KR100865800B1 - A System and a Method for Providing Integrated Portfolio Simulation - Google Patents

Abstract

In a system that provides an integrated investment portfolio simulation of investment products such as stocks, futures, and options, the data of selected items from the data group including at least the composite stock index, the KOSPI 200 index, and the current price of the stock items are provided through wired and wireless networks. A data receiving module for receiving; A trading data input module for receiving a trading quantity and / or a trading price regarding a trading product which is an investment product to be bought or sold; An association derivation module for deriving an association between a change over time of the price of the trading product to a change over time of the reference data based on data of one item selected from the data group; A correspondence value calculation module that calculates a price of the trading product corresponding to a predetermined value of the reference data based on the association derived by the association derivation module; And a profit and loss calculation module for calculating a profit and loss value for the price of the traded product, based on the price, the traded quantity, and the traded price of the traded product.

Integrated Portfolio Strategy, Simulation, Profit and Loss, Investment, Trading, Derivatives, Futures, Options, ELW

Description

System and a Method for Providing Integrated Portfolio Simulation

1 conceptually illustrates an investment portfolio simulation providing service based on a communication network.

2 is a block diagram showing an example of the configuration of the integrated portfolio simulation providing system 100 according to the present invention.

3 is a flow chart illustrating an example of a method for providing integrated portfolio simulation according to the present invention.

4A and 4B illustrate an example of a profit and loss chart provided by the integrated portfolio simulation provision system 100 of the present invention.

The present invention relates to a system and method for providing integrated portfolio simulation for investors. More specifically, it provides a unified portfolio simulation of derivatives such as futures, options and ELW as well as underlying assets such as stocks and bonds, providing a unified portfolio simulation that can improve investor returns. A system and method thereof are provided.

Recently, institutional investors and individual investors have increased interest in derivatives such as futures and options, as well as stocks. In particular, ELW (Equity Linked Warrant), a securities that provides the right to buy and sell the stock or cash in accordance with the contracted method after establishing the timing and price of the sale in advance in connection with the individual stock or stock index. Listing on the exchange has attracted investors' attention. ELW can raise profits if the stock price of a certain stock is expected to rise, but only buy the right to convert some stock into a stock without buying all the stocks of that stock. Since the company does not see any losses, it is recognized as a relatively low-risk investment product by general investors, and the trading is active.

In the past, in order to increase the return on investment and reduce the risk, the mainstream method was to invest in several individual stocks. However, as the trading of derivatives has become more active, various products and markets, including stocks as well as various derivatives, have recently become mainstream. There is a growing interest in ways to diversify investments.

The most important thing in these diversified investments is the calculation of profit and loss from trading. Profit and loss values are generally calculated as (item price-buy) * buy quantity in case of buy, and in case of sell, they are calculated as (sell-good price) * sell quantity. It is determined by the price, the trading price by the investment model, and the trading quantity.

Therefore, to establish a diversified investment strategy, it is necessary to calculate the profit and loss value of each product for sale. Until now, only a method of calculating the profit and loss value for each individual product or market has been known. For example, when looking at portfolios for index futures, index options, and ELWs in a particular category, the index futures and index options of the three products mentioned above change in profit and loss as the KOSPI200 index changes, In the ELW, the profit and loss value fluctuates with the change in the stock price of the specific stock. Therefore, if the product or the market is different, it is necessary to separately calculate the change in profit and loss values according to the trading plan for each product or the market. As a result, creating a portfolio of a plurality of products of different types may require a large amount of data analysis and I had to rely on the experience of the individual investor.

The present invention has been made to solve the above problems, integrated portfolio simulation that allows the user to grasp the change in profit and loss value of the trading of a plurality of different investment products, such as stocks, futures, options, ELW, etc. at a glance It is an object to provide a providing system and a method thereof.

It is also an object of the present invention to provide a system and method for providing an integrated investment portfolio simulation that can provide one pay-off chart for a plurality of different investment products.

In order to achieve the above object, the present invention provides a system for providing an integrated investment portfolio simulation of investment products, such as stocks, futures, options, etc., wherein at least the composite stock index, KOSPI200 index, stock items A data receiving module for receiving data of a selected item from a data group including a current price; A trade data input module for receiving a trade quantity and / or a trade price for a trade product that is an investment product to be bought or sold; A correlation coefficient calculating module that calculates a correlation coefficient indicating a correlation between a change in the reference data and a change in the price of the sale product for a predetermined period of time, using the data of one item selected from the data group as reference data; A corresponding value calculating module that calculates a price value of the trading product corresponding to a specific value of the reference data using the correlation coefficient; And a profit and loss value calculation module that calculates a profit and loss value when the product is bought and sold with respect to a specific value of the reference data, based on a price value, a quantity sold, and a price of the product sold by the corresponding value calculating module. Provide an investment portfolio simulation providing system that includes.

According to another aspect of the present invention, there is provided a method for simulating an integrated investment portfolio of investment products, such as stocks, futures, options, etc., comprising: (1) using a data receiving module, at least a comprehensive stock index, KOSPI200 Receiving data of a selected item from a data group including an index, a current price of stock items; (2) receiving a quantity and / or a selling price of a trading product which is an investment product to be bought or sold; (3) calculating a correlation coefficient indicating a correlation between a change in the reference data and a change in the price of the sale product for a predetermined period of time, using the data of one item selected from the data group as reference data; (4) calculating a price value of the trading commodity corresponding to a specific value of the reference data using the correlation coefficient; And (5) calculating a profit and loss value when the trading product is sold for a specific value of the reference data, based on the price value, trading quantity, and selling price of the trading product calculated in step (4). To provide an investment portfolio simulation method.

Hereinafter, exemplary embodiments of the present invention will be described in detail with reference to the accompanying drawings.

1 is a block diagram conceptually illustrating the configuration of a system for providing portfolio simulation.

As shown in FIG. 1, the integrated portfolio simulation providing system 100 is a data server 10-1, 10-2 and 10-3 (hereinafter, collectively 10) of a stock exchange and / or a securities company through a wired or wireless network communication network 20. And the user's computer systems 30-1, 30-2 and 30-3 (hereinafter collectively referred to as 30). The user system 30 is, for example, a personal computer system of a user side such as a PC, a notebook computer, a PDA, and a predetermined program is installed to receive and display information transmitted by the integrated portfolio simulation providing system 100 through a wired or wireless communication network 20. have. The data server 10 integrates information on derivatives such as futures, options, and ELWs together with item data including various indexes such as the comprehensive stock price index and the KOSPI 200 index, and stock values of individual stocks. To provide.

Unlike conventional systems that provide users with individual profit and loss analysis data for each investment product, the integrated portfolio simulation providing system 100 of the present invention is referred to as a price change or a specific index (hereinafter referred to as "reference data") of a specific item as a reference. Provides a way to grasp the change in profit and loss of multiple investment products at a glance. Thus, for example, it is possible to build an optimal trading strategy using one chart. The detailed configuration of the integrated portfolio simulation providing system 100 will be described in detail below.

2 is a conceptual block diagram of an integrated portfolio simulation providing system 100 according to an embodiment of the present invention.

The integrated portfolio simulation providing system 100 includes a data receiving module 110, a trading data input module 120, an association derivation module 130, a profit and loss calculation module 140, a corresponding value calculation module 150, a storage module 160, and a display module 170. Each module 110-170 is connected by a bus 180.

The data receiving module 110 receives data of an item selected from a data group including at least a comprehensive stock index, a KOSPI 200 index, and a current price of each stock item from a data server such as a stock exchange or a securities company through a wired or wireless communication network.

The trading data input module 120 receives a trading quantity and / or a selling price regarding a trading product which is an investment product to be bought or sold. For example, the trading data input module may generate and provide an interface for the user to input the trading quantity and / or the selling price to the user.

The association derivation module 130 derives an association between a change in time of a price of a trading product to a change in time of the reference data based on the data of one item selected from the data group as reference data.

To this end, the correlation derivation module 130 identifies a correlation between the change in the reference data and the price change of the trading product. For example, a statistical correlation may be derived between a change in the reference data over a period of time and a price change of a trading product, and the following may be used as the statistical correlation.

Beta Factor

는 기준 데이터의 값,

는 매매 상품의 가격,

는

의 대비율,

는

의 대비율,

는

의 평균,

는

의 평균을 의미한다. 한편,

와

는 아래의 [수학식 2] 또는 [수학식 3]을 이용하여 구할 수 있다.Below,

Is the value of the baseline data,

Is the price of the bargain,

Is

Of contrast ratio,

Is

Of contrast ratio,

Is

Mean,

Is

Means the average. Meanwhile,

Wow

Can be obtained using Equation 2 or Equation 3 below.

는 소정의 기간 동안 단위 시간마다 얻어진 기준 데이터 값,

는 상기 소정의 기간 동안 상기 단위 시간마다 얻어진 매매 상품의 가격이며,

로서 상기 소정의 기간 중 가장 최근의 시점을

으로 하고, 가장 과거의 시점을

로 하여 단위 시간마다 카운트한 값이고, n은 상기 소정의 기간을 미리 정해진 단위 시간으로 나눈 값의 정수부이다.Below,

Is a reference data value obtained every unit time for a predetermined period of time,

Is the price of the trade goods obtained for each unit time during the predetermined period,

As the most recent time point of the predetermined period

The most past point in time

N is an integer portion of a value obtained by dividing the predetermined period by a predetermined unit time.

For example, when the beta coefficient is calculated using the closing price of the past 90 days including the day, n is 90.

The beta coefficient β is a measure of how sensitive the price of a commodity is to a change in reference data. In other words, the larger the beta coefficient, the greater the range that the price of the traded product fluctuates with a change in the reference data.

2. Correlation Coefficient

Correlation coefficient correl is a measure of the degree of correlation between the reference data and the price of a traded item. The correlation coefficient has a value of −1 ≦ correl ≦ 1, meaning that it is positive correlation when it is positive, negative correlation when it is negative, and no correlation when it is zero. For example, if the correlation coefficient correl of two variables is 0.8, 80% of one variable changes in the same trend as one variable changes.

3. coefficient of determination

4. Covariance

In particular, by using the beta coefficient and the correlation coefficient among the above statistical relevance, it is possible to easily grasp the price change of the trading product according to the change of the reference data.

However, the association derivation module 130 does not necessarily need to use statistical associations in determining the association between changes in the reference data and changes in the price of the trading instrument. For example, when the reference data changes by Δx (%), it is also possible to use a simple proportional relationship in which the price of the trading data changes by CΔx (%).

The profit and loss calculation module 140 calculates a profit and loss value for the price of the traded product, based on the price of the traded product, the sold quantity, and the traded price.

The correspondence value calculation module 150 calculates a price of a trading product corresponding to the value of the reference data, based on the association determined by the association determining module 130. For example, the corresponding value calculating module 150 calculates a price of a trading product corresponding to the reference data value while changing the value of the reference data. That is, the price of the trading product is projected to the value of the reference data. Therefore, when there are a plurality of trading products, it is possible to project the prices of the plurality of trading products to the value of the reference data if the correlation between the price of each trading product and the reference data is known.

If the corresponding value calculating module 150 calculates the price of the trading product corresponding to the value of the reference data, and the profit and loss value calculating module 140 calculates the profit / loss value for the calculated price of the trading product, the value of the trading product The profit and loss value can be matched. The storage module 160 stores the profit and loss value for the price of the trading product corresponding to the reference data.

The display module 170 displays the reference data and the profit and loss value stored in the storage module 160. For example, the display model 170 may display the reference data and the profit and loss value as numerical data. Alternatively, display model 170 is a graphing module that provides a pay-off chart. Profit and Loss Chart is an analysis tool that shows the change in the price of a product on the X axis, the profit and loss of the price of the product on the Y-axis, and identifies the change in profit and loss according to the price, sale price and quantity of the product. In principle, the profit and loss chart shows the price of the traded goods on the X axis and the profit and loss value on the Y axis. However, in the present invention, the reference data on the X axis shows the profit and loss value of the traded goods on the Y axis. In other words, using the correlation between the reference data and the price of the traded item, the X-axis projects the profit and loss chart with the price of the traded product, the Y-axis is the profit and loss, and the profit and loss chart with the X-axis the reference data and the Y-axis. It is possible to let. Therefore, it is possible to project the profit and loss chart for a plurality of products and / or items into a profit and loss chart with one common reference data as the X axis. That is, on the X-axis, the price of each of a plurality of products and / or a plurality of items is projected to one reference value, and the profit and loss value for each is individually displayed on the Y-axis. As described above, according to the present invention, the profit and loss values of a plurality of trading products can be simulated through one profit and loss chart, and thus the integrated profit and loss values according to the portfolio strategy can be analyzed easily and quickly.

In the past, it was possible to draw profit and loss charts for only one product or one market, so it is not possible to determine the selling price, quantity and timing while watching the trend of the price change of the product for each of a plurality of products of interest to the user. There was a problem that must be. As a result, the amount of data to be analyzed is rapidly increasing and time consuming, making it difficult to build a marketing strategy quickly and accurately. Since the integrated portfolio simulation providing system 100 of the present invention can project a profit and loss chart that is individually shown for a plurality of products into one profit and loss chart, the user can use a single profit and loss chart to design a portfolio strategy for a plurality of products. We can simulate the profit and loss according to. That is, the present invention provides a pay off chart that can simulate a consolidated portfolio strategy of all financial products based on a method of calculating the correlation between price fluctuations of different financial products, for example, a statistical relationship between them. By creating and providing), you can integrate and manage your diverse portfolio in real time.

Hereinafter, a method of calculating a change in profit and loss value of a trading product according to a change in reference data will be described in more detail.

First, reference data is determined (S300). The reference data may be not only various indices such as the composite stock index and the KOSPI200 index, but also the stock price of a specific item, for example, which may be directly selected by the user. In this example, the KOSPI 200 index is used as reference data. It is preferable to make reference data into an underlying asset.

Next, a trading quantity and / or a selling price of a trading product to be traded are received from a user (S310). In this example, we assume Samsung Electronics stock option as a commodity.

Next, the correlation between the KOSPI 200 index and Samsung Electronics' stock price is calculated (S320). Preferably, it is most desirable to understand the statistical correlation between the KOSPI 200 index and Samsung Electronics' share price over the past period. In this example, the beta coefficients are calculated using the above-described Equation 1 and Equation 3 using the closing price and KOSPI200 index variation of Samsung Electronics' stock for the past 90 days.

Samsung Electronics stock price y _i KOSPI200 Index x _i Contrast of y Y _i Contrast of x X _i y ₀ x ₀ Y ₁ X ₁ y ₁ x ₁ Y ₂ X ₂ y ₂ x ₂ Y ₃ X ₃ … … … … y ₈₈ x ₈₈ Y ₈₉ X ₈₉ y ₈₉ x ₈₉

Since the beta coefficient is a value indicating how the stock price of Samsung Electronics, y, changed as the KOSPI200 index of x is changed, the value of y corresponding to an arbitrary x value may be calculated using the following equation (S330). .

That is, according to Equation 8, the stock price of Samsung Electronics corresponding to the KOSPI 200 index can be calculated.

Next, based on the selling price and the trading quantity received in S410, the profit and loss value of the Samsung Electronics stock option for the Samsung Electronics stock price is calculated (S340). Samsung Electronics' stock price corresponding to the KOSPI200 index was calculated at S430, and the profit and loss value of Samsung's stock option corresponding to Samsung's stock price was calculated at S440. You can. Next, the KOSPI 200 index and the corresponding profit and loss value are stored (S350).

KOSPI200 Index x _j Samsung Electronics stock price y _j Profit and loss … … … x _{m -2} y _{m -2} = y _{m -1} -β (x _{m -1} -x _{m -2} ) z _{m -2} = (y _{m -2} -copies) x Quantity x _{m -1} y _{m -1} = y _m -β (x _m -x _{m -1} ) z _{m -1} = (y _{m -1} -number of copies) x Quantity x _m y _m z _m = (y _m -quantity) x quantity x _{m +1} y _{m +1} = y _m + β (x _{m +1} -x _m ) z _{m +1} = (y _{m +1} -number) x Quantity x _{m +2} y _{m +2} = y _{m +1} + β (x _{m +2} -x _{m +1} ) z _{m +2} = (y _{m +2} -copies) x Quantity … … …

Next, by setting the KOSPI200 index on the X-axis and displaying the profit and loss values of the trading options of Samsung Electronics on the Y-axis, you can simulate the profit and loss values for the trading price and the trading quantity that you set according to the change in the KOSPI200 index. have.

In addition, it is checked whether there are more other trading products to be analyzed (S360), and if present, repeating S310 to S350 for each trading product, and using the result obtained in S350, KOSPI200 on the X axis. By displaying the change in the index on the Y-axis, the profit and loss value for each trading product (S370), it is possible to simulate the change in the profit and loss value of the plurality of products in one profit and loss chart.

On the other hand, it is also possible to reconstruct the profit and loss chart by changing the reference data. More specifically, by changing the reference data to the stock price of Samsung Electronics in S300, and repeating the S320 to S360 to obtain a profit and loss chart with the Samsung stock price on the X-axis. For example, if a profit and loss chart is displayed using specific reference data, the user is provided with an interface to select another item to use as reference data. When the user selects an item different from the existing reference data through the interface, by repeating steps S310 to S370 using the data of the selected item as reference data, a profit and loss chart for the changed reference data can be obtained.

It is also possible to reconstruct the profit and loss chart by changing trading conditions. More specifically, after changing the selling price and quantity in S310 and repeating S320 to S360 it is possible to obtain a profit and loss chart for other trading conditions.

Figure 4a is an example of the profit and loss chart provided by the integrated portfolio simulation providing system 100 of the present invention, index call options, index futures, Samsung Electronics stocks, Samsung Electronics stock options, Samsung Electronics ELW, Kookmin Bank ELW, Kookmin Bank stock Shows the profit and loss chart. Lines 1 to ⑦ of FIG. 4A are index call options buy, index futures buy, Samsung Electronics buy, Samsung Electronics option buy, Samsung Electronics ELW buy, Kookmin Bank ELW buy, and Kookmin Bank stock, respectively according to KOSPI200 index fluctuations. It represents the change in profit or loss on sale. In this example, the sale price and quantity are entered directly by the user. Through FIG. 4A, it is possible to grasp the change in profit and loss of each product according to the change in the KOSPI 200 index at a time.

FIG. 4B shows a synthesis line combining ① to ⑦ of FIG. 4A together with ① to ⑦. Using the synthesis line of FIG. 4B, when trading a plurality of products according to a trading price and a trading quantity currently set by a user, a change in profit and loss value according to a change in the KOSPI200 index may be predicted. These composite lines can be used to build a unified portfolio strategy that maximizes profits and minimizes losses for multiple products.

As mentioned above, although the preferred embodiment of this invention was described in detail, the technical scope of this invention is not limited to this. The technical scope of the present invention is determined by the claims to be described later, since various modifications and variations of the embodiments described above are possible within the technical scope of the present invention.

According to the present invention, it is possible to provide an integrated portfolio simulation by projecting a change in profit and loss value due to a change in the price of various investment products such as stocks, futures, options, and ELWs to one reference data.

In addition, when creating a profit and loss chart, since the X axis can be shared for any kind of product, a plurality of products can be simultaneously simulated and analyzed through one profit and loss chart.

Claims (33)

In a system that provides an integrated investment portfolio simulation of investment products such as stocks, futures and options, A data receiving module for receiving data of a selected item from a data group including at least a comprehensive stock index, a KOSPI 200 index, and current values of stock items through a wired / wireless communication network; A trade data input module for receiving a trade quantity and / or a trade price for a trade product that is an investment product to be bought or sold; A correlation coefficient calculating module that calculates a correlation coefficient indicating a correlation between a change in the reference data and a change in the price of the sale product for a predetermined period of time, using the data of one item selected from the data group as reference data; A corresponding value calculating module that calculates a price value of the trading product corresponding to a specific value of the reference data using the correlation coefficient; And And a profit and loss value calculation module that calculates a profit and loss value when the product is bought and sold with respect to a specific value of the reference data, based on the price value, the quantity sold, and the sale price of the product sold by the corresponding value calculating module. But The correlation coefficient calculation module, reference data

The price of the bargain on

Correlation coefficient

To the equation

(here,

Is

, The contrast ratio,

Is

, The contrast ratio,

Is

Mean,

Is

Is an average of

(here,

Is a series of reference data values,

silver

Is a price value of a trading product corresponding to. delete delete delete delete In a system that provides an integrated investment portfolio simulation of investment products such as stocks, futures and options, A data receiving module for receiving data of a selected item from a data group including at least a comprehensive stock index, a KOSPI 200 index, and current values of stock items through a wired / wireless communication network; A trade data input module for receiving a trade quantity and / or a trade price for a trade product that is an investment product to be bought or sold; A correlation coefficient calculating module that calculates a correlation coefficient indicating a correlation between a change in the reference data and a change in the price of the sale product for a predetermined period of time, using the data of one item selected from the data group as reference data; A corresponding value calculating module for calculating a value of a price of the trading product corresponding to a specific value of the reference data using the correlation coefficient; And And a profit and loss value calculation module that calculates a profit and loss value when the product is bought and sold with respect to a specific value of the reference data, based on the price value, the quantity sold, and the sale price of the product sold by the corresponding value calculating module. But The correlation coefficient calculation module, reference data

The price of the bargain on

The correlation coefficient correl representing the variation of

(here,

Is

, The contrast ratio,

Is

, The contrast ratio,

Is

Mean,

Is

Is an average of

(here,

Is a series of reference data values,

silver

Is a price value of a trading product corresponding to. delete The method according to claim 1 or 6,

(here,

Reference data acquired by the data receiving module every predetermined unit time during the predetermined period of time;

Is the price of the trading commodity acquired by the data receiving module every unit time during the predetermined period, and 0≤i≤n-1, i = 0 with respect to the most recent point in the predetermined period, And i = n-1, the value counted every said unit time, and n is an integer part of the predetermined period divided by the said unit time.). The method according to claim 1 or 6,

(here,

Reference data acquired by the data receiving module every predetermined unit time during the predetermined period of time;

Is the price of the trading product obtained by the data receiving module every unit time during the predetermined period, and i≤i≤n-1, i = 0 with respect to the most recent time point in the predetermined period, and the most past time point. I is n = n-1, and n is an integer part of the predetermined period divided by the unit time. In a system that provides an integrated investment portfolio simulation of investment products such as stocks, futures and options, A data receiving module for receiving data of a selected item from a data group including at least a comprehensive stock index, a KOSPI 200 index, and current values of stock items through a wired / wireless communication network; A trade data input module for receiving a trade quantity and / or a trade price for a trade product that is an investment product to be bought or sold; A correlation coefficient calculating module that calculates a correlation coefficient indicating a correlation between a change in the reference data and a change in the price of the sale product for a predetermined period of time, using the data of one item selected from the data group as reference data; A corresponding value calculating module that calculates a price value of the trading product corresponding to a specific value of the reference data using the correlation coefficient; And And a profit and loss value calculation module that calculates a profit and loss value when the product is bought and sold with respect to a specific value of the reference data, based on the price, the sale quantity, and the sale price of the sale product calculated by the corresponding value calculation module. , The correlation coefficient calculation module, for i i 0≤i≤n-1 (where n is an integer part of a value obtained by dividing the predetermined period by a predetermined unit time),

(here,

Is reference data acquired by the data receiving module every unit time during the predetermined period,

Is the price of the trading product acquired by the data receiving module every unit time during the predetermined period, i is i = 0 for the most recent time point in the predetermined time period and i = n− for the most past time point. A constant C that satisfies (i.e., a value counted for each unit time) is set to 1, and the corresponding value calculating module is

(here,

Is a series of reference data values,

silver

Is a price value of a trading product corresponding to. The method according to any one of claims 1, 6, and 10, And further comprising a graphing module that graphically shows the profit and loss value calculated by the profit and loss calculation module corresponding to a predetermined value of the reference data, on a coordinate where the X axis is the reference data value and the Y axis is the profit and loss value. Portfolio simulation delivery system. The method according to any one of claims 1, 6, and 10, And the corresponding value calculating module calculates a price value of the trading product corresponding to each reference data value while changing the value of the reference data. The method according to any one of claims 1, 6, and 10, The trading data input module may receive a trading quantity and / or a selling price regarding each of a plurality of trading products included in the portfolio, The correlation coefficient calculating module calculates a correlation coefficient indicating a correlation between a time-dependent change of the reference data and a price change of the trading product for each of the plurality of trading products, The corresponding value calculating module calculates a price value of the trading product corresponding to the specific value of the reference data by using the correlation coefficient calculated by the correlation coefficient calculating module for each of the plurality of trading products, The profit and loss value calculating module is configured to calculate a profit and loss value for the price of the traded product for each of the plurality of traded products, based on the price value, the traded quantity, and the traded price of the traded product. The method of claim 13, The profit and loss value calculation module calculates a profit and loss value corresponding to each reference data value while varying the value of the reference data for each of the plurality of trading products, The investment portfolio simulation providing system, And a graphing module that graphically shows the profit and loss values of a plurality of trading products corresponding to the value of the reference data, on a coordinate where the X axis is the reference data value and the Y axis is the profit and loss value. The method of claim 14, Further comprising a summing module for calculating the sum of the profit and loss values of the plurality of trading products calculated corresponding to a specific value of the reference data, And the graphing module generates a graph obtained by synthesizing the profit and loss graphs for each of the plurality of trading products, using the sum of the profit and loss values calculated by the adding module. The method according to any one of claims 1, 6, and 10, And a reference data setting module for setting, as reference data, an item selected by the user from the data group. In the method of simulating an integrated investment portfolio of investment products such as stocks, futures and options, (1) receiving data of a selected item from a data group including at least a comprehensive stock index, a KOSPI 200 index, and current values of stock items through a wired / wireless communication network using a data receiving module; (2) receiving a quantity and / or a selling price of a trading product which is an investment product to be bought or sold; (3) calculating a correlation coefficient indicating a correlation between a change in the reference data and a change in the price of the sale product for a predetermined period of time, using the data of one item selected from the data group as reference data; (4) calculating a price value of the trading product corresponding to a specific value of the reference data using the correlation coefficient; And (5) calculating a profit and loss value when the trading product is sold for a specific value of the reference data, based on the price value, trading quantity, and selling price of the trading product calculated in step (4); , In the step (3), the reference data

The price of the bargain on

Correlation coefficient

To the equation

(here,

Is

, The contrast ratio,

Is

, The contrast ratio,

Is

Mean,

Is

Is an average of

(here,

Is a series of reference data values,

silver

Is a price value of a trading product corresponding to a). delete delete delete delete In the method of simulating an integrated investment portfolio of investment products such as stocks, futures and options, (1) receiving data of a selected item from a data group including at least a comprehensive stock index, a KOSPI 200 index, and current values of stock items through a wired / wireless communication network using a data receiving module; (2) receiving a quantity and / or a selling price of a trading product which is an investment product to be bought or sold; (3) calculating a correlation coefficient indicating a correlation between a change in the reference data and a change in the price of the sale product for a predetermined period of time, using the data of one item selected from the data group as reference data; (4) calculating a price value of the trading commodity corresponding to a specific value of the reference data using the correlation coefficient; And (5) calculating a profit and loss value when the product is sold for a specific value of the reference data, based on the price value, the quantity sold and the price of the product sold in step (4); , In the step (3), the reference data

The price of the bargain on

The correlation coefficient correl representing the variation of

(here,

Is

, The contrast ratio,

Is

Of contrast ratio,

Is

Mean,

Is

Is an average of

(here,

Is a series of reference data values,

silver

Is a price value of a trading product corresponding to a). delete The method of claim 17 or 22,

(here,

Reference data acquired by the data receiving module every predetermined unit time during the predetermined period of time;

Is the price of the trading product obtained by the data receiving module every unit time during the predetermined period, and 0≤i≤n-1, where i = 0 is the most recent time point in the predetermined time period and i = n-1, the value counted every said unit time, and n is the integer part of the said predetermined period divided by the said unit time.). The method of claim 17 or 22,

(here,

Reference data acquired by the data receiving module every predetermined unit time during the predetermined period of time;

Is the price of the trading product obtained by the data receiving module every unit time during the predetermined period, and 0≤i≤n-1, where i = 0 is the most recent time point in the predetermined time period and i = n-1, the value counted every said unit time, and n is the integer part of the said predetermined period divided by the said unit time.). In the integrated investment portfolio simulation method for investment products such as stocks, futures and options, (1) receiving data of a selected item from a data group including at least a comprehensive stock index, a KOSPI 200 index, and current values of stock items through a wired / wireless communication network using a data receiving module; (2) receiving a quantity and / or a selling price of a trading product which is an investment product to be bought or sold; (3) calculating a correlation coefficient indicating a correlation between a change in the reference data and a change in the price of the sale product for a predetermined period of time, using the data of one item selected from the data group as reference data; (4) calculating a price value of the trading commodity corresponding to a specific value of the reference data using the correlation coefficient; And (5) calculating a profit and loss value when the product is sold for a specific value of the reference data, based on the price value, the quantity sold and the price of the product sold in step (4); , In step (3), for i, where 0≤i≤n-1 (n is an integer part of the predetermined period divided by a predetermined unit time),

(here,

Is reference data acquired by the data receiving module every unit time during the predetermined period,

Is the price of the trading product acquired by the data receiving module every unit time during the predetermined period, i is i = 0 for the most recent time point in the predetermined time period and i = n− for the most past time point. A constant C that satisfies (i.e., a value counted for each unit time) is set to 1, and is calculated in the step (4).

(here,

Is a series of reference data values,

silver

Is a price value of a trading product corresponding to a). The method according to any one of claims 17, 22, and 26, (6) graphically showing the profit and loss value calculated in step (5) corresponding to the predetermined value of the reference data, on a coordinate where the X axis is the reference data value and the Y axis is the profit and loss value; How to simulate an investment portfolio. The method according to any one of claims 17, 22, and 26, In step (4), while varying the value of the reference data, the investment portfolio simulation method for calculating the price value of the trading product corresponding to each reference data value. The method according to any one of claims 17, 22, and 26, (7) further comprising repeating steps (3) to (5) for each of a plurality of trading products included in the portfolio, using one common reference data. The method of claim 29, In step (5), the profit and loss value corresponding to each reference data value is calculated while changing the value of the reference data for each of the plurality of trading products, (6-1) An investment portfolio simulation method further comprising the step of graphing the profit and loss value of the trading instrument corresponding to the value of the reference data on a coordinate where the X axis is the reference data value and the Y axis is the profit and loss value. . The method of claim 30, (5-1) for each of a plurality of trading products included in the portfolio, calculating a sum of profit and loss values calculated corresponding to values of the reference data, In step (6-1), using the sum of the profit and loss values calculated in the step (5-1), a graph of the profit and loss value for each of a plurality of trading products are synthesized. The method according to any one of claims 17, 22, and 26, (2-1) An investment portfolio simulation method further comprising the step of setting the item selected by the user from the data group as reference data. The method according to any one of claims 17, 22, and 26, (8-1) changing the currently set reference data into data of a specific item selected by the user from the data group; And (8-2) The investment portfolio simulation method further comprising repeating said steps (3)-(5) based on said changed reference data.

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