Method and system for controlling investment position risks

A risk control and position technology, applied in the field of financial investment, can solve problems such as liquidation, increased losses, and reduced returns

Inactive Publication Date: 2015-06-03
常丹明
View PDF0 Cites 4 Cited by
  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

In fact, position risk control is an old problem, because for a long time, in the field of financial investment, the vast majority of transactions have not been hedged, and position risk control has always been a thorny issue; If the risk is too underestimated and the position is too heavy, it will lead to an increase in unexpected losses, and the worst is a liquidation

Method used

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
View more

Image

Smart Image Click on the blue labels to locate them in the text.
Viewing Examples
Smart Image
  • Method and system for controlling investment position risks
  • Method and system for controlling investment position risks
  • Method and system for controlling investment position risks

Examples

Experimental program
Comparison scheme
Effect test

example 1

[0045] Example 1: An investor uses this system method to engage in domestic stock index futures CSI 300 investment transactions. It is known that the amount of funds in his account is 10 million, the accuracy rate is p=50%, and the risk preference is that the maximum loss per transaction is L<5% , choose the trading contract if1407, the current price of the contract is 2120, and the contract margin g=10%. Based on a certain analysis and judgment of the market, the investor decides to intervene in long-term trading, sets the stop loss position at 2100, and the stop profit position at 2150, and makes a buy operation .

[0046] Investors (users) use this risk control system, the operation process is as follows:

[0047] 1. When the order system is in the online login state, start the system and enter the information input page;

[0048] 2. Enter the parameter value of personality preference: loss limit L=0.05, accuracy rate P=0.5;

[0049] 3. Select the contract if1407, and ent...

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to view more

PUM

No PUM Login to view more

Abstract

The invention relates to a method and a system for controlling investment position risks. The method and the system are applied to the field of financial investment, and are particularly suitable for high-risk and lever trading investment modes; the problem of risk control for position weight during investment trading of an investor is solved, the mental states of greed and fear are overcome, the optimal income in a limited risk range is realized while position blast is prevented, and the efficiency of investment is improved. The system is simple and convenient in operation, a user only needs to input two groups of four data including reference parameters and trading parameters, the system can calculate the position value of the optimal risk-income ratio meeting the risk preference requirements of the investor under the current trading condition through a group of mathematical models, the position value of the optimal risk-income ratio is converted into the specific trading number of a corresponding contract, and the user determines to execute the trading through clicking or cancels the trading through clicking and abandons for turning back. The system is connected or embedded with an order system (client ordering software), the reaction is rapid, extensive application interfaces are provided, and the system can be suitable for the requirements of program trading and short-term high-frequency trading.

Description

technical field [0001] Applied in the field of financial investment, especially suitable for high-risk and leveraged trading investment methods. Background technique [0002] In recent years, with the rapid development of quantitative investment, a new problem has emerged, that is, quantitative models often have liquidation events when executing programmatic transactions. The reason is that position risk measurement is not considered and position control is ignored. In fact, position risk control is an old problem, because for a long time, in the field of financial investment, the vast majority of transactions have not been hedged, and position risk control has always been a thorny issue; If the risk is too underestimated and the position is too heavy, it will lead to an increase in unexpected losses, and the worst is a liquidation. Therefore, the psychology of greed and fear will cycle back and forth in the hearts of investors, lingering. One of the ways to solve this pro...

Claims

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to view more

Application Information

Patent Timeline
no application Login to view more
Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/06
CPCG06Q40/06
Inventor 常丹明
Owner 常丹明
Who we serve
  • R&D Engineer
  • R&D Manager
  • IP Professional
Why Eureka
  • Industry Leading Data Capabilities
  • Powerful AI technology
  • Patent DNA Extraction
Social media
Try Eureka
PatSnap group products

Browse by: Latest US Patents, China's latest patents, Technical Efficacy Thesaurus, Application Domain, Technology Topic.

© 2024 PatSnap. All rights reserved.Legal|Privacy policy|Modern Slavery Act Transparency Statement|Sitemap