Method for processing futures information and system therefor

A processing method and futures technology, applied in the field of futures information processing methods and systems, can solve problems such as difficult macroeconomic forecasting, inaccurate reflection of futures indexes, inconvenient index investment for investors, etc., to achieve accurate processing results and convenient indexing Optimize investment and predict the effect of macroeconomic accuracy

Inactive Publication Date: 2010-06-30
GALAXY FUTURES
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0005] Aiming at the problems that the futures index obtained by the processing method of futures information in the prior art cannot accurately reflect the overall trend of the futures market, it is inconvenient for investors to invest in indexation, it cannot measure the performance of investors, and it is difficult to make macroeconomic forecasts. The purpose is to provide a futures information processing method and system to provide futures information to users more clearly and accurately, so as to solve the above problems

Method used

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  • Method for processing futures information and system therefor
  • Method for processing futures information and system therefor
  • Method for processing futures information and system therefor

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Experimental program
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Embodiment Construction

[0023] see figure 1 As shown, the futures information processing method of this embodiment includes the following steps: S110, input the closing price and open interest of each variety contract in the futures market, and screen out the various component variety contracts that meet the predetermined conditions; S120, The size determines the main contract of each component variety contract; S130, judge whether the main contract of each component variety is in the month-changing period, and the changing month period refers to 3 to 7 consecutive trading days after the main contract changes, and obtain corresponding Calculate the single-day yield of each component variety; S140, assign weights to each component variety; S150, process the daily yield of each component variety and the weight assigned to each component variety; S160, collect previous processing results and analyze them to provide user.

[0024] In step S110, the closing price and open interest of each type of contrac...

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Abstract

The invention provides a method for processing futures information and a system therefor. In the method, the closing price and the warehoused quantity of each variety contract in futures market are inputted and the component variety contracts in accordance with the predetermined conditions are screened out; the main contract of each component variety is determined according to the warehoused quantity; the main contract of each component variety is judged if being in a cross-month period which means continuous 3-7 exchange days after the main contract change and the single-day yield of each component variety is correspondingly obtained according to the judgment; weights for all component varieties are distributed; the single-day yield of each component variety and the weight distributed to each component variety are handled; all previous processing results are collected and supplied for clients. The method and the system of the invention can supply futures information to clients more clearly, accurately reflect the whole trend of the futures market, facilitate investors for indexation investment, measure the achievement of investors and foretell macro-economy.

Description

technical field [0001] The invention relates to the field of data processing, in particular to a futures information processing method and system. Background technique [0002] In the stock market, investors are exposed to market price risk due to fluctuations in stock prices. It is easy for investors to understand the price changes of a specific stock, but it is neither easy nor troublesome for investors to understand the price changes of multiple stocks one by one. Therefore, the stock index used to measure the price fluctuation of the stock market appeared. Investors can test the effect of investment according to the stock index, and can also predict the trend of the stock market. [0003] In the futures market, due to the particularity of futures trading, it is difficult to deal with futures information. Futures trading is a transaction form of centralized trading standardized contracts, that is, both parties to the transaction buy and sell futures contracts at the fu...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/00G06Q40/04
Inventor 蒋东义陈杨龙
Owner GALAXY FUTURES
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