Information processing method, information processing device, and program

Abstract

To ensure a stable exchange rate is obtained. [Solution] An information processing method performed by an information processing device for calculating the exchange rate of financial instruments includes an exchange rate acquisition step of acquiring the exchange rate between a first financial instrument and a second financial instrument, and an exchange rate calculation step of calculating the exchange rate between the first financial instrument and the second financial instrument using the exchange rate with a third financial instrument, wherein the liquidity of the exchange between the first financial instrument and the third financial instrument is higher than the liquidity of the exchange between the first financial instrument and the second financial instrument, and the liquidity of the exchange between the second financial instrument and the third financial instrument is higher than the liquidity of the exchange between the first financial instrument and the second financial instrument.

Claims

1. An information processing method performed by an information processing device that calculates the exchange rate of financial products, An exchange rate acquisition step to obtain the exchange rate between the first financial instrument security and the second financial instrument security, An exchange rate calculation step in which the exchange rate between the first financial instrument and the second financial instrument is calculated using the exchange rate with the third financial instrument, Information processing methods including

2. The liquidity of the exchange between the first financial instrument and the third financial instrument is higher than the liquidity of the exchange between the first financial instrument and the second financial instrument. The liquidity of the exchange between the second financial instrument and the third financial instrument is higher than the liquidity of the exchange between the first financial instrument and the second financial instrument. The information processing method according to claim 1.

3. In the exchange rate calculation step, the exchange rate between the first financial instrument and the second financial instrument is calculated in a form that includes formula 1 or formula 2. The information processing method according to claim 1. ER(1,3) / ER(2,3)...(Formula 1) ER(1,3)×ER(3,2)...(Formula 2) However, ER(i,j) is the exchange rate between the i-th financial instrument and the j-th financial instrument, where i and j are distinct positive integer values.

4. In the aforementioned exchange rate calculation step, in addition to the exchange rate with the third financial instrument, the exchange rate with the fourth financial instrument is also utilized. The information processing method according to claim 1.

5. The aforementioned information processing method further includes a buy / sell signal determination step, The aforementioned buy / sell signal determination step is: A comparison step which compares the calculation result of the exchange rate calculated in the aforementioned exchange rate calculation step with the exchange rate between the first financial instrument and the second financial instrument; A buy / sell order order step is performed to place buy / sell orders between the first financial instrument and the second financial instrument, in accordance with the comparison results in the comparison step. The information processing method according to claim 1, including the following:

6. In the aforementioned buy / sell signal determination step, if the comparison result in the comparison step is determined to be oversold, a buy order is placed at market price, and if the comparison result in the comparison step is determined to be overbought, a sell order is placed at market price. The information processing method according to claim 5.

7. In the aforementioned buy / sell order placement step, based on a set of conditions that the pre-set comparison result must satisfy and a pre-set maximum lot size, a buy / sell signal is generated and the buy / sell order is placed up to the maximum lot size each time one of the conditions is met. The information processing method according to claim 5.

8. An information processing device for calculating the exchange rate of financial products, The aforementioned information processing device is An exchange rate acquisition means for acquiring the exchange rate between the first financial instrument security and the second financial instrument security, An exchange rate calculation means for calculating the exchange rate between the first financial instrument and the second financial instrument using the exchange rate with the third financial instrument, An information processing device having

9. In an information processing device that calculates the exchange rate of financial products, An exchange rate acquisition step to obtain the exchange rate between the first financial instrument security and the second financial instrument security, An exchange rate calculation step in which the exchange rate between the first financial instrument and the second financial instrument is calculated using the exchange rate with the third financial instrument, A program that executes control processes, including those mentioned above.

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