Method for processing futures information and system therefor

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...

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

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