KR20080087919A - Method of managing investments using technical analysis on computer - Google Patents

Abstract

A method for managing investment with probability calculated through technical analysis of a computer is provided to present the probability and a target price with an arrow and a numeric value by fixing probability distribution for price increase based on each pattern and applying the pattern to all investment products based on the fixed probability distribution. A pattern is formed by collecting data of each investment. An investment portfolio of a customer is formed by receiving input from the customer(S306). An earning rate, risk, and rise/fall probability for the investment portfolio of the customer are calculated by using the earning rate, the risk, and the rise/fall probability of each investment. The earning rate, the risk, and the rise/fall probability of the investment of the customer and other investment products are displayed in one screen(S309). The investment products are displayed to a part of the screen by classifying the investment products into the rise and fall probabilities, and combining with the earning rate according to a keeping period when the customer selects one investment product(S310).

Description

METHOD OF MANAGING INVESTMENTS USING TECHNICAL ANALYSIS ON COMPUTER}

1 is a schematic diagram showing the configuration of the investment asset management system according to the present invention,

Figure 2 is a schematic diagram showing the configuration of the investment asset management server according to the present invention,

3 is a flow chart illustrating an investment asset management method according to the present invention;

4 illustrates an example of a probability distribution calculation concept using a pattern according to the present invention;

5 is an example of creating a peer group according to the present invention;

6 is a flowchart illustrating a risk-return calculation procedure according to the present invention;

7 is a flowchart illustrating a peer group and quadrant display procedure according to the present invention;

8 is an example of a screen showing the current status of my portfolio and risk-return of investmentable assets according to the present invention,

Figure 9 is an example of a screen showing the rise, fall probability and holding period yield by industry of the stock market according to the present invention,

10 is an example of the rising, falling probability and holding period rate of return of stocks in accordance with the present invention,

11 is an example of the national real estate rise probability and holding period yield screen according to the present invention,

12 is an example of each of the rise probability and retention period return screen of each city according to the present invention,

13 is an example of individual asset return and rise and fall probability screens in my portfolio according to the present invention;

Figure 14 is an example of a drop, rise arrow and probability screen staged in conjunction with the previous day (electrical) price according to the present invention,

15 is an example of a portfolio rebalancing suggestion screen according to the present invention;

Figure 16 is an example of the automatic bank deposit balance inquiry, update and one-stop bank transfer screen according to the present invention.

* Explanation of symbols for main parts of the drawings

102: communication network 110: customer terminal

120: investment asset management system 122: investment asset management server

124: database server 130: institution server

The present invention relates to a computer-based investment asset management method, and more specifically, it is possible to check the current price of all investment assets (stocks, bonds, bonds and equity funds, real estate, insurance, gold) on a daily basis, and Managing investment assets using financial engineering and statistics by showing the upward and downward probability of future assets' ups and downs by using up and down arrows using various patterns developed through technical analysis used for asset management while showing trends over one year or more It is about a method.

In general, conventional asset management-related support solutions include basic analysis (method of analyzing with factors deemed to have a fundamental influence on price changes such as GDP and exchange rates), and pattern analysis prediction using chaos theory and neural network theory. Model and so on.

However, the asset management method using basic analysis has a big drawback in that it does not include insider information, and the existing asset management method using pattern analysis prediction depends on the correlation between transaction volume and price trend. I'm having a hard time giving trust because I'm showing it.

The present invention has been proposed to solve the above problems, and an object of the present invention is to correspond to a number of patterns consisting of a combination of moving average lines and auxiliary indicators that determine price trends using various modules in hundreds of millions of time series data. Thousands of samples confirm the probability distribution of whether the price has risen after each pattern appearance, and based on this, it is applied to the currently appearing pattern of all commodities with financial prices, and then the specific rise probability and target price are given by arrows and figures. It is to provide an investment asset management method using probabilities obtained through analysis.

In order to achieve the above object, the present invention comprises the steps of collecting data for each investment asset to form a pattern; Forming an asset portfolio of the customer according to the input of the customer; Calculating yield, risk, and rise / fall probability for each investment asset using the pattern; Calculating a yield, a risk, and a rise / fall probability for the asset portfolio of the customer using the yield, risk, and rise / fall probability for each investment asset; And expressing the returns and risks of their own assets and other investment targets on one screen at a glance.

In the investment asset management method, when the investment target is selected on the screen, the investment targets are divided into ascending and declining probability, and are expressed in four quarters in combination with the holding period yield. The probability of raising and lowering the previous day's price in the form of an arrow is recorded.

In addition, the investment asset management method compares the portfolio status of various peer groups with the portfolio of the corresponding clients based on age, annual salary, total assets, etc. in the total samples of the clients, and calculates and provides expected returns after one year in the future. By searching the patterns created by the combination of the mean lines, the time series belonging to the same pattern are counted, and the frequency after the period of the next day, one week, one month, six months, one year, etc. The method may further include calculating and displaying the ascending or declining probability and the average rate of return determined after a certain period of time when the pattern appears.

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

1 is a schematic diagram showing the configuration of the investment management system according to the present invention, Figure 2 is a schematic diagram showing the configuration of the investment management server according to the present invention.

Generally Based on the random walk theory, it was judged that it is almost impossible to establish the probability distribution of price increase after a certain period of time for each of the various patterns that can vary from thousands to thousands without using chaos theory or neural network theory. In addition, the present invention searches a number of time series for each pattern made of a combination of moving average lines and supplementary indicators that determine the price trend using a computer module, and increases the price after a period of time after each pattern appearance. And the probability distribution from thousands of samples.

The present invention can be implemented on a standalone computer or an investment management server 122 that can be connected to a plurality of customers through the communication network 102 to the terminal 110, as shown in FIG. Referring to FIG. 1, each customer terminal 110 is connected to the investment asset management server 122 through the communication network 102, and the investment asset management server 122 is linked to the database server 124. The investment asset management server 122 is configured to collect data by accessing another institution server through the communication network 102. That is, the investment asset management method of the present invention It can be provided through a web service of the client-server structure, for this purpose, the asset management server 122 is a data collection module for collecting data for each investment asset through a communication network or through a direct input, as shown in FIG. 202, a full time series generation module 203 for generating a total time series for each investment based on the collected data, a pattern generation module 204 for generating a pattern for each investment by dividing the entire time series graph by a predetermined unit; A pattern database 206 storing a plurality of patterns for each investment asset, a pattern search module 208, a yield calculation module 210 for calculating a return for each asset, and a risk calculation module 212 for calculating a risk for each asset , The rise / fall probability calculation module 214, the peer group generation module 220, which calculates the rise / fall probability of each asset after a certain period of time, receives the customer's asset status, and retains the customer. A holding asset configuration module 216 constituting an acid (portfolio), a customer holding asset calculation module 218 for calculating a return, a risk, a list of customer holding assets, and a display module 222.

Referring to FIG. 2, the data collection module 202 for each investment asset collects data for each asset or receives data from an operator through the communication network 102, and the entire time series generation module 203 for each investment asset is shown in FIG. 4. As shown, a full time series graph of the asset is created. Each investment generation pattern generation module 204 generates a plurality of patterns by dividing the entire time series graph generated as shown in FIG. 4 by a predetermined unit and records and manages the patterns in the pattern database 206.

The pattern search module 208 is a module for searching various patterns. The pattern search module 208 includes a combination of moving average lines, such as 5 days, 10 days, and 20 days, and auxiliary indicators such as stochastic. Search for the same pattern.

The return calculation module 210, the risk calculation module 212, and the rise / fall probability calculation module 214 for each asset calculate a probability of price rise after a predetermined period and a return period and risk of holding periods from samples of the same pattern. . For example, if you find about 500 sample time series that belong to the same pattern, and you have 400 sample time series with the closing price 5 days after the last day of the pattern, and you have 100 sample time series, The probability of price rise after 5 days is 80%, and if the average is 5%, the expected rate of price rise after 5 days of the pattern is 5% (365% per year, 5% * 365/5) For example, in the case of a equity fund, if the stock price is held for one month, the reference price was 1,000 won a month ago, and the return period of the holding period is Ln (1020/1000) after the current price is 1020 won a month (30 days). ) Is 1.98% (24.1% annually), and the risk is defined as the risk of the asset after calculating the daily retention rate.

Customer holding asset configuration module 216 receives the asset status set by the customer to configure a unique portfolio of the customer, customer holding asset calculation module 218 is the yield, risk, rise / fall probability calculation module for each asset Each asset value calculated from is used to calculate return, risk, and rise / fall probability for the client's portfolio.

As shown in FIG. 8, the display module 222 displays risk-return values of all investment assets after deriving a regression line by the least square method and displays them on the screen. At this time, in a screen plotted with a combination of risk and return of all investment assets, one straight line (regression line) having the smallest distance from each point is derived and displayed on the screen by the least square method.

Peer group generation module 220 A peer group of each investment asset is created. As shown in FIG. 5, a real asset group is an entity that announces prices at information terminals (Bloomberg, Reuters, etc.) such as crude oil, gold, foreign real estate, silver, and nickel. Each asset is an item of a group of real assets. The fund is divided into equity, bond, real fund, and overseas fund. The equity group is divided into subgroups: ELW, ELS, ESD, ELF, mixed, growth, stable, small, medium, large, KOSDAQ, and dividends. In addition, the sub-group shows what sector (e.g., retail, construction, finance, etc.) is invested in each sector by the proportion of financial engineering tools (e.g., Sharp's Asset class factor). model to configure each peer group. Bond types also use statistical tools to create small groups such as long, short, barbell and bullet. Real estate is greatly helped nationwide and grouped into large cities. Subsequently, large cities have 'gu' as subgroups, and 'dong' and apartments as subgroups as final items. By country, countries are grouped into one group, and each individual country's stock price, interest rate, and real estate are generated as final stocks. Investors should create a peer group (Peer Group) and the number of similar age, similar salaries, and similar assets, and investors own the same family as the default.

Ascending probability-per-peer yield by peer group is represented as shown in FIG. 5 through the display module 222 after counting. The rate of rise for each final item is output through the display module in the fourth quarter after the return figures are calculated and calculated by calculating the expected return of the investor's portfolio, the expected return of the Peer Group, and the expected return of each asset.

Here, the calculation of expected return is defined as the expected return obtained from the current pattern of each asset, in which investments such as stocks, stocks, and golds account for most of the return. Deposits, bonds, and bond types can secure a definite return on maturity, and capital gains and losses due to rising asset prices are insignificant, so the interest rate entered when entering their assets is defined as the expected return on maturity. In principle, rental income is defined as 1.5 times the current highest deposit rate, and capital gains and losses are defined as expected returns based on the pattern of the property. Total expected return on real estate is defined as default (expected return on rental income + expected return on capital gains and losses) / 2, allowing investors to directly enter the weights of rental income and capital gains and losses.

Example: The investor's share of assets is 10% in equity funds (10% expected return in the pattern), 20% in bond funds (5% yield at the time of enrollment), 10% in deposits (5% deposit), and 60% in real estate (in the pattern). Expected Return on Capital Gains of 20% and Expected Return on Rental Income of 5% * 1.5x).

 Customer's expected return after one year = ∑ (weight of each asset * expected return) = 10% * 0.1 + 20% * 0.05 + 10% * 0.05 + 60% * (0.2 + 0.05 * 1.5) / 2 = 10.85%

Figure 3 is a flow chart showing a personal investment management method according to the present invention, Figure 6 is a flow chart illustrating a risk-return calculation process according to the present invention, Figure 7 is a peer group and quadrant 4/4 according to the present invention It is a flowchart showing the display procedure.

Referring to Figure 3, if the first visit if you log in after signing up (S301 ~ S303). If you want to set up assets after logging in, you can enter your own asset status and provide a screen of your portfolio as compared to other investment target assets as shown in Fig. 8 (S304 ~ S306). Referring to Figure 8, the vertical axis represents the period yield and the horizontal axis represents the risk. On the screen of FIG. 8, my portfolio and risk-return rate for each asset are easily displayed as icons. That is, in FIG. 8, the icon on his portfolio is currently my portfolio, and the yield of one year is 15% and the risk is 8%.

If the customer is not satisfied with the portfolio, the client selects the portfolio, compares it with the peer group and the optimal portfolio, checks the probability and the return rate of each asset, and restructures the portfolio (S308 ~ S311).

If you are satisfied with your portfolio, check your balance and decide whether to invest in new funds or buy stocks, deposits or real estate if you have extra funds. In the case of joining a new fund, it is classified into equity type, bond type, and other types. In the case of bond type or equity type, the optimal group is selected from the probability of rising by the peer group and the yield window in the fourth quarter. Other funds include gold, real estate, and overseas funds (S312 ~ S322).

In the case of deposits, the base rate after tax is compared to the maturity of all banks (including savings banks) and the optimal deposit product is selected (S324 ~ S326). In the case of real estate purchase, an apartment or a housing is selected, and an optimal real estate is selected through a 4/4 quadrant window and a 4/4 split window for each region (S327 ~ S331).

Referring to FIG. 6, after calculating all the risk-returns of investment assets, a regression line (average line) calculation by the least square method is performed, and the regression line and the aggregate value are displayed on the risk-return screen. If the icon of interest is selected, the screen moves to the corresponding peer group screen (S601 to S605). In other words, all of the funds in Korea, all the deposit interest rates, including the savings banks and real estate trends, including stock indexes by country, are displayed on the screen as shown in FIG. 8 through volatility, log returns, and regression lines. In this case, when the actual buy and sell, before returning to the segmented screen of FIG. 9, the risk-to-risk ROI of the portfolio in FIG. 8 is analyzed and compared with other investment targets.

here, Types of investments include real estate (charter), which are reported daily by stock price-related indices, all individual stocks, and all stocks, hybrids, bonds and other funds, Kookmin Bank, and real estate 114 whose asset managers disclose daily base prices. , Real estate such as gold, which can obtain price trends from information terminals such as sales, apartments, housing, land, etc., Bloomberg, Reuters, FN Guide, global stock market indexes, savings deposits of all financial sectors including savings banks. have.

The investment targets are divided into ascending and declining probabilities, and combined with the return on the holding period to express them in the fourth quarter, and the technical analysis (chart analysis), search module, and probability calculation module are used based on the historical price trend of the investment targets. Calculate the probability of price rise for each asset and the log return rate of the holding period of the investment targets, and combine them into a 4/4 quadrant chart to express the sorting function, buy, and sell targets for selection of investment targets. have.

Referring to FIG. 7, when the peer group of interest is selected in the risk-return rate screen, the probability and the yield rate of each peer group are called from the yield rate calculation module, the probability calculation module, and the peer group generation module, and the yield and probability are aggregated into quadrants. Value is displayed (S701 to S703).

Then, selecting a detailed peer group (eg, retail business, etc.) moves to the quadrant screen of all items in the detailed peer group. Probability calculation module, probability calculation module and peer group generation module calls the probability and the rate of return of all items in the detailed peer group, and displays the aggregate values in the yield and probability quadrant (S704 ~ S707).

In addition, if a specific item in the detailed peer group is selected, the probability and the return rate of the specific item are called, and the rising / falling arrow and each probability are indicated on the specific item trend chart (S708 ~ S710).

Following Record the related comments and call the probability and return of a particular event (S711, S712). View Past Patterns of Related Patterns If selected, the same pattern samples are called and displayed (S713, S714).

On the other hand, if the investment target showing the superior return on investment is selected even in view of the risks of the investable assets shown in FIG. 8, the investment target is intuitively classified and classified into the fourth quarter with the probability of rising or falling on the actual investment items. Efficiency can be maximized.

For example, when the icon representing the stock market is selected, as shown in FIG. 9, the stock market's rising / falling probability and the risk holding period yield are shown. When the most attractive retailer icon is selected, retailer stocks are automatically sorted and displayed in the fourth quarter as shown in FIG. 10.

On the other hand, if you press the icon representing my portfolio in Figure 8, as shown in Figure 13, the probability of rising and falling probability of all the stocks (Hyundai E & C, LG shares, real estate, deposits, etc.), holding period returns Is represented on one screen.

As described above, according to the present invention, a number of patterns developed using past price trend samples and related supporting indicators of thousands of investment items, and the price rise and fall probability of each pattern are linked to the current situation, and thus the world stock price and gold price. In addition, we calculate up and down probabilities for all investment targets, including all funds and interest rates, and link up and down arrows to the previous day's closing price and related probability together for efficient investment induction.

 You can also hover over the probability and press the right mouse button to view self-developed or generally accepted comments from prominent investors worldwide (George Sorros, Warren Buffett, Peter Lynch, Granville, etc.) and our analysts who responded to the pattern. In addition, you can increase the confidence in the probability by showing the past actual time series chart by the desired number (default: 10 time series) of each probability.

For example, when selecting 'Gangnam-gu' in FIG. 12, a screen as shown in FIG. 14 appears and selecting "Comment on the pattern" of the right button << Peter Lynch, "The only criterion for selling to me is that the index is a parabola. When you make it (meaning it's soaring with a huge slope) ".

In addition, the present invention is based on the portfolio status of individual Peer Groups (e.g., 1% rich, 5%, 10%, etc.) and individuals based on the age, salary, total assets, and family size of the investor. Compare and compare the portfolios of the portfolios, calculate the expected return after one year and provide the optimal portfolio through the probability of rise or fall of each investment target at the current level and the expected return after one year as shown in FIG. The rebalancing method is shown in detail.

And as shown in FIG. 16, the personal bank deposit balance for all banks is automatically updated every day on the PC screen, enabling one-stop transfer of accounts between other lines using the right mouse button and one-stop transfer through draw and drop. do.

As described above, the present invention includes insider information and is the most efficient analysis tool for all investors, but also has various differences (for example, Dow, Granville, Hamilton, Go Seung-deok, Kim Kyung-soo, etc.). Chart analyst founder Dow advises that upward and downward zigzag (a term used by Granville) is not very valid, while most chart analysts are confused by the pattern as the most important one. By showing the probable probability through thousands of samples, the reliability of technical analysis is further improved by removing the ambiguity of the usefulness of related patterns, and by applying chart analysis, a universal language, to all financial assets, Of course, the price of the property you own can rise, gold, all funds, and wicks. Foreign investment will glance to the future Stock intuitively demonstrate the potential and upside potential fall can help to maximize the effectiveness of investments zoom.

Claims (5)

Collecting data for each investment asset to form a pattern; Forming an asset portfolio of the customer according to the input of the customer; Calculating yield, risk, and rise / fall probability for each investment asset using the pattern; Calculating a yield, a risk, and a rise / fall probability for the asset portfolio of the customer using the yield, risk, and rise / fall probability for each investment asset; And A method of managing investment assets using probabilities obtained through technical analysis, comprising the steps of expressing the returns and risks of owned assets and other investment targets on one screen. According to claim 1, wherein the investment asset management method, When the investment target is selected on the screen, the investment targets are classified into ascending and declining probabilities, and the investments using the probabilities obtained through the technical analysis are characterized in that the four-quarter quadrant is combined with the holding period yield. Asset Management Method. According to claim 2, The investment asset management method, Investment target stock chart An investment asset management method using probability obtained through technical analysis, which combines the probability of rising and falling in the previous day price in the form of arrow. According to claim 1, wherein the investment asset management method, By comparing the portfolio status of various peer groups with the individual's portfolio on the basis of age, salary, total assets, etc. from the customer's total sample, the expected return on risk is calculated and provided after one year. Search the patterns created by the combination of moving average lines and sub-indicators to aggregate the time series belonging to the same pattern, and then find the frequency of the next day, week, month, year, etc. And calculating and displaying the probability of rising or falling and the average rate of return determined after a certain period of time when the pattern appears. According to claim 1, wherein the investment asset management method, Your bank deposit balance for all banks on your PC screen is automatically updated every day, and it is calculated through technical analysis that it is possible to transfer your accounts between your banks using the right mouse button and one-stop account transfers via draw and drop. How to manage investment assets using probability.

Images