Real-time all-weather risk control system based on high-frequency data and news public opinions

Abstract

The invention relates to the field of finance, in particular to a real-time all-weather risk control system based on high-frequency data and news public opinions. The system comprises: a quantitative intelligent transaction module, a risk income calculation module, a multi-asset risk control module, and an intelligent evaluation module. The quantitative intelligent transaction module comprises a strategy combination module, a strategy matching fund module, and an automatic transaction module; a risk income module comprises a core data collection module, an entrustment matchmaking module, a closing position module, a closing position matching module, a position holding recording module, and a net value curve module; the multi-asset risk control module comprises a risk control module, a summary report module, and a performance attribution module. The invention provides a real-time all-weather risk control system based on high-frequency data and news public opinions, the system uses a set of codes to carry out comprehensive asset risk assessment according to a same process, can carry out income net value assessment uniformly for different transaction records, and can give guided problem solution schemes to potential investors and decision-makers in the first time.

Description

technical field [0001] The present invention relates to the financial field, in particular to a real-time all-weather risk control system based on high-frequency data and news public opinion. Background technique [0002] In the financial-oriented high-dimensional time series big data analysis, quantitative research on cross-assets, cross-environment, and cross-trading platforms is carried out, unifying algorithm standards, strict investment research paradigms, and improving model quality. At the same time, in the field of asset management and fund management, for fund transactions, fund net value management, fund asset evaluation, etc., it can carry out intelligent combination of multi-assets according to different fund products, and carry out transaction records for multi-asset risk and return. At the same time, intelligent assessment and evaluation of asset risks are carried out. The existing risk control system cannot uniformly evaluate the net value of risk and return f...

AI Technical Summary

Problems solved by technology

At the same time, in the field of asset management and fund management, for fund transactions, fund net value management, fund asset evaluation, etc., it can carry out intelligent combination of multi-assets according to different fund products, and carry out transaction records for multi-asset risk and return. At the same time, intelligent assessment and evaluation of asset risks are carried out. The existing risk control system cannot uniformly evaluate the net value of risk and return for different transaction records in the investment process of different assets, cannot perform backtest returns, and cannot perform return attribution problems; it is not possible to allow everyone and all assets to use a set of codes under cross-platform conditions, and conduct all-round intelligent assessment and evaluation of asset risks according to the same process and corresponding standards; due to the huge amount of calculation, the performance cannot be improved