JP7198241B2 - Forecast profit and loss display system, forecast profit and loss display method, and program - Google Patents

Description

The present disclosure relates to a forecast profit and loss presentation system, a forecast profit and loss presentation method, and a program.

Conventionally, there is known a technique for displaying predicted profit and loss in trading. For example, in option trading, the predicted profit/loss in the transaction is displayed on a profit/loss chart in which the horizontal axis is the price of the underlying asset and the vertical axis is the predicted profit/loss. Profit and loss charts correctly show the relationship between the underlying asset price and the expected profit and loss. Further, for example, a stock price chart is also known, in which time is plotted on the horizontal axis and the price of the issue is plotted on the vertical axis. The transition of the underlying asset price of option trading is indicated by the stock price chart of the underlying asset. For example, Patent Literature 1 describes a user interface that associates and displays a profit and loss chart and a stock price chart by displaying these charts side by side.

JP 2018-530087 A

The user interface of Patent Document 1 has a profitability result axis that is different from the price axis (vertical axis) and parallel to the time axis (horizontal axis). It shows the forecast profit and loss on the date of Such a user interface does not allow intuitive understanding of the size of the predicted profit and loss in trading, and is not user-friendly.

An object of the present disclosure is to display the magnitude of predicted profit and loss in trading in an intuitive and easy-to-understand manner.

A predicted profit/loss display system according to the present disclosure generates a predicted profit/loss image with different display modes along a predetermined price axis based on calculation means for calculating predicted profit/loss in a transaction and the size of the predicted profit/loss. and display control means for causing a display means to display the predicted profit/loss image.

A predicted profit and loss display method according to the present disclosure includes a calculation step of calculating a predicted profit and loss in a transaction, and based on the magnitude of the predicted profit and loss, generates a predicted profit and loss image whose display mode is changed along a predetermined price axis. and a display control step of displaying the predicted profit/loss image on display means.

The program according to the present disclosure includes calculation means for calculating predicted profit and loss in a transaction, generation means for generating a predicted profit and loss image whose display mode is changed along a predetermined price axis based on the magnitude of the predicted profit and loss, and The computer is caused to function as display control means for displaying the predicted profit/loss image on the display means.

In one aspect of the present disclosure, the transaction is an option transaction, the calculation means calculates a predicted profit/loss in the option transaction, and the generation means calculates the predicted profit/loss in the option transaction based on the The display mode of the predicted profit/loss image is varied along the price axis.

In one aspect of the present disclosure, the generation means varies the display mode of the predicted profit/loss image along the price axis indicating the price of the underlying asset in the option transaction.

In one aspect of the present disclosure, the calculation means calculates the predicted profit/loss according to the price of the underlying asset in the option transaction.

In one aspect of the present disclosure, the display control means arranges the stock price chart and the predicted profit/loss image side by side so that the price axis of the stock price chart of the underlying asset in the option trading and the price axis of the predicted profit/loss image match. display on the display means.

In one aspect of the present disclosure, the calculating means calculates a time-series change in the predicted profit/loss, and the generating means calculates the price axis and the The display mode of the predicted profit/loss image is varied along the orthogonal time axis.

In one aspect of the present disclosure, the generation means determines the width of the predicted profit/loss image in the time axis direction based on the length of the period until maturity in the option transaction.

In one aspect of the present disclosure, the display control means arranges the stock price chart and the predicted profit/loss image such that the time axis of the stock price chart of the underlying asset in the option trading matches the time axis of the predicted profit/loss image. Display on the display means.

In one aspect of the present disclosure, the generating means determines the width of the predicted profit/loss image in the time axis direction based on the length of the period corresponding to the width of the candlestick in the stock price chart in the time axis direction. .

In one aspect of the present disclosure, the display control means displays at least one of an upper limit of the predicted profit and a lower limit of the predicted profit and loss at maturity of the option transaction on the price axis of the predicted profit/loss image. An image is displayed, and the predetermined image is moved in the direction of the price axis based on the moving operation performed by the user, and the predicted profit/loss display system displays order details in the option trading based on the moving operation. Further comprising changing means for changing, the calculating means further calculates the predicted profit/loss based on the changed order details, and the generating means further generates the predicted profit/loss image based on the changed order details. Generate.

In one aspect of the present disclosure, the calculation means calculates the predicted profit/loss based on at least one of a scenario and strategy in the option trading specified by the user.

In one aspect of the present disclosure, the generating means generates the predicted profit/loss image based on a user-specified threshold value related to the magnitude of the predicted profit/loss.

In one aspect of the present disclosure, the generating means generates the predicted profit/loss image based on a color associated with the magnitude of the predicted profit/loss specified by the user.

In one aspect of the present disclosure, the generating means varies at least one of color and shade of the predicted profit/loss image based on the magnitude of the predicted profit/loss.

In one aspect of the present disclosure, the predicted profit/loss image is a quadrangular image having sides parallel to the price axis, and the generating means, based on the magnitude of the predicted profit/loss, displays a display mode in the quadrangle be different.

According to the present disclosure, it is possible to intuitively and easily understand the size of predicted profit and loss in trading.

It is a figure which shows the whole structure of a forecast profit-and-loss display system. It is a figure which shows an example of an order screen. It is a figure which shows an example of an order screen when a user selects a scenario. It is a figure which shows an example of an order screen when a user selects a strategy. It is a figure which shows a mode that a predicted profit-and-loss image changes when a user changes a strategy. FIG. 4 is a functional block diagram showing an example of functions implemented by the predicted profit/loss display system; It is a figure which shows the generation method of a prediction profit-and-loss image. FIG. 4 is a flow diagram showing an example of processing executed by the predictive profit and loss display system; FIG. 4 is a flow diagram showing an example of processing executed by the predictive profit and loss display system;

[1. Overall configuration of predictive profit and loss display system]
An example embodiment of a predictive profit and loss display system according to the present disclosure will now be described. FIG. 1 is a diagram showing the overall configuration of a predicted profit/loss display system. As shown in FIG. 1, the predicted profit/loss display system S includes a server 10 and a user terminal 20, which are connected to a network N such as the Internet or LAN. Although one server 10 and one user terminal 20 are shown in FIG. 1, a plurality of these may be provided.

Server 10 is a server computer. For example, the server 10 includes a control section 11 , a storage section 12 and a communication section 13 . Control unit 11 includes at least one processor. The control unit 11 executes processing according to programs and data stored in the storage unit 12 . The storage unit 12 includes a main storage unit and an auxiliary storage unit. For example, the main memory is volatile memory such as RAM, and the auxiliary memory is nonvolatile memory such as ROM, EEPROM, flash memory, or hard disk. The communication unit 13 is a communication interface for wired communication or wireless communication, and performs data communication via the network N. FIG.

The user terminal 20 is a computer operated by a user. For example, the user terminal 20 is a personal computer, a mobile information terminal (including a tablet computer and a wearable terminal), a mobile phone (including a smart phone), or the like. For example, the user terminal 20 includes a control section 21 , a storage section 22 , a communication section 23 , an operation section 24 and a display section 25 . The physical configurations of the control unit 21, the storage unit 22, and the communication unit 23 may be the same as those of the control unit 11, the storage unit 12, and the communication unit 13, respectively. The operation unit 24 is an input device such as a touch panel, a pointing device such as a mouse, a keyboard, or buttons. The display unit 25 is, for example, a liquid crystal display unit or an organic EL display unit.

Note that the programs and data described as being stored in the storage units 12 and 22 may be supplied via the network N. Moreover, the hardware configuration of each of the server 10 and the user terminal 20 is not limited to the above example, and various hardware can be applied. For example, even if a reading unit (e.g., optical disk drive or memory card slot) for reading a computer-readable information storage medium and an input/output unit (e.g., USB port) for inputting/outputting data with an external device are included. good. For example, programs and data stored in an information storage medium may be supplied to each computer via a reading section or an input/output section.

[2. Overview of predictive profit and loss display system]
The predicted profit/loss display system S calculates a predicted profit/loss in a transaction. A transaction is to buy or sell a transaction target, for example, a stock transaction. The transaction target is an object to be traded in a transaction, for example, a stock that is the target of stock trading. The transaction object can also be said to be a product in the transaction.

In this embodiment, option trading will be described as an example of trading. Option trading is the purchase and sale of the right to buy (call option) or sell (put option) the underlying asset at a predetermined price, called a premium or option price, at a predetermined strike price by a predetermined maturity time. It is to be. Therefore, in the present embodiment, an option that is the target of option trading corresponds to the trading target. Note that the predicted profit/loss display system S may be applied to transactions other than option transactions. Application examples of other transactions will be described in modified examples below.

Also, in this embodiment, Nikkei 225 options will be described as an example of option trading. In this case, the right to buy or sell the Nikkei Stock Average corresponds to the trading object. For details of Nikkei 225 options, please refer to the websites of securities companies (for example, https://www.rakuten-sec.co.jp/web/fop/option/guide/beginner_intro.html). Note that option trading is not limited to Nikkei 225 options, and may be any option trading in Japan or other countries.

For example, the user accesses the server 10 using a browser or application installed on the user terminal 20 and uses financial services provided by a securities company that manages the server 10 . When the user performs a predetermined operation from the browser or application, an order screen for placing an order in option trading is displayed on the display unit 25 .

FIG. 2 is a diagram showing an example of an order screen. As shown in FIG. 2, the display area A1 of the order screen G is an area for displaying a stock price chart. As shown in FIG. 2, the stock price chart shows chronological changes in the Nikkei Stock Average, which is the underlying asset in option trading. As the stock price chart itself, various known charts can be applied, and in the example of FIG. 2, the vertical axis is the price axis and the horizontal axis is the time axis. Although omitted in FIG. 2, the trading volume at each time indicated by the time axis may be displayed below the stock price chart.

The display area A2 is an area for selecting a scenario in option trading. A scenario is a general trend of the Nikkei Stock Average. For example, the scenario is a trend related to the ups and downs of the Nikkei Stock Average, a trend related to the amount of change in the Nikkei Stock Average, or a combination thereof. In the example of FIG. 2, four scenarios are prepared: "the Nikkei average rises", "the Nikkei average falls", "the Nikkei average moves significantly", and "the Nikkei average does not move much". The display area A2 may display an input form for inputting the maturity time in option trading.

The display area A3 is an area for selecting a strategy according to the scenario. A strategy is an order method in option trading. In options trading, there are four basic ordering methods: "buy call", "sell call", "buy put" and "sell put". A strategy includes at least one basic ordering method. For example, there are strategies that use one ordering method alone, strategies that combine multiple ordering methods, and strategies that combine ordering methods of the same type. As for the strategy itself in option trading, a publicly known strategy can be applied, and for specific examples, please refer to the aforementioned websites of securities companies.

The display area A4 is an area for displaying a board corresponding to the strategy selected by the user. A board is a list of buy and sell orders in options trading. The board displays the sell and buy quantities for each premium (price) in options trading.

The display area A5 is an area for inputting order details for option trading. In the display area A5, order details corresponding to the strategy selected by the user are displayed. For example, the display area A5 displays information such as the issue name, current price, change from the previous day, trading volume, premium (price), market, execution quantity conditions, and execution time conditions. Further, for example, the display area A5 displays a button for changing the quantity, a button for changing the premium, a button for executing the order, a button for canceling the order, and the like. In the example of FIG. 2, it is assumed that nothing is displayed in the display areas A3 to A5 because the user has not selected a scenario.

FIG. 3 is a diagram showing an example of the order screen G when the user selects a scenario. As shown in FIG. 3, when the user selects a scenario, strategies corresponding to that scenario are retrieved and displayed in the display area A3. In this embodiment, it is assumed that the securities company prepares a combination of scenarios and strategies in advance, but the user may be able to freely create a strategy by designating a combination of ordering methods.

In the example of FIG. 3, since the user has selected the scenario "Nikkei Stock Average goes up", a strategy that will make a profit if the Nikkei Stock Average goes up is displayed in the display area A3. For example, there is a strategy of "expected rise + limited loss" that only "buys a call" and a strategy of "expected rise + limited profit + limited loss" that combines "buying a call" and "selling a call". Is displayed. The user can select any strategy from the strategies displayed in the display area A3.

FIG. 4 is a diagram showing an example of the order screen G when the user selects a strategy. As shown in FIG. 4, when the user selects a strategy, a board corresponding to that strategy is displayed in the display area A4. In the screen example of FIG. 4, since the user has selected the strategy of "anticipated rise + limited profit + limited loss", a board corresponding to this strategy is displayed in the display area A4. This strategy is a combination of "Buy Call" and "Sell Call" strategies. "Sell call" with a strike price higher than the underlying asset price ("21750 yen" in Fig. 4) and "Buy call" with a strike price lower than the underlying asset price ("19750" in Fig. 4); are combined, boards corresponding to these exercise prices are displayed in the display area A4.

Buttons and the like for placing an order according to the strategy selected by the user are displayed in the display area A5. In the example of FIG. 4, since the user has selected the strategy of "anticipated rise + limited profit + limited loss", the "sell call" ("No. 1" order in FIG. 4) and the "buy call" (order "No. 1" in FIG. 4) 4, buttons and the like for executing each order of "No. 2") are displayed in the display area A5. The user can specify a premium or order quantity by selecting a button displayed in the display area A5 or entering a numerical value in the input form. The user can also specify order details such as execution quantity conditions and execution time conditions.

In this embodiment, the predicted profit/loss corresponding to the strategy selected by the user is calculated, and the predicted profit/loss image I showing the calculation result is displayed in the display area A1. A price axis and a time axis similar to those of the stock price chart are set in the predicted profit/loss image I. In the example of FIG. 4, the width (vertical width) of the predicted profit/loss image I in the direction of the price axis and the width (vertical width) of the stock price chart in the direction of the price axis are the same. can be different. It may be possible to expand and contract the price axis and the time axis (change the scale of each of the price axis and the time axis) by the user's operation.

In the predicted profit/loss image I, the predicted profit/loss corresponding to the current order content is expressed by the difference in color and the gradation. In FIG. 4, the difference in color is schematically represented by the difference in pattern, and the density is represented by the density of the pattern. For example, assume that the halftone dot pattern in FIG. 4 is red and the hatched pattern is blue. In the predicted profit/loss image I, the greater the predicted profit, the darker the red (the density of the halftone dot pattern is higher on the drawing), and the greater the predicted loss, the darker the blue (the higher the density of the hatched pattern is on the drawing). Become). That is, the larger the absolute value of the predicted profit/loss, the darker the color. If there is no profit or loss, the color is white (no pattern on the drawing).

In option trading, the predicted loss changes according to the exercise price and the Nikkei Stock Average, so the predicted profit/loss image I changes in color and shade along the price axis. In addition, the premium in option trading changes, for example, according to the remaining period until maturity, and if the user makes a payment before maturity, the premium at the time of ordering the option trading, the premium at the time of settlement, and the Therefore, the predicted profit/loss image I changes in color and shade not only in the direction of the price axis but also in the direction of the time axis. In this embodiment, the theoretical price of the premium before maturity is calculated by simulation such as the Black-Scholes model, and the color and shade of the predicted profit/loss image I are determined according to the calculation result.

In the example of Figure 4, the “Vertical Bull Call Spread” strategy, which combines “selling calls” with relatively high strike prices and “buying calls” with relatively low strike prices, is selected. 4 shows a predicted profit/loss image I when With this strategy, you can limit your losses in exchange for giving up any gains from any significant increase in the underlying asset price. For this reason, profits above a certain price are the same, and colors and shades beyond that are the same. Similarly, losses below a certain price will be the same, and below that the color and shade will be the same.

As shown in FIG. 4, next to the predicted profit/loss image I are a slider SL1 indicating the maximum profit at maturity (upper limit of predicted profit) and a slider SL2 indicating the maximum loss at maturity (lower limit of predicted loss). and is displayed. For example, the slider SL1 is red (dotted in the drawing) indicating profit, and the slider SL2 is blue (diagonal line in the drawing) indicating loss. If the profit or loss does not change, the color and shade are the same. For example, above the maturity position indicated by the slider SL1 (21750 yen in FIG. 4), the profit remains the same and the color and shade are the same. Below the maturity position indicated by the slider SL2 (19750 yen in FIG. 4), the color and shade are the same because the loss does not change.

In the following description, when the sliders SL1 and SL2 are not distinguished, they are simply referred to as slider SL. Slider SL is displayed when a Take Profit or Take Loss strategy is selected. The user can change the maximum profit/loss by moving the slider SL up and down. In this embodiment, the case where the slider SL moves in units of one circle will be described, but the movement unit of the slider SL may be any other unit. Since the slider SL indicates the maximum profit/loss at maturity, the profit/loss during the term may fall below the loss indicated by the slider SL or exceed the profit indicated by the slider SL.

When the slider SL moves and the maximum profit and loss changes, the strike price changes accordingly. The strike price is the closest price to the position indicated by the slider SL. Since the predicted profit/loss changes when the slider SL moves, the display of the predicted profit/loss image I is also updated. The display of the predicted profit/loss image I may be dynamically updated while the slider SL is being moved (for example, while the slider SL is being dragged), or updated after the slider SL is moved (for example, after the slider SL is dropped). may When the exercise price is changed, the displays in the display areas A4 and A5 are also updated.

In addition, the Nikkei Stock Average and the premium may change while the order screen G is being displayed, and the predicted profit and loss may also change according to these changes. Therefore, the latest predicted profit and loss may be calculated and the display of the predicted profit and loss image I may be updated to show the latest predicted profit and loss. The latest predicted profit and loss may be calculated according to the user's operation, or may be calculated periodically.

The user confirms the information displayed on the order screen G and decides the order contents of option trading. The user operates the buttons in the display area A5 to enter order details and execute the order. If the user changes the scenario, another strategy corresponding to that scenario is displayed in the display area A3. When the user selects another strategy, the displays in the display areas A1, A4 and A5 are updated accordingly. For example, the predicted profit/loss corresponding to another strategy selected by the user is calculated, and the display of the predicted profit/loss image I is updated.

FIG. 5 is a diagram showing how the predicted profit/loss image I changes when the user changes the strategy. In the example of Fig. 5, the prediction when the user selects the "Vertical Bull Call Spread" strategy, then the "Long Straddle" strategy, and then the "Short Strangle" strategy. Changes in the profit and loss image I are shown. It is assumed that the Nikkei average and the premium between the predicted profit and loss images I shown in FIG. 5 do not change.

A “long straddle” is a strategy that combines “buying a call” and “buying a put” with a strike price similar to the underlying asset price. "Long straddle" is based on the strike price, and the more the underlying asset price moves up or down, the more profitable it will be. A “long straddle” has an infinite maximum profit and maximum loss limited to when the underlying asset price and strike price match at maturity.

For this reason, the predicted profit and loss image I of “Long Straddle” becomes darker red (the density of halftone dots increases on the drawing) as it moves away from the underlying asset price at the time of ordering, and blue as it approaches the underlying asset price at the time of ordering. becomes darker (the density of diagonal lines increases on the drawing). During that time, the shade of color gradually changes between red and blue. Colors and shades along the time axis change according to the predicted value of the premium. "Long straddle" has one maximum loss condition (when the underlying asset price and the exercise price match at maturity) and the exercise price is fixed, so the slider SL is not displayed.

"Short Strangle" is a strategy that combines "selling calls" where the strike price is higher than the underlying asset price and "selling puts" where the strike price is lower than the underlying asset price. "Short Strangle" is profitable if the underlying asset price volatility (not much volatility) falls within the call and put strike prices. "Short Strangle" means that the maximum profit is limited when the change in the underlying asset price is within the strike price of the call and put, and the maximum loss is infinite.

For this reason, the predicted profit and loss image I of “Short Strangle” becomes darker red as it approaches the underlying asset price at the time of the order (the density of the halftone dots increases on the drawing), and the farther away from the underlying asset price at the time of the order The blue becomes darker (the density of diagonal lines increases on the drawing). During that time, the shade of color gradually changes between red and blue. Colors and shades along the time axis change according to the predicted value of the premium. "Short Strangle" can change the underlying asset price at the time of maturity at which the maximum profit is obtained using sliders SL3 and SL4. The exercise price changes according to the sliders SL3 and SL4.

As described above, the predicted profit/loss display system S calculates the time-series changes in the predicted profit/loss according to the scenario and strategy selected by the user, and makes predictions along the price axis and the time axis according to the calculation results. The color and shade of the profit and loss image I are made different. As a result, the size of the predicted profit/loss in option trading is intuitively displayed in an easy-to-understand manner. Hereinafter, details of the predicted profit/loss display system S will be described.

[3. Functions Realized by Predictive Profit and Loss Display System]
FIG. 6 is a functional block diagram showing an example of functions realized by the predicted profit/loss display system S. As shown in FIG. In this embodiment, functions implemented by each of the server 10 and the user terminal 20 will be described.

[3-1. Functions realized by the server]
The server 10 includes a data storage unit 100 , a calculation unit 101 , a generation unit 102 , a display control unit 103 and a change unit 104 . The data storage unit 100 is realized mainly by the storage unit 12 , and each of the calculation unit 101 , the generation unit 102 , the display control unit 103 and the change unit 104 is mainly realized by the control unit 11 .

[Data storage part]
The data storage unit 100 stores data necessary for displaying the order screen G. FIG. In this embodiment, the stock price database DB1 and the option market database DB2 will be described as examples of this data. The information itself stored in each of the stock price database DB1 and the option market information database DB2 is omitted from the illustration because known databases can be used.

The stock price database DB1 is a database that stores data relating to time-series changes in the stock prices of stocks that are targets of option trading. In this embodiment, the stock price database DB1 is used to display the stock price chart in the display area A1. The stock price database DB1 is periodically updated so as to reflect the latest stock prices.

The option market database DB2 is a database that stores data relating to the current market conditions of option trading. The option market database DB2 shows the current market conditions for each issue subject to option trading. For example, the option market database DB2 stores information such as the current price of the premium, the change in the premium from the previous day, the closing price of the premium on the previous day, the selling quantity, and the buying quantity for each exercise price. The option market database DB2 is used to display the predicted profit/loss image I in the display area A1 and the board in the display area A4. The option market database DB2 is regularly updated to reflect the latest market conditions.

Note that the data stored in the data storage unit 100 is not limited to the above examples. For example, the data storage unit 100 may store a user database in which basic information of registered users is stored. Further, for example, the data storage unit 100 may store an order database in which user's order details in option trading are stored. Further, for example, the data storage unit 100 may store a database that associates scenarios with strategies. Further, for example, the data storage unit 100 may store image data of each image on the order screen G1.

[Calculation part]
The calculation unit 101 calculates a predicted profit/loss in trading. Projected profit and loss is at least one of a predicted loss and profit in a trade. When the predicted profit/loss changes according to the price in the transaction, the calculation unit 101 calculates the predicted profit/loss according to the price. The predicted profit/loss according to the price is the predicted profit/loss when trading at that price. The predicted profit/loss is the predicted amount of loss or profit. The predicted profit/loss may be calculated based on a predetermined formula, and the formula may be a formula corresponding to the transaction to which the predicted profit/loss display system S is applied.

In this embodiment, the transaction is an option transaction, so the calculation unit 101 calculates the predicted profit and loss in the option transaction. In option trading, the predicted profit and loss varies according to the premium of the option traded, so the calculation unit 101 calculates the predicted profit and loss according to the premium in the option trading.

In addition, in option trading, the predicted profit and loss at maturity changes according to the price of the Nikkei Stock Average at maturity, so the calculation unit 101 calculates the predicted profit and loss according to the price of the Nikkei Stock Average (underlying asset) in option trading. . For example, the calculation unit 101 calculates the price of the upper limit of the price axis of the predicted profit/loss image I from the price of the lower limit of the price axis of the predicted profit/loss image I (19000 yen in the example of FIGS. 4, the predicted profit and loss is calculated for each yen up to 23,000 yen).

Note that the calculation unit 101 may calculate the predicted profit/loss in any other units. This unit is the price corresponding to one pixel in the price axis direction (vertical direction) of the predicted profit/loss image I. Also, the upper and lower limits of the price axis of the predicted profit/loss image I do not have to match the upper and lower limits of the price axis of the stock price chart.

The calculation unit 101 can calculate the predicted profit/loss at any point in time. The calculation unit 101 may calculate the predicted profit/loss at least at one point in time, and may, for example, calculate only the predicted profit/loss at maturity. Further, for example, the calculation unit 101 may calculate only the predicted profit/loss at one point in time prior to maturity. In this embodiment, the calculation unit 101 calculates predicted profit and loss at each of a plurality of points in time within a certain period including maturity.

A known calculation formula can be used for the calculation method itself of the predicted profit and loss in option trading. For example, the calculation unit 101 calculates the predicted profit and loss of “buying a call” at maturity using the formula “underlying asset price at maturity−strike price−premium”. Further, for example, the calculation unit 101 calculates the predicted profit/loss of “selling a call” at maturity using the formula “exercise price−underlying asset price at maturity+premium”. Further, for example, the calculation unit 101 calculates the predicted profit/loss of “buying a put” at maturity using the formula “exercise price−underlying asset price at maturity−premium”. Further, for example, the calculation unit 101 calculates the predicted profit/loss of “selling a put” at maturity using the formula “underlying asset price at maturity−strike price+premium”.

In the present embodiment, not only the predicted profit and loss at maturity but also the predicted profit and loss during the term are shown in the predicted profit and loss image I, so the calculation unit 101 calculates the time-series change in the predicted profit and loss. In-term is the time prior to maturity. That is, the period from the current time to maturity, excluding the time of maturity, is the term. In option trading, the method of calculating the predicted profit/loss at maturity differs from that during the period, and if the user settles the contract during the period, the profit/loss is generated according to the premium.

For example, the calculation unit 101 calculates the predicted profit/loss of “buying a call” during the term using the formula “theoretical price of premium−premium at the time of ordering”. Further, for example, the calculation unit 101 calculates the predicted profit/loss of “selling calls” during the period using the formula “premium at the time of ordering - theoretical price of premium”. Further, for example, the calculation unit 101 calculates the predicted profit/loss of the “buy put” during the period using the formula “theoretical price of premium−premium at the time of ordering”. Further, for example, the calculation unit 101 calculates the predicted profit/loss of “selling a put” during the period using the formula “premium at the time of ordering - theoretical price of premium”.

The theoretical price of the premium is the forecast price of the premium during the period. As for the method of calculating the theoretical price of the premium itself, a known simulation method can be used, and for example, the Black-Scholes model or the Monte Carlo method may be used.

The calculation unit 101 calculates predicted profit and loss for each of a plurality of points in time during the term. The calculation unit 101 may calculate the predicted profit/loss for the entire period during the period, or may calculate the predicted profit/loss for only part of the period. The calculation unit 101 calculates the predicted profit/loss for each fixed time unit during the term. This time unit is a period corresponding to one pixel in the time axis direction (horizontal direction) of the predicted profit/loss image I. FIG.

In this embodiment, a case will be described in which this time unit matches the time unit of candlesticks in the stock price chart, but the time unit in which the predicted profit/loss is calculated may be any unit. For example, the calculation unit 101 may calculate the predicted profit/loss every day, every few hours, or every few days regardless of candlesticks. The calculation unit 101 calculates the time from the start of the time axis of the predicted profit/loss image I (current time in the examples of FIGS. 2 to 4) to the end of the time axis of the predicted profit/loss image I (maturity in the examples of FIGS. 2 to 4). Until then, it is sufficient to calculate the predicted profit/loss for each fixed time unit.

For example, the calculation unit 101 calculates the predicted profit/loss based on at least one of the option trading scenario and strategy specified by the user. In this embodiment, a case will be described where the user designates both the scenario and the strategy, but the user may designate only the scenario or only the strategy. When the user specifies only a scenario, one strategy may be automatically selected from a plurality of strategies according to the scenario specified by the user. The calculation unit 101 calculates a predicted profit/loss based on a calculation formula corresponding to the scenario and strategy specified by the user.

When a strategy of a combination of four basic ordering methods is specified, the calculation unit 101 calculates the predicted profit/loss based on the formula for each of the combinations of ordering methods used in the strategy. For example, when the “vertical bull call spread” strategy is selected, the calculation unit 101 calculates the maturity time and the maturity period based on the “buy call” formula and the “sell call” formula. Calculate projected profit and loss. The exercise price may be the exercise price of the option included in the order content according to the strategy selected by the user, the numerical value specified by the user, or the predetermined default numerical value. may be used.

Further, for example, when the “long straddle” strategy is selected, the calculation unit 101 calculates the predicted profit and loss at maturity and during the term based on the “buy call” formula and the “buy put” formula. calculate. The exercise price may be the exercise price of the option included in the order according to the strategy selected by the user, the current Nikkei average value, or a slightly increased or decreased value. may be

Further, for example, when the “short strangle” strategy is selected, the calculation unit 101 calculates the predicted profit and loss at maturity and during the term based on the “sell call” formula and the “sell put” formula. calculate. The exercise price may be the exercise price of the option included in the order content according to the strategy selected by the user, the numerical value specified by the user, or the predetermined default numerical value. may be used.

Similarly, when another strategy is selected, the calculation unit 101 may calculate the predicted profit and loss at maturity and during the term based on the calculation formula of the basic order method included in the selected strategy. If it is a strategy that combines the same type of order method, the calculation unit 101 calculates the predicted profit and loss at maturity and during the period based on the calculation formula of the same type of order method after varying the exercise price. good. When the user specifies the quantity, the calculation unit 101 may calculate the predicted profit/loss based on the quantity specified by the user.

Note that when the user changes the details of the order, the calculation unit 101 further calculates the predicted profit/loss based on the changed details of the order. The calculation unit 101 recalculates the predicted profit/loss based on the changed order details.

[Generation part]
The generation unit 102 generates a predicted profit/loss image I with different display modes along a predetermined price axis based on the magnitude of predicted profit/loss. In this embodiment, the case where the price axis is in the vertical direction will be described, but the price axis may be in any direction set within the screen. For example, the price axis may be horizontal or diagonal. Also, the price axis may be downward rather than upward.

The display mode is the appearance of the predicted profit/loss image I. For example, the display mode is at least one of color, shade, brightness, transparency, pattern, and pattern density. In other words, the display mode can also be said to be a pixel value (a set of R, G, and B values in the case of an RGB image). Making the pixel values different without changing the shape of the expected profit and loss image I corresponds to making the display mode different. In the present embodiment, a case where color and shade correspond to the display mode will be described. The shape of the predicted profit/loss image I does not change according to the predicted profit/loss, but the color and shade of the predicted profit/loss image I change according to the predicted profit/loss.

To change the display mode along the price axis means to change the display mode along the price axis. The predicted profit/loss image I has a display mode corresponding to the magnitude of the predicted profit/loss corresponding to the price indicated by the price axis. That is, the display mode of the predicted profit/loss image I gradually changes along the price axis. The relationship between the predicted profit and loss and the display mode should be determined in advance. In this embodiment, a case will be described in which the larger the predicted profit, the darker the red, and the deeper the blue, the larger the predicted profit and loss, but the relationship between the predicted profit and loss and the display mode is not limited to the example of this embodiment.

For example, when the predicted profit/loss is expressed in one color, the larger the predicted profit, the darker the color, and the larger the predicted loss, the lighter the color. Conversely, the greater the predicted profit, the lighter the color, and the greater the predicted loss, the darker the color. Also, for example, the predicted profit and loss may be expressed in multiple colors. In this case, a color gradation may be used such that the color is red when the predicted profit is at the upper limit, and changes to vermilion, orange, and yellow as the predicted profit decreases. Alternatively, for example, at least one of brightness, transparency, pattern, and pattern density may gradually change according to the predicted profit and loss.

In this embodiment, option trading is taken as an example, so in option trading, the generation unit 102 varies the display mode of the predicted profit/loss image I along the price axis based on the magnitude of the predicted profit/loss. The generation unit 102 varies the display mode of the predicted profit/loss image I along the price axis indicating the price of the Nikkei Stock Average (underlying asset) in option trading. The generation unit 102 may vary at least one of the color and the shade of the predicted profit/loss image I based on the magnitude of the predicted profit/loss, or may vary only one of the color and the shade.

Further, in the present embodiment, the predicted profit/loss image I is a quadrangle having sides parallel to the price axis, more specifically, a rectangular image long in the price axis direction. , can be of any shape. For example, the predicted profit and loss image I may be square, triangular, polygonal with pentagons or more, circular, or elliptical. The generation unit 102 changes the display mode in the rectangle based on the magnitude of the predicted profit and loss.

FIG. 7 is a diagram showing a method of generating the predicted profit/loss image I. FIG. In FIG. 7, let t be the time axis, p be the price axis, and I(t, p) be an arbitrary pixel in the predicted profit/loss image I. The predicted profit and loss image I has pixels I(t ₀ , p _L ), pixels I(t ₀ , p _H ), pixels I(t ₁ , p _L ), and pixels I(t ₁ , p _H ) as vertices. becomes a rectangle. _pL is the lower limit of the underlying asset price indicated by the predicted profit/loss image I; _pH is the upper limit of the underlying asset price indicated by the predicted profit/loss image I. t ₀ is the earliest point in time during the period indicated by the predicted profit/loss image I. When the predicted profit/loss image I is displayed at the time of ordering as in the present embodiment, _t0 indicates the time of ordering (current time). t ₁ is the time of maturity.

In this embodiment, the predicted profit/loss is calculated for each pixel I(p,t) in the predicted profit/loss image I. The generation unit 102 determines the color and shade based on the predicted profit/loss for each pixel I(p,t). In the present embodiment, the relationship between the predicted profit and loss, and the colors and shades is defined so that the greater the predicted profit, the darker the red color, and the greater the predicted loss, the darker the blue color. For every pixel I(p,t), determine the color and shade associated with the prediction profit/loss corresponding to that pixel I(p,t) as the color and shade of that pixel I(p,t), and predict Profit and loss image I is generated.

As described above, the generation unit 102 changes the display mode of the predicted profit/loss image I along the time axis orthogonal to the price axis based on the time-series change in the magnitude of the predicted profit/loss. As with the price axis, the time axis may be in any direction as long as the crossing angle with the time axis is 90°. Changing the display mode along the time axis means changing the display mode along the time axis. The predicted profit/loss image I has a display mode corresponding to the magnitude of the predicted profit/loss corresponding to the point in time indicated by the time axis. That is, the display mode of the predicted profit/loss image I gradually changes along the time axis.

The generation unit 102 also determines the width of the predicted profit/loss image I in the time axis direction based on the length of the period until maturity in the option transaction. This length is the length during the period. The generating unit 102 determines the width of the predicted profit/loss image I so that the longer the period until maturity, the longer the predicted profit/loss image I along the time axis. The horizontal width of the predicted profit/loss image _I (distance between _t0 and t1 in FIG. 7) is proportional to the period until maturity. Assuming that the time unit for calculating the predicted profit/loss (the time indicated by one horizontal pixel of the predicted profit/loss image I) is Δt, the horizontal width of the predicted profit/loss image I is the length in pixels divided by Δt.

Note that the generating unit 102 may determine the width of the predicted profit/loss image I in the time axis direction based on the length of the period corresponding to the width of the candlestick in the stock price chart in the time axis direction. That is, the generation unit 102 may match the time unit of the candlestick and the time unit of the predicted profit/loss image I. For example, if one pixel in the width of the candlestick indicates one day, one pixel in the width of the predicted profit/loss image I may also indicate one day. If the user changes the time unit of the candlestick, the predicted profit/loss image I may be generated again.

In this embodiment, the user can change the details of the order, so when the user changes the details of the order, the generating unit 102 further generates the predicted profit/loss image I based on the changed details of the order. That is, the generating unit 102 regenerates the predicted profit/loss image I indicating the predicted profit/loss each time the user specifies the order details.

[Display control unit]
The display control unit 103 causes the display unit 25 to display the predicted profit/loss image I. The display control unit 103 causes the display unit 25 to display the predicted profit/loss image I by transmitting the image data of the predicted profit/loss image I to the user terminal 20 .

In this embodiment, the display control unit 103 displays the stock price chart and the predicted profit/loss image I side by side on the display unit 25 so that the price axis of the stock price chart of the underlying asset in the option transaction and the price axis of the predicted profit/loss image I match. Let Consistent axes means that the axes point in the same direction. That is, when the crossing angle between a certain axis and another axis is 0°, it means that these axes coincide with each other. Note that the price axis of the stock price chart of the underlying assets and the price axis of the predicted profit/loss image I may not match and may be slightly deviated. The stock price chart may be created based on the stock price database DB1, and a publicly known method can be used for creating the stock price chart.

2 to 4 show the case where the predicted profit/loss image I is arranged to the right of the stock price chart. Not limited. For example, the heights of the stock price chart and the predicted profit/loss image I may not match, and the heights may deviate slightly. Further, for example, the predicted profit/loss image I may be arranged on the left side of the stock price chart. Further, for example, the stock price chart and the predicted profit/loss image I may be arranged vertically or diagonally.

In this embodiment, the display control unit 103 displays the stock price chart and the predicted profit/loss image I side by side on the display unit 25 so that the time axis of the stock price chart of the underlying asset in the option transaction and the time axis of the predicted profit/loss image I match. display. Note that the time axis of the stock price chart and the time axis of the predicted profit/loss image I may not match and may be slightly shifted. Further, the time axis of the stock price chart and the time axis of the predicted profit/loss image I do not have to coincide with each other.

For example, the display control unit 103 displays the slider SL on the price axis of the predicted profit/loss image I so as to indicate at least one of the upper limit value of the predicted profit and the lower limit value of the predicted profit/loss in option trading. The slider SL is an example of a predetermined image. The predetermined image may be another image such as a pointer or cursor. The slider SL indicating the upper limit of the predicted profit at maturity is displayed at a position on the price axis that indicates the upper limit. The slider SL indicating the lower limit of predicted profit and loss at maturity is displayed at a position where the position on the price axis indicates the lower limit.

The display control unit 103 moves the slider SL in the price axis direction based on the movement operation performed by the user. The movement operation may be any operation for moving the slider SL, such as drag-and-drop, click, flick, or tap. The display control unit 103 moves the slider SL in the movement direction indicated by the movement operation. The slider SL may have no limit on the movement range, or may move within a predetermined range (for example, a theoretical predicted profit/loss range).

[Change part]
The changing unit 104 changes order details in option trading based on the operation of moving the slider SL. The change unit 104 determines the price indicated by the slider SL as the exercise price and changes the order details. The changing unit 104 changes the strike price based on the position of the slider SL on the price axis. Note that when the user performs an operation to change the order details on the display area A5, the changing unit 104 changes the order details based on the operation.

[3-2. Functions realized by the user terminal]
The user terminal 20 includes a data storage section 200 , a reception section 201 and a display control section 202 . Data storage unit 200 is realized mainly by storage unit 22 , and each of receiving unit 201 and display control unit 202 is mainly realized by control unit 21 .

[Data storage part]
The data storage unit 200 stores data necessary for displaying the order screen G. FIG. For example, the data storage unit 200 stores a browser program for displaying the order screen G. FIG. Also, for example, the data storage unit 200 stores an application for using services provided by a securities company.

[Reception Department]
The reception unit 201 receives a user's operation on the order screen G based on the detection signal from the operation unit 24 . The reception unit 201 transmits data indicating the operation content received from the operation unit 24 to the server 10 .

[Display control part]
The display control unit 202 causes the display unit 25 to display the order screen G. The display control unit 202 receives data for displaying the order screen G, and causes the display unit 25 to display the order screen G. FIG.

[4. Processing executed in the forecast profit and loss display system]
8 and 9 are flow charts showing an example of processing executed by the predictive profit and loss display system S. FIG. The processes shown in FIGS. 8 and 9 are executed by the control unit 11 operating according to the programs stored in the storage unit 12 and the control unit 21 operating according to the programs stored in the storage unit 22 . The processing described below is an example of processing executed by the functional blocks shown in FIG.

As shown in FIG. 8, when an operation for displaying the order screen G is accepted, the user terminal 20 transmits a request for displaying the order screen G to the server 10 (S1). Upon receiving the display request, the server 10 creates a stock price chart for a predetermined period (for example, a period specified by the user) based on the stock price database DB1 (S2), and displays the order screen G on the user terminal 20. Data is transmitted (S3). The display data is data for displaying the order screen G. FIG. When displaying the order screen G on a browser, the display data is HTML data, and when displaying the order screen G on an application, the display data may be data in a format corresponding to the application.

When receiving the display data, the user terminal 20 causes the display unit 25 to display the order screen G (S4). At the time of S4, the user has not selected a scenario, so the order screen G is in the state shown in FIG. The user selects one of the four scenarios displayed in display area A2. The user terminal 20 transmits the identification information of the scenario selected by the user to the server 10 (S5). When the server 10 receives the identification information of the scenario, the server 10 transmits the image data of the strategy corresponding to the scenario selected by the user to the user terminal 20 (S6). This image data is the image data of the profit and loss chart corresponding to the strategy.

Upon receiving the image data, the user terminal 20 displays the strategy corresponding to the scenario selected by the user in the display area A3 (S7). The order screen G displayed in S7 is in a state as shown in FIG. The user selects one of the strategies displayed in display area A3. The user terminal 20 transmits the identification information of the strategy selected by the user to the server 10 (S8). Upon receiving the strategy identification information, the server 10 calculates the predicted profit/loss based on the strategy selected by the user based on the option market database DB2 (S9).

In S9, the server 10 selects at least one strategy included in the strategy selected by the user from among the four ordering methods of "buy call", "sell call", "buy put", and "sell put". Specify one ordering method. The server 10 calculates a time-series change in the premium corresponding to the specified ordering method by simulation. The server 10 substitutes the exercise price and the premium into the formula corresponding to the specified order method, and calculates the predicted profit/loss at maturity and the chronological changes in the predicted profit/loss during the term.

The server 10 generates a predicted profit/loss image I based on the predicted profit/loss calculated in S9 (S10). In S10, the server 10 expresses changes in predicted profit/loss for each underlying asset price at each time point by colors and shades along the direction of the price axis, and displays the time-series changes in predicted profit/loss for each underlying asset price. generates a predicted profit/loss image I represented by colors and shades along the time axis.

Based on the option market database DB2, the server 10 generates the image data of the board displayed in the display area A4 (S11), moves to FIG. and other image data are generated (S12). The server 10 transmits the image data of the predicted profit/loss image I generated in S10, the board image data generated in S11, and the button image data generated in S12 to the user terminal 20 (S13). Upon receiving these image data, the user terminal 20 displays the predicted profit/loss image I and the like on the order screen G (S14). The order screen G displayed in S14 is in a state as shown in FIG.

The user terminal 20 identifies the user's operation based on the detection signal from the operation unit 24 (S15). Here, a scenario selection operation for selecting another scenario, a strategy selection operation for selecting another strategy, a movement operation for moving the slider SL, or an order execution operation for executing an order will be described. When the user performs another operation, processing according to the other operation is executed. It should be noted that no movement operation is performed when a strategy in which the slider SL is not displayed is selected.

If the user has performed a scenario selection operation (S15: scenario selection operation), the process returns to S5, and a strategy corresponding to another scenario selected by the user is displayed in the display area A3. When the user performs a strategy selection operation (S15: strategy selection operation), the process returns to S8, and the predicted profit/loss image I and the like corresponding to the other strategy selected by the user are displayed on the order screen G.

When the user performs a movement operation (S15: movement operation), the user terminal 20 moves the slider SL according to the movement operation (S16), and transmits the price indicated by the slider SL to the server 10 (S17). When the server 10 receives the price indicated by the slider SL, it recalculates the predicted profit/loss based on the price (S18), and returns to the process of S10. Note that if there is no need to update the display in the display areas A4 and A5, the subsequent processes of S11 and S12 are not executed. The predicted profit/loss image I representing the predicted profit/loss recalculated in S18 is transmitted to the user terminal 20 in the subsequent process of S13, and displayed on the user terminal 20 in the process of S14.

When the user performs an order execution operation (S15: order execution operation), the user terminal 20 transmits an order execution request including the user's order details to the server 10 (S19). The order execution request includes the order details entered in the display area A5. When the server 10 receives the order execution request, it executes the user's order (S20), and the process ends.

According to the predicted profit/loss display system S of the embodiment, a predicted profit/loss image I having different display modes along a predetermined price axis is generated and displayed based on the magnitude of the predicted profit/loss in the transaction, and the prediction in the transaction is performed. The magnitude of the profit and loss can be intuitively displayed in an easy-to-understand manner. For example, as in the embodiment, by expressing the predicted profit/loss using the colors and shades of the predicted profit/loss image I, changes in the predicted profit/loss can be visually perceived more easily, resulting in a more intuitive interface.

In addition, the predicted profit/loss display system S calculates the predicted profit/loss in the option trading, and changes the display mode of the predicted profit/loss image I along the price axis based on the magnitude of the predicted profit/loss. The size of can be intuitively displayed in an easy-to-understand manner.

In addition, the predicted profit/loss display system S changes the display mode of the predicted profit/loss image I along the price axis indicating the price of the underlying asset in option trading, thereby intuitively showing changes in the predicted profit/loss along the price axis. It can be displayed in an easy-to-understand manner.

Further, the predicted profit/loss display system S can intuitively and easily display the predicted profit/loss corresponding to the price of the underlying asset by calculating the predicted profit/loss corresponding to the price of the underlying asset in option trading.

In addition, the predicted profit/loss display system S displays the stock price chart and the predicted profit/loss image I side by side so that the price axis of the stock price chart of the underlying asset and the price axis of the predicted profit/loss image I of the underlying asset in the option transaction match. The price transition and the predicted profit/loss in the option trading can be displayed in relation to each other, and the magnitude of the predicted profit/loss in the option trading can be displayed more intuitively and easily.

In addition, the predicted profit/loss display system S changes the display mode of the predicted profit/loss image I along the time axis orthogonal to the price axis based on the time-series change in the magnitude of the predicted profit/loss. Time-series changes in profit and loss can be intuitively displayed in an easy-to-understand manner.

In addition, the predicted profit/loss display system S determines the width of the predicted profit/loss image I in the direction of the time axis based on the length of the period until maturity in the option transaction, thereby providing a sufficient space for displaying the predicted profit/loss during the period. can be secured to In addition, the length from the width of the predicted profit/loss image I in the time axis direction to the time of maturity can be intuitively displayed in an easy-to-understand manner.

In addition, the predicted profit/loss display system S displays the stock price chart and the predicted profit/loss image I side by side so that the time axis of the stock price chart and the time axis of the predicted profit/loss image I match, thereby displaying the transition of the option price and the option price. The predicted profit/loss in the transaction can be displayed in association with the predicted profit/loss in the option trading, and the magnitude of the predicted profit/loss in the option trading can be displayed in a more intuitive and easy-to-understand manner.

In addition, the predicted profit/loss display system S determines the width of the predicted profit/loss image I in the time axis direction based on the length of the period corresponding to the width of the candlesticks in the stock price chart. The temporal scale of the predicted profit/loss image I can be matched, and the display can be made easier to understand.

In addition, the predicted profit/loss display system S displays a slider SL on the price axis of the predicted profit/loss image I so as to indicate at least one of the upper limit of the predicted profit and the lower limit of the predicted profit/loss at the maturity of the option transaction, and the user By moving the slider SL in the direction of the price axis based on the moving operation performed by and changing the order details in option trading based on the moving operation, it becomes easier to change the order details. Further, by updating the display of the order screen G in accordance with the movement of the slider SL, it is possible to make the interface easier to use.

In addition, the predicted profit/loss display system S can improve the user's convenience by calculating the predicted profit/loss based on at least one of the scenario and strategy in option trading.

In addition, the predicted profit/loss display system S changes at least one of the color and shade of the predicted profit/loss image I based on the magnitude of the predicted profit/loss, so that more intuitive indicators such as color and shade can be used to predict Profit and loss can be displayed.

The predicted profit/loss image I is a rectangular image having sides parallel to the price axis. By using I, it is possible to make the display intuitively comprehensible.

[5. Modification]
Note that the present disclosure is not limited to the embodiments described above. Modifications can be made as appropriate without departing from the gist of the present disclosure.

(1) For example, the user may be allowed to specify a threshold for changing the shade of the predicted profit/loss image I. For example, the user sets thresholds in small increments when the predicted profit/loss image I is to be finely gradated, and sets rough thresholds when the predicted profit/loss image I is to be roughly gradated.

The generation unit 102 generates a predicted profit/loss image I based on a user-specified threshold value for the magnitude of predicted profit/loss. The generation unit 102 refers to the threshold specified by the user when determining the color and shade of each pixel I(p,t) in the predicted profit/loss image I. FIG. For each pixel I(p,t), the generation unit 102 determines the color and shade of the pixel I(p,t) based on the predicted profit and loss and the threshold specified by the user.

According to the modification (1), the user's convenience can be improved by generating the predicted profit/loss image I based on the user-specified threshold for the magnitude of the predicted profit/loss.

(2) Further, for example, the user may be allowed to specify the color of the predicted profit/loss image I. FIG. For example, the user may specify that up to a certain profit be displayed in red, and that the maximum profit be reached in pink. Also, for example, the user may specify that up to a certain loss be displayed in blue, and that the maximum loss be reached in black.

The generation unit 102 generates the predicted profit/loss image I based on the color associated with the magnitude of the predicted profit/loss designated by the user. The generation unit 102 refers to the color specified by the user when determining the color and shade of each pixel I(p, t) in the predicted profit/loss image I. FIG. For each pixel I(p,t), the generation unit 102 determines the color and shade of the pixel I(p,t) based on the predicted profit and loss and the color specified by the user.

According to the modified example (2), user convenience can be enhanced by generating the predicted profit/loss image I based on the user-specified color associated with the magnitude of predicted profit/loss.

(3) Further, for example, the above modifications may be combined.

Further, for example, the case where the predicted profit/loss display system S is applied to option trading has been described, but the predicted profit/loss display system S may be applied to other transactions. For example, the predictive profit and loss display system S may be applied to futures trading. In this case, the predicted profit/loss display system S may calculate the predicted profit/loss in the futures trading and cause the user terminal 20 to display the predicted profit/loss image I corresponding to the predicted profit/loss. Further, for example, the predictive profit and loss display system S may be applied to normal stock trading for which maturity is not set. In this case, the predicted profit/loss display system S may calculate the predicted profit/loss by simulating the stock price of the brand, and cause the user terminal 20 to display the predicted profit/loss image I corresponding to the predicted profit/loss.

Further, for example, the predictive profit and loss display system S can be applied to arbitrary transactions such as gold transactions, crude oil transactions, precious metal transactions other than gold such as platinum, foreign currency transactions, and real estate transactions. When applied to these transactions, the predicted profit/loss display system S calculates the future predicted profit/loss in the same manner as the methods described in the embodiments and modifications, and displays the predicted profit/loss image I corresponding to the predicted profit/loss to the user. The terminal 20 may display it.

Also, for example, the functions described as being implemented by the server 10 may be implemented by the user terminal 20 . For example, the calculation unit 101 , the generation unit 102 and the change unit 104 may be realized by the user terminal 20 . Further, for example, the processing described as being executed by the display control unit 103 may be executed by the display control unit 202 . Also, for example, each function may be shared by a plurality of computers. Further, for example, the data described as being stored in the data storage units 100 and 200 may be stored in another computer or information storage medium different from the server 10 and the user terminal 20 .

S Predicted profit and loss display system N Network 10 Server 20 User terminal 11, 21 Control unit 12, 22 Storage unit 13, 23 Communication unit 24 Operation unit 25 Display unit G Order screen I Predicted profit and loss image , A1, A2, A3, A4, A5 display area SL, SL1, SL2, SL3 slider 100 data storage unit 101 calculation unit 102 generation unit 103 display control unit 104 change unit 200 data storage unit 201 Reception unit 202 Display control unit DB1 Stock price database DB2 Option market database.

Claims (10)

Calculation means for calculating time-series changes in predicted profit and loss in option trading;
Based on the length of time to maturity in the option transaction, determine the width of the predicted profit/loss image in the direction of the time axis, and along the predetermined price axis so that the larger the predicted profit/loss, the darker the color . The predicted profit and loss image is displayed along the time axis orthogonal to the price axis so that the display mode is different and the color depth corresponds to the time-series change in the magnitude of the predicted profit and loss. generating means for generating the predicted profit and loss images with different display modes ;
display control means for displaying the predicted profit/loss image on a display means;
Predictive profit and loss display system including; Calculation means for calculating time-series changes in predicted profit and loss in option trading;
To change the display mode along a predetermined price axis so that the color becomes darker as the predicted profit and loss increases, and to change the color according to the time-series change in the magnitude of the predicted profit and loss, generating means for generating a predicted profit/loss image in which the display mode of the predicted profit/loss image is changed along a time axis orthogonal to the price axis;
display control means for displaying the stock price chart and the predicted profit/loss image side by side on a display means so that the time axis of the stock price chart of the underlying asset in the option transaction and the time axis of the predicted profit/loss image match;
Predictive profit and loss display system including; Calculation means for calculating predicted profit and loss in option trading;
generating means for generating a predicted profit/loss image with different display modes along a predetermined price axis so that the color becomes darker as the predicted profit/loss increases;
Displaying the predicted profit/loss image on a display means, and displaying a predetermined image so as to indicate at least one of an upper limit of the predicted profit and a lower limit of the predicted profit/loss at maturity of the option transaction on the price axis of the predicted profit/loss image. display control means for displaying and moving the predetermined image in the direction of the price axis based on a movement operation performed by a user;
change means for changing order details in the option trading based on the movement operation;
including
The calculation means further calculates the predicted profit and loss based on the changed order details,
The generating means further generates the predicted profit/loss image based on the changed order details.
Forecast profit and loss display system. The generation means determines the width of the predicted profit/loss image in the time axis direction based on the length of the period corresponding to the width of the candlestick in the stock price chart in the time axis direction.
The predictive profit and loss display system according to claim 2 . the computer
a calculation step of calculating a time-series change in predicted profit and loss in option trading;
Based on the length of time to maturity in the option transaction, determine the width of the predicted profit/loss image in the direction of the time axis, and along the predetermined price axis so that the larger the predicted profit/loss, the darker the color . The predicted profit and loss image is displayed along the time axis orthogonal to the price axis so that the display mode is different and the color depth corresponds to the time-series change in the magnitude of the predicted profit and loss. a generation step of generating the predicted profit and loss images with different display modes ;
a display control step of displaying the predicted profit/loss image on a display means;
The forecast profit and loss method to perform . the computer
a calculation step of calculating a time-series change in predicted profit and loss in option trading;
To change the display mode along a predetermined price axis so that the color becomes darker as the predicted profit and loss increases, and to change the color according to the time-series change in the magnitude of the predicted profit and loss, a generation step of generating a predicted profit/loss image in which the display mode of the predicted profit/loss image is changed along a time axis orthogonal to the price axis;
a display control step of displaying the stock price chart and the predicted profit/loss image side by side on a display means so that the time axis of the stock price chart of the underlying asset in the option transaction matches the time axis of the predicted profit/loss image;
The forecast profit and loss method to perform. the computer
a calculation step of calculating a predicted profit and loss in option trading;
a generation step of generating a predicted profit/loss image with different display modes along a predetermined price axis so that the color becomes darker as the predicted profit/loss increases;
Displaying the predicted profit/loss image on a display means, and displaying a predetermined image so as to indicate at least one of an upper limit of the predicted profit and a lower limit of the predicted profit/loss at maturity of the option transaction on the price axis of the predicted profit/loss image. a display control step of displaying and moving the predetermined image in the direction of the price axis based on a movement operation performed by a user;
a change step of changing order details in the option trading based on the move operation;
and run
The calculating step further calculates the predicted profit and loss based on the changed order details,
The generating step further generates the predicted profit/loss image based on the changed order details.
Projected profit and loss display method. Calculation means for calculating time-series changes in predicted profit and loss in option trading;
Based on the length of time to maturity in the option transaction, determine the width of the predicted profit/loss image in the direction of the time axis, and along the predetermined price axis so that the larger the predicted profit/loss, the darker the color . The predicted profit and loss image is displayed along the time axis orthogonal to the price axis so that the display mode is different and the color depth corresponds to the time-series change in the magnitude of the predicted profit and loss. generating means for generating the predicted profit and loss images with different display modes ;
display control means for displaying the predicted profit/loss image on a display means;
A program that allows a computer to function as a Calculation means for calculating time-series changes in predicted profit and loss in option trading;
To change the display mode along a predetermined price axis so that the color becomes darker as the predicted profit and loss increases, and to change the color according to the time-series change in the magnitude of the predicted profit and loss, generating means for generating a predicted profit/loss image in which the display mode of the predicted profit/loss image is varied along a time axis orthogonal to the price axis;
Display control means for displaying the stock price chart and the predicted profit/loss image side by side on a display means such that the time axis of the stock price chart of the underlying asset in the option transaction and the time axis of the predicted profit/loss image match;
A program that allows a computer to function as a calculation means for calculating predicted profit and loss in option trading;
generating means for generating a predicted profit/loss image with different display modes along a predetermined price axis so that the color becomes darker as the predicted profit/loss increases;
Displaying the predicted profit/loss image on a display means, and displaying a predetermined image so as to indicate at least one of an upper limit of the predicted profit and a lower limit of the predicted profit/loss at maturity of the option transaction on the price axis of the predicted profit/loss image. display control means for displaying and moving the predetermined image in the direction of the price axis based on the movement operation performed by the user;
changing means for changing order details in the option trading based on the movement operation;
make the computer function as
The calculation means further calculates the predicted profit and loss based on the changed order details,
The generating means further generates the predicted profit/loss image based on the changed order details.
program.

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