Unlock instant, AI-driven research and patent intelligence for your innovation.

Data processing method, system and equipment for quantitative transaction and storage medium

A data processing and transaction volume technology, applied in the financial field, can solve problems such as heavy load of traders, high resource occupation rate, and inability to guarantee the accuracy of quotations

Pending Publication Date: 2021-09-28
INDUSTRIAL AND COMMERCIAL BANK OF CHINA
View PDF0 Cites 0 Cited by
  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

This processing method has at least the following disadvantages: it takes up a lot of human resources, puts a heavy load on the trader group, and the transaction efficiency cannot meet the growing business needs
In addition, some current quantitative trading systems have deficiencies in terms of operating efficiency, quotation accuracy, reliability, and scalability
This type of quantitative trading system cannot realize complex strategy development, resulting in the inability to guarantee the accuracy of quotations
This type of quantitative trading system has a high resource usage rate when performing calculations

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
  • Data processing method, system and equipment for quantitative transaction and storage medium
  • Data processing method, system and equipment for quantitative transaction and storage medium
  • Data processing method, system and equipment for quantitative transaction and storage medium

Examples

Experimental program
Comparison scheme
Effect test

Embodiment Construction

[0059] Hereinafter, embodiments of the present disclosure will be described with reference to the drawings. It should be understood, however, that these descriptions are exemplary only, and are not intended to limit the scope of the present disclosure. In the following detailed description, for purposes of explanation, numerous specific details are set forth in order to provide a thorough understanding of the embodiments of the present disclosure. It may be evident, however, that one or more embodiments may be practiced without these specific details. Also, in the following description, descriptions of well-known structures and techniques are omitted to avoid unnecessarily obscuring the concept of the present disclosure.

[0060] The terminology used herein is for the purpose of describing particular embodiments only, and is not intended to be limiting of the present disclosure. The terms "comprising", "comprising", etc. used herein indicate the presence of stated features, ...

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 provides a data processing method for quantitative transactions, which can be applied to the technical field of finance. The data processing method comprises the steps that transaction information of a plurality of transaction parties is acquired, each transaction party provides at least one piece of transaction information, and each piece of transaction information at least comprises a quotation source, a quotation and a transaction volume; forming an order book based on the transaction information of the plurality of transaction parties, the order book comprising a plurality of transaction information; obtaining at least one target order quantity; according to the order book, a preset quotation strategy is used to determine a reference quotation corresponding to each target order amount, and the preset quotation strategy comprises a trading volume weighted average price strategy.

Description

technical field [0001] The present disclosure relates to the field of financial technology, and in particular to a data processing method, system, electronic equipment, computer-readable storage medium and program product for quantitative transactions. Background technique [0002] At present, when relevant financial institutions conduct foreign exchange settlement and sales and foreign exchange quotations in the inter-bank market, the price generation mechanism is based on the quotations of mainstream quotations in the market and according to factors such as their own positions, market-making capabilities, and trading strategies, through simple addition and subtraction of spreads. In the case of external transactions, it mainly relies on traders to manually find the best price in the inter-bank market for judgment, execute the transaction and place an order, and then the transaction system interacts with the foreign exchange trading center system through the interface to com...

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): G06Q40/04
CPCG06Q40/04
Inventor 崔文丰郭誉泽王书敏周魁
Owner INDUSTRIAL AND COMMERCIAL BANK OF CHINA