KR20010064681A - Method For Supervision a buying and selling of stock realtime and System thereof - Google Patents

Abstract

PURPOSE: A method and a system for disclosing unfair stock dealings in real time is provided to disclose unfair dealings in real time by connecting to an external institution which provides stock dealings information in real time, thereby using the information received in real time. CONSTITUTION: An interface unit is connected to Information System Center of Korea Securities(S210). The interface unit receives stock dealings information from the Center of Korea Securities in real time(S211). A real-time unfair dealings extraction unit compares an extraction reference value set by an extraction reference setting unit with the stock dealings information received in real time(S212). In case that the real-time unfair dealings extraction unit extracts a stock item judged as unfair dealings(S213), the extraction unit compares the volume of dealings with the real-time stock dealings information(S214). In case that the extraction unit extracts the item(S215), it is judged whether the final unfair dealings or not using news or rumors(S216). It is judged whether an item of the final unfair dealings(S217). Information on the item extracted is transmitted to a PC of a person in charge(218).

Description

Method for Supervision a buying and selling of stock realtime and System

The present invention relates to a method and system for detecting unfair stock trading, and in particular, a method for real-time unfair stock trading to detect unfair stock trading such as the adjustment of the price due to illegal stock manipulation and the use of undisclosed information through insider trading. It's about the system.

As the times change, the way of accumulating wealth is changing accordingly, and now the method of accumulating wealth through stocks is becoming more common.

The trading of these stocks was done by visiting securities companies to order and sell stocks. Due to the development of communication technology, it is now possible to install trading programs provided by securities companies on a PC and conduct cyber transactions through the Internet.

As a result, the number of people investing in stocks due to cyber stock trading through the Internet is increasing.

Stock trading is a transaction between the buyer and the seller, which is based on the company's valuation. The value of a company may vary from person to person, but its value is generalized by published information such as the company's operating performance, technology held and capital increase and decrease.

As such a valuation of corporate value acts as a future factor, stocks can be eroded or accumulate wealth.

However, since stocks are an act of man, the price can be artificially manipulated through unfair acts such as rumors, use of internal information, and abnormal traffic between negotiated individuals.

Thus, unfair behavior is a legal part, but also a very sensitive part of investors.

Therefore, public institutions and certain organizations are making various efforts to detect such unfair trade behavior.

However, the above-mentioned unfair trade eradication activity is performed through work offline, and thus, the extraction time is not real time, and there is a problem that a lot of time and effort is required to extract the unfair trade behavior.

Accordingly, an object of the present invention is to solve the problems of the prior art, and aims to extract and supervise abnormal trading for all stocks traded on-line in real time.

1 is a block diagram of a stock unfair transaction real-time detection system according to an embodiment of the present invention.

2 is an operation flowchart of a stock unfair transaction real-time detection system according to an embodiment of the present invention.

3 is a flowchart of data received through an interface unit of a stock unfair transaction real-time detection system according to an embodiment of the present invention.

In accordance with an aspect of the present invention for achieving the above technical problem, a stock unfair trading detection system, a network system for monitoring unfair stock trading using the stock trading information provided from an external organization that provides real-time stock trading information,

A stock trading database storing real-time stock trading information provided from the external institution for each stock item and accumulating and storing them;

An extraction criterion database for storing an extraction criterion for each stock item calculated using stock transaction changes for each stock item changed over a period of time;

And an abnormal trading extraction device that compares the stock trading information received in real time from the external institution with the extraction standard value stored in the extraction standard database, extracts the abnormal trading item, and informs the person in charge of the extracted abnormal trading item. .

Here, the system of the present invention includes a news / rumor database for storing various news and rumors related to the stock classified by each stock item, the abnormal trading items extracted above by using the information stored in the news / rumor database Judge whether or not to supervise.

On the other hand, the stock unfair transaction real-time detection method according to another feature of the present invention for achieving the above technical problem,

A method for detecting unfair stock trading using a network system including a stock trading database that stores real-time stock trading information provided from an external agency, the method comprising: trading information changed when a contract is concluded for at least one week among information stored in the stock trading database A first step of calculating the extraction reference value using the database; And a second step of comparing the stock trading information received in real time from the external institution with the extraction standard value databased in the first step, and determining that the stock transaction information is out of the extraction standard value as abnormal trading.

Herein, when the stock items determined to be an abnormal sale in the second step are extracted, a third step of determining whether or not the abnormal trading of the corresponding item is suitable based on the news and rumors related to the stock is taken out. It further includes.

Hereinafter, an unfair stock trading system according to an embodiment of the present invention will be described with reference to the accompanying drawings.

1 is a block diagram of a stock unfair transaction detection system according to an embodiment of the present invention. As shown in FIG. 1, an unfair transaction detection system 100 according to an embodiment of the present invention is in charge of an interface with a stock trading system of the Korea Securities Computer Center 10, more specifically, the Korea Securities Computer Center 10. Interface unit 110,

A processing unit 120 processing the stock transaction information received through the interface unit 110 and storing the stock transaction information DB 171, the securities company DB 172, and the news / window DB 174;

Based on the stock trading information stored in the stock item DB 171, the extraction reference value is calculated using the change in the price and the trading volume changed for each stock item for a certain period (1 month, 2 months or 3 months or more, etc.) Extraction criteria setting unit 140 to store the extraction criteria in DB 173,

Real-time abnormal trading extraction unit 130 to determine whether the trading of the current stock trading is abnormal by comparing the real-time stock trading information received through the interface unit 110 and the extraction standard value calculated by the extraction standard setting unit 140. ),

The stock price extraction unit 150 determines a change in the closing price of each stock item for a certain period of the stock trading information stored in the stock item DB 171, and calculates the abnormal trading of the stock for a predetermined period.

News / window collecting unit 160 for collecting information, such as news, wind and water related to the stock from an external web site and stores it in the news / wind and water DB (174), and

DB (171) for each stock item that stock trading information received from the Korea Securities Computer Center 10 is accumulated and stored, the name of the branch of each securities company, the stock information traded in each branch, the stock transaction information for each consignor held by each branch News related to the stocks collected by the securities company DB (172), the extraction standard set by the extraction standard setting unit 140, the extraction standard DB (173) and the news / rumor collecting unit 160 is stored It consists of a database unit 170 including a news / rumor DB (174) in which the rumor information is stored.

Hereinafter, with reference to the accompanying Figures 1 to 3 will be described the operation of the stock unfair transaction real-time detection system according to an embodiment of the present invention.

The interface unit 110 of the present invention accesses the Korea Securities Computer Center 10 and receives real-time stock trading information from the Korea Securities Computer Center 10 (S210 and S220).

Here, the interface unit 110 is preferably implemented as a separate hardware device in order to transmit and receive real-time data from the Korea Securities Computer Center 10 quickly and integrity, in this case, the interface unit 110 is 24 hours It is preferred that it is an uninterruptible system.

Real-time stock trading data received through interface unit 110 and the flow of this data are shown in FIG. 3. 3 is a data flow diagram related to an interface unit of a stock unfair transaction detection system according to an embodiment of the present invention.

Referring to FIG. 3, the interface unit 110 is the information of A from the Korea Securities Computerization Center 10 or an external institution, that is, the trading price of stock items, trading information such as closing price and closing quantity, stock price index for each item, stock price index for each industry, Next day stock price information (close price, trading volume), securities companies each branch name, each branch member account information, each member trading volume, transaction price, disclosure information, etc. are received and stored in the stock item DB (171).

At this time, the stock information stored in the stock item DB (171) by the closing unit 120 received the stock information from the interface unit 110 by the daily quotes for each stock item, daily trading (trade price, trading volume), for each item It is processed and stored as stock index, daily stock index, daily next day stock information, daily market action, daily member branch name, daily consignment account information (daily member trading volume, transaction price), daily occasional disclosure.

Among the information processed by the closing work unit 120, daily quotes, daily sales, daily stock quotes, daily industry quotes, daily next-day stock information is stored in the stock item DB (171), the member side branch name, daily securities company account information ( Member's consignment account information held by each securities company, daily consignor account information (contractor's stock trading item, transaction volume, transaction price) is stored in the brokerage firm DB (172).

And, the one-sided disclosures are stored in the news / rumor DB (174).

Here, the information stored in the news / rumor DB (174) is stored in the securities news, securities rumor (rumor) information, as well as the daily disclosure as shown in FIG.

Securities news and securities rumor information stored in the news / rumor DB (174) is obtained by searching the Internet site 101 that provides news and rumor information in the news / rumor collecting unit 160, news, rumor information and The disclosures are used as the basis for determining the reason for the abnormal trading on the day of the abnormal trading of the stocks determined to be abnormal trading. In other words, when a good or bad news is announced in news and rumors, the stocks will show more or less trading than usual or increase or decrease in price, and the price will rise or fall. It is possible to determine whether or not abnormal traffic has appeared.

If the news / rumor collecting unit 160 acquires news and rumor information, and stores it in the news / rumor DB (174).

Meanwhile, the real-time abnormal trading extraction unit 130 compares the real-time stock trading information of A received by the interface unit 110 with the extraction standard value set by the extraction standard setting unit 40 to determine whether or not the abnormal trading (S212). ).

That is, the real-time abnormal trading extraction unit 130 compares the stock extraction information received in real time with the extraction standard value set by the extraction standard setting unit 140, and if the transaction information received in real time is within the range of the extraction standard value, normal trading If the transaction information received in real time is out of the range of the extraction standard value, it is determined that the transaction is abnormal.

Here, the extraction standard setting unit 140 calculates an extraction standard value using transaction data for each stock item stored in the stock item DB 171, and the extraction standard value is calculated using the daily closing price and the daily trading amount.

That is, the extraction criterion setting unit 140 reads the daily closing price and daily trading volume of all the stocks traded for a certain period (for example, 180 days) from the stock item DB 171 for each stock item, and sorts them by date. do.

Then, in the case of the extraction standard for the price, the change in the execution price is calculated by dividing the change in the execution price into units of 30 seconds, or 1 minute, or 10 minutes or 20 minutes, and multiply it by the trading day, and the average Divide by, add the additions and add the industry characteristics to set the extraction threshold for prices. Therefore, the extraction standard of the stocks is a range of predictable prices in which the stocks may vary on an average, taking into account industry characteristics.

Next, in the case of the extraction standard for the trading volume, the amount of change in the trading volume is calculated by dividing the trading volume in units of 30 seconds, or 1 minute, 10 minutes or 20 minutes, and then multiplying it by the trading day to obtain an average value, Set the extraction threshold for trading volume by adding the industry characteristics.

In the above, the method of obtaining the extraction reference value is only one embodiment, and those skilled in the art can calculate the extraction reference value by a method different from the above.

As described above, the extraction reference values for the price and the transaction amount set by the extraction reference setting unit 140 are classified by stock items and stored in the extraction reference DB 173.

Therefore, the real-time abnormal trading extraction unit 130 reads the price extraction reference value for each item stored in the extraction standard DB 173, and compares the price of the corresponding item received in real time with the price extraction standard value to determine whether or not the abnormal sale ( S212).

In this determination (S212), if the real-time abnormal trading extraction unit 130 extracts a stock item that is determined to be abnormal trading (S213), news / rumors to determine whether the extracted stock item exhibits abnormal trading symptoms for no reason Among the information stored in the DB 174, news, rumors, and disclosures within a certain period of time from today's news, rumors and disclosures related to the stock items determined to be an abnormal sale are retrieved and read.

Then, the real-time abnormal trading extraction unit 130, as a result of searching the information from the news / rumor DB (174) determines that there is news, rumors, announcements related to the item representing the abnormal trading, if there is an abnormal trading, if there is news In this case, it is determined whether the rumor disclosure matters affect the stock price of the corresponding item (S216).

In the determination (S216), if the abnormal trading extraction unit 130 retrieves and reads the news, rumor, and disclosure of the stock item from the news / rumor DB 174, the contents of the news, rumor, disclosures read the stock price The code indicating the impact on the stock price is determined by determining whether the abnormal trading of the item corresponds to the code indicating the effect on the stock price. If it is determined that the abnormal trading symptom corresponds to the code, the item is excluded from the abnormal trading extraction.

Therefore, if the real-time abnormal trading extraction unit 130 extracts the stock items that are determined to be abnormal trading, and informs the fact to the PC of the person in charge of the abnormal stock extraction (S218).

Then, the person in charge performs the supervision of the corresponding item using the information received from the real-time abnormal trading extraction unit 130 (S219).

Here, a person skilled in the art can inform the person in charge of the stock item that is determined to be an abnormal sale to the person in charge PC regardless of news and rumors, and inform the person in charge of the searched news and the rumors later on the person in charge, so that the person in charge selects and supervises the abnormal sale of the item. You can do that.

On the other hand, in the determination (S212), the real-time abnormal trading extraction unit 130 does not extract the abnormal trading stock items through the comparison of the price extraction standard value and real-time stock information, and compares the transaction volume extraction standard value and real-time stock information ( S214).

In this comparison (S214), if the real-time abnormal trading extraction unit 130 extracts the corresponding stock item having an abnormal trading volume (S215), as in the case of extracting the abnormal trading for the price, by using news and rumor information. The final abnormal sales are judged and the result is informed to the person in charge of the personal computer (S216, S217. S218, S219).

Here, when the real-time abnormal trading extraction unit 130 extracts the abnormal trading items using the price and transaction volume extraction threshold, the trading volume for each securities firm branch stored in the brokerage firm DB 172 to extract the forces involved in the abnormal trading. Information, and stock order information of the consignment account for each branch.

If a force is a brokerage branch, the brokerage branch would have signed a large deal to artificially manipulate the price of the stock, which would be possible to extract because the volume of the transaction is different from that of other brokerage branches.

If a person is an individual versus an individual, the stock order information of a consignment account for each branch can be used to know an individual's stock trading volume, a trading item, and a transaction price, and such information refers to a consignment account having an item determined to be an abnormal sale. It is possible to extract, and furthermore, since there will be an abnormality in the trading volume and the transaction price for the item which is determined to be an abnormal trading compared to other consignment accounts, it is possible to extract.

If the real-time abnormal trading extraction unit 130 extracts the facts to inform the facts to the person in charge of the corresponding item to be used when presiding.

Here, the period price extraction unit 150 is for preparing a case in which the abnormal trading is not extracted in real time but is not extracted in real time.

In other words, the extraction of real-time abnormal trading is to extract abnormal trading using short-term changes such as trading volume and trading price when the stock is concluded. 10 days, one month, six months, one year, etc.

Therefore, the period stock price extraction unit 150 performs the abnormal trading extraction for such a long term period.

To this end, the period stock extracting unit 150 reads the closing price of each stock item concluded for six months, when the stock trading item accumulated in the stock item DB 171 is, for example, six months. Based on the closing price, calculate how much has risen or fallen.

At this time, the change in the closing price of all stock items calculated for a certain period of time is represented by a linear curve. The period stock extraction unit 150 compares the linear curves of all the stock items with each other and suddenly rises compared to other stocks for several days. If there are stocks that show up or down, the stocks are traded for more than the period, and the corresponding person's PC is notified.

Accordingly, the stock price extraction unit 150 rises or falls as long as it is not judged to be an abnormal sale based on a daily basis. It becomes possible to extract what becomes. In this case, when the stock price extraction unit 150 trades more than a period of rising or falling consecutively for several days, the news and rumor information of the corresponding item is read from the news / window DB 174 during this period, and the price rises as a valid reason. Performs an operation to compare whether to lower or lower.

Although the above has been described with reference to a preferred embodiment of the present invention, those skilled in the art will be able to variously modify and change the present invention without departing from the spirit and scope of the invention as set forth in the claims below. It will be appreciated.

According to an embodiment of the present invention through the above description, the present invention has the effect that can be caught in real time in the middle of the transaction is being made.

Claims (8)

In the network system that monitors stock unfair transactions using stock trading information received in real time connected to an external institution that provides real-time stock trading information, A stock trading database storing real-time stock trading information provided from the external institution for each stock item and accumulating and storing them; An extraction criterion database that stores an extraction criterion for each stock item calculated using stock transaction changes for each stock item that has changed over a week; Compare the stock trading information received in real time from the external institution and the extraction puberty stored in the extraction standard database, and if the stock trading information received in real time is out of the range of the extraction standard, it is determined to be an abnormal trading item and extracted. Stock unfair trading real-time detection system including an abnormal trading extraction device that informs the relevant stock manager information about the abnormal trading items extracted. In claim 1, The stock trading database, Daily trading volume, daily closing price, daily trading price, daily quote, the next day trading information is stored for each stock item, unfair trading real-time detection system, characterized in that the daily industry price by industry is stored. In claim 2, The abnormal traffic extraction device, Interface unit in charge of the interface with the external organs, A closing work unit which processes the stock trading information received through the interface unit and stores the stock trading information in a stock trading database; An extraction criterion setting unit configured to calculate an extraction criterion value using a change change value that is changed at the conclusion of a transaction for a period of time based on the stock transaction information stored in the stock trading database, and store the extraction reference value in an extraction reference database; Stock unfairness, characterized in that it comprises a real-time abnormal trading extraction unit for comparing the real-time stock trading information received through the interface unit and the extraction reference value calculated by the extraction standard setting unit to determine whether the trading of the current stock item is abnormal trading Trading real time detection system. In claim 3, The abnormal traffic extraction device, It further includes a news / rumor collecting section that collects stock information by accessing an external web site that provides stock information related to the stock, and a news / rumor database that accumulates and stores information collected by the news / rumor collecting section. , When the real-time abnormal trading items are caught, the stock unfair trade real-time detection system, characterized in that it is determined based on the news, the rumor of the corresponding item stored in the news / rumor database whether the abnormal trading of the caught item has a suitable reason. In claim 3, The extraction reference setting unit, The unfair trading real-time detection system, characterized in that the extraction threshold value is calculated using the closing price and the closing transaction volume, which is the change value of the closing transaction during the week or more. In the method of detecting stock unfair trading using a network system including a stock trading database that stores real-time stock trading information provided from an external agency, A first step of calculating an extraction criterion value by using the changed transaction information when the transaction is concluded for at least one week among the information stored in the stock trading database and databaseting the extracted reference value; And A stock unfairness comprising a second step of comparing the stock trading information received in real time from the external institution with the extraction standard value databased in the first step, and determining that the stock transaction information is out of the extraction standard value as abnormal trading. Trading real time discovery method. In claim 6, When the stock items determined to be abnormal trading in the second step is extracted, the stock further comprises a third step of determining whether or not the ideal trading of the relevant stock is appropriate based on the news and rumors related to the stock. Unfair Trading Real Time Detection Method. In claim 6, The extraction standard value, A method for real-time discovery of stock unfair trade, characterized in that it is calculated by using a closing price and a closing trading volume that change every time a trade is concluded.