Multi-account stock transaction control method and device
A control method and stock trading technology, which is applied in the field of stock analysis, can solve problems such as high transaction impact costs, high execution costs, and order failures, and achieve the effects of reducing transaction impact costs, transaction costs, and investment risks
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Embodiment 1
[0024] refer to figure 1 , figure 1 The flow chart of the embodiment of the present invention is shown. By establishing a multi-account and multi-batch adaptive order strategy, it is possible to effectively reduce the transaction impact cost and reduce the investment risk of each account at the same time.
[0025] S1 establishes the trading position management layer through the position controller, obtains the stock list of each account, and the stock trading volume of each account at each time point
[0026] According to the transaction instructions of all M accounts, the transaction volume required for each stock is summarized in real time, including:
[0027]
[0028] in, is the total amount of transactions that stock n needs to complete on this trading day d, It is the transaction volume that needs to be completed when stock n is allocated to account m in the initial state. Then, according to the ratio of the trading volume of individual stocks to the total tradin...
Embodiment 2
[0084] The second aspect of the present invention also provides a multi-account stock transaction control device for implementing the above-mentioned method of the present invention. Specifically, the control device of the present invention includes a position controller, a trading algorithm simulation pool and a trading platform.
[0085] The position controller is used to establish the trading position management layer, obtain the stock list of each account, and the stock trading volume of each account at each time point;
[0086] The trading algorithm simulation pool is used to simulate the weight of each strategy in the pool according to the position controller and trading algorithm, combine market data, obtain trading signals, and enter the stocks and stock trading volumes to be traded at the current time point into the trading platform;
[0087] The trading platform is used to obtain the trading volume of each account based on the number of stocks traded and the trading ...
Embodiment 3
[0089] An electronic device provided by an embodiment of the present invention, the electronic device includes: a processor, a memory, and a computer program; wherein
[0090] The memory is used to store computer programs, and the memory may also be a flash memory (flash). The computer program is, for example, an application program, a function module, etc. for realizing the above method.
[0091] The processor is configured to execute the computer program stored in the memory, so as to realize each step in the above method. For details, refer to the related descriptions in the foregoing method embodiments.
[0092] Optionally, the memory can be independent or integrated with the processor.
[0093] When the memory is a device independent of the processor, the electronic equipment may also include:
[0094] A bus that connects memory and processors.
[0095] The specific form of the above-mentioned electronic equipment may be a computer terminal, a server, or a computer sy...
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