JP6279914B2 - Financial information processing apparatus, financial information processing method, and program - Google Patents

Description

  The present invention relates to a financial information processing apparatus that automatically calculates one or more positions using financial transaction information related to financial transactions.

  2. Description of the Related Art Conventionally, limit orders are known as transaction methods for financial products such as FX, in addition to market orders where transactions are made at the price at the time of order. This limit order is an order form in which the purchase price is specified in advance by the customer, and the financial product dealer places a purchase order for the financial product when the target financial product falls to the specified amount. Or when the price reaches a specified amount, a selling order for the financial product is made. Conventionally, there has been a technique for placing a limit order for this financial product using a computer system (see Patent Document 1). That is, in the prior art, the buying and selling conditions for financial products are received from the user.

JP 2006-99787 A

  However, in the conventional system, users with little knowledge about financial products, users with little experience in trading financial products, and the like cannot easily specify trading conditions such as trading prices. For this reason, users who have little knowledge about financial products have been hesitant to trade financial products.

  The financial information processing apparatus according to the first aspect of the present invention includes a reception unit that receives target transaction information that includes target asset information indicating a target asset, and that is related to a transaction of a financial product whose value may fluctuate; A position calculation unit that calculates one or more positions indicating the value of the financial product using the target asset information included in the financial transaction information received by the reception unit, and a position that is information relating to the one or more positions A financial information processing apparatus including an output unit that outputs information.

  With this configuration, even a user with little knowledge about financial products, a user with little experience in trading financial products, and the like can easily trade financial products.

  The financial information processing apparatus according to the second aspect of the invention is a financial information processing apparatus in which the position calculation unit calculates two or more positions as compared to the first aspect.

  With this configuration, even a user with little knowledge about financial products, a user with little experience in trading financial products, and the like can easily trade financial products.

  The financial information processing apparatus according to the third aspect of the present invention is the financial information processing apparatus according to the first or second aspect, wherein the position information includes information on each interval between two or more positions and the number of positions. It is.

  With this configuration, even a user who has little knowledge about financial products, a user who has little experience in trading financial products, and the like can easily trade financial products.

  The financial information processing apparatus according to the fourth aspect of the present invention is the financial information processing apparatus according to the first aspect, wherein the position calculation unit calculates three or more positions, and each interval between the three or more positions is constant. Device.

  With this configuration, even a user with little knowledge about financial products, a user with little experience in trading financial products, and the like can easily trade financial products.

  The financial information processing apparatus according to the fifth aspect of the invention further includes a storage unit that can store present value information that is information related to the current value of the financial product, compared with the first invention, and the position calculation unit includes: It is a financial information processing apparatus that calculates three or more positions and calculates three or more positions so that the positions are densely packed closer to the current value indicated by the present value information.

  With this configuration, even a user with little knowledge about financial products, a user with little experience in trading financial products, and the like can easily trade financial products.

  The financial information processing apparatus according to the sixth aspect of the present invention relates to the first to fifth aspects of the invention, wherein the financial transaction information relates to a maximum fluctuation PIPS calculated using at least a volatility reference period and a safety factor. This is a financial information processing apparatus including maximum fluctuation PIPS information that is information.

  With this configuration, even a user with little knowledge about financial products, a user with little experience in trading financial products, and the like can easily trade financial products.

  The financial information processing apparatus according to the seventh aspect of the invention is a financial information processing apparatus according to the sixth aspect, wherein the financial transaction information further includes information on a currency pair, a position direction, and a currency unit.

  With this configuration, even a user with little knowledge about financial products, a user with little experience in trading financial products, and the like can easily trade financial products.

  Further, the financial information processing apparatus of the eighth aspect of the invention relates to the first or seventh aspect of the invention. The financial information processing apparatus calculates one or more positions so that the loss does not exceed the target asset indicated by the asset information.

  With such a configuration, even a user who has little knowledge about financial products, a user who has little experience in dealing with financial products, and the like can safely trade financial products.

  The financial information processing apparatus according to the ninth aspect of the invention is a financial information processing apparatus in which the financial product is FX as compared with any of the first to eighth aspects.

  With such a configuration, it is possible for a user who has little knowledge about FX, a user who has little experience in FX trading, and the like to safely trade FX.

  According to the financial information processing apparatus of the present invention, the position can be automatically calculated.

Conceptual diagram of financial information processing system in Embodiment 1 Block diagram of the financial information processing system First, a flowchart for explaining the operation of the financial information processing apparatus 1. A flowchart for explaining a first example of the position calculation process Flow chart explaining the method for calculating the position candidate A flowchart for explaining a second example of the position calculation process The figure which shows the screen which inputs the financial transaction information The figure which shows the input result of the financial transaction information The figure which shows the output example of the same position information Overview of the computer system Block diagram of the computer system

  Hereinafter, embodiments of a financial information processing apparatus and the like will be described with reference to the drawings. In addition, since the component which attached | subjected the same code | symbol in embodiment performs the same operation | movement, description may be abbreviate | omitted again.

(Embodiment 1)
In the present embodiment, a financial information processing system that automatically calculates one or more positions for settlement using financial transaction information that is information related to financial transactions will be described. Note that the position indicates a position in which the financial product whose value fluctuates is sold or bought. For example, in the case of FX, the position is expressed by holding amount, exchange rate, trading, and the like. The financial product is a financial product to be settled. The financial products are, for example, FX, stocks, futures transactions and the like.

  Also, in the present embodiment, a financial information processing system that automatically calculates three or more positions so that the width between positions constituted by three or more positions is constant will be described.

  In the present embodiment, a financial information processing system that outputs information related to the width and number of positions of two or more positions will be described.

  In the present embodiment, a financial information processing system that automatically calculates three or more positions is described so that the width of three or more positions is closer to the current rate.

  In addition, the financial information processing system in this Embodiment is a system which can be utilized in order to perform a nanping suitably in FX, for example. Note that Nanping is one of the methods for buying and selling financial products such as FX and stocks. For example, when the price falls after buying a financial product, it is a method of lowering the buying price (average acquisition price) per unit amount (for example, one share) by buying more at the lower price.

  FIG. 1 is a conceptual diagram of the financial information processing system in the present embodiment. The financial information processing system includes a financial information processing device 1 and one or more terminal devices 2. The financial information processing apparatus 1 is, for example, a server device of a company that sells financial products. The terminal device 2 is, for example, a user terminal that purchases financial products. The terminal device 2 is, for example, a so-called personal computer, smartphone, mobile terminal, tablet terminal, or the like.

  FIG. 2 is a block diagram of the financial information processing system in the present embodiment.

  The financial information processing apparatus 1 includes a storage unit 11, a reception unit 12, a position calculation unit 13, an output unit 14, an information reception unit 15, and an information storage unit 16.

  The terminal device 2 includes a terminal reception unit 21, a terminal transmission unit 22, a terminal reception unit 23, and a terminal output unit 24.

  The storage part 11 which comprises the financial information processing apparatus 1 can store present value information. The present value information is information relating to the current value of the financial product. The present value information is, for example, the current exchange rate, the current stock price, and the like. The present value information is, for example, information received from an external server device (not shown). It is widely understood that the present value information is information on the latest value acquired by the financial information processing apparatus 1. The storage unit 11 may store other information. The other information is information used for calculating a position, for example, and is information indicating a transition history of the value of the financial product, for example. The information indicating the transition history of the value of the financial product includes, for example, two or more past value information that is a set of information indicating the time and information indicating the value of the financial product. The information indicating the transition history of the value of the financial product is, for example, the past fluctuation history of the exchange rate and the past transition history of the stock price. Further, the storage unit 11 may store user assets for each user, for example.

  The reception unit 12 receives financial transaction information. The accepting unit 12 normally receives financial transaction information from the terminal device 2. However, the reception unit 12 may receive financial transaction information from another device or may receive financial transaction information input manually. In other words, reception here is usually reception of information transmitted via a wired or wireless communication line, but reception of information input from an input device such as a keyboard, mouse, touch panel, optical disk, magnetic It is a concept including reception of information read from a recording medium such as a disk or a semiconductor memory.

  The financial transaction information is information related to a transaction of a financial product whose value can fluctuate. The financial transaction information includes, for example, volatility reference period, safety coefficient, maximum fluctuation PIPS information that is information on maximum fluctuation PIPS, currency pair, position direction, target asset information that is information indicating the target asset, information in currency units, and the like. Including one or more pieces of information. Note that the maximum variation PIPS information is information that is normally calculated using at least a volatility reference period and a safety factor.

  The position calculation unit 13 calculates one or more positions using the financial transaction information received by the reception unit 12. The position calculation unit 13 may calculate two or more positions.

  The position calculation unit 13 normally calculates one or more positions using the target asset information included in the financial transaction information received by the reception unit 12. The position calculation unit 13 calculates one or more positions so that the loss does not exceed the target asset indicated by the target asset information by the transaction of the financial product.

  The position calculation unit 13 calculates the maximum fluctuation PIPS using, for example, the volatility reference period and the safety factor. And the position calculation part 13 calculates 1 or 2 or 3 or more positions using the said maximum fluctuation | variation PIPS, for example. That is, the position calculation unit 13 calculates one or more other financial transaction information using one or more financial transaction information received by the receiving unit 12, and uses the calculated financial transaction information to calculate one or more The position may be calculated.

  For example, the position calculation unit 13 may calculate a position that is a point for buying a financial product and may also acquire points for selling the financial product. The position calculation unit 13 calculates, for example, a position that is a point to buy a financial product, and calculates a point to buy the financial product as “buy points + N (N is a positive number, for example, 2.00 yen)”. You may calculate the point which sells the said financial product using a type | formula. For example, when the financial product is FX and the currency pair is US dollar and Japanese yen, if the position calculation unit 13 calculates the point to buy US dollar as “99.00 yen”, the point to sell US dollar is “99.00”. Yen +2.00 yen ”is calculated. Note that N in “buy points + N” may be a fixed value, or may be a value calculated by an arithmetic expression using a value of a point at which a financial product is sold or target asset information as a parameter.

  The position calculation unit 13 stores, for example, information on a position calculation formula using financial transaction information as a parameter, and calculates one or more positions by substituting the financial transaction information into the calculation formula indicated by the calculation formula information. .

  The formula for calculating the position is, for example, “B = (Tu × A ÷ X) + (1.025 × A × 10 × A ÷ X ÷ 2)”. Here, X is the position interval, A is the maximum fluctuation PIPS, B is the target asset (may be an account asset), and Tu is the required margin (for example, 1 lot thousand currency). Further, when the above equation is modified, “X = (Tu × A + 5.125 × A × A) ÷ B”.

  In the case of the above formula, the position calculation unit 13 first acquires the maximum fluctuation PIPS (A), the target asset (B), and the required margin (Tu). Then, the position calculation unit 13 substitutes the acquired maximum fluctuation PIPS (A), target asset (B), and required margin (Tu) into the position calculation formula to calculate the position interval (X). Then, the position calculation unit 13 obtains the second and subsequent positions using the position interval (X), with the integer point (0 after the decimal point) closest to the present value as the first position.

  In the above calculation formula, it is preferable that the position calculation unit 13 configures the position with Xm being positive when X is smaller than Xm. Xm is a reference value (minimum value) of a preset position interval.

  An example of a specific algorithm for calculating the position by the position calculation unit 13 will be described later.

  The output unit 14 outputs position information that is information on one, two, or three or more positions. The position information is information relating to points indicating positions. However, the position information may include, for example, information on each interval between two or more positions and the number of positions. The position information is, for example, information on one or more exchange rates indicating points of buying or selling, information on one or more stock prices to be purchased or sold, and the like.

  The output unit 14 may output position information including information on each interval between two or more positions and the number of positions. Here, the output is usually transmission to an external device such as the terminal device 2, but display on a display, projection using a projector, printing with a printer, sound output, accumulation on a recording medium, etc. This is a concept including delivery of processing results to other processing devices and other programs.

  The information receiving unit 15 receives information from an external device (not shown). The information here is, for example, present value information. The information here is information indicating a transition history of the value of the financial product, for example.

  The information storage unit 16 stores the information received by the information reception unit 15 in the storage unit 11. For example, the information storage unit 16 stores the present value information received by the information reception unit 15 in the storage unit 11.

  The terminal reception part 21 which comprises the terminal device 2 receives information, an instruction | indication, etc. from a user. The information includes, for example, a volatility reference period, a safety coefficient, a currency pair, a position direction, target asset information that is information indicating a target asset, information in a currency unit, and the like. The instruction is, for example, an instruction to output a position. The instruction is an instruction to output one or more positions.

  Any means such as a keyboard, a mouse, a touch panel, or a menu screen may be used for inputting information and instructions. The terminal reception unit 21 can be realized by a device driver of an input means such as a keyboard, control software for a menu screen, or the like.

  The terminal transmission unit 22 transmits information, instructions, and the like received by the terminal reception unit 21 to the financial information processing apparatus 1. The terminal transmission unit 22 may transmit information and instructions received by the terminal reception unit 21 to the financial information processing apparatus 1 together with a user identifier (not shown). In such a case, the user identifier is stored in a terminal storage unit (not shown). The user identifier is information for identifying the user, and is, for example, a user ID, a name, a mail address, a telephone number, or the like.

  The terminal receiving unit 23 receives information from the financial information processing apparatus 1. Such information is, for example, position information that is information on one, two, or three or more positions.

  The terminal output unit 24 outputs information received by the terminal receiving unit 23. The aspect in which the terminal output part 24 outputs information is not ask | required. The output here is normally a display on a display here, but it is transmitted to an external device, projected using a projector, printed by a printer, sound output, storage on a recording medium This is a concept including delivery of processing results to other processing devices and other programs.

  The storage unit 11 is preferably a non-volatile recording medium, but can also be realized by a volatile recording medium.

  The process in which present value information etc. are memorize | stored in the storage part 11 is not ask | required. For example, the present value information or the like may be stored in the storage unit 11 via a recording medium, and the present value information or the like transmitted via a communication line or the like is stored in the storage unit 11. Alternatively, present value information or the like input via the input device may be stored in the storage unit 11.

  The position calculation unit 13 and the information storage unit 16 can usually be realized by an MPU, a memory, or the like. The processing procedure of the position calculation unit 13 is usually realized by software, and the software is recorded on a recording medium such as a ROM. However, it may be realized by hardware (dedicated circuit).

  The output unit 14 and the terminal transmission unit 22 are usually realized by wireless or wired communication means, but may be realized by broadcasting means. The output unit 14 may be realized by a configuration including an output device such as a display or a speaker.

  The information receiving unit 15 and the terminal receiving unit 23 are usually realized by wireless or wired communication means, but may be realized by means for receiving a broadcast.

  The terminal output unit 24 may be considered as including or not including an output device such as a display or a speaker. The terminal output unit 24 may be implemented by output device driver software, or output device driver software and an output device.

  Next, the operation of the financial information processing system will be described. First, operation | movement of the financial information processing apparatus 1 is demonstrated using the flowchart of FIG.

  (Step S301) The receiving unit 12 determines whether one or more financial transaction information has been received. When one or more financial transaction information is received, the process goes to step S302, and when no financial transaction information is received, the process returns to step S301.

  (Step S302) The position calculation unit 13 acquires one or more financial transaction information received in Step S301.

  (Step S <b> 303) The position calculation unit 13 acquires present value information from the storage unit 11.

  (Step S304) The position calculation unit 13 calculates one or more positions using one or more financial transaction information. An example of such position calculation processing will be described with reference to the flowcharts of FIGS. Further, the position calculation unit 13 calculates two or more positions using, for example, present value information.

  (Step S305) The output unit 14 configures position information using one or more positions calculated in step S304.

  (Step S306) The output unit 14 outputs the position information configured in step S305. The process returns to step S301. The output here is normally transmission to the terminal device 2.

  In the flowchart of FIG. 3, the process ends when the power is turned off or the process is terminated.

  Next, a first example of the position calculation process in step S304 will be described using the flowchart of FIG.

  (Step S401) The position calculation unit 13 calculates the maximum fluctuation PIPS (X) using the volatility reference period and the safety factor. The position calculation unit 13 usually obtains the fluctuation PIPS (CP) of the volatility reference period from the storage unit 11 and obtains the maximum fluctuation PIPS (X) by “maximum fluctuation PIPS (X) = variation PIPS (CP) × safety coefficient”. Is calculated. It is assumed that the position calculation unit 13 holds information on an arithmetic expression for calculating the maximum fluctuation PIPS (X) in advance.

  (Step S402) The position calculation unit 13 substitutes 2 for N.

  (Step S403) The position calculation unit 13 calculates position candidates. A method for calculating position candidates will be described with reference to the flowchart of FIG.

  (Step S404) The position calculation unit 13 calculates the valuation profit / loss of each position candidate for one or more position candidates calculated in step S403. The position calculation unit 13 calculates the valuation profit / loss of the position candidate by, for example, “valuation profit / loss = PIP of position candidate × lot unit × currency unit”.

  (Step S405) The position calculation unit 13 calculates the user's burden (a) using the evaluation profit / loss and margin information of each position candidate calculated in step S404. The burden (a) is “sum of valuation profit / loss of each position candidate + margin × number of position candidates”.

  (Step S406) The position calculation unit 13 determines whether or not “target asset of the user <a” is satisfied. When “the target asset of the user <a” is satisfied, the process goes to step S407, and when “the target asset of the user <a” is not satisfied, the process goes to step S410. Note that the target asset here may be an account asset.

  (Step S407) The position calculator 13 substitutes “N−1” for the variable “number of positions”. The variable “number of positions” is the number of final positions.

  (Step S408) The position calculation unit 13 acquires all the positions when the number of positions is (N-1) from the buffer.

  (Step S409) The position calculation unit 13 acquires the width (interval) of the position. Return to upper process.

  Next, the position candidate calculation method in step S403 will be described with reference to the flowchart of FIG.

  (Step S501) The position calculation unit 13 substitutes 1 for a counter i.

(Step S502) The position calculation unit 13 calculates a position candidate P _i “(X / N) × i”.

  (Step S503) The position calculation unit 13 increments the counter i by one.

  (Step S504) The position calculation unit 13 determines whether i and N are equal. If i and N are equal, the process goes to step S505, and if i and N are not equal, the process returns to step S502.

(Step S505) The position calculation unit 13 stores all positions in a buffer (not shown). Return to upper process. It should be noted that all of the position, a position from _{P 1} of _{P i.}

  Next, a second example of the position calculation process in step S304 will be described using the flowchart of FIG. In the flowchart of FIG. 6, the description of the same steps as those in the flowchart of FIG. 4 is omitted.

  (Step S601) The position calculation unit 13 substitutes 1 for the counter i.

(Step S602) The position calculation unit 13 calculates a position candidate P _i “present value−i × x (x is a constant)” and temporarily stores it in the buffer. The present value is a value (for example, an exchange rate, a stock price, etc.) indicated by the present value information. Moreover, x is 50 PIPS, for example.

(Step S603) position calculating unit 13, the position candidate _{P i} It is determined whether or not exceed a maximum variation PIPS (X) from the present value. If not, go to step S604, otherwise go to step S609.

  (Step S604) The position calculation unit 13 calculates an evaluation profit / loss for the i-th position candidate. The position calculation unit 13 calculates the valuation profit / loss of the position candidate by, for example, “valuation profit / loss = PIP of position candidate × lot unit × currency unit”.

(Step S605) The position calculation unit 13 calculates the user's burden (a _i ) on the position candidate P _i using the evaluation profit / loss of the position candidate P _i and the margin information. The burden (a _i ) is usually “valuation gain / loss of position candidate P _i + margin”.

(Step S606) The position calculation unit 13 calculates the entire burden (a) of the user. The total user burden (a) is the sum from a ₁ to a _i .

  (Step S607) The position calculation unit 13 determines whether or not “target asset of the user <a” is satisfied. When “the target asset of the user <a” is satisfied, the process goes to step S608, and when “the target asset of the user <a” is not satisfied, the process goes to step S609. Here, the target asset may be an account asset. Further, the target asset may be a part of the account asset.

  (Step S608) The position calculation unit 13 increments the counter i by one.

  (Step S609) The position calculation unit 13 substitutes “i−1” for the variable “number of positions”. The variable “number of positions” is the number of final positions.

(Step S610) The position calculation unit 13 acquires all positions from P ₁ to P _i−1 from the buffer.

  The position calculation process in FIG. 4 or 6 may be the following process. That is, the position calculation unit 13 acquires the target asset. Then, the position calculation unit 13 acquires one position where “(valuation gain / loss of one position + margin) = target asset”. The position calculation unit 13 calculates the valuation profit / loss of the position candidate using, for example, an arithmetic expression “valuation profit / loss = position PIP × lot unit × currency unit”.

  Next, the operation of the terminal device 2 will be described. First, the user inputs one or more financial transaction information into the terminal device 2. Then, the user presses a button for acquiring one, two, or three or more positions. Here, the financial transaction information is, for example, volatility reference period, safety coefficient, currency pair, position direction, target asset information that is information indicating the target asset, information in units of currency, and the like.

  Then, the terminal reception part 21 of the terminal device 2 receives one or more financial transaction information input from the user. The terminal reception unit 21 receives a position acquisition instruction.

  Then, the terminal transmission unit 22 transmits a position acquisition instruction including one or more financial transaction information received by the terminal reception unit 21 to the financial information processing apparatus 1.

  Next, in response to the transmission of the position acquisition instruction, the terminal receiving unit 23 receives position information that is information on two or more positions from the financial information processing apparatus 1. Then, the terminal output unit 24 outputs the position information received by the terminal receiving unit 23.

  Hereinafter, a specific operation of the financial information processing system in the present embodiment will be described. FIG. 1 is a conceptual diagram of the financial information processing system. Here, it is assumed that the financial information processing system is a system for suitably performing the FX pinning of financial products, and is a system capable of presenting two or more positions to the user.

  First, it is assumed that the information receiving unit 15 has received present value information “99.50” corresponding to the currency pair “USDJPY” (US dollar and Japanese yen) from an external device (not shown). Then, the information accumulating unit 16 accumulates the present value information “99.50” received by the information receiving unit 15 in the storage unit 11.

  Further, it is assumed that the storage unit 11 constituting the financial information processing apparatus 1 holds the asset “200,000 yen” of the user in addition to the present value information.

  In such a situation, the user downloaded from the financial information processing device 1 to the terminal device 2 a screen for acquiring one or more positions for accessing the financial information processing device 1 and suitably performing FX picking. , And. Such a screen is shown in FIG. FIG. 7 is a screen for inputting one or more financial transaction information. Here, the one or more financial transaction information is a currency pair, a volatility reference period, a safety factor, a position direction, target asset information, and information on a currency unit. The volatility reference period is a period for acquiring volatility. Here, for example, “30 days (1 month), 60 days (2 months), 90 days (3 months), 180 days (six months), 365 days (1 year), 3 years ". The safety factor is a magnification with respect to the maximum fluctuation range (PIPS) in the volatility reference period. Here, for example, “1 ×, 2 ×, 3 ×, 5 ×, 10 ×” is selected. The position direction is one of “sell”, “buy”, and “both”. The target asset is an asset to be traded. As the target asset, a numerical value or a ratio (%) to the account asset can be input here. Here, an error occurs when a numerical value exceeding the account asset is input in the target asset. Further, it is assumed that up to 100% can be entered in 10% increments for the ratio to account assets. Furthermore, as the currency unit, either “1000 currency” or “10,000 currency” can be selected here. Thousand currencies and 10,000 currencies are currency units. Thousand currencies and 10,000 currencies represent, for example, the minimum quantity when one transaction is performed in FX. For example, 10,000 currency is a transaction that gains or loses when trading 10,000 dollars. A thousand currency is a transaction of $ 1000.

  Next, it is assumed that the user inputs various financial transaction information on the screen of FIG. The input result is shown in FIG. Then, it is assumed that the user has pressed the “optimization” button 81 in FIG.

  Then, the terminal reception part 21 receives one or more financial transaction information input from the user. In addition, the terminal reception unit 21 receives an instruction to acquire a position corresponding to the “optimization” button 81.

  And the terminal transmission part 22 transmits the acquisition instruction | indication of the position containing the 1 or more financial transaction information (refer FIG. 8) which the terminal reception part 21 received to the financial information processing apparatus 1. FIG.

  Next, the reception unit 12 of the financial information processing apparatus 1 receives a position acquisition instruction including one or more pieces of financial transaction information.

  Next, the position calculation unit 13 acquires one or more received financial transaction information. Next, the position calculation unit 13 acquires present value information “99.50” from the storage unit 11.

  Next, it is assumed that the position calculation unit 13 calculates two or more positions using the algorithm described with reference to FIG. 4 using one or more financial transaction information as follows. In the received one or more financial transaction information, the currency pair is “USDJPY”, buying and selling direction “buy”, target asset “50%”, currency unit (also referred to as lot unit) “1000”, and unit price “ 5000 yen ". The volatility reference period is “90 days”, and the PIPS in the volatility reference period is “400 PIPS”. The safety factor is “twice”.

  That is, first, the position calculation unit 13 multiplies “400 PIPS” and the safety factor “2 times” in the volatility reference period by using the volatility reference period and the safety factor, and obtains the maximum fluctuation PIPS (X) “800 PIPS”. calculate. Further, the position calculation unit 13 multiplies the account asset “200,000 yen” and the target asset “50%” to calculate the target asset (amount) as “100,000 yen”.

  Next, the position calculation unit 13 builds a position for one lot at a half of the maximum allowable variation = 400 PIP. Then, the position calculation unit 13 calculates “100,000− (5000 + 4000) = 91,000” by subtracting the valuation profit / loss when moving to the margin of 5000 yen and the maximum allowable fluctuation from the target asset. Next, since the above calculation result is a positive value, the position calculation unit 13 clears the result.

  Next, the position calculation unit 13 builds a position by one lot at a place where one third of the maximum allowable variation = 267 PIP and at 534 PIP. Then, the position calculation unit 13 subtracts the valuation profit / loss when moving up to a margin of 5000 yen and the maximum permissible fluctuation from the account asset, “100,000− (5,000 + 5,340) − (5,000 + 2,670) = 81,990 "is calculated. Next, since the above calculation result is a positive value, the position calculation unit 13 clears the result.

  Next, the position calculation unit 13 builds a position by one lot at a place where ¼ of the maximum allowable variation = 200 PIP, 400 PIP, and 600 PIP. Then, the position calculation unit 13 subtracts the valuation profit / loss when moving up to a margin of 5000 yen and the maximum allowable fluctuation from the account asset, and calculates “100,000− (5,000 + 6,000) − (5,000 + 4,000) − (5,000 + 2,000) = 73,000 ”is calculated. Next, since the above calculation result is a positive value, the position calculation unit 13 clears the result.

  The position calculation unit 13 repeats this calculation while increasing the positions to be built one by one, and determines the previous position where the answer is negative as the optimum number of positions.

  Here, the position having 12 positions becomes negative, and the position calculation unit 13 determines the optimum position as 11 positions.

  Then, the position calculation unit 13 acquires 11 positions. 11 positions are, for example, “99.00”, “97.00”, “95.00”, “93.00”, “91.00”, “89.00”, “87.00”, “85.00”, “83. 00, "81.00", "79.00".

  Next, the output unit 14 configures position information using the 11 positions calculated by the position calculation unit 13. Here, the position information includes information on each position, information on a settlement order corresponding to each position (for example, “position + 2.00” here), and present value information “99.50”.

  Next, the output unit 14 transmits the configured position information to the terminal device 2.

  Next, the terminal receiving unit 23 of the terminal device 2 receives position information that is information on two or more positions from the financial information processing device 1. Then, the terminal output unit 24 outputs the position information received by the terminal receiving unit 23. An example of the output of position information is shown in FIG. In FIG. 9, each position is displayed graphically. In FIG. 9, the value indicated by each position is shown in the index indicating the value of the financial product.

  As described above, according to the present embodiment, the position can be automatically calculated. Therefore, even a user with little knowledge about financial products, a user with little experience in trading financial products, etc. can easily purchase financial products.

  In addition, even if a loss occurs, the loss falls within the scope of the target asset, and the position can be calculated automatically with confidence.

  Further, according to the present embodiment, it is possible to automatically calculate two or three or more settlement positions that reduce loss in accordance with fluctuations in the value of the financial product.

  Further, according to the present embodiment, it is possible to automatically calculate three or more settlement positions with a constant interval between positions so as to reduce loss in accordance with fluctuations in the value of the financial product.

  Further, according to the present embodiment, three or more settlement positions in which the interval between positions is an appropriate interval with respect to the present value so as to reduce the loss in accordance with the fluctuation of the value of the financial product. Can be calculated automatically.

  Further, according to the present embodiment, it is possible to present information related to two or more settlement positions in an easy-to-understand manner so as to reduce the loss in accordance with the change in the value of the financial product.

  In addition, according to the present embodiment, two or more settlement positions that reduce loss in accordance with changes in the value of financial products are represented by currency pairs, position directions, target asset information, and currency unit information. Can also be calculated automatically using.

  Furthermore, the processing in the present embodiment may be realized by software. Then, this software may be distributed by software download or the like. Further, this software may be recorded and distributed on a recording medium such as a CD-ROM. This also applies to other embodiments in this specification. Note that the software that realizes the information processing apparatus according to the present embodiment is the following program. That is, this program is information related to transactions of financial products whose values may fluctuate, and accepts financial transaction information having target asset information indicating the target assets, and according to changes in the value of the financial products. A position calculating unit that calculates one or more positions indicating the value of the financial product using target asset information included in the financial transaction information received by the receiving unit, and information relating to the one or more positions. This is a program for functioning as an output unit that outputs position information.

  In the above program, it is preferable that the position calculation unit causes the computer to function as calculating two or more positions.

  Further, in the above program, it is preferable that the position information includes information regarding each interval between two or more positions and the number of positions, and the computer is caused to function.

  In the above program, it is preferable that the point calculation unit calculates three or more points, and the computer functions as if each interval between the three or more points is constant.

  In the above program, the point calculation unit calculates three or more points, and the three or more points are arranged so that the points are concentrated closer to the current value indicated by the current value information stored in the recording medium. It is preferable to make the computer function as the point calculation.

  In the above program, the financial transaction information preferably includes a maximum fluctuation PIPS information that is information related to the maximum fluctuation PIPS calculated using at least a volatility reference period and a safety factor. is there.

  In the above program, it is preferable that the financial transaction information further includes information on a currency pair, a position direction, and a currency unit, and causes the computer to function.

  In the above program, the position calculation unit causes the computer to function as one or two or more positions so that the loss does not exceed the target asset indicated by the target asset information by the transaction of the financial product. Is preferred.

  FIG. 10 shows the external appearance of a computer that executes the programs described in this specification to realize the financial information processing apparatus according to various embodiments described above. The above-described embodiments can be realized by computer hardware and a computer program executed thereon. FIG. 10 is an overview diagram of the computer system 300, and FIG. 11 is a block diagram of the system 300.

  In FIG. 10, a computer system 300 includes a computer 301 including a CD-ROM drive, a keyboard 302, a mouse 303, and a monitor 304.

  In FIG. 11, a computer 301 includes an MPU 3013, a bus 3014, a ROM 3015, a RAM 3016, and a hard disk 3017 in addition to the CD-ROM drive 3012. The bus 3014 is connected to the MPU 3013 and the CD-ROM drive 3012. The ROM 3015 stores a program such as a bootup program. The RAM 3016 is connected to the MPU 3013 and temporarily stores application program instructions and provides a temporary storage space. The hard disk 3017 is for storing application programs, system programs, and data. Although not shown here, the computer 301 may further include a network card that provides connection to a LAN.

  A program that causes the computer system 300 to execute the functions of the financial information processing apparatus according to the above-described embodiment may be stored in the CD-ROM 3101, inserted into the CD-ROM drive 3012, and further transferred to the hard disk 3017. Alternatively, the program may be transmitted to the computer 301 via a network (not shown) and stored in the hard disk 3017. The program is loaded into the RAM 3016 at the time of execution. The program may be loaded directly from the CD-ROM 3101 or the network.

  The program does not necessarily include an operating system or a third-party program that causes the computer 301 to execute the functions of the financial information processing apparatus according to the above-described embodiment. The program only needs to include an instruction portion that calls an appropriate function (module) in a controlled manner and obtains a desired result. How the computer system 300 operates is well known and will not be described in detail.

  In the above program, in the step of transmitting information, the step of receiving information, etc., processing performed by hardware, for example, processing performed by a modem or an interface card in the transmitting step (only performed by hardware). Not included).

  Further, the computer that executes the program may be singular or plural. That is, centralized processing may be performed, or distributed processing may be performed.

  Further, in each of the above embodiments, it goes without saying that two or more communication units existing in one apparatus may be physically realized by one medium.

  In each of the above embodiments, each process (each function) may be realized by centralized processing by a single device (system), or by distributed processing by a plurality of devices. May be.

  The present invention is not limited to the above-described embodiments, and various modifications are possible, and it goes without saying that these are also included in the scope of the present invention.

  As described above, the financial information processing apparatus according to the present invention has an effect that the position can be automatically calculated, and is useful as a financial system or the like.

DESCRIPTION OF SYMBOLS 1 Financial information processing apparatus 2 Terminal apparatus 11 Storage part 12 Reception part 13 Position calculation part 14 Output part 15 Information reception part 16 Information storage part 21 Terminal reception part 22 Terminal transmission part 23 Terminal reception part 24 Terminal output part

Claims (15)

A reception unit for receiving financial transaction information related to a transaction of a financial product that includes target asset information indicating the target asset and whose value may fluctuate;
A position calculation unit that calculates one or more positions indicating the value of the financial product according to a change in the value of the financial product, using target asset information included in the financial transaction information received by the reception unit;
An output unit that outputs position information that is information on the one or more positions,
The position calculation unit is a financial information processing apparatus that calculates one or more positions by substituting target asset information included in the financial transaction information into a calculation formula indicated by information on a stored position calculation formula. The position calculation unit
The financial information processing apparatus according to claim 1, wherein two or more positions are calculated. The position information is
The financial information processing apparatus according to claim 1, comprising information about each interval between two or more positions and the number of positions. The position calculation unit
Calculate 3 or more positions,
The financial information processing apparatus according to claim 1, wherein each interval between the three or more positions is constant. A storage unit capable of storing present value information that is information related to the present value of the financial product;
The position calculation unit
Calculate 3 or more positions,
The financial information processing apparatus according to claim 1, wherein the three or more positions are calculated so that positions are densely arranged closer to a current value indicated by the present value information. The financial transaction information is:
The financial information processing apparatus according to any one of claims 1 to 5, including maximum fluctuation PIPS information that is information related to the maximum fluctuation PIPS calculated using at least a volatility reference period and a safety factor. The financial transaction information is:
The financial information processing apparatus according to claim 6, further comprising information on a currency pair, a position direction, and a currency unit. A reception unit for receiving financial transaction information related to a transaction of a financial product that includes target asset information indicating the target asset and whose value may fluctuate;
A position calculation unit that calculates one or more positions indicating the value of the financial product according to a change in the value of the financial product, using target asset information included in the financial transaction information received by the reception unit;
An output unit that outputs position information that is information on the one or more positions,
The position calculation unit
A financial information processing apparatus that calculates one or more positions so that a loss does not exceed a target asset indicated by the target asset information by a transaction of a financial product. The position calculation unit
Calculate 3 or more positions,
The financial information processing apparatus according to claim 8, wherein each interval between the three or more positions is constant. A storage unit capable of storing present value information that is information related to the present value of the financial product;
The position calculation unit
Calculate 3 or more positions,
The financial information processing apparatus according to claim 8, wherein the three or more positions are calculated so that positions are densely arranged closer to a current value indicated by the present value information. The financial information processing apparatus according to claim 1, wherein the financial product is FX. A financial information processing method that can be realized by a reception unit, a position calculation unit, and an output unit,
A receiving step for receiving financial transaction information relating to a transaction of a financial product that includes target asset information indicating the target asset and whose value may fluctuate;
The position calculation unit calculates one or more positions indicating the value of the financial product according to the change in the value of the financial product, using the target asset information included in the financial transaction information received in the receiving step. Position calculation step to
The output unit includes an output step of outputting position information that is information on the one or more positions.
The position calculation unit is a financial information processing method for calculating one or more positions by substituting target asset information included in the financial transaction information into a calculation formula indicated by information on a stored position calculation formula. A financial information processing method that can be realized by a reception unit, a position calculation unit, and an output unit,
A receiving step for receiving financial transaction information relating to a transaction of a financial product that includes target asset information indicating the target asset and whose value may fluctuate;
The position calculation unit calculates one or more positions indicating the value of the financial product according to a change in the value of the financial product, using target asset information included in the financial transaction information received by the reception unit. A position calculation step;
The output unit includes an output step of outputting position information that is information on the one or more positions.
In the position Sandestin step,
A financial information processing method for calculating one or more positions so that a loss does not exceed a target asset indicated by the target asset information by a transaction of a financial product. Computer
A reception unit for receiving financial transaction information related to a transaction of a financial product that includes target asset information indicating the target asset and whose value may fluctuate;
A position calculation unit that calculates one or more positions indicating the value of the financial product according to a change in the value of the financial product, using target asset information included in the financial transaction information received by the reception unit;
A program for functioning as an output unit that outputs position information that is information relating to the one or more positions,
The position calculation unit
A program for causing a computer to function as one that calculates one or more positions by substituting target asset information included in the financial transaction information into a calculation formula indicated by information on a stored position calculation formula. Computer
A reception unit for receiving financial transaction information related to a transaction of a financial product that includes target asset information indicating the target asset and whose value may fluctuate;
A position calculation unit that calculates one or more positions indicating the value of the financial product according to a change in the value of the financial product, using target asset information included in the financial transaction information received by the reception unit;
A program for functioning as an output unit that outputs position information that is information relating to the one or more positions,
The position calculation unit
A program for causing a computer to function as one or more positions are calculated so that a loss does not exceed a target asset indicated by the target asset information by a transaction of a financial product.

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