JP6946510B2 - Financial information processing equipment, financial information processing methods, and programs - Google Patents

Description

The present invention relates to a financial information processing device or the like that automatically orders financial products.

Conventionally, there has been a financial information processing device that enables a user to continue a transaction for a longer period of time by dynamically setting a position according to a change in the value of a financial product (see, for example, Patent Document 1).

Japanese Unexamined Patent Publication No. 2015-225544

However, in the prior art, when it is determined that the trend is different from the position direction of the current order, the order cannot be automatically placed in the position direction corresponding to the trend.

The financial information processing apparatus of the first invention is information on the current order direction, and has a current direction storage unit that stores current direction information indicating either sell or buy, and a financial product whose value can fluctuate. An order storage unit that can store one or more order information associated with direction information indicating either sell or buy, and current value information that is information about the current value of a financial product. The current value acquisition department that acquires the current value, and the trend judgment department that acquires trend information that is information on the price trend of financial products by using the current value information acquired by the current value acquisition department when two or more times are different. , When the trend information satisfies a predetermined condition, the order information associated with the direction information indicating either sell or buy according to the current direction information opposite to the current direction information stored in the current direction storage unit. Is a financial information processing apparatus including an order generation unit that generates an order and stores the information in the order storage unit.

With such a configuration, when it is determined that the trend is different from the position direction of the current order, the order can be automatically placed in the position direction corresponding to the trend.

Further, the financial information processing apparatus of the second invention further provides a direction changing unit for changing the current direction information of the current direction storage unit when the trend information satisfies a predetermined condition with respect to the first invention. The order generation unit is a financial information processing device that generates order information associated with direction information indicating either sell or buy according to the changed current direction information and stores it in the order storage unit.

With such a configuration, when it is determined that the trend is different from the position direction of the current order, the order can be automatically placed in the position direction corresponding to the trend.

Further, in the financial information processing apparatus of the third invention, when the direction changing unit is information indicating that the trend information acquired by the trend determining unit has no trend, the current direction information is obtained with respect to the second invention. It is a financial information processing device that does not change.

With such a configuration, even if it is determined that there is no trend, an order can be appropriately and automatically made.

Further, the financial information processing apparatus of the fourth invention includes a position storage unit capable of storing one or more position information which is information on the position of a financial product for any one of the first to third inventions. The position generation unit that generates the position information corresponding to the order information corresponding to the current value information acquired by the current value acquisition unit and accumulates it in the position storage unit, and the position information corresponding to the current value information acquired by the current value acquisition unit. It is a financial information processing device further provided with a settlement unit for making settlements for.

With such a configuration, when it is determined that the trend is different from the position direction of the current order, it is possible to settle the order automatically placed in the position direction corresponding to the trend.

Further, in the financial information processing apparatus of the fifth invention, for any one of the first to fourth inventions, in the order generation unit, the current direction information stored in the current direction storage unit indicates buying. When the trend information acquired by the trend determination unit is information indicating a decline, order information associated with the sell direction information is generated, stored in the order storage unit, and stored in the current direction storage unit. When the current direction information is information indicating selling and the trend information acquired by the trend judgment unit is information indicating an increase, order information associated with the buying direction information is generated and financial information accumulated in the order storage unit. It is a processing device.

With such a configuration, when it is determined that the trend is different from the position direction of the current order, the order can be automatically placed in the position direction corresponding to the trend.

Further, in the financial information processing apparatus of the sixth invention, with respect to the fourth invention, the settlement unit has one or more stored in the order storage unit when the trend information satisfies a predetermined condition. It is a financial information processing device that makes payments for positions corresponding to order information.

With such a configuration, when a change in a trend is detected, payment can be made in accordance with the trend.

Further, in the financial information processing apparatus of the seventh invention, with respect to the sixth invention, the settlement unit has one or more stored in the order storage unit when the trend information satisfies a predetermined condition. It is a financial information processing device that makes payments for all positions corresponding to order information.

With such a configuration, when a change in a trend is detected, payment can be made in accordance with the trend.

Further, the financial information processing apparatus of the eighth invention further provides a parameter storage unit for storing the assumed fluctuation range, the target asset, and the order interval, which are parameters, for any one of the first to seventh inventions. The order generation unit indicates either sell or buy according to the current direction information of the current direction storage unit by using the three parameters without changing the three parameters stored in the parameter storage unit. It is a financial information processing device that generates one or more order information associated with direction information and stores it in an order storage unit.

With such a configuration, when a change in the trend is detected, an order can be placed using appropriate parameters.

Further, in the financial information processing apparatus of the ninth invention, for any one of the first to eighth inventions, the order generation unit sets the generation conditions in which the value of the financial product indicated by the current value information is predetermined. If it is low enough to satisfy, one or more position information with a lower value than the lowest value position information among the position information possessed by the settlement information is generated, or the value of the financial product indicated by the current value information is predetermined. When it is high enough to satisfy the condition, it is a financial information processing device that generates one or more position information having a higher value than the position information having the highest value among the position information possessed by the settlement information.

With such a configuration, in the i-cycle order, the order can be automatically placed in the position direction corresponding to the trend.

Further, the financial information processing apparatus of the tenth invention is a financial information processing apparatus in which the number of positions is constant with respect to the ninth invention regardless of fluctuations in the value of financial instruments.

With such a configuration, in the i-cycle order, the order can be automatically placed in the position direction corresponding to the trend.

According to the financial information processing apparatus according to the present invention, when it is determined that the trend is different from the position direction of the current order, the order can be automatically placed in the position direction matching the trend.

Conceptual diagram of financial information processing system A according to the first embodiment Block diagram of the financial information processing system A A flowchart explaining the operation of the financial information processing apparatus 1. Flowchart explaining the order generation process Flow chart explaining the first example of the same position calculation process Flowchart explaining the calculation method of the same position candidate Flow chart explaining the second example of the same position calculation process Flow chart explaining the trend order processing Flow chart explaining the contract processing Flow chart explaining the payment process Flow chart explaining the operation of the terminal device 2 Diagram showing the management table for the same order, etc. Diagram showing the generated order information Block diagram of the financial information processing device 3 Overview of the computer system Block diagram of the computer system

Hereinafter, embodiments of the financial information processing apparatus and the like will be described with reference to the drawings. In addition, since the components with the same reference numerals perform the same operation in the embodiment, the description may be omitted again.

(Embodiment 1)

In the present embodiment, a financial information processing system including a financial information processing device that automatically determines a trend from two or more price information of a financial product and sets a position in a position direction along the trend will be described. The financial products here are, for example, FX, stocks, futures trading, and the like.

The financial information processing system is, for example, a system that realizes a so-called i-cycle order (registered trademark). The i-cycle order is a method of generating one or more position information having a lower value than the position information having the lowest value when the present value of the financial instrument is low enough to satisfy a predetermined condition. Further, the i-cycle order is a method of generating one or more position information having a higher value than the position information having the highest value when the present value of the financial product is high enough to satisfy a predetermined condition. In i-cycle orders, the number of positions is usually constant regardless of fluctuations in the value of the financial instrument. For i-cycle ordering, refer to the Internet web page (URL: https://www.gaitameonline.com/icycle/), for example.

Further, in the present embodiment, a financial information processing system including a financial information processing device that changes a buy position to a sell position when the trend is down and a sell position to a buy position when the trend is up will be described.

Further, in the present embodiment, when the determined trend is "none", the financial information processing system including the financial information processing device that does not change the position method will be described.

Further, in the present embodiment, a financial information processing system including a financial information processing device that settles one or more existing positions when the position direction is changed by automatic determination of a trend will be described. In this case, one or more positions to be settled are, for example, all positions that can be settled.

Further, in the present embodiment, the financial information processing system including the financial information processing device that does not change the parameters such as the assumed fluctuation range, the target asset, and the order interval (the previous parameters are used as they are) when the trend change occurs. explain.

FIG. 1 is a conceptual diagram of the financial information processing system A according to the present embodiment. The financial information processing system A includes a financial information processing device 1 and one or more terminal devices 2. The financial information processing device 1 is, for example, a server device of a company that sells financial products. The financial information processing device 1 is, for example, a cloud server, an ASP server, or the like, and the type thereof does not matter. Further, the terminal device 2 is, for example, a terminal of a user who purchases a financial product. The terminal device 2 is, for example, a so-called personal computer, a smartphone, a mobile terminal, a tablet terminal, or the like, and the type thereof does not matter.

FIG. 2 is a block diagram of the financial information processing system A according to the present embodiment.

The financial information processing device 1 includes a storage unit 11, a reception unit 13, a processing unit 14, and a transmission unit 15.

The storage unit 11 includes a current direction storage unit 111, an order storage unit 112, a position storage unit 113, and a parameter storage unit 114.

The processing unit 14 includes a present value acquisition unit 141, a trend determination unit 142, a direction change unit 143, an order generation unit 144, a position generation unit 145, and a settlement unit 146.

The terminal device 2 includes a terminal storage unit 21, a terminal reception unit 22, a terminal transmission unit 23, a terminal reception unit 24, and a terminal output unit 25.

Various types of information are stored in the storage unit 11 that constitutes the financial information processing device 1. The various types of information include, for example, present value information, current direction information, order information, position information, various parameters, and the like. Present value information is information about the present value of a financial instrument. The present value information is, for example, the current exchange rate, the current stock price, the current futures price, and the like. The present value information is, for example, information received from an external server device (not shown). Further, the present value information may be, for example, information input by the user to the financial information processing apparatus 1. The various parameters are, for example, assumed fluctuation range information, target asset information, and order interval information, which will be described later.

The current direction storage unit 111 stores the current direction information. The current direction information is information regarding the direction of the current order. The current direction information is information indicating either "sell" or "buy". The current direction storage unit 111 stores the current direction information for each user, for example. The current direction storage unit 111 stores the current direction information as a pair with the user identifier, for example. The user identifier is information that identifies the user, and is, for example, a user ID, an email address, an ID (MAC address) of the terminal device 2, an IP address, a name, and the like. The user identifier may be any type of information as long as it is information that identifies the user.

The order storage unit 112 may store one or more order information. Order information is information about an order for a financial instrument whose value can fluctuate. The order information is usually information associated with direction information indicating either "sell" or "buy". The order information includes, for example, price information indicating a buy price (hereinafter, appropriately referred to as “buy price information”) and price information indicating a sell price (hereinafter, appropriately referred to as “sell price information”). The order information has, for example, a position and settlement terms. When the order information has a position and a settlement condition, and the position direction is "sell", the position is "sell price information" and the settlement condition is "buy price information". Further, when the order information has a position and a settlement condition, and the position direction is "buy", the position is "buy price information" and the settlement condition is "sell price information". The order storage unit 112 stores, for example, one or more order information for each user. The order storage unit 112 usually stores one or more order information as a pair with the user identifier.

The position storage unit 113 may store one or more position information. Position information is information about the position of a financial instrument. A position indicates the state of holdings of a financial instrument whose value can fluctuate. For example, in the case of FX, the position is expressed by the holding amount, the exchange rate, the trading, and the like. The position information is, for example, exchange rate information, stock price information to be purchased or sold, and the like. The position information may be information that identifies the corresponding order information. The position information may be a link to the corresponding order information, an identifier of the corresponding order information, or the like. The position information includes the corresponding order information, and may be information (for example, a flag) indicating that the order has been executed. The position storage unit 113 normally stores one or more position information as a pair with the user identifier.

The parameter storage unit 114 stores one or more parameters. The parameter is, for example, financial transaction information which is information regarding a transaction of a financial product. Financial transaction information is a parameter used to generate order information. The financial transaction information includes, for example, assumed fluctuation range information indicating the assumed fluctuation range, target asset information indicating the target asset, order interval information indicating the order interval, currency pair, currency unit information, and a direction indicating the direction of the position. Information. Hereinafter, the assumed fluctuation range information may be simply referred to as the assumed fluctuation range, the target asset information may be simply referred to as the target asset, and the order interval information may be simply referred to as the order interval. The parameter storage unit 114 usually stores one or more parameters as a pair with the user identifier.

The parameter storage unit 114 may store, for example, one or more parameters corresponding to the user identifier and each position direction information (for example, “sell” and “buy”). In such a case, the parameters used when calculating the position are usually different depending on whether the position direction is "sell" or "buy". Further, the parameter storage unit 114 may store, for example, an expression for calculating the parameter. In such a case, the calculated parameters differ depending on the formula.

The receiving unit 13 receives various information and instructions. The receiving unit 13 receives various information and instructions from, for example, the terminal device 2 or an external device (not shown). The various information and instructions are, for example, order instructions. An order instruction is an instruction to place one or more orders. The order instruction has one or more parameters used to generate one or more order information. The order instruction has a user identifier. One or more parameters are, for example, the financial transaction information described above. Further, the various information and instructions are, for example, one or more parameters described above, present value information, and the like.

The processing unit 14 performs various processes. The various processes are, for example, processes performed by the present value acquisition unit 141, the trend determination unit 142, the direction change unit 143, the order generation unit 144, the position generation unit 145, and the settlement unit 146. Further, the various processes are, for example, a position calculation process described later. The position calculation process is, for example, a part of the order information generation process.

The present value acquisition unit 141 acquires present value information, which is information on the present value of a financial instrument. The present value acquisition unit 141 may receive the present value information from an external device, may read the present value information stored in the storage unit 11, or may receive the present value information from a user (for example, an administrator). The present value information may be acquired by accepting the input. The present value acquisition unit 141 normally stores the acquired present value information in the storage unit 11. The present value acquisition unit 141 usually stores the present value information in the storage unit 11 in association with the time (may be a date) corresponding to the present value information. The time or date corresponding to the present value information is, for example, the current time or date.

The trend determination unit 142 determines the trend by using the present value information acquired by the present value acquisition unit 141 when two or more times are different. The trend judgment is to judge whether the price of a financial product is on an upward trend or a downward trend. Further, the determination of the trend may be to determine whether the price of the financial product is on an upward trend, a downward trend, or no trend. Judgment of the trend is whether the trend is in one of four or more stages (for example, five stages such as "a slight upward trend, a slight upward trend, no trend, a slight downward trend, and a considerable downward trend"). You may make a judgment. Judgment of a trend is usually the acquisition of trend information.

The trend determination unit 142 acquires the trend information by using the present value information acquired by the present value acquisition unit 141 when two or more times are different. Trend information is information on trends in the prices of financial instruments. The trend information can be, for example, either "up" indicating an uptrend or "down" indicating a downtrend. As the trend information, for example, "none" information indicating a situation where there is no trend may be obtained. The present value information when two or more times are different usually includes the present (latest) present value information.

The algorithm by which the trend determination unit 142 determines the trend does not matter. The trend determination unit 142 can use a known trend determination algorithm. The trend determination unit 142 may use, for example, a method of determining an uptrend or a downtrend by using a golden cross or a dead cross of the moving average line (for example, the Internet URL "http://www.gaitame.com". /smphone/beginner/qa_lesson4.html "). The period of the moving average line in this case does not matter. Further, the lend determination unit 142 may use a method of determining an uptrend or a downtrend by using the golden cross and the dead cross of MACD (for example, the Internet URL "http://www.gaitame.com/smphone". (See /beginner/jisseki.html). Further, the trend determination unit 142 may acquire trend information by using other trend determination techniques.

Further, the timing at which the trend determination unit 142 determines the trend does not matter. The trend determination unit 142 may determine the trend each time the present value information is acquired, may determine the trend at regular or irregular intervals, or at a predetermined time. In that case, the trend may be judged. Further, the timing of trend determination may be different for each user or may be the same for all users.

The direction changing unit 143 changes the current direction information of the current direction storage unit 111 when the trend information satisfies a predetermined condition. The predetermined condition is, for example, that the current direction information and the trend information have a mismatch relationship.

In the direction changing unit 143, for example, when the current direction information stored in the current direction storage unit 111 is information indicating a buy and the trend information acquired by the trend determination unit 142 is information indicating a decline, the current direction information Is changed to information indicating selling. In the direction changing unit 143, for example, when the current direction information stored in the current direction storage unit 111 is information indicating selling and the trend information acquired by the trend determining unit 142 is information indicating an increase, the current direction information Is changed to information indicating buying.

When the trend information acquired by the trend determination unit 142 is information indicating that there is no trend, the direction change unit 143 preferably changes the current direction information of the current direction storage unit 111. When the trend information acquired by the trend determination unit 142 is information indicating that there is no trend, it is preferable that the direction change unit 143 does not change the current direction information. When the trend information is information indicating that there is no trend, information indicating whether or not to change the current direction information is stored in association with the user identifier, and the direction changing unit 143 follows the information. When the trend information acquired by the trend determination unit 142 is information indicating that there is no trend, the current direction information may be changed or the current direction information may not be changed.

The order generation unit 144 generates one or more order information associated with the direction information indicating either sell or buy according to the current direction information of the current direction storage unit 111, and stores the order information in the order storage unit 112. The order generation unit 144 usually stores the generated order information in the order storage unit 112 in association with the user identifier.

The order generation unit 144 generates one or more order information, for example, triggered by the direction change unit 143 changing the current direction information. The order generation unit 144 uses the change of the current direction information by the direction change unit 143 as a trigger to perform, for example, the following position calculation process for calculating two or more positions, and corresponds to the two or more positions. Two or more order information is generated and stored in the order storage unit 112. The order generation unit 144 calculates two or more positions using the financial transaction information. In addition, the order generation unit 144 normally calculates two or more positions so that the loss does not exceed the target asset indicated by the target asset information in the transaction of the financial product. The order generation unit 144 calculates the maximum variation PIPS using, for example, the volatility reference period and the safety factor. Then, the order generation unit 144 calculates a position of 2 or 3 or more by using the maximum fluctuation PIPS, for example. That is, the order generation unit 144 calculates one or more other financial transaction information for each user by using one or two or more financial transaction information corresponding to the user, and uses the calculated financial transaction information. Two or three or more positions may be calculated. The maximum fluctuation PIPS is the width of the PIPS to be changed to the maximum. PIPS is the smallest unit of transaction rate. The calculated position can be information constituting the order information.

The order generation unit 144 may, for example, calculate a position that is a point for buying or selling a financial instrument, and may also acquire points for selling or buying the financial instrument. The order generation unit 144 calculates, for example, a position that is a point to buy a financial product, and calculates a point to sell the financial product as "buying point + P (P is a positive value, for example, 2.00 yen)". The formula may be used to calculate the points for selling the financial product. For example, if the financial product is FX and the currency pairs are US dollars and Japanese yen, and the order generator 144 calculates the points to buy US dollars as "99.00 yen", the points to sell US dollars are "99.00 yen". It is calculated as "yen + 2.00 yen". In addition, P in "buying point + P" may be a fixed value, or may be a value calculated by a calculation formula using the value of the point for selling a financial product or the target asset information as a parameter. The position, which is the point to buy, corresponds to the buy price information possessed by the order information. In addition, the position that is the selling point corresponds to the selling price information that the order information has.

For example, the information of the position calculation formula using the financial transaction information as a parameter is stored in the storage unit 11, and the order generation unit 144 substitutes the financial transaction information into the calculation formula indicated by the information of the calculation formula, and 2 or more. Calculate the position of. The position calculation formula 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, one lot of 1,000 currencies). Further, when the above equation is modified, “X = (Tu × A + 5.125 × A × A) ÷ B”.

In the case of the above formula, the order generation unit 144 first acquires the maximum fluctuation PIPS (A), the target asset (B), and the required margin (Tu). The parameters such as the maximum variation PIPS (A) are stored in the parameter storage unit 114 in association with the user identifier.

Then, the order generation unit 144 substitutes the acquired maximum fluctuation PIPS (A), target asset (B), and required margin (Tu) into the position calculation formula, and calculates the position interval (X). Then, the order generation unit 144 sets the point of the integer closest to the present value (0 after the decimal point) as the first position, and acquires the second and subsequent positions by using the position interval (X). The calculation of the position is usually the acquisition of the selling price information possessed by the order information when the position direction is "sell". Further, the calculation of the position is usually the acquisition of the buy price information possessed by the order information when the position direction is "buy".

In the above calculation formula, it is preferable that the order generation unit 144 configures the position with Xm as positive when X is smaller than Xm. Note that Xm is a preset reference value (minimum value) of the position interval.

The order generation unit 144 may, for example, calculate two or more positions by using the width information corresponding to one user and the width information indicating the interval between positions. That is, for example, the order generation unit 144 acquires the present value information from the storage unit 11, and acquires the first position which is the numerical value closest to the present value information and whose decimal point is 0. Next, the order generation unit 144 acquires the second and subsequent positions with the width indicated by the width information after the first position until, for example, the constraint is not satisfied.

The width information is information regarding the width between two or more positions. The width of 2 or more between the 3 or more positions is usually constant, but may not be constant. The width information is, for example, "2.00 yen" or the like. Further, the width information may be considered as two or more position information. That is, the width information is information on two or more positions indicating the value of the financial product to be settled according to the fluctuation of the value of the financial product, and information on two or more positions calculated using the financial transaction information. You may think. Since various algorithms for calculating the position by the order generation unit 144 are possible and publicly known techniques, detailed description thereof will be omitted.

The order generation unit 144 does not change the parameters (for example, three parameters) stored in the parameter storage unit 114, and uses the parameters to sell or buy according to the current direction information of the current direction storage unit 111. One or more order information associated with the direction information indicating either of them is generated and stored in the order storage unit 112. Here, the parameters are, for example, assumed fluctuation range information, target asset information, and order interval information. The order generation unit 144 has one or more order information associated with the direction information indicating either sell or buy without changing any information other than the position direction information among the information used when generating the order information. Is preferably generated and stored in the order storage unit 112. The parameter change is a parameter change corresponding to the user identifier of the user who generates the order information.

However, the order generation unit 144 may change information other than the position direction information to generate one or more order information and store it in the order storage unit 112. That is, for example, one or more parameters (for example, assumed fluctuation width information, target asset information, order interval information) are associated with the user identifier and direction information (for example, "sell" and "buy") in the parameter storage unit 114. The order generation unit 144 acquires one or more parameters corresponding to the user identifier and the direction information, and generates one or more order information by using the one or more parameters.

When the value of the financial product indicated by the current value information is low enough to satisfy a predetermined generation condition, the order generation unit 144 selects one or more order information having a value lower than the position information having the lowest value among the order information. If the value of the financial product to be generated or indicated by the current value information is high enough to meet the predetermined generation conditions, one or more orders with a higher value than the highest value order information in the payment information. Generate information.

The position generation unit 145 generates the position information corresponding to the order information corresponding to the present value information acquired by the present value acquisition unit 141, and stores the position information in the position storage unit 113. The position generation unit 145 generates, for example, position information corresponding to order information having price information that matches the value indicated by the present value information or is so close that a predetermined condition is satisfied, and stores the position information in the position storage unit 113. The position information may be generated by writing information (for example, a flag) indicating that the contract has been executed in association with the corresponding order information. Generating the position information and accumulating it in the position storage unit 113 may be performed by changing the position information of the position storage unit 113 (for example, changing from “0” to “1”).

The settlement unit 146 setstles the position information corresponding to the present value information acquired by the present value acquisition unit 141.

The settlement unit 146 uses the present value information to determine whether or not to make a settlement, and if it is determined to make a settlement, the settlement unit makes a settlement. The settlement unit 146 determines whether or not the value indicated by the present value information satisfies the settlement condition corresponding to the position information (or order information), and if it is determined that the settlement is to be performed, the settlement is performed. The settlement condition is, for example, that the value indicated by the present value information is the value associated with the position information and becomes the value for settlement. Further, the settlement condition is, for example, that the value indicated by the present value information is the value associated with the position information and is equal to or less than the value at which the settlement is performed. Further, the settlement condition is, for example, that the value indicated by the present value information is the value associated with the position information and is higher than the value at which the settlement is performed. For example, when the position indicated by the position information is "99.00 yen", the value associated with the position information is, for example, "97.00 yen".

When the direction changing unit 143 changes the current direction information, the settlement unit 146 may settle any position information (settlement-enabled position) stored in the position storage unit 113. When the direction changing unit 143 changes the current direction information, the settlement unit 146 may settle all the position information stored in the position storage unit 113.

To settle is to perform a settlement process, which is a process for settlement of a financial product. Here, the payment process may be performed by making a payment, sending a payment instruction to an external device, printing information on the payment, or the like. The settlement process may be any process related to settlement. The settlement unit 146 usually performs settlement processing using one or more financial transaction information. One or more financial transaction information is, for example, a currency pair or a position direction.

The transmission unit 15 transmits various types of information. The transmission unit 15 usually transmits various types of information to the terminal device 2. The various information includes one or more order information generated, one or more position information generated, information indicating that the payment was made by the settlement unit 146, profit information or loss information as a result of the settlement, and the like. ..

The terminal storage unit 21 constituting the terminal device 2 can store information. Information is, for example, a user identifier that identifies a user. The user identifier is, for example, a user ID, an e-mail address, an ID (MAC address) of the terminal device 2, an IP address, a name, and the like.

The terminal reception unit 22 receives information, instructions, and the like from the user. The information, instructions, and the like are, for example, financial transaction information such as width information.

The input means for information and instructions may be any means such as a keyboard, a mouse, a touch panel, or a menu screen. The terminal reception unit 22 can be realized by a device driver for input means such as a keyboard, control software for a menu screen, or the like.

The terminal transmission unit 23 transmits the instructions, information, and the like received by the terminal reception unit 22 to the financial information processing device 1. Further, the instructions and information here are, for example, one or more financial transaction information, one or more financial transaction information, a user identifier, and the like.

The terminal receiving unit 24 receives information from the financial information processing device 1. The terminal receiving unit 24 receives, for example, two or more order information from the financial information processing apparatus 1 in response to transmission of one or more financial transaction information or the like. Further, the terminal receiving unit 24 receives the settlement result from the financial information processing device 1.

The terminal output unit 25 outputs the information received by the terminal receiving unit 24. In addition, the terminal output unit 25 outputs information, instructions, and the like received from the user by the terminal reception unit 22.

Further, the output here is usually a display on a display, but projection using a projector, printing by a printer, sound output, transmission to an external device, storage on a recording medium, and other processing devices. It is a concept that includes the delivery of processing results to other programs.

The storage unit 11, the current direction storage unit 111, the order storage unit 112, the position storage unit 113, the parameter storage unit 114, and the terminal storage unit 21 are preferably non-volatile recording media, but can also be realized by a volatile recording medium. It is possible.

The process in which the information is stored in the storage unit 11 or the like does not matter. For example, the information may be stored in the storage unit 11 or the like via the recording medium, or the information transmitted via the communication line or the like may be stored in the storage unit 11 or the like. Alternatively, the information input via the input device may be stored in the storage unit 11 or the like.

The receiving unit 13 and the terminal receiving unit 24 are usually realized by wireless or wired communication means, but may be realized by means for receiving broadcasts.

The transmission unit 15 and the terminal transmission unit 23 are usually realized by wireless or wired communication means, but may be realized by broadcasting means.

The terminal output unit 25 may or may not include an output device such as a display or a speaker. The terminal output unit 25 can be realized by the driver software of the output device, the driver software of the output device, the output device, or the like.

Next, the operation of the financial information processing system A will be described. First, the operation of the financial information processing apparatus 1 will be described with reference to the flowchart of FIG.

(Step S301) The receiving unit 13 determines whether or not an order instruction has been received from the terminal device 2. If the order instruction is received, the process goes to step S302, and if the order instruction is not received, the process goes to step S304.

(Step S302) The order generation unit 144 performs an order generation process. The order generation process will be described with reference to the flowchart of FIG.

(Step S303) The transmission unit 15 transmits one or more order information generated in step S302 to the terminal device 2. Return to step S301. The transmitted order information of one or more is usually output by the terminal device 2.

(Step S304) The trend determination unit 142 determines whether or not the timing of the trend determination is correct. If it is the timing of trend determination, the process goes to step S305, and if it is not the timing of trend determination, the process proceeds to step S307.

(Step S305) The trend determination unit 142 acquires the present value information acquired by the present value acquisition unit 141 when two or more times are different from the storage unit 11. Then, the trend determination unit 142 determines the trend using the acquired two or more present value information, and acquires the trend information.

(Step S306) The direction changing unit 143 and the order generating unit 144 perform the trend order processing. Return to step S301. The trend order processing will be described with reference to the flowchart of FIG. The trend order processing is an order processing using the trend information acquired in step S305.

(Step S307) The present value acquisition unit 141 determines whether or not the present value information has been acquired. If the present value information is acquired, the process proceeds to step S308, and if the present value information is not acquired, the process returns to step S301.

(Step S308) The position generation unit 145 performs the contract processing using the present value information acquired in step S307. The contract processing will be described with reference to the flowchart of FIG.

(Step S309) The settlement unit 146 performs the settlement process using the present value information acquired in step S307. Return to step S301. The payment process will be described with reference to the flowchart of FIG.

In the flowchart of FIG. 3, the acquisition of present value information is used as a trigger for contract processing and settlement processing. However, other triggers for execution processing and settlement processing may be used.

Further, in the flowchart of FIG. 3, the process ends when the power is turned off or an interrupt for the end of the process occurs.

Next, the order generation process in step S302 will be described with reference to the low chart of FIG.

(Step S401) The order generation unit 144 acquires one or more financial transaction information possessed by the order instruction received in step S301 from the parameter storage unit 114. The one or more financial transaction information acquired here is a parameter paired with the user identifier of the user corresponding to the terminal device 2 that has transmitted the order instruction.

(Step S402) The order generation unit 144 acquires the present value information from the storage unit 11. This present value information is the latest present value information.

(Step S403) The order generation unit 144 calculates one or more positions using the one or more financial transaction information acquired in step S401. An example of such position calculation processing will be described with reference to the flowcharts of FIGS. 5 to 7. In addition, the order generation unit 144 calculates one or more positions by using, for example, the present value information.

(Step S404) The order generation unit 144 configures one or more order information by using each of the one or more positions calculated in step S403. The order generation unit 144 acquires, for example, settlement conditions corresponding to one or more positions, and constitutes one or more order information having the positions and settlement conditions.

(Step S405) The transmission unit 16 stores one or more order information configured in step S404 in the order storage unit 112 in association with the user identifier of the user of the terminal device 2 that has transmitted the order instruction. Return to higher-level processing.

Next, a first example of the position calculation process in step S403 will be described with reference to the flowchart of FIG.
(Step S501) The order generation unit 144 calculates the maximum fluctuation PIPS (X) using the volatility reference period and the safety factor. The order generation unit 144 usually acquires the variable PIPS (CP) of the volatility reference period paired with the user identifier included in the order instruction from the parameter storage unit 114, and “maximum variable PIPS (X) = variable PIPS (CP)). The maximum fluctuation PIPS (X) is calculated from "× safety factor". It is assumed that the order generation unit 144 holds in advance the information of the calculation formula for calculating the maximum fluctuation PIPS (X), for example. The maximum fluctuation PIPS (X) may be calculated without using the safety factor.
(Step S502) The order generation unit 144 substitutes 2 for N.
(Step S503) The order generation unit 144 calculates position candidates. The method of calculating the position candidate will be described with reference to the flowchart of FIG.
(Step S504) The order generation unit 144 calculates the valuation profit / loss of each position candidate for one or more position candidates calculated in step S503. The order generation unit 144 calculates the valuation profit / loss of the position candidate by, for example, “valuation profit / loss = PIP of position candidate × lot unit × currency unit”.
(Step S505) The order generation unit 144 calculates the user's burden (a) by using the valuation profit / loss of each position candidate calculated in step S504 and the margin information. The burden (a) is "sum of valuation gains / losses of each position candidate + margin x number of position candidates".
(Step S506) The order generation unit 144 determines whether or not “the target asset <a” of the user is satisfied. If "the target asset <a" of the user is satisfied, the process goes to step S507, and if "the target asset <a" of the user is not satisfied, the process goes to step S510. It is assumed that the target asset of the user is stored in the storage unit 11 in association with the user identifier, for example. Further, the target asset here may be an account asset.
(Step S507) The order generation unit 144 substitutes “N-1” for the variable “number of positions”. The variable "number of positions" is the final number of positions.
(Step S508) The order generation unit 144 acquires all the positions when the number of positions is (N-1) from the buffer.
(Step S509) The order generation unit 144 acquires the width (interval) of the position. Return to higher-level processing.
Next, the method of calculating the position candidate in step S503 will be described with reference to the flowchart of FIG.
(Step S601) The order generation unit 144 substitutes 1 for the counter i.
(Step S602) The order generation unit 144 calculates the position candidate Pi “(X / N) × i”.
(Step S603) The order generation unit 144 increments the counter i by 1.
(Step S604) The order generation unit 144 determines whether or not i and N are equal. If i and N are equal, the process proceeds to step S605, and if i and N are not equal, the process returns to step S602.
(Step S605) The order generation unit 144 stores all positions in a buffer (not shown). Return to higher-level processing. All positions are positions from P1 to Pi.
Next, a second example of the position calculation process in step S403 will be described with reference to the flowchart of FIG. 7. In the flowchart of FIG. 7, the same steps as those of the flowchart of FIG. 5 will be omitted.
(Step S701) The order generation unit 144 substitutes 1 for the counter i.
(Step S702) The order generation unit 144 calculates the position candidate Pi “present value −i × x (x is a constant)” and temporarily stores it in the buffer. The present value is the value indicated by the present value information (for example, exchange rate, stock price, etc.). Further, x is, for example, 50 PIPS.
(Step S703) The order generation unit 144 determines whether or not the position candidate Pi does not exceed the maximum fluctuation PIPS (X) from the present value. If it does not exceed, go to step S704, and if it exceeds, go to step S709.
(Step S704) The order generation unit 144 calculates the valuation profit / loss for the i-th position candidate. The order generation unit 144 calculates the valuation profit / loss of the position candidate by, for example, “valuation profit / loss = PIP of position candidate × lot unit × currency unit”.
(Step S705) The order generation unit 144 calculates the user's burden (ai) on the position candidate Pi by using the valuation profit / loss of the position candidate Pi and the margin information. The burden (ai) is usually "valuation gain / loss of position candidate Pi + margin".
(Step S706) The order generation unit 144 calculates the entire burden (a) of the user. The entire user burden (a) is the sum of a1 to ai.
(Step S707) The order generation unit 144 determines whether or not “the target asset <a” of the user is satisfied. If "the target asset <a" of the user is satisfied, the process goes to step S708, and if "the target asset <a" of the user is not satisfied, the process goes to step S709. Here, the account asset may be a target asset. Further, the target asset may be a part of the account asset.
(Step S708) The order generation unit 144 increments the counter i by 1.
(Step S709) The order generation unit 144 substitutes “i-1” for the variable “number of positions”. The variable "number of positions" is the final number of positions.
(Step S710) The order generation unit 144 acquires all the positions from P1 to Pi-1 from the buffer. Return to higher-level processing.

Next, the trend order processing in step S306 will be described with reference to the flowchart of FIG.

(Step S801) The direction changing unit 143 substitutes 1 for the counter i.

(Step S802) The direction changing unit 143 determines whether or not the i-th user identifier is stored in the storage unit 11 (may be the current direction storage unit 111 or the order storage unit 112). If it is stored, it goes to step S803, and if it is not stored, it returns to the higher-level processing.

(Step S803) The direction changing unit 143 acquires the current direction information paired with the i-th user identifier from the current direction storage unit 111.

(Step S804) The direction changing unit 143 acquires the current direction information of the user identified by the i-th user identifier from the current direction storage unit 111. Then, the direction changing unit 143 determines whether or not the current direction information of the i-th user matches the trend information. If it matches, it goes to step S807, and if it does not fit, it goes to step S805. The fact that the direction information of the i-th user does not match the trend information is the above-mentioned "when the trend information satisfies a predetermined condition" for the i-th user. The direction changing unit 143 usually determines that if the current direction information is "sell" and the trend information is "downward", it is "matched", and the current direction information is "buy" and the trend information is "buy". If it is "rising", it is judged to be "fit".

(Step S805) The direction changing unit 143 changes the current direction information of the i-th user. That is, the direction changing unit 143 changes the direction information paired with the i-th user identifier. The change of direction information is, for example, a change from "sell" to "buy" and a change from "buy" to "sell".

(Step S806) The order generation unit 144 uses the current direction information changed in step S805 to generate order information in the position direction according to the current direction information. The generation of the order information is shown in FIG. It may be the same as the order generation process shown. However, the generation of the order information may be an order information generation process other than the order generation process shown in FIG. For example, the order generation unit 144 may generate one or more order information using a parameter paired with the i-th user identifier in the position direction according to the current direction information changed in step S805. Further, it is preferable that the order generation unit 144 further uses the present value information to generate one or more order information.

For example, when the current direction information of the i-th user is "buy" and the trend information is "downward", the direction change unit 143 changes the current direction information of the user to "sell" and generates an order. The unit 144 is one order information having the selling price information of the same value as the present value information, and generates the order information having the direction information "sell". Such order information has, for example, buy price information (settlement conditions) having a value of "present value information-2.00 yen".

Further, for example, when the current direction information of the i-th user is "sell" and the trend information is "rise", the direction change unit 143 changes the current direction information of the user to "buy". The order generation unit 144 includes order information having buy price information having the same value as the present value information and selling price information (settlement condition) having a value of "present value information +3.00 yen". You may have more than one order information.

(Step S807) The direction changing unit 143 increments the counter i by 1. Return to step S802.

The contract processing in step S308 will be described with reference to the flowchart of FIG.

(Step S901) The position generation unit 145 substitutes 1 for the counter i.

(Step S902) The position generation unit 145 determines whether or not the i-th user identifier is stored in the storage unit 11 (may be the order storage unit 112). If it is stored, it goes to step S903, and if it is not stored, it returns to the higher-level processing.

(Step S903) The position generation unit 145 substitutes 1 for the counter j.

(Step S904) The position generation unit 145 determines whether or not the i-th user identifier and the j-th order information exist. If the order information exists, the process goes to step S905, and if the order information does not exist, the process goes to step S908.

(Step S905) The position generation unit 145 determines whether or not the present value information matches the j-th order information. If it matches, it goes to step S906, and if it does not fit, it goes to step S907. The conformity here means that the order is in a state of being executed.

(Step S906) The position generation unit 145 performs a process for executing the j-th order information of the i-th user identifier. In the processing for execution, for example, position information having selling price information and buying price information corresponding to the jth order information is generated in association with the i-th user identifier and stored in the position storage unit 113. Processing is also acceptable. Further, the processing for the contract may be, for example, a process of adding information indicating the contract (for example, position information and the flag described above) to the j-th order information corresponding to the i-th user identifier.

(Step S907) The position generation unit 145 increments the counter j by 1. Return to step S904.

(Step S908) The position generation unit 145 increments the counter i by 1. Return to step S902.

The payment process in step S309 will be described with reference to the flowchart of FIG.

(Step S1001) The settlement unit 146 substitutes 1 for the counter i.

(Step S1002) The settlement unit 146 determines whether or not the i-th user identifier is stored in the storage unit 11 (may be the position storage unit 113 or the order storage unit 112). If it is stored, it goes to step S1003, and if it is not stored, it returns to the higher-level processing.

(Step S1003) The settlement unit 146 substitutes 1 for the counter j.

(Step S1004) The settlement unit 146 determines whether or not the i-th user identifier and the j-th position information exist. If the position information exists, the process goes to step S1005, and if the position information does not exist, the process goes to step S1008.

(Step S1005) The settlement unit 146 determines whether or not the present value information matches the j-th position information. If it matches, it goes to step S1006, and if it does not fit, it goes to step S1007. The conformity here is that the present value information conforms to the settlement terms. The conformity here is to satisfy the condition for the present value information to be settled by the j-th position information or the order information paired with the j-th position information.

(Step S1006) The settlement unit 146 performs a process for settlement of the j-th position information of the i-th user identifier. It can be said that the process for settlement of the j-th position information is the process for settlement of the order information corresponding to the j-th position information.

(Step S1007) The settlement unit 146 increments the counter j by 1. Return to step S1004.

(Step S1008) The settlement unit 146 increments the counter i by 1. Return to step S1002.

Next, the operation of the terminal device 2 will be described with reference to the flowchart of FIG.

(Step S1101) The terminal reception unit 22 determines whether or not the financial transaction information or the like has been accepted. If the financial transaction information or the like is accepted, the process proceeds to step S1102, and if the financial transaction information or the like is not accepted, the process proceeds to step S1106. The financial transaction information and the like are, for example, order instructions including financial transaction information.

(Step S1102) The terminal processing unit 23 acquires the user identifier from the terminal storage unit 21.

(Step S1103) The terminal transmission unit 24 transmits the financial transaction information and the like received in step S1101 and the user identifier obtained in step S1102 to the financial information processing apparatus 1. The information transmitted here is, for example, the above-mentioned order instruction. The order instruction here usually includes a user identifier.

(Step S1104) The terminal receiving unit 25 determines whether or not one or more order information has been received from the financial information processing apparatus 1 in response to the transmission of the financial transaction information or the like in step S1103. If one or more order information is received, the process proceeds to step S1105, and if not received, the process returns to step S1104.

(Step S1105) The terminal output unit 25 outputs one or more order information received in step S1104. Return to step S1101.

(Step S1106) The terminal reception unit 22 determines whether or not the information output instruction has been received. If the output instruction is accepted, the process proceeds to step S1107, and if the output instruction is not accepted, the process returns to step S1101. The output instruction is an instruction to output information such as order information, position information, and parameters.

(Step S1107) The terminal processing unit 23 acquires the user identifier from the terminal storage unit 21.

(Step S1108) The terminal transmission unit 24 transmits an output instruction including the user identifier acquired in step S1107 to the financial information processing apparatus 1.

(Step S1109) The terminal receiving unit 25 determines whether or not the information has been received from the financial information processing apparatus 1 in response to the transmission of the output instruction in step S1108. If the information is received, the process goes to step S1110, and if the information is not received, the process returns to step S1109.

(Step S1110) The terminal output unit 25 outputs the information received in step S1109. Return to step S1101. The information is order information, position information, parameters, etc. of the user.

In the flowchart of FIG. 11, the process ends when the power is turned off or an interrupt for the end of the process occurs.

Hereinafter, the specific operation of the financial information processing system A in the present embodiment will be described. The conceptual diagram of the financial information processing system A is shown in FIG.

Now, the storage unit 11 of the financial information processing apparatus 1 stores the order management table shown in FIG. The order management table is a table that manages order information and the like of each user. The order management table manages one or more records having "ID", "user identifier", "current direction information", "order information", "position information", "parameter group", and the like. "Order information" has "position" and "settlement conditions". The "parameter group" is a plurality of parameters, and here, it has an "assumed fluctuation range", a "target asset", and an "order interval". The "ID" is information that identifies a record. The "position" in the "order information" is a sell or buy position. The "payment condition" of the "order information" indicates the amount to be settled. Here, for example, it is assumed that the "parameter group" also has a currency pair, a volatility reference period, a safety factor, a currency unit, and the like. In addition, the "currency pair" of "ID = 1" in the order management table shown in Fig. 12 is "US dollar / Japanese yen", the "bora reference period" is "90 days", and the "safety factor" is "double". It is assumed that the "currency unit" is "thousand passages". Further, "1" in the "position information" indicates that the order has been executed and the position has been reached. When the "position information" is "0", it indicates that the order has not been filled.

The record of "ID = 1" in the order management table shown in FIG. 12 is an instruction for ordering FX in the above-mentioned i-cycle order from the terminal device 2 of the user identified by the user identifier "AAA". Yes, when the receiving unit 13 of the financial information processing apparatus 1 receives an order instruction including financial transaction information, the information generated and accumulated by the order generating unit 144 is included. Then, after the present value acquisition unit 141 acquires the present value information, the position generation unit 145 performs the above-mentioned contract processing, and "1" is written in the position information corresponding to the present value information. The position information "1" of the record of "ID = 1" is such information. Then, after the order generation unit 144 generates the order information and the like, the transmission unit 15 transmits the generated one or more order information and the like to the terminal device 2.

Then, the terminal receiving unit 25 of the terminal device 2 receives one or more order information from the financial information processing device 1 in response to the transmission of the order instruction. The terminal output unit 25 outputs one or more order information received in step S1104.

In such a situation, it is assumed that the present value acquisition unit 141 receives the present value information from an external device (not shown). Then, the present value acquisition unit 141 pairs the received present value information with the present time and stores it in the storage unit 11.

Then, here, it is assumed that the trend determination unit 142 determines that it is the timing of the trend determination. Here, the trend determination unit 142 determines that it is the timing of the trend determination when the predetermined time is reached.

Next, the trend determination unit 142 acquires the present value information at two or more different times, including the latest present value information, from the storage unit 11. Then, it is assumed that the trend determination unit 142 determines the trend using the acquired two or more present value information and acquires the trend information "rise".

Next, the settlement unit 146 setstles the order information (which may be called position information) corresponding to the current direction information "sell" and the settlementable position information "1".

Next, the direction changing unit 143 changes the current direction information corresponding to the user identifier (for example, “AAA”) corresponding to the current direction information “sell” to “buy”.

Hereinafter, a process of placing an order matching the trend with the user identified by the user identifier "AAA" corresponding to the record of "ID = 1" in FIG. 12 will be described.

In the order generation unit 144, the parameter group (for example, the assumed fluctuation range “9.0”, the target asset “ 2 million yen ”, order interval“ 1.0 ”, etc.). Further, the order generation unit 144 acquires the current direction information "buy" paired with the user identifier "AAA" from the storage unit 11. Further, the order generation unit 144 acquires the latest present value information (for example, "106.0 yen") from the storage unit 11 (or an external device (not shown)).

Then, the order generation unit 144 generates the order information of the i-trend cycle in the position direction according to the current direction information "sell" by using the changed current direction information. That is, the order generation unit 144 generates, for example, the order information shown in FIG. 13 and stores it in the order information storage unit 112. The order information in FIG. 13 corresponds to the user identifier "AAA". The process of generating the order information shown in FIG. 13 is the process of generating the order information of the i-trend cycle and is a known technique, so detailed description thereof will be omitted.

Next, the transmission unit 15 transmits one or more generated order information (for example, the order information of FIG. 13) to the terminal device 2.

In the above specific example, the settlement unit 146 setstles the order information (which may be called position information) corresponding to the current direction information "sell" and the settleable position information "1". Was done. However, such payment does not have to be made.

Further, in the above specific example, the position generation unit 145 performs the contract processing as follows. That is, the position generation unit 145 determines whether or not the present value information matches each order information. Then, the position generation unit 145 changes the position information paired with the order information matching the present value information from "0" or NULL to "1".

Further, in the above specific example, the settlement unit 146 performs the settlement process as follows. That is, the settlement unit 146 determines whether or not the present value information matches each position information. Specifically, in the settlement unit 146, the position information is "1", the settlement condition paired with the position information matches the present value information, or the settlement condition and the present value information are predetermined. If it is determined that the position information is close enough to satisfy, the processing for settlement of the position information is performed.

Further, when the terminal device 2 of the user identified by the user identifier "AAA" receives one or more order information, the one or more order information is output.

Further, in the above specific example, when it is determined that there is no trend, one or more order information in the position direction opposite to the current direction information may be generated, or the order information may not be generated.

As described above, according to the present embodiment, when it is determined that the trend is different from the position direction of the current order, the order can be automatically placed in the position direction matching the trend.

Further, according to the present embodiment, even if it is determined that there is no trend, an order can be appropriately and automatically made.

Further, according to the present embodiment, when a change in a trend is detected, it is possible to make a settlement conforming to the trend.

Further, according to the present embodiment, when a change in the trend is detected, an order can be placed using appropriate parameters.

Further, according to the present embodiment, in the i-cycle order, the order can be automatically placed in the position direction suitable for the trend.

The processing in the present embodiment may be realized standalone. In such a case, the structure of the financial information processing apparatus 3 is a block diagram as shown in FIG. In FIG. 14, the financial information processing device 3 includes a storage unit 11, a reception unit 33, a processing unit 14, and an output unit 35.

The reception unit 33 receives various information, instructions, and the like. The various information, instructions, and the like are, for example, order instructions. The reception unit 33 can be realized by a device driver for input means such as a keyboard, control software for a menu screen, or the like.

The output unit 35 outputs various information. The various types of information include, for example, one or more order information generated, one or more position information generated, information indicating that payment has been made by the settlement unit 146, revenue information or loss information as a result of settlement, and the like. Is. The output unit 35 may or may not include an output device such as a display or a speaker. The output unit 35 can be realized by the driver software of the output device, the driver software of the output device, the output device, or the like.

Further, 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 on a recording medium such as a CD-ROM and disseminated. This also applies to other embodiments herein. The software that realizes the financial information processing device 1 in the present embodiment is the following program. That is, in this program, the recording medium accessible to the computer is information about the direction of the current order, and the value fluctuates with the current direction storage unit that stores the current direction information indicating either sell or buy. It comprises an order storage unit that can store one or more order information that is information about an order for a financial product to be obtained and is associated with direction information indicating either sell or buy, and a computer of the financial product. The current value acquisition department that acquires the current value information, which is information on the current value, and the current value information acquired by the current value acquisition department at two or more different times are used to relate to the price trend of the financial product. When the trend determination unit that acquires trend information, which is information, and the trend information satisfy a predetermined condition, sell or sell according to the current direction information opposite to the current direction information stored in the current direction storage unit. This is a program for generating order information associated with direction information indicating any of buying and functioning as an order generating unit stored in the order storage unit.

Further, in the above program, when the trend information satisfies a predetermined condition, the computer further functions as a direction changing unit for changing the current direction information of the current direction storage unit, and the order generating unit changes the current direction information. It is preferable that the program functions a computer as it generates order information associated with direction information indicating either sell or buy according to the current direction information and stores it in the order storage unit.

Further, in the above program, the direction changing unit is a program for operating the computer assuming that the current direction information is not changed when the trend information acquired by the trend determining unit is information indicating that there is no trend. That is preferable.

Further, in the above program, the recording medium accessible by the computer includes a position storage unit capable of storing one or more position information which is information on the position of the financial product, and the present value acquisition unit has acquired the computer. The position information corresponding to the order information corresponding to the present value information is generated, and the position generation unit accumulated in the position storage unit and the position information corresponding to the present value information acquired by the present value acquisition unit are settled. It is preferable that the program further functions as a payment unit.

Further, in the above program, when the current direction information stored in the current direction storage unit is information indicating a buy and the trend information acquired by the trend determination unit is information indicating a decline in the order generation unit. , Order information associated with sell direction information is generated, stored in the order storage unit, and the current direction information stored in the current direction storage unit is information indicating selling, which is acquired by the trend determination unit. When the trend information is information indicating an increase, it is preferable that the program functions a computer as it generates order information associated with buying direction information and stores it in the order storage unit.

Further, in the above program, when the trend information satisfies a predetermined condition, the settlement unit makes a settlement for a position corresponding to one or more order information stored in the order storage unit. It is preferable that the program operates the computer.

Further, in the above program, when the trend information satisfies a predetermined condition, the settlement unit makes a settlement for all positions corresponding to one or more order information stored in the order storage unit. Therefore, it is preferable that the program functions the computer.

Further, in the above program, the recording medium further includes a parameter storage unit for storing the assumed fluctuation range, the target asset, and the order interval, which are parameters, and the order generation unit is stored in the parameter storage unit. Without changing the three parameters, the three parameters are used to generate one or more order information associated with the direction information indicating either sell or buy according to the current direction information of the current direction storage unit. However, it is preferable that the program is a program that causes the computer to function as being stored in the order storage unit.

Further, in the above program, when the value of the financial product indicated by the present value information is low enough to satisfy a predetermined generation condition, the order generation unit has the lowest value among the position information possessed by the settlement information. When one or more position information having a value lower than the position information is generated, or when the value of the financial product indicated by the present value information is high enough to satisfy a predetermined generation condition, among the position information possessed by the settlement information, It is preferable that the program operates a computer to generate one or more position information having a higher value than the position information having the highest value.

Further, in the above program, it is preferable that the program operates the computer assuming that the number of positions is constant regardless of the fluctuation of the value of the financial instrument.

In addition, FIG. 15 shows the appearance of a computer that executes the program described in the present specification to realize the financial information processing apparatus 1 and the like of the various embodiments described above. The embodiments described above may be implemented in computer hardware and computer programs running on it. FIG. 15 is an overview view of the computer system 300, and FIG. 16 is a block diagram of the system 300.

In FIG. 15, the computer system 300 includes a computer 301 including a CD-ROM drive, a keyboard 302, a mouse 303, and a monitor 304.

In FIG. 16, in addition to the CD-ROM drive 3012, the computer 301 is connected to the MPU 3013, the bus 3014 connected to the CD-ROM drive 3012 and the like, the ROM 3015 for storing a program such as a bootup program, and the MPU 3013. It includes a RAM 3016 that is connected to temporarily store application program instructions and provide a temporary storage space, and a hard disk 3017 for storing application programs, system programs, and data. Although not shown here, the computer 301 may further include a network card that provides a connection to the LAN.

A program for causing the computer system 300 to execute the functions of the financial information processing apparatus 1 and the like 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. good. Alternatively, the program may be transmitted to the computer 301 via a network (not shown) and stored on the hard disk 3017. The program is loaded into RAM 3016 at run time. The program may be loaded directly from the CD-ROM3101 or network.

The program does not necessarily include an operating system (OS) that causes the computer 301 to execute the functions of the financial information processing apparatus 1 and the like according to the above-described embodiment, or a third-party program and the like. The program need only include a portion of the instruction that calls the appropriate function (module) in a controlled manner to obtain the desired result. It is well known how the computer system 300 works, and detailed description thereof will be omitted.

In the above program, in the step of transmitting information and the step of receiving information, processing performed by hardware, for example, processing performed by a modem or interface card in the transmission step (performed only by hardware). Processing) is not included.

Further, the number of computers that execute the above 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 the two or more communication means existing in one device may be physically realized by one medium.

Further, in each of the above-described embodiments, each process may be realized by centralized processing by a single device, or may be realized by distributed processing by a plurality of devices.

It goes without saying that the present invention is not limited to the above embodiments, and various modifications can be made, and 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 the effect of being able to automatically place an order in a position direction suitable for the trend, and is useful as a financial information processing apparatus or the like for trading FX.

1, 3 Financial information processing device 2 Terminal device 11 Storage unit 13 Reception unit 14 Processing unit 15 Transmission unit 21 Terminal storage unit 22 Terminal reception unit 23 Terminal transmission unit 24, 25 Terminal reception unit 25 Terminal output unit 33 Reception unit 35 Output unit 111 Current direction storage unit 112 Order storage unit 112 Order information storage unit 113 Position storage unit 114 Parameter storage unit 141 Present value acquisition unit 142 Lend judgment unit 142 Trend judgment unit 143 Direction change unit 144 Order generation unit 145 Position generation unit 146 Settlement unit

Claims (8)

A current direction storage unit that stores information about the direction of the current order and stores current direction information indicating either sell or buy.
An order storage unit that can store one or more order information that is information about an order for a financial instrument whose value can fluctuate and is associated with direction information indicating either sell or buy.
The present value acquisition department that acquires present value information, which is information on the present value of the financial product,
Using the present value information acquired by the present value acquisition unit at two or more different times, the trend determination unit that acquires trend information that is information on the price trend of the financial instrument, and the trend determination unit.
When the current direction information stored in the current direction storage unit is information indicating a buy and the trend information acquired by the trend determination unit is information indicating a decline, the order information associated with the sell direction information is input. Generate, store in the order storage,
When the current direction information stored in the current direction storage unit is information indicating selling and the trend information acquired by the trend determination unit is information indicating an increase, the order information associated with the buying direction information is input. A financial information processing device including an order generation unit that is generated and stored in the order storage unit. A position storage unit that can store one or more position information that is information about the position of a financial instrument,
A position generation unit that generates position information corresponding to order information corresponding to the present value information acquired by the present value acquisition unit and stores the position information in the position storage unit.
The financial information processing device according to claim 1, further comprising a settlement unit that setstles the position information corresponding to the present value information acquired by the present value acquisition unit. The settlement unit
The financial information processing apparatus according to claim 2, wherein when the trend information satisfies a predetermined condition, a settlement is made for a position corresponding to one or more order information stored in the order storage unit. The settlement unit
The financial information processing device according to claim 3 , wherein when the trend information satisfies a predetermined condition, settlement is performed for all positions corresponding to one or more order information stored in the order storage unit. It also has a parameter storage unit that stores the assumed fluctuation range, target assets, and order interval, which are parameters.
The order generator
Without changing the three parameters stored in the parameter storage unit, the three parameters are used to correspond to the direction information indicating either sell or buy according to the current direction information of the current direction storage unit. The financial information processing apparatus according to any one of claims 1 to 4 , which generates one or more order information to be attached and stores it in the order storage unit. The order generator
When the value of the financial product indicated by the current value information is low enough to satisfy a predetermined generation condition, one or more order information having a value lower than the lowest value order information among the order information is generated, or the above-mentioned order information is generated. From claim 1, when the value of the financial product indicated by the current value information is high enough to satisfy a predetermined generation condition, one or more order information having a higher value than the highest value order information among the order information is generated. 5. The financial information processing apparatus according to any one of claims 5. Information about the direction of the current order, a current direction storage that stores current direction information indicating either sell or buy, information about orders for financial products whose value can fluctuate, either sell or buy. A financial information processing method realized by an order storage unit, a current value acquisition unit, a trend determination unit, and an order generation unit that can store one or more order information associated with direction information indicating.
The present value acquisition step in which the present value acquisition department acquires present value information, which is information on the present value of the financial instrument, and
With the trend determination step, the trend determination unit acquires trend information which is information on the price trend of the financial instrument by using the present value information when two or more times are different acquired in the present value acquisition step. ,
When the current direction information stored in the current direction storage unit of the order generation unit is information indicating a buy and the trend information acquired by the trend determination unit is information indicating a decline, the sell direction information is used. Generates the associated order information, stores it in the order storage unit, and stores it.
When the current direction information stored in the current direction storage unit is information indicating selling and the trend information acquired by the trend determination unit is information indicating an increase, the order information associated with the buying direction information is input. A financial information processing method including an order generation step that is generated and stored in the order storage unit. A current direction storage unit that stores information about the direction of the current order and stores current direction information indicating either sell or buy.
A computer that has access to an order storage unit that can store one or more order information that is information about an order for a financial instrument whose value can fluctuate and is associated with directional information indicating either sell or buy.
The present value acquisition department that acquires present value information, which is information on the present value of the financial product,
Using the present value information acquired by the present value acquisition unit at two or more different times, the trend determination unit that acquires trend information that is information on the price trend of the financial instrument, and the trend determination unit.
When the current direction information stored in the current direction storage unit is information indicating a buy and the trend information acquired by the trend determination unit is information indicating a decline, the order information associated with the sell direction information is input. Generate, store in the order storage,
When the current direction information stored in the current direction storage unit is information indicating a sell and the trend information acquired by the trend determination unit is information indicating an increase, the order information associated with the buy direction information is input. A program for generating and functioning as an order generation unit to be stored in the order storage unit.

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