appropriate only if a profit can be obtained by trading based on the input price) (if the setting is satisfied), the order input reception unit 12 determines that the input price is an appropriate price.

If the price of the buy stop order is determined to be an appropriate price (“No” in step S3), the account information generation unit 15 acquires the customer's margin information from the customer account information table 182.

The order input reception unit 12 compares the acquired margin information with the customer's total order amount and confirms whether the margin amount is equal to or greater than the order allowable amount.

Here, the "order allowable amount" refers to the amount required for an order (the same applies in this specification). That is, the allowable order amount may be, for example, the required margin amount calculated based on the amount entered in the order amount input field 402 on the input screen 40 shown in FIG. 13, or a predetermined ratio to the value. , or a predetermined amount.

The order information generation unit 16 generates an "order information group" to be described later only when the margin amount is equal to or greater than the order allowable amount ("No" in step S5). This allows orders to be accepted only if the customer can reliably pay.

If the margin amount is greater than or equal to the allowable order amount (“No” in step S5), the order input reception unit 12 determines whether the order conditions are as described above based on the data recorded in the currency pair order condition table 183, etc. It is confirmed whether various conditions of the order other than the above are satisfied (step S6).

If various order conditions are not met (“Yes” in step S7), the order input reception unit 12 treats the input order as an error and refuses to accept the order (step S10).

If various order conditions are satisfied (“No” in step S7), and it is determined that the order conditions satisfy all the conditions necessary for the order described above, the front page distribution unit 11: A confirmation screen (not shown) is displayed on the display unit 22 of the client terminal 2. The confirmation screen (not shown) lists the order conditions entered and selected by the customer on the input screen 40, and is provided with an approval button (not shown) that is clicked if the listed contents are correct. ing.

When the customer clicks an approval button (not shown) by operating the operation unit 21, the order information generation unit 16 of the financial product transaction management device 1 generates order information based on the data input in step S1 (step S8). Specifically, a plurality of pieces of data input in the above procedure are summarized in units of order prices, and each piece of order information is assigned a sequence number to the order recorded in the sequence number table 184 for each piece of information. Form. At this time, information for distinguishing the sequence number used in the order information from an unused number is added to the sequence number table 184. The plurality of order information generated in one step S8 includes order information for a limit order of the same type of financial product at a first price, and order information for a limit order for a second price. A group (hereinafter simply referred to as an "order information group") is formed.

The order information generation unit 16 records the generated order information group in the order table 181 (step S9). The order information group is recorded in the order table based on the definition of each field shown in FIG. For example, the "ord_seq" field 181b is the definition of the sequence number assigned in step S8. The "cust_seq" field 181c is a customer number uniquely determined for each customer, and the "style_id" field 181d is a definition of a product name. The “ccy_pair_id” field 181e defines an ID number uniquely determined for each currency pair. This combination of ID number and currency pair is recorded in an ID table (not shown) provided separately in the database. The “ord_amnt” field 181f is a definition of the amount input in the order amount input field 402 or the order amount input field 424. The “buy_sell_id” field 181g defines whether the order is a sell order or a buy order selected in the order type selection field 404, and the “ord_rate” field 181h is entered in the order amount input field 402 or order amount input field 424. A price calculated based on the calculated price, etc. is defined, and an order deadline is defined in the "limit_time" field 181i. The “ord_cond” field 181j defines the order type selected in the order type selection field 404. The "trail_range" field 181k defines the trail width input in the trail width input fields 409b and 428, and the "through_range" field 181m defines the through price range (in this embodiment, this is set as a uniform price in advance). define,
The “new_close” field 181n defines whether the order is a new order or a settlement order. Although not shown in FIG. 2, the order table 181 is also provided with fields that define other data input on the input screen 40. All data entered on the input screen 40 is recorded in the order table 181 using these fields. Through the above steps, the order acceptance process in the first embodiment is completed.

Note that if at least one of the price of the buy stop order and the price of the sell stop order is determined to be an inappropriate price in step S3 (“Yes” in step S3), or If the amount of money is less than the total order amount (“Yes” in step S5), the order input reception unit 12 treats the input order as an error and refuses to accept the order (step S10). In this case, order information (described later) is not generated, and text information or the like indicating that acceptance of the order has been rejected is displayed on the display unit 22 of the client terminal 2.

When the confirmation button 413 is clicked in this state and the data input and selected on the input screen is supplied to the financial product transaction management device 1, the procedures from step S2 to step S10 shown in FIG. 3 are performed. . As a result, an order information group (described later) is generated.

[Principles of processing procedures for “once through” orders and “settlement trail orders”]
4 to 7 are conceptual diagrams schematically showing the principle of the processing procedure when a transaction is performed in the “once through order” in the financial product transaction management device 1 of the first embodiment, and FIGS. 8 to 12 is a conceptual diagram schematically showing the principle of a processing procedure when a transaction is performed in a "settlement trail order" in the financial product transaction management device 1 of the first embodiment.

Here, a "one-time through order" means that each new order is placed at An order type that is set to be executed after the price falls (or rises) beyond the price and then matches the new order price again (hereinafter simply referred to as "through order". The same applies in this specification). . In addition, a "settlement trail order" means that the market price is the settlement order price, which is the "second order price" set as the standard price for executing each settlement order. An order that is executed after rising (or falling) by more than (hereinafter simply referred to as a "settlement trail order"; the same applies throughout this specification).

The principle of the processing procedure will be explained below based on these figures. In addition, in the financial product transaction management device 1, a "through order" and a "settlement trail order" can be used together, or only one of them can be used.

In addition, in the following explanation, a mode will be described in which the "first order" is configured as a new stop order and the "second order" is configured as a stop order for settlement, but this is different from the "first order". This is an example of the structure of "order" and "second order", and other aspects such as "first order" and "second order" are structured as limit orders or as market orders. It may be something that has been done.

[Principle of trading procedure for “once through order”]
After the reception is completed, the price information reception management unit 19 of the financial product transaction management device 1 continues to obtain information on the market price of the exchange rate. For example, the market price at the time of completion of acceptance is 1 dollar = 104.00 yen, and the assumed buying rate is 51 (the price set as the contract price for a new order based on the input on the input screen. ) is 103.00 yen, through price range information (information on the price range in the high price direction or low price direction with respect to the scheduled execution price. The same applies in this specification. In this first embodiment, the through price range information is 103.00 yen. , is set as a preset price) is 0.20 yen, and the assumed selling rate 52 (a price that is set as the standard price for the contract price of the settlement order based on the input on the input screen). The same applies in this specification.As will be described later, in this embodiment, a settlement order is not executed even if the market price 61 matches the assumed selling rate 52, and the settlement order is not executed even if the market price 61 matches the assumed selling rate 52. ) is set as 104.00 yen.

As shown in FIG. 4, consider a case where the market price 61 falls and matches the assumed buying rate 51 of 1 dollar = 103.00 yen. At this stage, the order information generation unit 16 does not place a new order yet.

As shown in Figure 5, if the market price 61 falls to 1 dollar = 102.80 yen or less (that is, the price range between the assumed buying rate 51 and the market price 61 becomes greater than the through price range information (0.20 yen)). (FIG. 5 shows a state in which the market price 61 has fallen to 1 dollar = 102.70 yen.) In this case, the order information generation unit 16 determines that the market price 61 has fallen to 1 dollar = 102.70 yen. When the price reaches 80 yen, a new stop order is placed at the same price as the assumed buying rate of 51 (1 dollar = 103.00 yen).

Then, as shown in Figure 6, the market price 61 fell below 1 dollar = 102.00 yen (Figure 6 shows a state in which the lowest price fell to 101.50 yen = 1 dollar). If the market price 61 rises thereafter (FIG. 6 shows a state where it has risen to 1 dollar = 102.00 yen), the price of the new order remains unchanged at 103.00 yen.

Then, as shown in FIG. 7, when the market price 61 further increases and reaches the assumed buying rate of 1 dollar = 103.00 yen, the contract information generation unit 14 contracts a new order.

In addition, in FIGS. 4 to 7, a new order of "once through order" is set as a buy order, but it is also possible to set a new order as a sell order. In this case, the settlement order is set as a buy order.

In this way, in the "once through order", a new order is set to be executed after the market price 61 falls (or rises) beyond the assumed buying rate 51 and then matches the assumed buying rate 51 again. As a result, there is a higher possibility of trading at a price close to the price at which a declining market turns into an up market (or the price at which a rising market turns into a falling market), making it difficult to incur unrealized losses. Can be done.

In addition, for "once through order", trail width information is not provided, and even if the market price 61 falls more than the assumed buy rate 51, the assumed buy rate 51, which is the execution price of a new order, is changed in the downward direction. Since this is not performed, it is possible to prevent unrealized losses from occurring due to the acquisition of new order positions. As a result, in transactions of financial products performed using the financial product transaction management device 1 and the financial product transaction management system 1A, the occurrence of disadvantages due to fluctuations in the market price 61 is prevented, and the opportunity to obtain many profits is provided. can.

In addition, in FIGS. 4 to 7, a new order of "once through order" is set as a buy order, but it is also possible to set a new order as a sell order. In this case, the settlement order is set as a buy order.

[Principle of trading procedure in “settlement trail order”]
After the reception is completed, the price information reception management unit 19 of the financial product transaction management device 1 continues to obtain information on the market price of the exchange rate. For example, as shown in FIG. 8, the market price at the time of completion of acceptance is 1 dollar = 80.00 yen, the assumed buying rate 53 is 78.00 yen, the through price range information is 0.30 yen, and the trail width information is 0. 30 yen, assumed sell rate 54 (in this embodiment, the settlement order is not executed even if the market price 62 matches the assumed sell rate 54, but is executed when the market price 61 falls below the assumed sell rate 54) ) is set at 79.00 yen. Furthermore, it is assumed that the above-mentioned "through order" is set to be used when placing and executing a new order.

As shown in Figure 8, the market price 62, which was 1 dollar = 80.00 yen at the time of acceptance, has further fallen below the price by the through price range information based on the assumed buying rate 53, and after that, the market price 62 When the assumed buying rate 53, 1 dollar = 78.00 yen, is reached again, the new order is executed. Then, as shown in FIG. 8, the market price 62 further rises, reaching the assumed selling rate 54 of 1 dollar = 79.00 yen. At this stage, the order information generation unit 16 does not issue a payment order yet.

Then, as shown in Figure 9, if the market price 62 rises to 79.30 yen or more per dollar (that is, the price range between the assumed selling rate 54 and the market price 62 becomes more than the trail width information (0.30 yen)). (Figure 9 shows a state where the market price 62 has risen to 1 dollar = 79.30 yen.) In this case, the order information generation unit 16 calculates that the market price 62 is 1 dollar = 79.30 yen. When the price reaches 30 yen, a stop-loss order (trailing order) is placed at the same price as the assumed selling rate 54 (1 dollar = 79.00 yen).

Then, as shown in FIG. 10, the market price 62 rises to 79.60 yen or more to the dollar (FIG. 10 shows a state in which the market price 62 rises to 79.60 yen to the dollar). ), the contract information generation unit 14 increases the assumed selling rate 54 of the settlement order from 79.00 yen to 79.30 yen based on the trail width information.

Then, as shown in Figure 11, the market price 62 further rises to more than 79.90 yen per dollar (in Figure 11, the market price 62 rises to 79.90 yen per dollar). ), the contract information generation unit 14 increases the assumed selling rate 54 of the settlement order from 79.30 yen to 79.60 yen based on the trail width information.

As shown in FIG. 12, the market price 62 is 1 dollar = 82.20 yen (that is, from the state shown in FIG. 15, the market price 62 is further lower than the assumed selling rate 54 (1 dollar = 79.90 yen) Consider the case where the market price 62 falls without rising to more than the trail width (high price of 0.30 yen) (Figure 12 shows a situation where the market price 62 rises to 80.00 yen per dollar and then falls). ) In this case, no further changes to the assumed selling rate 54 are made.

Here, even if the market price 62 further declines and reaches the assumed selling rate 54 of 1 dollar = 79.60 yen, the order information generation unit 16 does not execute the settlement order. This leaves open the possibility of further increasing the profit margin (that is, changing the assumed sell rate 54, which is the execution price of the settlement order, to a higher price side) if the market price 62 starts to rise further. It becomes possible.

Then, as shown in FIG. 12, when the market price 62 becomes less than the assumed selling rate 54 of 1 dollar = 79.60 yen, the contract information generation unit 14 contracts the settlement order.

Note that in FIGS. 8 to 12, the settlement order of "settlement trail order" is set as a sell order, but it is also possible to set the settlement order as a buy order. In this case, the new order is set as a sell order.

In this way, in the "settlement trail order", the settlement order is set to be executed after the market price 62 rises (or falls) beyond the assumed sell rate 54 and then reaches the assumed sell rate 54 again. This increases the possibility of trading at a price close to the price at which a rising market turns into a falling market or the price at which a falling market turns into a rising market, making it possible to make a large profit from trading. . In addition, for a settlement order, when the price range between the market price 62 and the assumed sell rate 54, which is the standard price for settlement after placing an order, exceeds a predetermined trail width, the market price 62 is determined based on the trail information. Since it is set to move in an upward direction (or a downward direction), it is possible to secure a large profit even when the market price fluctuates significantly. This provides an opportunity to earn a lot of profit when trading financial products using a computer system.

In addition, in the "settlement trail order", it is also possible to configure the settlement order to be executed when the market price 62 and the assumed selling rate 54 match.

[Shift function]
In the financial product transaction management device 1 or the financial product transaction management system 1A, it is also possible to execute a transaction using the "shift function" process after each of the new orders and settlement orders that have already been placed are executed. Orders using this "shift function" are based on the above-mentioned "through orders", "settlement trail orders", and various if-done orders (for example, "repeat if-done orders" and "trap repeat if-done orders" described later), etc. , after a new order and a settlement order have been executed at least once each, when a new order or settlement order is placed, the price or price range is shifted to a price or price range that is different from the price or price range of the previously placed order. This is an ordering form in which a new order is placed in the same state. Details of this "shift function" will be described later.

[Specific processing procedures for "once through order" orders and "payment trail orders"]
13 to 22 are diagrams showing specific processing procedures for "once through" order and "settlement trail" in the financial product transaction management system 1A of the first embodiment. Hereinafter, based on these, specific processing procedures will be explained.

This processing procedure shows a combination of a "one-time through order" and a "settlement trail order" with a "repeat-if-done order." This "repeat if-done order" is a trade in which, after a new order and a settlement order for this new order are each executed, the position is held by a new new order and the position is settled by a settlement order. This refers to the form of ordering.

After the process in step S1 shown in FIG. 3, an input screen is displayed on the display unit 22 of the client terminal 2. FIG. 13 is a conceptual diagram showing an example of the input screen 40 displayed on the display unit 22 at this time. In the input screen 40 of the same figure, trap repeat if-done orders (for one financial product, multiple new orders as "first orders", multiple settlement orders as multiple "second orders", and each new order) The orders are placed so that each settlement order has an equal price range, and one new order has a position, and when one settlement order is executed for the new order with that position, it becomes the same as that new order. An order form in which a new order with a new price and a new settlement order with the same price as the settlement order are repeatedly generated.The input screen for placing an order is It is shown.

The input screen 40 shown in FIG. 13 includes a currency pair selection button 401 for displaying tradable currency pairs on the screen, an order amount input field 402 for inputting the order amount of the financial product for each order, and an order amount input field 402 for entering the order amount of the financial product for each order. A start price input field 403 for inputting a reference price (order price that is the basis for order placement for each order information), an order type selection field 404 for inputting the type of order to be placed, a trap (configuring an order that is placed in multiple orders, It includes a trap number input field 405 for inputting the number of individual orders (same in this specification), and a trap price range input field 406 for inputting the price range between multiple new orders and between multiple settlement orders. .

The input screen 40 also includes a profit amount input field 407 for entering the profit amount obtained when one new order and one settlement order are executed, and a profit amount input field 407 for entering the profit amount obtained when one new order and one settlement order are executed. Through selection field 408, settlement trail selection field 409a for selecting whether to perform a "settlement trail order", market price interval and/or fluctuation at which the second order price is changed when making a settlement trail order "Trail width" as the range of fluctuation of the second order price each time (in this embodiment, the interval of the market price at which the second order price is fluctuated, and the fluctuation of the second order price for each fluctuation) A trail width input field 409b is provided for inputting a "trail width" (the same applies hereinafter in this specification).

In addition, the input screen 40 also includes a shift function selection field 410 for selecting execution of processing using a "shift function", and a stop order being executed when the market price falls or rises to a predetermined price. Select whether or not to set a stop loss price (hereinafter simply referred to as ``Stop Loss Price''), which is the price at which the transaction or subsequent transaction is canceled (hereinafter simply referred to as ``Stop Loss Processing''). A stop loss selection field 411a for inputting a stop loss price, a stop loss price input field 411b for inputting a stop loss price, a deletion button 412 for deleting the display of the input screen 40 from the display unit 22 and canceling the input process, and the respective input fields and selection fields 401 A confirmation button 413 is provided for causing the order input reception unit 12 to confirm the data input and selected in steps 412 to 412.

In FIG. 13, "US dollar/Japanese yen (buying and selling US dollars with Japanese yen)" is selected using the desired currency pair selection button 401, and "100,000 dollars" is entered in the order amount input field 402. “100.50 yen” is entered in the start price input field, “first order is a new buy limit order” is selected in the order type selection field 404, and “1” is entered in the trap quantity input field 405. , "50,000 yen" is entered in the profit amount input field 407, "0.20 yen" is entered in the trap price range input field 406, and once the through selection field 408 and the settlement trail selection field 409a are selected (unchecked). input), "0.20" yen is selected in the trail width input field 409b, the shift function selection field 410 is unselected, and the stop loss selection field 411a is selected, and the stop loss price is input. A state in which "98.00" yen has been entered in the column 411b is shown.

Note that the input screen 40 does not have some or all of the configurations of the through selection field 408, the settlement trail selection field 409a, the trail width input field 409b, the stop loss selection field 411a, and the stop loss price input field 411b. It's okay.

That is, the financial product transaction management device 1 may be configured such that one of the functions of "once through order" and "settlement trail order" is not provided, or it may be configured such that one of the functions of "once through order" and "settlement trail order" is not provided. One or both may be configured to be automatically set for all orders entered and placed from the input screen 40. In addition, the input screen 40 has only a payment trail selection field 409a and no trail width input field 409b, and the payment trail price of a "payment trail order" is uniformly set at a specific price set in advance. It may be. Alternatively, the configuration may be such that "stop loss processing" is not performed, or only the stop loss selection field 411a is provided on the input screen 40 and the stop loss price input field 411b is not present, and the "stop loss price" is The configuration may be uniformly set at a specific price.

Furthermore, the input screen 40 may not include the shift function selection column 410, and the setting may be such that transactions using the "shift function" are not performed. In addition, the input screen 40 includes a shift width input field (not shown) in addition to the shift function selection field 410, so that the customer can freely input and set the shift width. Alternatively, as in the first embodiment, the shift width may be uniformly set at a specific price set in advance.

Furthermore, in the first embodiment, the price entered in the trail width input field 409b is calculated once as the price difference between the settlement order price (settlement price) and the market price, which is the standard for executing the trail. Used together with the price range that changes the settlement order in the trail of each (for example, the trail of the settlement order is performed based on the order information generated when "0.20 yen" is entered in the trail width input field 409b. In this case, each time the market price fluctuates by 0.20 yen, the settlement price is changed to increase (or decrease) by 0.20 yen.) This structure is designed to simplify and simplify input processing. However, the present invention is not limited to this. On the input screen 40, information on the price difference between the price of the settlement order and the market price and information on the price range for changing the settlement order when performing a trail can be input separately. It may also be configured so that it can be set as a value.

Further, in the first embodiment, the input screen 40 is provided with a start price input field 403 and a profit amount input field 407, and the order information generation unit 16 generates a settlement order based on the numerical values input in these input fields 403. It is configured to calculate order price information (that is, settlement price) of information (described later). However, instead of this, a configuration such as a "settlement price input field" for inputting the numerical value of the settlement price may be provided on the input screen 40, or an input through the profit amount input field 407 and the input of the settlement price may be provided. A configuration may also be adopted in which the customer can select the input according to the configuration. Also, instead of inputting the profit amount, it may be configured to input the price difference (for example, information such as "XX yen" or "XX points"), or input any other information regarding the profit margin. It may be a configuration.

When the confirmation button 413 is clicked after appropriate inputs and selections have been made in the various input fields and selection fields 401 to 411b of the input screen 40 shown in FIG. Generate order information by performing calculations based on the base numbers. Then, an order information group is generated from the plural pieces of order information. This order information group is made up of multiple order information that have a specific relationship (for example, a series of orders that are placed at the same time, or a relationship between a new order and a settlement order or stop loss order that corresponds to this new order). It is a collection of information and a collection of data that generates that information.

FIG. 14 is a diagram schematically showing a group of order information generated by the order information generation unit 16 and recorded in the order table 181. Note that the table shown in the figure is also displayed as an image on the display section 22 of the client terminal 2 by the front page distribution section 11.

As shown in FIG. 14, the order information group 1810A includes new order information 18101 as "first order order information" for placing a stop order for the first price, and "new order information 18101" for placing a stop order for the second price. Settlement order information 18102 as "first settlement order information" forming "second order order information" and stop as "second settlement order information" forming "second order order information" Consists of loss order information 18103. Here, "first order information" is order information with a high priority in terms of execution order, and "second order information" is order information with a low priority in terms of execution order. .

As shown in FIG. 14, new order information 18101, settlement order information 18102, and stop loss order information 18103 include order information 181A as a serial number of an order, a customer number 181B uniquely assigned to each customer, and a target for buying and selling. Currency pair information 181C for identifying currency combinations (mainly combinations of Japanese yen and foreign currencies), position as foreign currency position in one order (hereinafter simply referred to as "position"; the same applies in this specification); Order amount information 181D as price information, order time information 181E as information on the time when the order was placed, and buy/sell direction information 181F as flag information for identifying whether the order is a "sell order" or "buy order". , order price information 181G as "contract price information", order expiration date information 181H as information indicating the expiration date of each order information 1811 to 1816, and identification of the type of order such as "market order" or "if-done order". order type information 181J, through price width information 181K, trail width information 181L, flag information that identifies whether each order information is a "new order", "settlement order", or "limit order" It has new/payment information 181M as follows. Although not shown in FIG. 14, each order information 18101 to 18103 is, in addition to the above, valid order information as order information for a stop order (or limit order) that has already been placed, or order information for a stop order (or limit order) before placing an order. Valid/invalid information, which is flag information to identify whether order information is invalid as order information (limit order), and whether each order information 18101 to 18103 is the first order information or the second order information. Attribute information includes ranking information as flag information for identifying whether the order information is order information, and contract presence/absence information as flag information for identifying whether each order information has a contract. These attribute information are based on information input from the input screen 40, and are recorded in the order table 181 based on the field definitions described above.

As shown in FIG. 14, each order information 18101 to 18103 is provided with contract price information as order amount information 181D. As will be described later, the execution price specified in the order amount information 181D is determined based on the trail width information 181L, trail start price information (not shown), and stop loss width information (not shown) as the market price changes. fluctuate.

As shown in FIG. 14, order price information 181G of new order information 18101 (that is, new order price) is set based on the numerical value input in the start price input field 403, and order price information 181G of stop loss order information 18103 (that is, The stop loss price) is set based on the numerical value input in the stop loss price input field 411b. In addition, the order price information 181G (that is, the settlement order price) of the settlement order information 18102 is the value entered in the start price input field 403 (100.50 yen) and the value input in the profit amount input field 407 (50,000 yen). ) divided by the numerical value (100,000) entered in the order amount input field 402 (0.5 yen) is added to the value (101.00 yen).

As shown in FIG. 14, in the first embodiment, through price range information 181K of new order information 18101 and settlement order information 18102 is fixed as specific price difference information set in advance. Specifically, this through price range information is set as "20 (indicating 1 dollar = 0.20 yen)". This numerical value is price information for setting the price difference between the order price information 181G of new order information and payment order information and the "order trigger" which is the trigger price for placing a new order and payment order. In the first embodiment, the through price range information 181K is automatically set to a specific value (that is, 1 dollar = 0.20 yen) by the order information generation unit 16. However, an input field for inputting through price range information may be provided on the input screen 40, and the configuration may be such that the customer can freely set the through price range information 181K. Further, the trail width information 181L of the payment order information 18102 is set as "20" (indicating 1 dollar = 0.20 yen), which is a numerical value input in the trail width input field 409b of the input screen 40. However, the trail width input field 409b may not be provided on the input screen 40, and the order information generation unit 16 may automatically set a trail width of a specific value.

In this first embodiment, the order information generation unit 16 converts the trail width information 181L of the settlement order information 18102 into trigger information for performing a trail and price fluctuation width of the order price information 181G for each trail. (For example, if the trail width information 181L is set to "20", each time the market price rises (or falls) by 1 dollar = 0.20 yen, the order price information 181G also changes by 1 dollar = increase (or decrease) by 0.20 yen). However, depending on the configuration of the input screen 40, the trigger information for performing a trail and the information on the price fluctuation range for each trail may be set separately, or either one can be set by the order information generation unit 16. It may be configured to be set automatically. Further, the order information generation unit 16 may be configured to set the price difference between the market price at the time of generation of the settlement order information 18102 and the order price information 181G as the trail width information 181L, or the financial product transaction management device 1 may The configuration may be such that the order price information 181G is increased (or decreased) while maintaining the price difference between the market price at the time of generation of the payment order information 18102 and the order price information 181G.

Although not shown in FIG. 14, in the valid/invalid information (not shown), when initially generated, all order information 18101 to 18103 are initially invalid as an unordered state (hereinafter simply referred to as "invalid"). ) is defined as invalid order information.

Further, all order information 18101 to 18103 are placed and executed as stop orders. For this purpose, all the order information 18101 to 18103 are provided with limit direction identification information for identifying a (forward) limit order and a stop order. The configuration may be defined as information. By having such limit order identification information, it becomes possible to apply "once-through orders" and "settlement trail orders" to various order types.

Assume that when the acceptance of the order is completed, the market price 63 is 1 dollar = 101.00 yen, as shown in FIG. As a result, as shown in FIG. 16, the market price 63 exceeds 1 dollar = 100.50 yen and further falls, and 1 dollar = 100.30 yen (that is, 1 dollar entered in the starting price input field 403 = When it reaches the value set in the through price range information 181K (1 dollar = minus 0.20 yen) from 100.50 yen, this arrival becomes the order trigger BT1, and based on the new order information 18101, 1 dollar = A new order B1 (new stop order) for 100.50 yen is placed. The same applies to ).

Then, as shown in FIG. 17, when the market price 63 turns from falling to rising and once again reaches 100.50 yen = 1 dollar, the new order B1 is executed. The contract information generation unit 14 performs processing to bring the new order information 18101 into a contracted state. Specifically, for example, the contract information generation unit 14 rewrites the attribute information (not shown) that sets contract/uncontracted/cancelled included in the new order information 18101 to the "contract" state, and updates the customer account. The information table 182 is rewritten. As a result, the new order is processed as being executed.

Next, as shown in FIG. 18, the market price 63 further increases and exceeds 1 dollar = 101.00 yen to 1 dollar = 101.20 yen (in other words, the order price information 181G of the settlement order information 18102 When the value reaches 1 dollar =) 101.00 yen plus (1 dollar =) 0.20 yen set in the through price range information 181K), this arrival becomes an order trigger ST1, and based on the settlement order information 18102 Then, a settlement order S1 (stop-loss order) is placed at 1 dollar = 101.00 yen.

After that, as shown in FIG. 19, when the market price 63 further increases, each time the market price 63 increases by 1 dollar = 0.20 yen (that is, the price set in the trail width information 181L of the settlement order information 18102), =) The arrival of the price in increments of 0.20 yen becomes the trail order trigger ST1, and the trail is executed, and the settlement order price set in the order price information 181G increases by 1 dollar = 0.20 yen.

In Figure 19, when the market price 63 is 1 dollar = 101.20 yen and a settlement order of 1 dollar = 100.00 yen is placed, when the market price 63 reaches 1 dollar = 101.40 yen, this is reached. This triggers a trail order and the settlement order price increases to 1 dollar = 101.20 yen, and when the market price 63 reaches 101.60 yen per dollar, this arrival triggers a trail order and increases the settlement order price. rose to 1 dollar = 101.40 yen... As a result of repeating this, the market price 63 reached 1 dollar = 102.40 yen, and this arrival triggered the trail order and the settlement order price The figure shows that the price has risen to 102.20 yen to the dollar.

After this state, when the market price 63 changes from rising to falling as shown in FIG. For 18102, processing is performed to execute the settlement order. Specifically, for example, the contract information generation unit 14 rewrites the attribute information (not shown) that sets contract/uncommitment/cancellation included in the payment order information 18102 to the state of "contract", and updates the customer account information. Rewrite table 182. As a result, the payment order is processed as having been executed. Note that although Figures 19 and 20 show that the market price 63 rose to 102.40 yen per dollar and then fell, the price at which the market price 63 changes from rising to falling may be higher or lower than this. Often, in that case, the price at which the settlement order is executed may also be different from the state shown in FIG. For example, if the market price changes from rising to falling at 1 dollar = 102.30 yen and falls below 102.20 yen to 1 dollar, the execution information generation unit 14 sends a settlement order to the settlement order information 18102. Perform processing to execute the contract.

When a new order and a settlement order are each executed, the stop loss order information 18103 of the order information group 1810A is canceled. Specifically, for example, the contract information generation unit 14 rewrites the attribute information (not shown) that sets contract/uncommitment/cancellation included in the stop loss order information 18103 to the state of "cancelled". As a result, the stop loss is treated as canceled. In addition, after the new order is executed, the market price 63 does not rise to the price that triggers the settlement order (in this case, 1 dollar = 101.20 yen) and the order price information 181G of the stop loss order information 18103 remains. If the price drops to 100.00 yen per dollar, the settlement order will be canceled and subsequent transactions (that is, transactions of financial products based on the order information group 1810A) will also be cancelled. However, it is also possible to continue the transaction without this cancellation.

As shown in FIG. 20, when a new order and a settlement order are executed, the execution information generation unit 14 deletes the order information group 1810A including the executed new order information 18101 and settlement order information 18102 from the order table 181, and The information generation unit 16 generates a new order information group 1810A. The newly generated order information group 1810A is also generated in the same state as the original order information group 1810A shown in FIG. 14 was generated.

Based on this newly generated order information group 1810A, financial product transactions continue, and similar transactions are repeated. That is, as shown in FIG. 21, when the market price 63 of the financial product falls again and reaches 1 dollar = 100.30 yen, this arrival becomes an order trigger BT1, and the order information generation unit 16 A new order B1 of =100.50 yen is placed again. After this, when the market price 63 turns from falling to rising again, the execution information generation unit 14 executes the new order B1, and when the market price 63 further increases and reaches 101.20 yen = 1 dollar, this is reached. becomes the order trigger ST1, and the order information generation unit 16 issues a settlement order S1 of 1 dollar = 101.00 yen. After that, when the market price 63 increases by 0.20 yen or more (1 dollar =), the trail of the settlement order (that is, the change in the order price information 181G of the settlement order information 18102) is executed every 0.20 yen (1 dollar =). Furthermore, when the market price 63 changes from rising to falling and becomes less than the settlement order price, the execution information generation unit 14 performs processing to execute the settlement order and cancel the stop loss order. From now on, such transactions will be repeated.

FIG. 22 shows a state in which the placement and execution of a new order and the placement, trail, and execution of a settlement order are repeated three times in accordance with fluctuations in the market price 63. In this manner, in this embodiment, processing by "once through order" and processing by "settlement trail order" can be alternately performed repeatedly.

As described above, in the first embodiment, the new order information 18101 is set to the price set in the order price information 181G again after the market price 63 decreases or increases beyond the price set in the order price information 181G. The settlement order information 18102 is set to be executed after matching, and the settlement order information 18102 is set again in the order price information 181G after the market price 63 rises or falls beyond the price set in the order price information 181G. Since it is set to be executed after the price has been reached, there is a high possibility that you can trade at a price close to the price at which a falling market turns into a rising market, or the price at which a rising market turns into a falling market, and you can make a large profit by trading. It is possible to have the possibility of obtaining . Further, the settlement order information 18102 is set to be moved in an upward direction or downward direction based on the trail width information, making it possible to secure a large profit even when the market price fluctuates significantly. Further, by providing the trail width information 181L only in the settlement order information 18102, it is possible to suppress the occurrence of unrealized losses due to acquisition of a new order position using the new order information 18101. As a result, in transactions of financial products conducted using a computer system, it is possible to prevent the occurrence of disadvantages due to fluctuations in market prices, and to provide an opportunity to obtain many profits.

In this first embodiment, an order is placed when the price range between the market price 63 of the financial product and the price set in the order price information 181G of the new order information 18101 is greater than or equal to the through price range set by the through price range information 181K. By setting it so that the market changes to a falling market, or after a falling market turns to a rising market, you can ensure that your orders will be executed, and you will have the opportunity to earn a lot of profit. can be provided appropriately.

In the first embodiment, the through price range information 181K is fixed as specific price difference information set in advance, so that order input can be easily performed.

In this first embodiment, after the price rises or falls beyond the price set in the order price information 181G of the settlement order information 18102, the price falls or rises beyond the price set in the order price information 181G. By setting the position to be settled at the time of settlement, trading of financial products based on the settlement order information 18102 is continued even after the market price matches the price set in the order price information 181G of the settlement order information 18102. , it is possible to maintain the possibility of increasing the amount of profit from the transaction. This can increase your chances of making a lot of money.

In this first embodiment, after a new order based on new order information 18101 and a settlement order based on settlement order information 18102 are executed, a new order and a settlement order are placed again, and based on the simple order placement process. , can provide continuous trading opportunities and opportunities to earn a lot of profits.

In the first embodiment, an order can be executed based on the generated new order information 18101 and settlement order information 18102, and a transaction of a financial product can be reliably performed.

In the first embodiment, the new order information 18101 is set as a new buy order and the settlement order information is set as a sell settlement order, but conversely, the new order information 18101 is set as a new sell order and settlement order. The order information can also be set as a buy settlement order (the same applies to all embodiments below).

[Embodiment 2 of the invention]
Embodiment 2 of the present invention is shown in FIGS. 23 to 33.

In the financial product transaction management system of this second embodiment, a state is shown in which a "once-through order" and a "settlement trail order" are combined with a "trap repeat if-done order." This "trap repeat if-done order" is set to repeatedly place multiple first orders and multiple second orders of the same financial product at different prices. refers to an order.

The configuration and specific processing contents in this second embodiment will be shown below. Here, a description will be given based on a configuration in which the "first order" is placed as a new if-done order, and the "second order" is placed as a settlement order for the if-done order.

The system configuration of this second embodiment is the same as that of the first embodiment. After the process of step S1 shown in FIG. 3, an input screen is displayed on the display unit 22 of the client terminal 2. FIG. 23 is a conceptual diagram showing an example of the input screen 40 displayed on the display unit 22 at this time. This input screen 40 differs from the input screen 40 of the first embodiment of the invention shown in FIG. 13 in that "5" is input in the trap number input field 405. Another difference from the first embodiment is that "100,000" yen is entered in the profit amount input field 407.

When confirmation button 413 is clicked in the state shown in FIG. 23, order information generation section 16 generates order information group 1810B shown in FIG. 24.

FIG. 24 is a diagram schematically showing a group of order information generated by the order information generation unit 16 and recorded in the order table 181. Note that the table shown in the figure is also displayed as an image on the display section 22 of the client terminal 2 by the front page distribution section 11.

This order information group 1810B is generated with new order information and payment order information for the number of traps input in the number of traps input field 405 (that is, five traps). That is, the order information group 1810B includes five new order information 18111, 18112, 18113, 18114, 18115, five settlement order information 18116, 18117, 18118, 18119, 18120, and one stop loss order information 18121. .

The configuration of each new order information 18111, 18112, 18113, 18114, and 18115 is the same as the new order information 18101 of the first embodiment. The configuration of each payment order information 18116, 18117, 18118, 18119, and 18120 is similar to the payment order information 18102 of the first embodiment. The configuration of the stop loss order information 18121 is similar to the stop loss order information 18103 of the first embodiment.

As shown in FIG. 24, the order information generation unit 16 generates a new order of 100.00 yen ($1 =) entered in the starting price input field 403 based on the input information on the input screen 40 shown in FIG. The reference price is set as the order price information 181G of the new order information 18111. Then, the value input in the trap price range input field 406 (1 dollar =) 0.20 yen is changed to the price range of the new order information 18112, 18113, 18114, 18115 for each new order information 18112, 18113. , 18114, 18115 are generated. That is, as shown in FIG. 24, the order price information 181G of new order information 18111, 18112, 18113, 18114, and 18115 is (1 dollar =) 100.00 yen, 99.80 yen, 99.60 yen, The prices are set at 99.40 yen and 99.20 yen.

In addition, the order information generation unit 16 determines that the profit amount when the corresponding new order and settlement order (for example, new order information 18111 and settlement order information 18116) are executed is the amount input in the profit amount input field 407 (100,000 yen). ), set the order amount for each payment order information 18116, 18117, 18118, 18119, 18120. In other words, the corresponding value is (1 dollar =) 1.00 yen, which is the value entered in the profit amount input field 407 (100,000 yen) divided by the value (100,000) input in the order amount input field 402. The order amount of each settlement order information 18116, 18117, 18118, 18119, and 18120 is set so that there is a price difference between the new order and the settlement order. That is, as shown in FIG. 24, order price information 181G of payment order information 18116, 18117, 18118, 18119, 18120 is (1 dollar =) 101.00 yen, 100.80 yen, 100.60 yen, 100. The settings are 40 yen and 100.20 yen. The other configurations are the same as those in Embodiment 1 of the invention.

In this second embodiment, the manner of placing and executing each new order and settlement order in accordance with market price fluctuations is the same as that of the new order and settlement order in the first embodiment of the invention. Specifically, first, assume that when the order acceptance is completed, the market price 64 is 1 dollar = 100.20 yen (the black circle on the left side of the figure), as shown in FIG. After this, as shown in FIG. 26, as the market price 64 gradually declines from 100.20 yen to 1 dollar, when the market price 64 reaches 98.80 yen to 1 dollar, the order trigger BT1 (new A new order B1 (based on order information 18111) is placed, and when the market price 64 becomes 1 dollar = 98.60 yen, a new order B2 (based on new order information 18112) is placed by order trigger BT2, and so on. As the market price 64 falls, new orders B1, B2, B3, B4, and B5 are placed (based on new order information 18111, 18112, 18113, 18114, and 18115). Although FIG. 26 shows a state in which the market price 64 has fallen to 98.70 yen per dollar, depending on the situation of the market decline, all new orders B1, B2, B3, B4, and B5 may not be placed. There is also. For example, in FIG. 26, if the market price falls to 1 dollar = 99.10 yen and then starts to rise, the market price 64 will not reach the order trigger BT5 (based on the new order information 18115). New order B5 remains unplaced (in this case, only four new orders are placed, so the number of combinations of transactions consisting of new orders and settlement orders is also four or less).

After that, as shown in Figure 27, when the market price 64 increases to 1 dollar = 100.20 yen, 100.40 yen, ... 101.00 yen, new orders B5, B4, B3, B2, B1 will be executed sequentially.

After that, as shown in FIG. 28, when the market price 64 further increases and exceeds 1 dollar = 100.20 yen and reaches 1 dollar = 101.40 yen, this arrival becomes an order trigger ST5, and settlement order information 18120, a settlement order S5 (settlement stop order) of 1 dollar = 100.20 yen is placed.

After that, as shown in FIG. 29, when the market price 64 further rises, each time the market price 64 rises by 0.20 yen ($1 =), the arrival of the price of 0.20 yen ($1 =) becomes the trailing order trigger ST5. Then, a trail is performed, and the settlement order price set in the order price information 181G increases by 0.20 yen per dollar. In FIG. 29, the market price 64 rises to 1 dollar = 100.70 yen, a payment order S4 of 1 dollar = 100.40 yen (based on payment order information 10119) is placed, and (based on payment order information 10120) The figure shows a state in which the settlement order S5 (based on the order price information 181G) has been trailed and the settlement price (based on the order price information 181G) has increased to 1 dollar = 100.40 yen.

Thereafter, as shown in FIG. 30, when the market price 64 changes from rising to falling and becomes less than 1 dollar = 100.60 yen, the contract information generation unit 14 performs processing to contract the settlement orders S4 and S5. As a result, new orders B4 and B5 (based on new order information 18114 and 18115) and if-done order transactions based on settlement orders S4 and S5 (based on settlement order information 18119 and 18120) are established, respectively. Thereby, the order information generation unit 16 generates new new orders B4, B5 and the original settlement orders S4, S5, which are the same as the original new orders B4, B5 and the original settlement orders S4, S5. FIG. 30 shows new orders B4 and B5 that are newly generated and scheduled to be placed. Note that, based on the newly generated new orders B4, B5 and settlement orders S4, S5, the same orders and contracts as the original new orders B4, B5 and settlement orders S4, S5 are repeatedly performed.

Then, after the state shown in FIG. 30, as shown in FIG. 31, the market price 64 turns from falling to rising again, and as it continues to rise, the payment order S3 (based on the payment order information 10118, 10117, 10116), S2 and S1 are sequentially ordered based on order triggers ST3, ST2, and ST1. Furthermore, each time the market price 64 increases by 0.20 yen to 1 dollar, a trail is performed and the order price (based on the order price information 181G) of the settlement order S3 and the settlement order S2 increases. FIG. 31 shows a state in which the market price 64 has increased to 1 dollar = 101.20 yen, and the order prices of settlement orders S1, S2, and S3 have all become 1 dollar = 101.00 yen.

After the state shown in FIG. 31, when the market price 64 further increases as shown in FIG. 32, the order prices of settlement orders S1, S2, and S3 also increase sequentially by 1 dollar = 0.20 yen in accordance with the increase. . Then, as shown in FIG. 33, when the market price 64 changes from rising to falling and becomes less than the order price of settlement orders S1, S2, and S3 (1 dollar = 102.40 yen in FIG. 33), the contract information generation unit 14 executes the settlement orders S1, S2, and S3. As a result, new orders B1, B2, and B3 (based on new order information 18111, 18112, and 18113) and if-done orders based on settlement orders S1, S2, and S3 (based on settlement order information 18116, 18117, and 18118) are established, respectively. do. Thereafter, the order information generation unit 16 creates new new orders B1, B2, B3 that are the same as the original new orders B1, B2, B3, and new payment orders S1, S2 that are the same as the original payment orders S1, S2, S3. , S3, and based on the newly generated new orders B1, B2, B3 and settlement orders S1, S2, S3, the original new orders B1, B2, B3 and settlement orders S1, S2, S3. Similar orders and executions are repeated.

In this second embodiment, a plurality of new orders based on a plurality of new order information 18111, 18112, 18113, 18114, 18115 and a plurality of settlement orders based on a plurality of settlement order information 18116, 18117, 18118, 18119, 18120 By placing orders at different prices, it is possible to distribute orders over multiple prices. It is possible to reduce the risks that occur.

Note that this second embodiment has a configuration in which a plurality of first orders (for example, a new order for an if-done order) and a plurality of second orders (for example, a settlement order for an if-done order) are each placed only once and executed (hereinafter referred to as " It can also be applied to trap trade orders (referred to as "trap trade orders"). In this case, it is desirable that the input screen 40 be configured to allow selection of a "trap trade order" and a "trap repeat if-done order." In addition, this "trap trade order" can be structured so that an if-done order is executed with one second order executed for multiple first order executions, or when one first order execution is executed. It is also possible to configure the if-done order to be executed by executing a plurality of second orders.

[Embodiment 3 of the invention]
Embodiment 3 of this invention is shown in FIGS. 34 and 35.

In the financial product transaction management system of this third embodiment, a state is shown in which a "through order" and a "settlement trail order" are combined with an order by "Rakutora" and a "shift function" is performed. This "Rakutora" order means that an upper limit price and a lower limit price are set based on the customer's input, etc., and between the upper limit price and the lower limit price, there are multiple first orders and/or multiple first orders. This refers to an order form in which two orders are set.

The configuration and specific processing contents in this third embodiment will be shown below. Here, the "first order" is placed as a new if-done order, the "second order" is placed as a settlement order for the if-done order, and the transaction is executed as a "trap repeat if-done order" similar to the second embodiment. The explanation will be based on the configuration that performs the "shift function".

The system configuration of this third embodiment is the same as that of the first and second embodiments. After the process of step S1 shown in FIG. 3, an input screen is displayed on the display unit 22 of the client terminal 2. FIG. 34 is a conceptual diagram showing an example of the input screen 40 displayed on the display unit 22 at this time. This input screen 40 includes an upper limit price input field 421, an upper limit price input field 421, and a trap price range input field 406 in place of the order amount input field 402, start price input field 403, and trap price range input field 406 of the input screen 40 of the first embodiment of the invention shown in FIG. A lower limit price input field 422 is provided. Trap number input field 423, order amount input field 424, profit amount input field 425, once through selection field 426, settlement trail selection field 427, trail width input field 428, shift function selection field 429, stop loss selection field 430, stop loss The price input field 431, delete button 412, and confirmation button 413 are the same as the number of traps input field 405, order amount input field 402, profit amount input field 407, through selection field 408, payment trail selection field 409a, and trail in the second embodiment. It has the same configuration as the width input field 409b, the shift function selection field 410, the stop loss selection field 411a, the stop loss price input field 411b, the delete button 412, and the confirmation button 413. In the third embodiment, a state is shown in which (1 dollar =) 100.00 yen is input in the upper limit price input field 421 and (1 dollar =) 99.20 yen is input in the lower limit price input field 422. The value input in the upper limit price input field 421 forms "upper limit price information", and the value input in the lower limit price input field 422 forms "lower limit price information".

When the confirmation button 413 is clicked in the state shown in FIG. 34, the order information generation unit 16 generates an order information group 1810B that is the same as the order information group 1810B of the second embodiment (see FIG. 24). That is, based on the input information on the input screen 40 shown in FIG. 34, the order information generation unit 16 converts the price from (1 dollar =) 100.00 yen, which is the price input in the upper limit price input field 421, to the lower limit price input field. Subtract (1 dollar =) 99.20 yen, which is the price input in 422, (100.00-99.20 =) 0.80 yen, and subtract 1 from the number of traps (5). The value divided by the subtracted value (4 orders), 0.20 yen, is set as the price range between each new order and between settlement orders. In addition, the order information generation unit 16 divides the numerical value (100,000 yen) input in the profit amount input field 407 by the numerical value (100,000) input in the order amount input field 402 (1.0 yen), Set as the price difference between each new order and each corresponding settlement order.

In this third embodiment, processes similar to those shown in FIGS. 25 to 33 are performed, and the same transactions as in the second embodiment are performed using a plurality of new orders and a plurality of settlement orders.

Here, the shift function will be explained.

For example, in this third embodiment, the same state as in FIG. 33 of the second embodiment exists, that is, new orders B1, B2, B3, B4, and B5 and settlement orders S1, S2, S3, S4, and S5 are respectively executed. Think about the condition. At this time, on the input screen 40, as shown in FIG. 34, if the order information group 1810B is generated with the shift function selection field 429 checked, the order information generation unit 16 generates the payment order S1, Transactions of new orders B1, B2, B3, B4, B5 and settlement orders S1, S2, S3, S4, S5 of order information group 1810B based on the contracted price of S2 and S3, which is 1 dollar = 102.40 yen. Shift the prices respectively.

Specifically, for example, new order information 18111 for placing new orders B1, B2, B3, B4, B5 (before being shifted) and settlement orders S1, S2, S3, S4, S5, as shown in FIG. ~18115 and settlement order information 18116 to 18120 (see Figure 24) are generated, the market price 64 is 1 dollar = 99.50 yen, shown at point P1 in Figure 35, and settlement orders S1, S2, S3 Consider the case where the market price 64 at the time of the contract was 1 dollar = 102.40 yen, shown at point P2. At this time, the order information generation unit 16 shifts the order price information 181G of the new order information 18111, ~18115 and settlement order information 18116 ~ 18120 in a state where the vertical relationship and price difference between the market price and each order are equal. let For example, the new order B5 shown in FIG. 35 is (1 dollar =) 99.50 yen - (1 dollar =) 99.20 yen = (1 dollar) 0.30 yen for the market price 64 of point P1. Since it is located below, after the shift, it is (1 dollar =) 102.10 yen, which is (1 dollar =) 0.30 yen lower than the market price of (1 dollar =) 102.40 yen shown at point P2. Shift to a circle. The order price information 181G of the newly generated new order information 18115 is also set to (1 dollar =) 102.10 yen. Similar processing is performed for other new orders B1, B2, B3, B4 and payment orders S1, S2, S3, S4, S5.

In this way, new orders B1, B2, B3, B4, B5 and new settlement orders S1, S2, S3, S4, S5 generated using the shift function are replaced by the original new orders B1, B2, B3, B4, B5 and the original settlement orders S1, S2, S3, S4, S5 are different from each other and the price range between new orders B1, B2, B3, B4, B5 and between the original settlement orders S1, S2, S3, S4, S5. Shift to an upper (or lower) price range while maintaining the price range and the price difference between a specific new order (eg, B1) and a corresponding specific settlement order (eg, S1). In FIG. 35, the original price range Q1 between the upper limit price and the lower limit price of a new order is the market price when new order information 18111 to 18115 and settlement order information 18116 to 18120 (see FIG. 24) are generated. The figure shows a shift to a new price range Q2 while maintaining the relationship with 64.

In this way, new new order information 18111, 18112, 18113, 18114, 18115, in which new order price information 181G is set by the shift function, and new settlement order information 18116, 18117, 18118, 18119, 18120 are A new order information group 1810B is generated. Then, each of the order information 18111 to 18121 forming the original order information group 1810B is canceled.

As a result, in the newly generated order information group 1810B, the order price information 181G of the new order information 18111, 18112, 18113, 18114, 18115 is (1 dollar =) 102.90 yen, 102.70 yen, 102. 50 yen, 102.30 yen, and 102.10 yen, and the order price information 181G of settlement order information 18116, 18117, 18118, 18119, and 18120 are (1 dollar =) 103.90 yen, 102.70 yen, and 102. They will be 50 yen, 102.30 yen, and 102.10 yen.

Note that the processing by the shift function may be performed by any method other than the above-mentioned processing procedure. For example, in the state shown in FIG. 35, new order information (or new settlement order information, The configuration may be such that the order price information 181G for both information) is set. Specifically, when setting new order information centered on 1 dollar = 102.40 yen, new order information 18111, 18112, 18113, 18114, which sets new orders B1, B2, B3, B4, B5, The order price information of 18115 is (1 dollar =) 102.80 yen, 102.60 yen, 102.40 yen, 102.20 yen, and 102.00 yen.

By conducting transactions using this "shift function," it is possible to continue trading with new new orders and new settlement orders based on the market price 62 at the time the settlement order was executed. Thereby, it is possible to repeatedly place orders that reflect the market price 64, thereby providing the possibility of obtaining a large profit.

Note that the above-described "shift function" can also be applied to the configurations of the first embodiment of the invention and the second embodiment of the invention.

As described above, in this third embodiment, a plurality of new order information 18111, 18112, 18113, 18114 whose respective order price information 181G are set to different prices are provided between the input upper limit price information and lower limit price information. , 18115, and a plurality of settlement order information 18116, 18117, 18118, 18119, 18120, each of which has its order price information 181G set to a different price, thereby obtaining the upper limit price information and lower limit price input by the customer. The information allows the customer to specify a price range in which he or she wishes to trade, and to trade within this price range with multiple first and second orders. As a result, the process of placing multiple new orders and settlement orders at multiple prices can be easily performed, and the orders can be placed reliably.

In the third embodiment, the upper limit price is entered in the upper limit price input field 421 and the lower limit price is entered in the lower limit price input field 422 as numerical values on the input screen 40, but the present invention is not limited to this. For example, in a tablet or the like in which the display section 22 is formed by a touch-sensitive touch panel, a configuration may be adopted in which a customer can set an upper limit price or a lower limit price by touching the screen with a finger, touch pen, or the like.

As described above, in each of the embodiments described above, in transactions of financial products conducted using a computer system, it is possible to prevent the occurrence of disadvantages due to fluctuations in market prices 61, 62, 63, 64, and to obtain many profits. can be provided.

[Embodiment 4 of the invention]
In the financial product transaction management system according to the fourth embodiment of the present invention, the "once through order", "settlement trail order", and "shift function" are combined with the so-called "double repeat if-done order" and the like.

Here, a "double repeat if-done order" specifically means that each time a first order (for example, a buy order) and a second order (for example, a sell order) are executed, the orders are executed in the opposite order from the previous order. This is a transaction form in which the holding of the position and the settlement of the position are repeated using the first order and the second order. As a result, the effects of the present invention can be exerted in an if-done order configured so that the profit of each transaction is further increased.

[Embodiment 5 of the invention]
In the financial product transaction management system according to the fifth embodiment of the present invention, orders based on "once through order", "settlement trail order", and "shift function" are combined with so-called OCO orders. Specifically, orders based on first order information (e.g., first new order), orders based on second order information (e.g., first settlement order for performing an if-done order based on first new order), and others. An order based on the third order information (for example, a second new order) that holds a position when the market price of the financial instrument reaches a predetermined third price, and Generates order information for placing an order based on the fourth order information (for example, a second settlement order that executes an if-done order based on the second new order) that closes the position when the price reaches the first order. When one of the orders based on the order information and the order based on the third order information (for example, the first new order based on the first order information) is executed, the order for settlement of the other and the other (for example, the order based on the third order information) is executed. A second new order based on the order information and a second settlement order based on the fourth order information) are set to be canceled and the transaction is performed.

In this fifth embodiment, while trading is carried out regardless of whether the market price fluctuates in an upward or downward direction, the occurrence or expansion of a substantial disadvantage due to the continuation of an order in the opposite direction to the direction of market price fluctuation is avoided. Therefore, it is possible to prevent disadvantages from occurring while ensuring transactions.

[Embodiment 6 of the invention]
In the financial product transaction management system 1A according to the sixth embodiment of the present invention, "trap trade orders" and "repeat if-done" orders are combined with "once through orders" and "settlement trail orders" in the first to fifth embodiments. A part of the order generated by the order information generation unit 16 in any of the following configurations: "Order", "Trap Repeat If Done Order", "Rakutora" order, "Double Repeat If Done Order", and "OCO Order". By generating all of them using market orders, a configuration similar to that of Embodiments 1 to 5 is formed, and similar transaction processing is performed. Specifically, for example, in [Embodiment 1 of the invention], the market price 63 falls by more than 1 dollar = 100.50 yen, and furthermore, the trigger price for placing the order of new order information 18111 is 1 dollar = 100 yen. .When the dollar value falls above 30 yen and then rises to 1 dollar = 100.50 yen (in the state shown in FIG. 17), the order information generation unit 16 issues a market order that is the same as the new order information 18101. However, the contract information generation unit 14 may execute the contract, or after the new order is contracted, the market price 63 rises and the price that satisfies the settlement conditions (as shown in FIG. 20, when the market price turns from rising to falling, The order information generation unit 16 may issue a market order that is the same as the payment order information 18102, and the contract information generation unit 14 may execute the market order when the dollar value becomes less than 102.20 yen.

In the sixth embodiment, the present invention can be applied to various order types by placing the order information as either a limit order, a stop order, or a market order.

[Embodiment 7 of the invention]
In the financial product transaction management system 1A according to the seventh embodiment of the present invention, "trap trade orders" and "repeat if-done" orders are combined with "once through orders" and "settlement trail orders" in the first to sixth embodiments. Orders”, “Trap repeat if-done orders”, “Rakutora” orders, “double repeat if-done orders”, “OCO orders”, configurations for orders using the “shift function”, and market orders for them. In the configuration realized by You can also set the order price of the original first order or second order and the order price of the newly generated first order or second order when the first order and second order are repeated. It is also possible to set some or all of them to different order prices. In addition, in a configuration where the same first order and the same second order are placed and executed repeatedly, when order information is generated, the "sell order" and "buy order" of the first order and the second order are A configuration in which the order of The order information may be configured such that the "first order" is a sell order and the "second order" is a buy order.

In each of the above embodiments, the financial product transaction management system 1A is realized in a client/server system of a network computer system, but it can be implemented on various computers such as personal computers, mobile terminals, tablets, etc. that do not constitute the client/server system. It is also possible to realize the same functions as the financial product transaction management system 1A in various communication terminals and portable information terminals. At this time, at least a part of the system configuration of the financial product transaction management device 1 and the financial product transaction management system 1A is configured as a computer program, and the program is realized by implementing the program on various computers and various communication terminals/portable information terminals. It is also possible.

Further, in each of the above embodiments, foreign exchange is handled as a financial product, but the present invention is not limited to this, and the present invention can also be applied to a financial product trading system that handles other financial products, such as stocks and bonds. .

It goes without saying that each of the embodiments described above is an illustration of the present invention, and does not mean that the present invention is limited only to each of the embodiments described above.

[Example]
FIG. 36 shows an embodiment of the present invention.

This example describes a case where a new order is placed as a "once through order" buy order in the financial product transaction management system 1A shown in each of the above embodiments, for example [Embodiment 1 of the invention]. (This invention) is compared with the case of an existing transaction in which a new order is placed as a trailing order (comparative example). Chart 71 in FIG. 36 displays the market price 63 of the US dollar/Japanese yen foreign exchange rate from January 2008 to January 2011.

Based on the foreign exchange rate of the US dollar/Japanese yen during this period, the following simulations were performed for the present invention and the comparative example.
Conditions common to the present invention and reference examples: An if-done order with a new order price of 100.00 yen (buy order) and a settlement order of 101.00 yen (sell order) has been placed.
Conditions for this invention only: For a new order price of 100.00 yen (buy order), the "through price range" is 1.00 yen (that is, the market price 63 falls by more than 100.00 yen and 99 A new order will be placed when the price reaches .00 yen.) After the order is placed, the new order price 55 remains constant at 100.00 yen regardless of changes in the market price 63.
Conditions for the reference example: For a new order price of 100.00 yen (buy order), the "trail width" is 1.00 yen (in other words, the market price 63 falls by more than 100.00 yen and 99.00 yen). A new order will be placed when the price reaches 00 yen.) Also, the trail width is set to 0.20 yen (that is, each time the market price 63 falls by 0.20 yen, such as 98.80 yen, 98.60 yen, 98.40 yen, etc.) The price per order is structured to fall by 0.20 yen, such as 98.80 yen, 98.60 yen, 98.40 yen, etc.).

When a simulation was performed with such settings, the results are shown below (Table 1).

上記の通り、本件発明においては、最大ドローダウン（最大の含み損のこと。）もバックテスト終了時の評価損益も小さく、特に評価損益は０円となっている。これは、発注された第一注文が、相場が下落してもそれに伴って下落することがなく、当初の新規注文価格５５である１００．００円まで相場価格６３が再上昇しないと評価額の下落が少ないことに起因する。これにより、本件発明においては、下落相場においても、評価額の低下による損失が少なく、必要な証拠金の準備高が過大になることを抑止できていることが判る。

As mentioned above, in the present invention, both the maximum drawdown (maximum unrealized loss) and the unrealized gain/loss at the end of the backtest are small, and in particular, the unrealized gain/loss is 0 yen. This means that even if the market price declines, the first order placed will not fall and the market price 63 will not rise again to 100.00 yen, which is the original new order price 55. This is due to the small decline. As a result, it can be seen that in the present invention, even in a declining market, there is little loss due to a decline in the assessed value, and it is possible to prevent the required margin reserve from becoming excessive.

On the other hand, in the reference example, both the maximum drawdown and the unrealized gain/loss at the end of the backtest are large. This is because, even in a declining market, the new order price 55 of the first order placed will gradually fall due to the trail as the market price 63 falls, making it easier for the order to hold a position, resulting in a drawdown (unrealized loss). This is due to the fact that it becomes easier to hold. As a result, in the reference example, it can be seen that in a falling market, the loss becomes large and the required margin reserve amount becomes excessive.

As shown above, it has been confirmed that the present invention can suppress the occurrence of disadvantages due to fluctuations in market prices, especially in declining markets, in transactions of financial products conducted using a computer system.

1A...Financial product transaction management system 1...Financial product transaction management device 14...Contract information generation unit (contract information generation means)
16...Order information generation unit (order information generation means)
61, 62, 63, 64...Market price 181...Order table (recording means)
181L...Trail width information 181K...Through price width information 18101, 18111, 18112, 18113, 18114, 18115...New order information (order information)
18102, 18116, 18117, 18118, 18119, 18120...New order information (order information)
18103, 18121...Stop loss order information (order information)

Claims (8)

A financial product transaction management device for conducting financial product transactions,
First order information for placing a first order of the financial product at a first order price set as a reference price for executing the first order, and a second order associated with the first order. order information generation means for generating second order information for placing a second order at a second order price set as a reference price for executing the first order;
Of the first order information and the second order information, only the second order information is controlled, and the second order price of the second order is controlled under a predetermined condition that occurs in accordance with fluctuations in the market price. an order price adjustment means for varying the order price based on;
a contract information generating means for executing a contract for the first order based on the first order information generated by the order information generating device and a contract for the second order based on the second order information;
The order information generating means generates each of the first order information so that the plurality of first order prices are set to different prices,
The contract information generating means executes a contract for at least a portion of the plurality of first orders set based on the plurality of first order information,
The order information generating means includes:
generating each of the second order information such that the plurality of second order prices have a predetermined profit margin with respect to the first order associated with each of the second orders;
The order price adjustment means performs control to vary the second order price of the second order that satisfies the predetermined condition,
The execution information generation means is configured to generate at least a portion of each of the second orders set based on the second order information, including orders whose second order prices have been changed by the order price adjustment means. A financial product transaction management device characterized by making a contract. The order information generation means sets each of the plurality of pieces of second order information as a reference price for executing each second order, and determines that a market price is set as a reference price for executing each of the second orders, with respect to a second order price that is set as a different price. 2. The financial product transaction management device according to claim 1, wherein settings are made such that each of the second orders that has increased or decreased by more than the respective second order price is placed. The financial institution according to claim 1 or 2, wherein the first order and/or the second order are set to be placed as one of a limit order, a stop order, and a market order. Commodity transaction management device. The order information generating means generates the first order based on the order information that sets the first order, and the second order based on the order information that sets the second order that is a settlement order for the first order. are executed, the position is held by the new first order set based on the generation of the new order information, and the position is held by the second order set based on the generation of the new order information. The financial product transaction management device according to any one of claims 1 to 3, wherein the device is configured to repeat settlement of positions. A claim characterized by comprising execution information generating means for executing the first order and the second order that are set based on the generated order information when the market price reaches a predetermined price. The financial product transaction management device according to any one of Items 1 to 4. A financial product transaction management system for conducting financial product transactions,
First order information for placing a first order of the financial product at a first order price set as a reference price for executing the first order, and a second order associated with the first order. order information generation means for generating second order information for placing a second order at a second order price set as a reference price for executing the first order;
Of the first order information and the second order information, only the second order information is controlled, and the second order price of the second order is controlled under a predetermined condition that occurs in accordance with fluctuations in the market price. an order price adjustment means for varying the order price based on;
a contract information generating means for executing a contract for the first order based on the first order information generated by the order information generating device and a contract for the second order based on the second order information;
The order information generating means generates each of the first order information so that the plurality of first order prices are set to different prices,
The contract information generating means executes a contract for at least a portion of the plurality of first orders set based on the plurality of first order information,
The order information generating means includes:
generating each of the second order information such that the plurality of second order prices have a predetermined profit margin with respect to the first order associated with each of the second orders;
The order price adjustment means performs control to vary the second order price of the second order that satisfies the predetermined condition,
The execution information generation means is configured to generate at least a portion of each of the second orders set based on the second order information, including orders whose second order prices have been changed by the order price adjustment means. A financial product transaction management system characterized by execution of contracts. A financial product transaction management method in a financial product transaction management system for conducting financial product transactions, the method comprising:
First order information for placing a first order of the financial product at a first order price set as a reference price for executing the first order, and a second order associated with the first order. an order information generation procedure in which second order information is generated for placing a second order at a second order price that is set as a reference price for executing the first order;
Of the first order information and the second order information, only the second order information is controlled, and the second order price of the second order is controlled under a predetermined condition that occurs with fluctuations in the market price. an order price adjustment procedure for varying the order price based on;
A contract information generation procedure for executing an execution of the first order based on the first order information generated in the order information generation procedure and an execution of the second order based on the second order information,
In the order information generation step, each of the first order information is generated such that the plurality of first order prices are set to different prices, respectively;
In the execution information generation procedure, at least a portion of the plurality of first orders set based on the plurality of first order information is executed;
In the order information generation procedure,
each of the second order information is generated such that the plurality of second order prices have a predetermined profit margin with respect to the first order associated with each of the second orders;
In the order price adjustment procedure, control is performed to vary the second order price of the second order that satisfies the predetermined condition,
In the execution information generation step, at least a portion of each of the second orders set based on the second order information, including those whose second order prices have been changed in the order price adjustment step. A financial product transaction management method in a financial product transaction management system, characterized in that the above-mentioned contract is made. A program that causes a computer to function as the financial product transaction management device according to any one of claims 1 to 5 or the financial product transaction management system according to claim 6.

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