Multi-investment portfolio management method

Abstract

The invention discloses a management method for multiple investment portfolios, and belongs to the technical field of finance, and the method comprises the steps: carrying out the unified mapping of the position structure information of each investment portfolio from an independent space corresponding to a corresponding position constraint condition to a standard space corresponding to a unified reference according to the position constraint condition of each investment portfolio, and carrying out the unified mapping of the position structure information of each investment portfolio. The position structure information of the investment portfolio in the corresponding independent space and the position structure information (namely the standardized position structure information) in the standard space are displayed; and by means of the standard space, the position deviation information of the investment portfolios under the unified reference configured by the user is determined and displayed in a unified space, and automatic and batch transfer of the investment portfolios is realized according to the investment strategy description information input by the user.

Description

Technical Field

[0001] This application belongs to the field of financial technology, specifically relating to a method for managing multiple investment portfolios. Background Technology

[0002] In investment operations, users (such as investment managers) often need to manage multiple investment portfolios with different funding sources (such as dozens of investment portfolios corresponding to each account under account types such as large account, annuity, and third-party).

[0003] In related technologies, these investment portfolios with different funding sources are mainly managed manually. Specifically, users first need to compare the holdings of each investment portfolio (using Excel spreadsheets or simple software, etc.) to determine the investment strategy. Then, they manually convert the abstract investment strategy into the specific number of shares or amount that need to be adjusted for each account's corresponding investment portfolio. This results in the management of multiple investment portfolios being repetitive, time-consuming, and prone to errors. Summary of the Invention

[0004] The purpose of this application is to provide a method for managing multiple investment portfolios, which can solve the problems of repetitive operations, long time consumption, and easy error in the management of multiple investment portfolios.

[0005] To solve the above-mentioned technical problems, this application is implemented as follows: In a first aspect, embodiments of this application provide a method for managing multiple investment portfolios, the method comprising: In response to detecting that a user selects multiple investment portfolios on a preset interface, the holding structure information of each of the multiple investment portfolios is obtained and displayed on the preset interface; In response to detecting the user's configuration operation of a unified benchmark for the multiple portfolios on the preset interface, the multiple portfolio structure information is mapped to the standard space corresponding to the unified benchmark according to the holding constraints of each of the multiple portfolios, so as to obtain the standardized multiple portfolio structure information and display it on the preset interface. Based on the standardized portfolio structure information and the unified benchmark, the portfolio deviation information of the multiple portfolios is determined and displayed on the preset interface; In response to receiving the investment strategy description information input by the user on the preset interface, the system generates and executes various rebalancing instructions for each security in the multiple investment portfolios based on the investment strategy description information and the standardized multiple portfolio structure information.

[0006] Optionally, the method further includes: The preset interface displays descriptive information for different benchmark types, including combination types and exponential types. In response to detecting the user's selection of a target benchmark type on the preset interface, a configuration operation panel for the unified benchmark under the target benchmark type is displayed on the preset interface. The configuration operation panel includes: description information of each benchmark under the established target benchmark type. In response to detecting the user's selection of a target benchmark under the target benchmark type on the configuration operation panel, the target benchmark is determined as the unified benchmark of the multiple investment portfolios, and the standard space corresponding to the unified benchmark is determined using the preset standardization algorithm corresponding to the target benchmark type.

[0007] Optionally, the configuration operation panel includes: descriptive information of each benchmark under each benchmark mode of the established target benchmark type; the method further includes: The configuration operation panel for the unified benchmark under the target benchmark type displays descriptive information for each benchmark mode of the target benchmark type. In response to detecting that the user has created a new benchmark in the target benchmark mode on the configuration operation panel, the configuration operation panel prompts the user with the various information elements in the benchmark configuration information required to create a new benchmark in the target benchmark mode; In response to receiving parameter values ​​of various information elements input by the user in the configuration operation panel, a new benchmark is created in the target benchmark mode and displayed in the configuration operation panel; The step of using a preset standardization algorithm corresponding to the target benchmark type to determine the standard space corresponding to the unified benchmark includes: Based on the parameter values ​​of each information element associated with the unified benchmark, the standard space corresponding to the unified benchmark is determined using the preset standardization algorithm corresponding to the benchmark mode of the unified benchmark.

[0008] Optionally, the method further includes: The preset interface displays descriptive information for different first preset dimensions; In response to receiving the user's selection operation on the preset interface for the first preset dimension, a target position matrix is ​​generated and displayed in the first view of the preset interface based on the holding structure information of the multiple investment portfolios and the unified benchmark. The target position matrix includes at least one of the following: target information of each analysis object under the first preset dimension under the second preset dimension, and target information of each analysis object under the first preset dimension under the preset sub-dimension of the second preset dimension; the target information includes at least one of the following: position structure information, standardized position structure information, and position deviation information.

[0009] Optionally, the method further includes: Add first input controls and / or second input controls to the first view. The first input controls are used to receive user input of investment strategy description information for each analysis object under the first preset dimension under the second preset dimension. The second input controls are used to receive user input of investment strategy description information for each analysis object under the first preset dimension under the second preset dimension under the preset sub-dimension.

[0010] Optionally, the method further includes: In response to receiving the investment strategy description information under the third preset dimension input by the user in the first view, the investment strategy description information is displayed in the first view; In response to detecting a user's switching operation on the third preset dimension in the first view, the investment strategy description information input by the user in the first view before the switch under the third preset dimension is converted into investment strategy description information under the third preset dimension after the switch and displayed in the first view. The switching operation on the third preset dimension includes at least one of the following: switching operation between different first preset dimensions, and switching operation between the second preset dimension and the preset sub-dimensions of the second preset dimension under the same first preset dimension.

[0011] Optionally, generating rebalancing instructions for each security in the plurality of portfolios includes: Based on the investment strategy description information and the preset rebalancing allocation logic, select the target securities to be rebalanced from the securities of the multiple investment portfolios, and generate rebalancing instructions for each target security.

[0012] Optionally, the method further includes: During the execution of the preset portfolio rebalancing logic, the execution status of the preset portfolio rebalancing logic will be simultaneously displayed on the preset interface. The preset portfolio rebalancing logic includes at least one of the following: Securities are screened based on first information, which includes at least one of the following: the user's configured investment portfolio and the investment portfolio selected by the user, the order direction of the investment portfolio selected by the user, and the trading market permissions of the investment portfolio selected by the user. Based on the second information, each rebalancing instruction for each selected security is generated. The second information includes at least one of the following: the quantity of each security, the user-defined tag of each security's respective investment portfolio, the holding ratio between each target security's respective investment portfolio, the adjustable position quantity of each security or its investment portfolio, and the priority of the investment type of each security or its investment portfolio.

[0013] Optionally, the method further includes: Each generated repositioning instruction undergoes a compliance check, and the check results are displayed on the preset interface. In response to detecting the user's adjustment operation on the position adjustment instructions displayed on the preset interface, determine each position adjustment instruction to be executed; In response to detecting that the user has issued an operation on the preset interface, the various rebalancing instructions to be executed are executed.

[0014] Optionally, the method further includes: Before executing each of the rebalancing instructions, the changes in the holding structure information and holding deviation information of the multiple investment portfolios are estimated and displayed on the preset interface; After executing each of the rebalancing instructions, the changes in the holding structure information and holding deviation information of the multiple investment portfolios are monitored and displayed on the preset interface.

[0015] Secondly, embodiments of this application provide a multi-portfolio management device, the device comprising: The portfolio selection module is configured to, in response to detecting a user's selection operation on a preset interface for multiple portfolios, obtain the holding structure information of each of the multiple portfolios and display it on the preset interface. The standardization module is configured to respond to detecting the user's configuration operation of a unified benchmark for the multiple portfolios on the preset interface, and to map the multiple portfolio structure information to the standard space corresponding to the unified benchmark according to the respective holding constraints of the multiple portfolios, thereby obtaining the standardized multiple portfolio structure information and displaying it on the preset interface. The position analysis module is configured to determine the position deviation information of the multiple portfolios based on the standardized multiple position structure information and the unified benchmark, and display it on the preset interface; The portfolio adjustment module is used to respond to the investment strategy description information input by the user on the preset interface, generate and execute various portfolio adjustment instructions for each security in the multiple portfolios based on the investment strategy description information and the standardized multiple portfolio structure information.

[0016] Thirdly, embodiments of this application provide an electronic device including a processor, a memory, and a program or instructions stored in the memory and executable on the processor, wherein the program or instructions, when executed by the processor, implement the steps of the multi-portfolio management method as described in the first aspect.

[0017] Fourthly, embodiments of this application provide a readable storage medium storing a program or instructions that, when executed by a processor, implement the steps of the multi-portfolio management method as described in the first aspect.

[0018] Fifthly, embodiments of this application provide a chip, the chip including a processor and a communication interface, the communication interface being coupled to the processor, the processor being used to run programs or instructions to implement the multi-portfolio management method as described in the first aspect.

[0019] In this embodiment, considering that the holding constraints of investment portfolios with different funding sources are usually different, this application maps the holding structure information of these investment portfolios from the independent spaces corresponding to the respective holding constraints to the standard space corresponding to the unified benchmark, and displays the holding structure information of these investment portfolios in the respective independent spaces (i.e., unstandardized holding structure information) and the holding structure information in the standard space (i.e., standardized holding structure information). This allows users to intuitively view the holding structure of these investment portfolios from different perspectives (i.e., the perspective of individual investment portfolios and the perspective of multiple investment portfolios as a whole), thereby improving the efficiency of users' investment decisions; and with the help of this benchmark... By establishing a quasi-space, this application overcomes the data silo problem existing in multiple investment portfolios. Specifically, it can determine the position deviation information of these portfolios under a unified benchmark configured by the user within a unified space. This allows users to intuitively view and quickly compare the position deviation of these portfolios, thereby further improving the efficiency of user investment decisions. Furthermore, it enables automatic and batch rebalancing of these portfolios based on user-input investment strategy descriptions within a unified space, eliminating the repetitive operations caused by manually managing each portfolio individually. Thus, this application effectively improves the automation level of multi-portfolio management, avoiding lag or errors caused by manual operation, thereby solving the problems of repetitive operations, long processing times, and high error rates in multi-portfolio management. Attached Figure Description

[0020] Figure 1 This is a flowchart illustrating the steps of a multi-portfolio management method provided in an embodiment of this application; Figure 2 This is a schematic diagram of a securities view provided in an embodiment of this application; Figure 3 This is a schematic diagram of an industry view provided in an embodiment of this application; Figure 4 This is a schematic diagram of a stock adjustment panel provided in an embodiment of this application; Figure 5 This is a schematic diagram of the reverse display and risk control calculation results provided in an embodiment of this application; Figure 6 This is a schematic diagram illustrating the display of the executability verification result of a rebalancing instruction on a preset interface, as provided in an embodiment of this application. Figure 7 This is a schematic diagram of the structure of a multi-portfolio management device provided in an embodiment of this application; Figure 8 This is a schematic diagram of the structure of an electronic device provided in an embodiment of this application. Detailed Implementation

[0021] The technical solutions of the embodiments of this application will be clearly and completely described below with reference to the accompanying drawings. Obviously, the described embodiments are only some embodiments of this application, not all embodiments. Based on the embodiments of this application, all other embodiments obtained by those skilled in the art without creative effort are within the scope of protection of this application.

[0022] The terms "first," "second," etc., used in the specification and claims of this application are used to distinguish similar objects and not to describe a specific order or sequence. It should be understood that such use of data can be interchanged where appropriate so that embodiments of this application can be implemented in orders other than those illustrated or described herein. Furthermore, in the specification and claims, "and / or" indicates at least one of the connected objects, and the character " / " generally indicates that the preceding and following objects are in an "or" relationship.

[0023] The following description, in conjunction with the accompanying drawings, details a method for managing multiple investment portfolios provided in this application through specific embodiments and application scenarios.

[0024] Reference Figure 1 As shown, Figure 1 This is a flowchart illustrating the steps of a multi-portfolio management method provided in an embodiment of this application. Figure 1 As shown, the transaction monitoring method may include steps S110 to S140: Step S110: In response to detecting that the user selects multiple investment portfolios on a preset interface, obtain the holding structure information of each of the multiple investment portfolios and display it on the preset interface.

[0025] In this embodiment, the preset interface is an interface for users (such as investment managers) to perform business operations. The portfolio (or allocation portfolio) holding structure information may include: the current total position of the portfolio, the current average position of the portfolio, descriptive information of each security in the portfolio (such as security name, security code, etc.), and the current position of each security in the portfolio, as well as other information related to the portfolio's holding structure. Optionally, the holding structure information may further include: holding constraints of the portfolio (such as position limits and target position of the portfolio, etc.).

[0026] Users can create different investment portfolios with different funding sources in this preset interface (such as investment portfolios corresponding to dozens of accounts under account types such as large account, annuity and third-party account), and configure the securities to be included in each investment portfolio (such as which stocks, funds, bonds or other derivatives to include) and the holding constraints of each investment portfolio.

[0027] The default interface can display descriptions (such as names) of the portfolios that the user has created, and provide interactive components related to selection operations, such as selection buttons or checkboxes, so that the user can select multiple portfolios as the portfolios to be managed.

[0028] In some embodiments, users can create accounts (or account groups) in the preset interface and configure different investment portfolios to be managed for different accounts in the preset interface. Subsequently, users can select an account in the preset interface to manage the various investment portfolios under that account as multiple investment portfolios.

[0029] After detecting the user's selection of multiple investment portfolios on the preset interface, the system can acquire the real-time holding data associated with these portfolios. Based on the acquired real-time holding data, the system generates the holding structure information for each portfolio and displays it on the preset interface. This allows the user to quickly and intuitively view the holding structure information (i.e., the actual holding situation) of each portfolio under the independent space corresponding to the corresponding holding constraints, thereby improving the efficiency of the user's investment decision-making.

[0030] Step S120: In response to detecting the user's configuration operation of the unified benchmark for the multiple portfolios on the preset interface, according to the holding constraints of the multiple portfolios, the multiple holding structure information are mapped to the standard space corresponding to the unified benchmark, and the standardized multiple holding structure information are obtained and displayed on the preset interface.

[0031] In this embodiment, the unified benchmark may include information related to the investment objectives of multiple portfolios, such as target position, position limits (e.g., limiting the position to 80%-95% or 80%-120%), constituent stocks, and weights. A preset interface can provide a configuration panel for users to configure a unified benchmark for the multiple portfolios they need to manage.

[0032] After detecting the user's configuration operation of a unified benchmark for multiple investment portfolios on the preset interface, the system can map the multiple portfolio structure information to the standard space corresponding to the unified benchmark according to the respective holding constraints of each portfolio. For example, the adjustment ratio can be determined according to the holding constraints and the unified benchmark, and then the portfolio structure information can be scaled according to the adjustment ratio so that it falls into the standard space corresponding to the unified benchmark. This results in the standardized multiple portfolio structure information, which is then displayed on the preset interface. This allows the user to quickly and intuitively view and compare the portfolio structure information (i.e., holding status) of each portfolio in the standard space corresponding to the unified benchmark, thereby improving the efficiency of the user's investment decision-making.

[0033] It should be noted that, considering that the holding constraints of investment portfolios with different funding sources are usually different, resulting in data silos among multiple investment portfolios, users need to configure benchmarks for each investment portfolio in related technologies, and then compare and adjust the holdings one by one. This makes it difficult to implement investment strategies in batches, resulting in execution delays and significant performance differentiation (for example, the differences in the holding structure of individual accounts are large and difficult to detect and adjust).

[0034] To address the aforementioned issues, this application introduces a standard space corresponding to a unified benchmark to overcome the data silo problem existing in multiple investment portfolios. This enables unified analysis and processing of the holdings of multiple investment portfolios, thereby significantly improving the automation level of multiple investment portfolios and eliminating repetitive operations caused by manually managing each portfolio. This overcomes the shortcomings of traditional manual methods for comparing and adjusting holdings, such as low efficiency, high error rate, and inability to cope with rapid market changes. Furthermore, automated, multi-perspective holding monitoring ensures that risks have nowhere to hide, allowing users to quickly identify risks in their early stages and intervene in a timely manner.

[0035] Step S130: Based on the standardized multiple portfolio structure information and the unified benchmark, determine the portfolio deviation information of the multiple portfolios and display it on the preset interface.

[0036] In this embodiment, the standardized portfolio structure information is compared with the unified benchmark to determine the portfolio deviation information of the multiple portfolios and display it on the preset interface. This allows users to quickly and intuitively view and compare the over- or under-allocation of each portfolio relative to the unified benchmark (e.g., whether the proportion of individual stocks is too high or under-allocated), and thus make investment decisions quickly to achieve dynamic rebalancing and proactively manage risk.

[0037] Step S140: In response to receiving the investment strategy description information input by the user on the preset interface, generate and execute various rebalancing instructions for each security in the multiple investment portfolios based on the investment strategy description information and the standardized multiple portfolio structure information.

[0038] In this embodiment of the application, the preset interface can provide interactive components related to input operations, such as input boxes, for users to input investment strategy description information.

[0039] After receiving the investment strategy description information (such as rebalancing instructions) input by the user on the preset interface, the system can determine the position adjustment amount of each security in multiple investment portfolios by comparing the investment objectives described in the investment strategy description information with the standardized holding structure information. Then, it generates and executes individual rebalancing instructions for each security, thereby realizing batch and automatic rebalancing of multiple investment portfolios. This greatly reduces the time lag between decision-making and execution, allowing users to complete a comprehensive rebalancing that previously took hours within minutes. This ensures that the investment portfolio can promptly capture market opportunities or avoid risks, and ensures the consistency and timeliness of investment strategy execution across investment portfolios, avoiding delays or errors caused by manual operation.

[0040] The technical solution adopted in this application, considering that the holding constraints of investment portfolios with different funding sources are usually different, maps the holding structure information of these investment portfolios from the independent space corresponding to the respective holding constraints to the standard space corresponding to the unified benchmark, and displays the holding structure information of these investment portfolios in the respective independent space (i.e., the unstandardized holding structure information) and the holding structure information in the standard space (i.e., the standardized holding structure information). This allows users to intuitively view the holding structure of these investment portfolios from different perspectives (i.e., the perspective of individual investment portfolios and the perspective of multiple investment portfolios as a whole), thereby improving the efficiency of users' investment decisions; and with the help of this standard space, This application overcomes the data silo problem existing in multiple investment portfolios. It can determine the position deviation information of these portfolios under a unified benchmark configured by the user in a unified space. This allows users to intuitively view and quickly compare the position deviation of these portfolios, thereby further improving the efficiency of user investment decisions. Furthermore, it enables automatic and batch rebalancing of these portfolios based on the investment strategy description information input by the user in a unified space, eliminating the repetitive operations caused by manually managing each portfolio. Thus, this application effectively improves the automation level of multi-portfolio management, avoiding lag or errors caused by manual operation, thereby solving the problems of repetitive operations, long processing times, and susceptibility to errors (such as missed adjustments or calculation errors) in multi-portfolio management.

[0041] In conjunction with the above embodiments, in one implementation, this application also provides a method for managing multiple investment portfolios. This method further includes steps A1 to A3: Step A1: Display descriptions of different benchmark types in the preset interface. The different benchmark types include combination types and index types.

[0042] Step A2: In response to detecting the user's selection operation of the target reference type on the preset interface, a configuration operation panel for the unified reference under the target reference type is displayed on the preset interface. The configuration operation panel includes: description information of each reference under the target reference type that has been established. Step A3: In response to detecting the user's selection of a target benchmark under the target benchmark type in the configuration operation panel, the target benchmark is determined as the unified benchmark of the multiple investment portfolios.

[0043] In this embodiment, users can configure a unified benchmark under different benchmark types (such as an index, a user-defined virtual portfolio, or any existing investment portfolio) to meet the needs of different investment strategies (such as quantitative investment, passive index tracking, etc.), thereby improving applicability.

[0044] Specifically, users can pre-create different benchmarks under different benchmark types in the preset interface. For example, users can choose any existing investment portfolio (such as any investment portfolio managed by an investment manager) or a custom virtual portfolio (which can contain multiple existing investment portfolios) as the benchmark under the portfolio type, and can choose any market index (such as the CSI 300 Index) as the benchmark under the index type. Subsequently, users can select a benchmark from the different benchmarks under different benchmark types as the unified benchmark for the multiple investment portfolios they need to manage.

[0045] Furthermore, the configuration operation panel includes: description information of each benchmark under each benchmark mode of the established target benchmark type; the method further includes steps A4 to A6: Step A4: In the configuration operation panel of the unified benchmark under the target benchmark type, the description information of each benchmark mode of the target benchmark type is displayed. Different benchmark modes correspond to different preset standardization algorithms. The preset standardization algorithms are used to map the position structure information to the standard space corresponding to the unified benchmark. Step A5: In response to detecting that the user has created a new benchmark in the target benchmark mode on the configuration operation panel, the configuration operation panel prompts the user for each information element in the benchmark configuration information required to create a new benchmark in the target benchmark mode; Step A6: In response to receiving the parameter values ​​of various information elements input by the user in the configuration operation panel, a new benchmark is created in the target benchmark mode and displayed in the configuration operation panel.

[0046] In this embodiment, users can configure a unified benchmark under different benchmark modes of different benchmark types. This allows users to flexibly select the information elements to be configured in the unified benchmark configuration stage and the preset standardization algorithm to be used in the subsequent data standardization stage according to their business needs. This can avoid introducing irrelevant information elements in the unified benchmark configuration stage while ensuring the normal execution of subsequent data standardization, thereby reducing operational complexity and improving efficiency.

[0047] In some embodiments, the benchmark mode under the portfolio type may include a Net Asset Value (NAV) mode and an order benchmark mode, while the benchmark mode under the index type may include an order benchmark mode. Specifically, the information elements required for creating a new benchmark under the NAV mode may include a lower limit for portfolio positions, an upper limit for portfolio positions, a target portfolio position, constituent stocks, and weights. The preset standardization algorithm corresponding to the NAV mode assumes that each portfolio and the unified benchmark (i.e., the benchmark under the portfolio type) has an upper and lower limit for positions. It maps the portfolio's holding structure information to the standard space corresponding to the unified benchmark by using the quantiles of the portfolio's holding structure information within its own upper and lower limit ranges. The information elements required for creating a new benchmark under the order benchmark mode may include an order benchmark, a target portfolio position, constituent stocks, and weights. The preset standardization algorithm corresponding to the order benchmark mode assumes that each portfolio and the unified benchmark (i.e., the benchmark under the portfolio type or index type) has an order benchmark. It maps the portfolio's holding structure information to the standard space corresponding to the unified benchmark by comparing the differences between the portfolio's holding structure information and its own order benchmark.

[0048] In some embodiments, for a unified benchmark under the NAV model, the target position of other portfolios in the corresponding standard space can be determined based on the quantile of the unified benchmark's target position in the upper and lower limits.

[0049] In some embodiments, the over- or under-allocation of a portfolio can be analyzed by comparing the differences between the portfolio's holding structure information (such as actual positions) and the order benchmark.

[0050] In conjunction with the above embodiments, in one implementation, this application also provides a method for managing multiple investment portfolios. This method further includes steps B1 to B2: Step B1: Display descriptive information for different first preset dimensions in the preset interface; Step B2: In response to detecting the user's selection operation on the first preset dimension on the preset interface, generate a target position matrix based on the holding structure information of the multiple investment portfolios and the unified benchmark, and display it in the first view of the preset interface; The target position matrix includes at least one of the following: target information of each analysis object under the first preset dimension under the second preset dimension, and target information of each analysis object under the first preset dimension under the preset sub-dimension of the second preset dimension; the target information includes at least one of the following: position structure information, standardized position structure information, and position deviation information.

[0051] In this embodiment of the application, the first preset dimension, the second preset dimension, or the preset sub-dimension of the second preset dimension may include a combination dimension (also known as a combination layer), an industry dimension (also known as an industry layer), and a securities dimension (also known as a securities layer), etc.

[0052] After detecting the user's selection operation of the first preset dimension on the preset interface, the multiple investment portfolios are merged according to the first preset dimension to obtain each analysis object under the first preset dimension. For example, the multiple investment portfolios are directly used as each analysis object under the portfolio dimension, or the industries involved in the multiple investment portfolios are used as each analysis object under the industry dimension, or the securities involved in the multiple investment portfolios are used as each analysis object under the securities dimension. Then, based on the holding structure information of the multiple investment portfolios and the unified benchmark, the target information of each analysis object under the second preset dimension (and / or its preset sub-dimension) is determined, and the target information of these analysis objects is organized in the form of a position matrix to obtain a target position matrix and displayed in the first view. This allows users to quickly and intuitively view the target information of each analysis object under different first preset dimensions under different second preset dimensions (and / or different preset sub-dimensions). This information reflects the holding structure and / or holding differences, such as which accounts' total positions deviate from the threshold and by how much, which industry is generally overweight in most accounts and by how much, and which stock is significantly underweight in a certain third-party account due to large redemptions and by how much. This helps improve the efficiency of users' investment decisions.

[0053] Understandably, by allowing users to configure a portfolio as a unified benchmark for multiple portfolios, users can focus on managing that unified benchmark (i.e., the benchmark portfolio, which can be called the Model) and quickly manage other portfolios based on their deviation from the benchmark portfolio. This reduces the complexity of managing multiple portfolios (such as hundreds of portfolios) to that of managing a single portfolio, thereby significantly reducing manpower and time costs.

[0054] In some embodiments, the target position matrix may further include descriptive information based on a unified benchmark.

[0055] For example, when the unified benchmark is the benchmark under the NAV mode, the target position matrix may include a security position matrix, the first preset dimension of the security position matrix is ​​the portfolio dimension and the second preset dimension is the security dimension, and the fields contained in the security position matrix may be as shown in Table 1.

[0056] In Table 1, the upper limit, lower limit, current uc / η, current portfolio position, target portfolio position, and rebalancing coefficient correspond to the position structure information in the target information. The standardized portfolio position and standardized position correspond to the standardized position structure information in the target information. The benchmark portfolio position corresponds to the description information of the unified benchmark. The position to be adjusted corresponds to the position deviation information in the target information. Here, uc indicates that the current position includes orders that have been placed but not yet executed, and η represents NAV.

[0057] Table 1. Examples of fields included in the security position matrix corresponding to the NAV model.

[0058] For example, when the unified benchmark is the benchmark in the order benchmark mode, the target position matrix may include a securities position matrix. The first preset dimension of the securities position matrix is ​​a portfolio dimension and the second preset dimension is a securities dimension. The fields included in the securities position matrix may be as shown in Table 2.

[0059] In Table 2, the current uc / β%, the current portfolio position corresponds to the portfolio structure information in the target information, the unified benchmark position corresponds to the description information of the unified benchmark, and the position to be adjusted corresponds to the portfolio deviation information in the target information. Here, β represents the portfolio's sensitivity to overall market volatility.

[0060] Table 2. Examples of fields included in the security position matrix corresponding to the order benchmark mode.

[0061] In some embodiments, the heatmap threshold can be user-defined.

[0062] In some embodiments, the target position matrix may also include a remarks field to record important personalized or temporary explanatory information that cannot be represented by standard data fields such as code, name, and price.

[0063] For example, when the unified benchmark is the benchmark under the NAV mode, the target position matrix may include a security position matrix, the first preset dimension of the security position matrix is ​​the portfolio dimension and the second preset dimension is the security dimension, and the fields included in the security position matrix may be as shown in Table 3.

[0064] In Table 3, the upper limit, lower limit, current uc / η, current position of the portfolio, target position of the portfolio, and adjustment coefficient correspond to the position structure information in the target information. The standardized position of the portfolio and the standardized position correspond to the standardized position structure information in the target information. The benchmark portfolio position corresponds to the description information of the unified benchmark. The position to be adjusted corresponds to the position deviation information in the target information.

[0065] Table 3. Examples of fields included in the security position matrix corresponding to the NAV model.

[0066] For example, when the unified benchmark is the benchmark in the order benchmark mode, the target position matrix may include a securities position matrix. The first preset dimension of the securities position matrix is ​​a portfolio dimension and the second preset dimension is a securities dimension. The fields included in the securities position matrix may be as shown in Table 4.

[0067] In Table 4, the average position corresponds to the position structure information in the target information, the unified benchmark position and the unified benchmark total position correspond to the description information of the unified benchmark, and the position deviation information to be adjusted corresponds to the position deviation information in the target information.

[0068] Table 4. Examples of fields included in the security position matrix corresponding to the order placement benchmark mode.

[0069] For example, the target position matrix may include an industry position matrix. The first preset dimension of the industry position matrix is ​​the industry dimension, and the corresponding second preset dimension and its preset sub-dimensions are the portfolio dimension and the security dimension, respectively. The industry position matrix can be a portfolio position table as shown in Table 5 or Table 6. The values ​​of each field in the industry position matrix can be obtained by summing the values ​​of each field in the industry position matrix (e.g., sum(unified benchmark total position, current portfolio position, target portfolio position)). That is, the parent-level field value must equal the child-level field value, and other field values ​​are the sum of the corresponding field values ​​of the security position matrix.

[0070] Table 5. Examples of portfolio positions corresponding to the NAV model.

[0071] Table 6. Examples of Combined Positions Corresponding to the Order Baseline Mode

[0072] Furthermore, the method also includes: Step B3: Add each first input control and / or each second input control to the first view. The first input control is used to receive user input of investment strategy description information for each analysis object under the first preset dimension under the second preset dimension. The second input control is used to receive user input of investment strategy description information for each analysis object under the first preset dimension under the preset sub-dimension of the second preset dimension.

[0073] In this embodiment, by adding input controls (such as input boxes and other interactive components related to input operations) under different dimensions, users can issue investment strategies from different dimensions. Thus, this application can realize one-click batch analysis of the over- or under-allocation of each investment portfolio in different dimensions (such as industry, portfolio and securities levels) based on a unified benchmark configured by the user, and execute automatic rebalancing according to the investment strategies issued by the user from different dimensions, thereby achieving efficient and refined management of multiple investment portfolios.

[0074] For example, to support users adding or reducing positions by security in NAV mode, an editable 'Adjust / η%' field can be added as the first or second input control to the NAV view (which displays relevant data in NAV mode) under the first view. The style and interaction logic of the interactive components in the NAV view can be shown in Table 7. The first view can contain security views and industry views under different benchmark modes (such as NAV mode), as shown in Table 7. Figure 2 and Figure 3 The diagram shows a securities view and an industry view. The securities view is used to display relevant data at the securities layer, and the industry view is used to display relevant data at the industry layer.

[0075] Table 7 Examples of interactive component styles and interaction logic in NAV views

[0076] The portfolio adjustment panel can be an operation panel in the first view (or its sub-views) used by the user to input investment strategy description information. This portfolio adjustment panel can be as follows: Figure 4 As shown.

[0077] For example, to support users in adding or reducing positions in securities under the order benchmark mode, an editable 'adjust / β%' field can be added as the first or second input control to the order benchmark view under the first view (which is used to display relevant data under the order benchmark mode). The style and interaction logic of the interactive components in the order benchmark view can be shown in Table 7.

[0078] Table 8 Examples of interactive component styles and interaction logic in the order placement baseline view

[0079] Similarly, to support users in adding or reducing positions according to industry in NAV mode or order benchmark mode, an editable 'adjust / η%' or 'adjust / β%' field can be added as the first or second input control in the industry view under the NAV view or order benchmark view in the first view (which is used to display industry-related data in NAV mode or order benchmark mode).

[0080] Furthermore, the method further includes steps B4 to B5: Step B4: In response to receiving the investment strategy description information under the third preset dimension input by the user in the first view, display the investment strategy description information in the first view; Step B5: In response to detecting a user's switching operation on the third preset dimension in the first view, the investment strategy description information input by the user in the first view before the switch under the third preset dimension is converted into investment strategy description information under the third preset dimension after the switch and displayed in the first view. The switching operation on the third preset dimension includes at least one of the following: a switching operation between different first preset dimensions, and a switching operation between a second preset dimension and a preset sub-dimension of the second preset dimension under the same first preset dimension.

[0081] In this embodiment, when a user inputs investment strategy description information under a certain dimension (such as industry layer, portfolio layer, or security layer), the system supports automatically converting the investment strategy description information from the previous dimension to the new dimension and displaying it after the user switches to another dimension. For example, after the user switches from the industry view to the security view, the industry-level investment strategy description information (such as overweighting a certain industry by 2 points) input by the user in the industry view can be converted into the security-level investment strategy description information (such as overweighting a certain stock by 2 points). This eliminates the need for the user to manually convert the investment strategy description information to different dimensions, which can further improve the efficiency of investment decision-making.

[0082] In some embodiments, generating rebalancing instructions for each security in the plurality of portfolios in step S140 may include: Step S141: Based on the investment strategy description information and the preset rebalancing allocation logic, select the target securities to be rebalanced from the securities of the multiple investment portfolios, and generate rebalancing instructions for each target security, wherein the preset rebalancing allocation logic includes at least one of the following: Securities are screened based on first information, which includes at least one of the following: the user's configured investment portfolio and the investment portfolio selected by the user, the order direction of the investment portfolio selected by the user, and the trading market permissions of the investment portfolio selected by the user. Based on the second information, each rebalancing instruction for each selected security is generated. The second information includes at least one of the following: the quantity of each security, the user-defined tag of each security's respective investment portfolio, the holding ratio between each target security's respective investment portfolio, the adjustable position quantity of each security or its investment portfolio, and the priority of the investment type of each security or its investment portfolio.

[0083] In this embodiment, a preset rebalancing logic is designed to automatically and in batches generate rebalancing instructions based on the user-input investment strategy description information, thereby achieving synchronous adjustments across multiple investment portfolios and improving management efficiency. For example, when an investment strategy needs to be implemented across all investment portfolios in a timely manner (such as in response to market sector rotation or style changes), this preset rebalancing logic can quickly complete the rebalancing of multiple investment portfolios, ensuring the consistency and timeliness of investment strategy execution across portfolios and avoiding delays or errors caused by manual operation.

[0084] Optionally, the preset rebalancing allocation logic can introduce priority buying and selling rules, in which case rebalancing instructions related to adding positions can be generated through the following steps: Step C11: Filter according to the portfolio range of the account group (i.e., filter out the intersection of the portfolios configured under each account in the account group and the portfolio selected by the user). For example, when the user selects the account group "Traditional 2 without OCI", the amount of additional investment should not be allocated to the OCI portfolio.

[0085] Step C12: Filter according to the direction of the portfolio and the trading market permissions. For example, when a user selects the account group "Individual 10,000 Yi 3 All", the amount of additional funds should not be allocated to the portfolio that only sells (has no buy permission but has a position).

[0086] Step C12: If the results after filtering in the first two steps include: 1. If there is only one investment portfolio, allocate all the funds to that portfolio; 2. If there is more than one portfolio, and there is a portfolio with a priority buy tag (corresponding to a user-defined tag), then all the funds will be allocated to this portfolio; 3. If there is more than one portfolio and no portfolio has a priority buy tag (corresponding to the user-defined tag), the allocation will be based on the holding ratio between portfolios (e.g., based on the market value of holdings, uc); if all portfolios have no holdings, the allocation will be equal. Step C13: Generate each rebalancing instruction to implement the rebalancing method determined in step C12.

[0087] Accordingly, position adjustment instructions related to reducing positions can be generated through the following steps: Step C21: Filter according to the portfolio range of the account group (i.e., filter out the intersection of the portfolios configured under each account in the account group and the portfolio selected by the user). For example, when the user selects the account group "Traditional 2 without OCI", the amount of the reduction should not be allocated to the OCI portfolio.

[0088] Step C22: Filter according to the portfolio's order direction and trading market permissions. For example, the amount of the reduction should not be allocated to portfolios that only buy (without selling permission but with existing positions).

[0089] Step C23: If the results after the first two filtering steps include: 1. If only one combination exists, allocate all funds to that combination; where the sales amount is greater than the available amount (i.e., the available quantity). (The latest T0 price, the same below) will discard the amount that cannot be sold, and further allocate it to the portfolio + accounting classification dimension according to the accounting classification holdings and priority logic on the portfolio.

[0090] 2. If there is more than one portfolio and there is a portfolio with a priority sell tag (corresponding to the user-defined tag), then all the funds are allocated to this portfolio. If the selling amount is greater than the available amount, then the remaining amount is allocated to the remaining portfolios. The remaining amount is allocated to the remaining portfolios according to the holding ratio between the portfolios, and further allocated to the portfolio + accounting classification dimension according to the accounting classification holding status and priority logic on the portfolio. If the remaining amount is not enough to allocate, then the amount that cannot be sold is discarded.

[0091] 3. If there are more than one portfolio and no portfolio has a priority sell tag (corresponding to the user-defined tag), the allocation is made according to the holding ratio between portfolios, and further allocated to the portfolio + accounting classification dimension according to the accounting classification holding status and priority logic on the portfolio; where, if the selling amount is greater than the available amount, the amount that cannot be sold is discarded.

[0092] Step C23: Generate each rebalancing instruction to implement the rebalancing method determined in step C22.

[0093] Understandably, when reducing positions, available quantities need to be considered. For example, when selling by quantity or amount, the available quantities need to be compared. Specifically, for amount orders, the adjusted amount needs to be used to compare the available quantities. Latest price for T0.

[0094] Optionally, the preset portfolio reallocation logic may introduce a liquidation logic, which is applicable to liquidation trigger scenarios.

[0095] For example, the liquidation trigger scenario 1 is: Available quantity - Adjusted quantity < max(Minimum sell unit & Minimum trading limit), triggering liquidation; this liquidation trigger scenario 1 can be as shown in Table 9. At this time, the liquidation logic may include: Target type: Quantity order.

[0096] Input adjusted quantity: directly use the adjusted quantity; If: Available quantity - Adjusted quantity < max(Minimum sell unit & Minimum trading limit), liquidate, Adjusted quantity = Available quantity; In addition: If Available quantity - Adjusted quantity >= max(Minimum sell unit & Minimum trading limit), round it according to the rounding method; If Available quantity - Rounded adjusted quantity < max(Minimum sell unit & Minimum trading limit), liquidate, Adjusted quantity = Available quantity; If Available quantity - Rounded adjusted quantity >= max(Minimum sell unit & Minimum trading limit), do not liquidate, Adjusted quantity = Rounded adjusted quantity.

[0097] Table 9 Example of liquidation trigger scenario 1

[0098] Another example, the liquidation trigger scenario 2 is: Available % >= 100%, triggering liquidation. At this time, the liquidation logic may include: Granularity of available judgment: 1. When the account does not lock the investment classification, the above available quantity is taken at the granularity of

Securities + Portfolio + Investment type

[0099] 2. When an account locks an investment category and it is available for sale, the available quantity is calculated at the granularity of [Securities + Portfolio + Investment Type], and only available for sale can be sold. The execution logic corresponding to the sales channel includes: when the available quantity for sale - adjustment quantity < minimum selling unit, liquidate the available for sale.

[0100] 3. When an account has locked investment categories that are tradable, the available quantity is calculated at the granularity of [Securities + Portfolio + Investment Type]. Only tradable shares can be sold. The execution logic for the corresponding sales channels includes: when the available tradable quantity - adjustment quantity < minimum selling unit, liquidate the tradable shares. The logic in F4 is consistent with the rebalancing panel.

[0101] The execution effect of the liquidation logic under liquidation trigger scenario 2 is shown in Tables 10 to 12. Among them, Kingsoft Office: minimum trading unit 1, minimum transaction limit 200 shares; Aikon Medical: minimum trading unit = 2000; KingMed Diagnostics: minimum selling unit = 100.

[0102] Table 10 Examples of the execution effect of the clearance logic under clearance trigger scenario 2

[0103] Table 11 Examples of the execution effect of the clearance logic under clearance trigger scenario 2

[0104] Table 12 Examples of the execution effect of clearance logic under clearance trigger scenario 2

[0105] Furthermore, the method also includes: Step S142: During the execution of the preset rebalancing and allocation logic, the execution status of the preset rebalancing and allocation logic will be simultaneously displayed on the preset interface.

[0106] In this embodiment, the execution status of the preset rebalancing allocation logic (such as the currently executed steps, the execution results, and whether the execution was successful) is simultaneously displayed on the preset interface. For example, during execution, the execution status is simultaneously displayed in a bubble box: "[Account Name (Portfolio Name) 1] [Account Name (Portfolio Name) 2] has a priority buy tag and will be allocated priority buy; [Account Name (Portfolio Name) 1] [Account Name (Portfolio Name) 2]: No buy order direction permission, unable to generate rebalancing instruction." This allows users to quickly and intuitively view the execution status of the preset rebalancing allocation logic, thereby enabling them to promptly handle execution anomalies or optimize the preset rebalancing allocation logic.

[0107] For example, taking the fields contained in the security position matrix corresponding to the NAV mode shown in Table 1 displayed on the preset interface as an example, the process of adding or reducing positions according to securities is as follows: (1) After the user fills in the 'Adjustment / η%' field in the securities layer, the [Calculate] button is highlighted and clickable.

[0108] Among them, the 'adjustment / η%' of the portfolio layer = the 'adjustment / η%' of the security layer × the 'rebalancing coefficient' of the portfolio layer, and the 'adjustment (ten thousand)' of the portfolio layer = the 'adjustment / η%' of the portfolio layer × the portfolio NAV (hundred million) / 10000.

[0109] Optionally, considering that the 'adjustment / η%' and 'adjustment (ten thousand)' of the combined layer are intermediate processes in the calculation, they do not need to be displayed.

[0110] (2) After the user clicks the [Calculate] button, the 'adjustment (ten thousand)' of the portfolio is allocated to the sub-portfolios of the portfolio according to the preset rebalancing allocation logic.

[0111] Among them, the 'Portfolio Name' in the (Multi-Bond, Multi-Portfolio) rebalancing panel is the name of the sub-portfolio of the investment portfolio. The preset rebalancing allocation logic can be shown in Table 13. In Table 13, the preset rebalancing allocation logic filters out qualified sub-portfolios in steps ① and ②, and in step ③, it allocates the 'adjustment (ten thousand)' of the portfolio layer to each qualified sub-portfolio according to the allocation logic.

[0112] Table 13 Example of Preset Portfolio Adjustment Logic

[0113] For example, taking the fields contained in the securities position matrix corresponding to the order benchmark mode shown in Table 2 on the preset interface as an example, the process of adding or reducing positions according to securities is as follows: (1) After the user fills in the 'adjustment / β%' of the security layer, the [Calculate] button is highlighted and clickable.

[0114] Among them, the 'adjustment / β%' of the portfolio layer is equal to the 'adjustment / β%' of the security layer, and the 'adjustment (ten thousand)' of the portfolio layer is equal to the 'adjustment / β%' of the allocation portfolio layer × the order benchmark NAV (hundred million) / 10000.

[0115] Optionally, considering that the 'adjustment / β%' of the combination layer and the 'adjustment (ten thousand)' of the configuration combination layer are intermediate processes in the calculation, they do not need to be displayed.

[0116] (2) After the user clicks the [Calculate] button, the 'Adjustment (Ten Thousand)' of the portfolio is allocated to the sub-portfolios of the portfolio according to the preset rebalancing allocation logic (as shown in Table 13). Among them, the 'Portfolio Name' in the (Multi-Bond, Multi-Portfolio) rebalancing panel is the name of the sub-portfolio of the portfolio.

[0117] Understandably, unlike adjusting positions based on securities, adjusting positions based on industry requires allocating the adjustment amount to individual securities according to the holding ratio.

[0118] For example, when performing portfolio rebalancing based on the NAV model in the industry view, the 'adjustment / η%' of the industry needs to be allocated to individual bonds. If the 'adjustment / η%' in the first row has a value, it needs to be allocated to the industry first, and then further allocated to the individual bonds. The fields in the industry view corresponding to the NAV model and their calculation logic are shown in Table 14.

[0119] Table 14 Examples of Fields and Calculation Logic in Industry Views Corresponding to NAV Mode

[0120] For example, when rebalancing based on the order benchmark mode in the industry view, the 'adjustment / β%' of the industry needs to be allocated to individual bonds. If the 'adjustment / β%' in the first row has a value, it needs to be allocated to the industry first, and then further allocated to the individual bonds. The fields in the industry view corresponding to the order benchmark mode and their calculation logic are shown in Table 15.

[0121] Table 15 Examples of Fields and Calculation Logic in the Industry View Corresponding to the Order Baseline Mode

[0122] For example, the process of rebalancing industry allocations under each portfolio (which only involves the industry view and does not affect the security view) may include: (1) Display the 'Holding Ratio' field under the portfolio, and adjust the industry allocation under the portfolio according to the investment strategy description information entered by the user, and allocate 'Adjust / x%' or 'Adjust (ten thousand)' to individual bonds according to the 'Holding Ratio'.

[0123] In this step, users can fill in the field 'Adjust / x%' in the portfolio layer. Then, when rebalancing the portfolio according to the adjustment ratio in the industry view, the 'Adjust / x%' in the industry needs to be allocated to individual bonds. If the 'Adjust / x%' in the first row has a value, it needs to be allocated to the industry first, and then further allocated to the individual bonds. x takes η or β. At this time, the fields in the industry view and their calculation logic are shown in Table 16.

[0124] Users can fill in the field 'Adjustment (Ten Thousand)' in the combination layer. Then, when adjusting positions by adjustment amount in the industry view, the 'Adjustment (Ten Thousand)' in the industry needs to be allocated to individual bonds. If the 'Adjustment (Ten Thousand)' in the first row has a value, it needs to be allocated to the industry first, and then further allocated to the individual bonds. The fields in the industry view and their calculation logic are shown in Table 17.

[0125] Table 16 Examples of Fields and Their Calculation Logic in the Industry View

[0126] Table 17 Examples of Fields and Their Calculation Logic in the Industry View

[0127] (2) The field values ​​entered by the user are displayed in italics with underlined text, and the field values ​​after inversion are displayed in a general font.

[0128] In this step, the 'Adjustment / x%' and 'Adjustment (10,000)' in the security layer do not need to be reversed; the reverse calculation logic between the fields in the NAV view and the order base view is shown in Table 18; the reverse calculation logic in the portfolio layer includes: a. The industry allocation rebalancing logic under the portfolio (as shown in Table 19) involves fields including 'adjustment / x%' and 'adjustment (ten thousand)'; among them, the inputs of the securities view all belong to case 3 in Table 19.

[0129] b. The logic for mutual inversion between 'Adjustment / x%' and 'Adjustment (ten thousand)' under the portfolio, where the inverted field values ​​are displayed in a common font.

[0130] Table 18 Example of the inverse calculation logic between fields in the NAV view and the order base view.

[0131] Table 19 Example of Industry Allocation Rebalancing Logic under Portfolio

[0132] The mutual inverse calculation logic between the portfolio layer and the security layer includes: a. The logic for recalculating 'adjustment / x%' from the security layer to 'adjustment / x%' in the portfolio layer, with the calculated field values ​​displayed in a common font; b. The logic for recalculating the 'adjustment (ten thousand)' from the portfolio layer to the 'adjustment (ten thousand)' from the security layer, and the recalculated field value is displayed in a common font; among them, the 'adjustment / x%' from the portfolio layer does not need to be recalculated to the 'adjustment / x%' from the security layer.

[0133] (3) When a user modifies the 'Adjust (10,000)' and 'Adjust / x%' of the portfolio layer in the portfolio adjustment panel, the changes will be reflected in the securities position matrix.

[0134] This step involves the following fields: 'Adjustment (10,000)' and 'Adjustment / x%' at the portfolio level, and 'Adjustment (10,000)' at the securities level. The resulting rebalancing instruction is then drafted based on the user's modified field values, and a risk control calculation (i.e., compliance check) is performed on the generated rebalancing instruction. The rebalancing instruction is then issued after the risk control calculation. After the user closes the rebalancing panel, the values ​​of the editable fields in the table are cleared. The displayed results and risk control calculation results are as follows: Figure 5 As shown.

[0135] In conjunction with the above embodiments, in one implementation, this application also provides a method for managing multiple investment portfolios. This method further includes steps D1 to D3: Step D1: Perform compliance checks on each generated rebalancing instruction and display the check results in the preset interface; Step D2: In response to detecting the user's adjustment operation on the position adjustment instructions displayed on the preset interface, determine each position adjustment instruction to be executed; Step D3: In response to detecting that the user has issued an operation on the preset interface, execute the various rebalancing instructions to be executed.

[0136] In this embodiment, unlike the traditional model where the risk control department needs to manually conduct compliance checks, this application uses embedded compliance checks (i.e., embedded checks on whether each investment portfolio meets its own holding constraints or other provisions stipulated in the contract after rebalancing, such as checking whether each account complies with the investment ratio limit stipulated in the contract) to automatically perform compliance checks before the rebalancing instruction is issued. It also supports users to adjust (e.g., delete or modify) the relevant rebalancing instructions based on the displayed check results. This can avoid operations that may violate regulatory red lines or contract terms, and improve the compliance and executability of rebalancing instructions.

[0137] In conjunction with the above embodiments, in one implementation, this application also provides a method for managing multiple investment portfolios. This method further includes the following steps E1 to E2: Step E1: Before executing each of the rebalancing instructions, estimate the changes in the holding structure information and holding deviation information of the multiple investment portfolios and display them on the preset interface; Step E2: After executing each of the rebalancing instructions, monitor the changes in the holding structure information and holding deviation information of the multiple investment portfolios and display them on the preset interface.

[0138] In this embodiment, by estimating and monitoring changes in the holding structure information and holding deviation information of the multiple investment portfolios before and after the execution of the rebalancing instruction, and displaying these changes, users can intuitively view the estimated and actual effects of the investment strategy. This enables users to make timely and reasonable dynamic investment decisions and achieves seamless integration of the entire business process (such as analysis, rebalancing, and monitoring), thereby reducing the operational complexity caused by system isolation (such as integrating only some business processes).

[0139] In some embodiments, real-time alerts and tracking capabilities can be provided based on monitoring results of each portfolio to ensure consistency in the execution of investment strategies across portfolios and to achieve risk control.

[0140] In some embodiments, the rendering logic for investment types may be as shown in Table 20.

[0141] Table 20 Example of Rendering Logic for Investment Types

[0142] In some embodiments, position deviation information may include portfolio deviation and industry deviation, which can be determined by the following formula:

[0143] Where A represents the current portfolio and B represents the target; when cosθ represents the similarity of security holdings (i.e., portfolio deviation), i represents an individual security; when cosθ represents the similarity of industry positions (i.e., industry deviation), i represents the industry. The calculation results of cosθ are shown in Table 21.

[0144] Specifically, A i = Market capitalization of individual bonds or stocks in the same industry in the current portfolio / Order benchmark of the current portfolio.

[0145] Bi The calculation is affected by the function parameter "Exclude stock position influence". When this option is selected, you need to multiply the formula below by a coefficient. Current portfolio equity position / Target equity position: When selecting a target portfolio, Bi = the market capitalization of the target portfolio or the same industry / the order benchmark of the target portfolio (take the corresponding value of T / T-1 selected by the user). When selecting the target index, Bi = the weight of individual bonds or the same industry in the target index table, which is T_BSC_INDEXCOMPWEIGHT.en_weight (the default value is the system daily value).

[0146] Table 21 Example of cosθ calculation results

[0147] In some embodiments, the preset interface of this application can integrate existing trading systems, risk control platforms, and real-time market monitoring systems to achieve seamless data flow and support full business process automation.

[0148] In some embodiments, the executability of a rebalancing instruction can be verified (e.g., stock investability verification) before it is issued, and the verification result can be displayed on a preset interface. Figure 6 As shown.

[0149] This application also provides a multi-portfolio management device, referring to... Figure 7 As shown, Figure 7 This is a schematic diagram of a multi-portfolio management device provided in an embodiment of this application. The device includes: The portfolio selection module is configured to, in response to detecting a user's selection operation on a preset interface for multiple portfolios, obtain the holding structure information of each of the multiple portfolios and display it on the preset interface. The standardization module is configured to respond to detecting the user's configuration operation of a unified benchmark for the multiple portfolios on the preset interface, and to map the multiple portfolio structure information to the standard space corresponding to the unified benchmark according to the respective holding constraints of the multiple portfolios, thereby obtaining the standardized multiple portfolio structure information and displaying it on the preset interface. The position analysis module is configured to determine the position deviation information of the multiple portfolios based on the standardized multiple position structure information and the unified benchmark, and display it on the preset interface; The portfolio adjustment module is used to respond to the investment strategy description information input by the user on the preset interface, generate and execute various portfolio adjustment instructions for each security in the multiple portfolios based on the investment strategy description information and the standardized multiple portfolio structure information.

[0150] Optionally, the apparatus further includes a unified reference determination module, configured to perform the following steps: The preset interface displays descriptive information for different benchmark types, including combination types and exponential types. In response to detecting the user's selection of a target benchmark type on the preset interface, a configuration operation panel for the unified benchmark under the target benchmark type is displayed on the preset interface. The configuration operation panel includes: description information of each benchmark under the established target benchmark type. In response to detecting the user's selection of a target benchmark under the target benchmark type in the configuration operation panel, the target benchmark is determined as the unified benchmark of the multiple investment portfolios.

[0151] Optionally, the configuration operation panel includes: description information of each benchmark under each benchmark mode of the established target benchmark type; the device further includes a benchmark configuration module configured to perform the following steps: In the configuration operation panel of the unified benchmark under the target benchmark type, the description information of each benchmark mode of the target benchmark type is displayed. Different benchmark modes correspond to different preset standardization algorithms. The preset standardization algorithms are used to map the position structure information to the standard space corresponding to the unified benchmark. In response to detecting that the user has created a new benchmark in the target benchmark mode on the configuration operation panel, the configuration operation panel prompts the user with the various information elements in the benchmark configuration information required to create a new benchmark in the target benchmark mode; In response to receiving parameter values ​​of various information elements input by the user in the configuration operation panel, a new benchmark is created in the target benchmark mode and displayed in the configuration operation panel.

[0152] Optionally, the device further includes a warehouse matrix display module, configured to perform the following steps: The preset interface displays descriptive information for different first preset dimensions; In response to detecting the user's selection operation on the first preset dimension on the preset interface, a target position matrix is ​​generated and displayed in the first view of the preset interface based on the holding structure information of the multiple investment portfolios and the unified benchmark. The target position matrix includes at least one of the following: target information of each analysis object under the first preset dimension under the second preset dimension, and target information of each analysis object under the first preset dimension under the preset sub-dimension of the second preset dimension; the target information includes at least one of the following: position structure information, standardized position structure information, and position deviation information.

[0153] Optionally, the device further includes an input control adding module, configured to add various first input controls and / or various second input controls to the first view. The first input controls are used to receive user input of investment strategy description information for each analysis object under the first preset dimension under a second preset dimension. The second input controls are used to receive user input of investment strategy description information for each analysis object under the first preset dimension under a preset sub-dimension of the second preset dimension.

[0154] Optionally, the device further includes an information dimension transformation module configured to perform the following steps: In response to receiving the investment strategy description information under the third preset dimension input by the user in the first view, the investment strategy description information is displayed in the first view; In response to detecting a user's switching operation on the third preset dimension in the first view, the investment strategy description information input by the user in the first view before the switch under the third preset dimension is converted into investment strategy description information under the third preset dimension after the switch and displayed in the first view. The switching operation on the third preset dimension includes at least one of the following: switching operation between different first preset dimensions, and switching operation between the second preset dimension and the preset sub-dimensions of the second preset dimension under the same first preset dimension.

[0155] Optionally, the rebalancing module is further configured to, based on the investment strategy description information and a preset rebalancing allocation logic, select target securities for rebalancing from the securities of the multiple investment portfolios, and generate rebalancing instructions for each target security, wherein the preset rebalancing allocation logic includes at least one of the following: Securities are screened based on first information, which includes at least one of the following: the user's configured investment portfolio and the investment portfolio selected by the user, the order direction of the investment portfolio selected by the user, and the trading market permissions of the investment portfolio selected by the user. Based on the second information, each rebalancing instruction for each selected security is generated. The second information includes at least one of the following: the quantity of each security, the user-defined tag of each security's respective investment portfolio, the holding ratio between each target security's respective investment portfolio, the adjustable position quantity of each security or its investment portfolio, and the priority of the investment type of each security or its investment portfolio.

[0156] Optionally, the device further includes: The first monitoring module is configured to simultaneously display the execution status of the preset rebalancing and allocation logic on the preset interface during the execution of the preset rebalancing and allocation logic.

[0157] Optionally, the device further includes a compliance check module configured to perform the following steps: Each generated repositioning instruction undergoes a compliance check, and the check results are displayed on the preset interface. In response to detecting the user's adjustment operation on the position adjustment instructions displayed on the preset interface, determine each position adjustment instruction to be executed; In response to detecting that the user has issued an operation on the preset interface, the various rebalancing instructions to be executed are executed.

[0158] Optionally, the device further includes a second monitoring module configured to perform the following steps: Before executing each of the rebalancing instructions, the changes in the holding structure information and holding deviation information of the multiple investment portfolios are estimated and displayed on the preset interface; After executing each of the rebalancing instructions, the changes in the holding structure information and holding deviation information of the multiple investment portfolios are monitored and displayed on the preset interface.

[0159] Optionally, this application embodiment also provides an electronic device, including a processor 110, a memory 109, and a program or instructions stored in the memory 109 and executable on the processor 110. When the program or instructions are executed by the processor 110, they implement the various processes of the above-described multi-portfolio management method embodiment and achieve the same technical effect. To avoid repetition, they will not be described again here.

[0160] It should be noted that the electronic devices in the embodiments of this application include the mobile electronic devices and non-mobile electronic devices described above.

[0161] Figure 8 A schematic diagram of the hardware structure of an electronic device to implement an embodiment of this application.

[0162] The electronic device 100 includes, but is not limited to, components such as: radio frequency unit 101, network module 102, audio output unit 103, input unit 104, sensor 105, display unit 106, user input unit 107, interface unit 108, memory 109, and processor 110.

[0163] Those skilled in the art will understand that the electronic device 100 may also include a power supply (such as a battery) for supplying power to various components. The power supply may be logically connected to the processor 110 through a power management system, thereby enabling functions such as managing charging, discharging, and power consumption through the power management system. Figure 8 The electronic device structure shown does not constitute a limitation on the electronic device. The electronic device may include more or fewer components than shown, or combine certain components, or have different component arrangements, which will not be elaborated here. This application also provides a readable storage medium storing a program or instructions. When the program or instructions are executed by a processor, they implement the various processes of the above-described multi-portfolio management method embodiments and achieve the same technical effect. To avoid repetition, they will not be described again here.

[0164] The processor is the processor in the electronic device described in the above embodiments. The readable storage medium includes computer-readable storage media, such as computer read-only memory (ROM), random access memory (RAM), magnetic disk, or optical disk.

[0165] This application embodiment also provides a chip, which includes a processor and a communication interface. The communication interface is coupled to the processor. The processor is used to run programs or instructions to implement the various processes of the above-described multiple portfolio management method embodiments and can achieve the same technical effect. To avoid repetition, it will not be described again here.

[0166] It should be understood that the chip mentioned in the embodiments of this application may also be referred to as a system-on-a-chip, system chip, chip system, or system-on-a-chip, etc.

[0167] It should be noted that, in this document, the terms "comprising," "including," or any other variations thereof are intended to cover non-exclusive inclusion, such that a process, method, article, or apparatus that comprises a list of elements includes not only those elements but also other elements not expressly listed, or elements inherent to such a process, method, article, or apparatus. Without further limitations, an element defined by the phrase "comprising one..." does not exclude the presence of other identical elements in the process, method, article, or apparatus that includes that element. Furthermore, it should be noted that the scope of the methods and apparatuses in the embodiments of this application is not limited to performing functions in the order shown or discussed, but may also include performing functions substantially simultaneously or in the reverse order, depending on the functions involved. For example, the described methods may be performed in a different order than described, and various steps may be added, omitted, or combined. Additionally, features described with reference to certain examples may be combined in other examples.

[0168] Through the above description of the embodiments, those skilled in the art can clearly understand that the methods of the above embodiments can be implemented by means of software plus necessary general-purpose hardware platforms. Of course, they can also be implemented by hardware, but in many cases the former is a better implementation method. Based on this understanding, the technical solution of this application, in essence, or the part that contributes to the prior art, can be embodied in the form of a software product. This computer software product is stored in a storage medium (such as ROM / RAM, magnetic disk, optical disk) and includes several instructions to cause a terminal (which may be a mobile phone, computer, server, air conditioner, or network device, etc.) to execute the methods described in the various embodiments of this application.

[0169] The embodiments of this application have been described above with reference to the accompanying drawings. However, this application is not limited to the specific embodiments described above. The specific embodiments described above are merely illustrative and not restrictive. Those skilled in the art can make many other forms under the guidance of this application without departing from the spirit and scope of the claims, and all of these forms are within the protection scope of this application.

Claims

1. A method for managing multiple investment portfolios, characterized in that, The method includes: In response to detecting that a user selects multiple investment portfolios on a preset interface, the holding structure information of each of the multiple investment portfolios is obtained and displayed on the preset interface; In response to detecting the user's configuration operation of a unified benchmark for the multiple portfolios on the preset interface, the multiple portfolio structure information is mapped to the standard space corresponding to the unified benchmark according to the holding constraints of each of the multiple portfolios, so as to obtain the standardized multiple portfolio structure information and display it on the preset interface. Based on the standardized portfolio structure information and the unified benchmark, the portfolio deviation information of the multiple portfolios is determined and displayed on the preset interface; In response to receiving the investment strategy description information input by the user on the preset interface, the system generates and executes various rebalancing instructions for each security in the multiple investment portfolios based on the investment strategy description information and the standardized multiple portfolio structure information.

2. The method according to claim 1, characterized in that, The method further includes: The preset interface displays descriptive information for different benchmark types, including combination types and exponential types. In response to detecting the user's selection of a target benchmark type on the preset interface, a configuration operation panel for the unified benchmark under the target benchmark type is displayed on the preset interface. The configuration operation panel includes: description information of each benchmark under the established target benchmark type. In response to detecting the user's selection of a target benchmark under the target benchmark type in the configuration operation panel, the target benchmark is determined as the unified benchmark of the multiple investment portfolios.

3. The method according to claim 2, characterized in that, The configuration operation panel includes: description information of each benchmark under each benchmark mode of the established target benchmark type; the method further includes: In the configuration operation panel of the unified benchmark under the target benchmark type, the description information of each benchmark mode of the target benchmark type is displayed. Different benchmark modes correspond to different preset standardization algorithms. The preset standardization algorithms are used to map the position structure information to the standard space corresponding to the unified benchmark. In response to detecting that the user has created a new benchmark in the target benchmark mode on the configuration operation panel, the configuration operation panel prompts the user with the various information elements in the benchmark configuration information required to create a new benchmark in the target benchmark mode; In response to receiving parameter values ​​of various information elements input by the user in the configuration operation panel, a new benchmark is created in the target benchmark mode and displayed in the configuration operation panel.

4. The method according to claim 1, characterized in that, The method further includes: The preset interface displays descriptive information for different first preset dimensions; In response to detecting the user's selection operation on the first preset dimension on the preset interface, a target position matrix is ​​generated and displayed in the first view of the preset interface based on the holding structure information of the multiple investment portfolios and the unified benchmark. The target position matrix includes at least one of the following: target information of each analysis object under the first preset dimension under the second preset dimension, and target information of each analysis object under the first preset dimension under the preset sub-dimension of the second preset dimension; the target information includes at least one of the following: position structure information, standardized position structure information, and position deviation information.

5. The method according to claim 4, characterized in that, The method further includes: Add first input controls and / or second input controls to the first view. The first input controls are used to receive user input of investment strategy description information for each analysis object under the first preset dimension under the second preset dimension. The second input controls are used to receive user input of investment strategy description information for each analysis object under the first preset dimension under the second preset dimension under the preset sub-dimension.

6. The method according to claim 5, characterized in that, The method further includes: In response to receiving the investment strategy description information under the third preset dimension input by the user in the first view, the investment strategy description information is displayed in the first view; In response to detecting a user's switching operation on the third preset dimension in the first view, the investment strategy description information input by the user in the first view before the switch under the third preset dimension is converted into investment strategy description information under the third preset dimension after the switch and displayed in the first view. The switching operation on the third preset dimension includes at least one of the following: switching operation between different first preset dimensions, and switching operation between the second preset dimension and the preset sub-dimensions of the second preset dimension under the same first preset dimension.

7. The method according to claim 1, characterized in that, The generation of rebalancing instructions for each security in the plurality of investment portfolios includes: Based on the investment strategy description information and the preset rebalancing allocation logic, target securities requiring rebalancing are selected from the various securities in the multiple investment portfolios, and rebalancing instructions are generated for each target security. The preset rebalancing allocation logic includes at least one of the following: Securities are screened based on first information, which includes at least one of the following: the user's configured investment portfolio and the investment portfolio selected by the user, the order direction of the investment portfolio selected by the user, and the trading market permissions of the investment portfolio selected by the user. Based on the second information, each rebalancing instruction for each selected security is generated. The second information includes at least one of the following: the quantity of each security, the user-defined tag of each security's respective investment portfolio, the holding ratio between each target security's respective investment portfolio, the adjustable position quantity of each security or its investment portfolio, and the priority of the investment type of each security or its investment portfolio.

8. The method according to claim 7, characterized in that, The method further includes: During the execution of the preset rebalancing and allocation logic, the execution status of the preset rebalancing and allocation logic will be simultaneously displayed on the preset interface.

9. The method according to any one of claims 1-8, characterized in that, The method further includes: Each generated repositioning instruction undergoes a compliance check, and the check results are displayed on the preset interface. In response to detecting the user's adjustment operation on the position adjustment instructions displayed on the preset interface, determine each position adjustment instruction to be executed; In response to detecting that the user has issued an operation on the preset interface, the various rebalancing instructions to be executed are executed.

10. The method according to any one of claims 1-8, characterized in that, The method further includes: Before executing each of the rebalancing instructions, the changes in the holding structure information and holding deviation information of the multiple investment portfolios are estimated and displayed on the preset interface; After executing each of the rebalancing instructions, the changes in the holding structure information and holding deviation information of the multiple investment portfolios are monitored and displayed on the preset interface.

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