Information processing method, information processing device, and program

Abstract

We offer automated trading products that flexibly respond to fluctuations in the prices of financial instruments. [Solution] The information processing method involves sequentially performing new transactions from the first to the nth new transaction, with n being a natural number of 3 or more, while sequentially changing the new transaction price. When a situation occurs in which the new transaction price changes monotonically in one direction, either upward or downward, in accordance with fluctuations in the price of a financial instrument, the absolute value of the price difference between the price of the financial instrument and the new transaction price of an adjacent new transaction shows a positive correlation, and the correlation coefficient is 0.5 or higher.

Description

Technical Field

[0001] The present invention relates to an information processing method, an information processing apparatus, and a program.

Background Art

[0002] Exchange rates are broadly classified into "trend markets", in which the exchange rate continuously changes in one direction of rising or falling along with various events, and "range-bound markets", in which the exchange rate repeatedly rises and falls within a fixed price band (range) in a situation where there are no particular events. Among these, in a trend market, the market moves significantly in one direction, so there is a possibility that large profits can be obtained in a single transaction. In contrast, in a range-bound market, the market stays within a fixed price band, so large profits cannot be obtained in a single transaction. For this reason, for example, customers seeking to make profits in a range-bound market in Foreign Exchange Margin Trading (FX) are forced to repeatedly perform small trades while frequently checking exchange rates, accumulating profits little by little. As a trading method for solving such problems, repeat-type orders, which are auto-trading products that automatically repeat buying and selling under specific conditions, are known, and related technologies also exist (for example, Patent Document 1).

Prior Art Documents

Patent Documents

[0003]

Patent Document 1

Summary of Invention

Problems to be Solved by the Invention

[0004] However, conventional automated trading products, including repeat orders, are based on the premise that customers execute trades based on pre-set price ranges, meaning customers cannot specify price ranges themselves according to the circumstances. In contrast, exchange rates can shift from a range-bound market to a trending market in response to various events. In this case, if price ranges are set based on the assumption of a range-bound market, they may become inappropriate depending on market fluctuations. Furthermore, because conventional automated trading products are based on the premise that exchange rates form a range-bound market, sudden changes in exchange rates or shifts to a trending market can impose unexpected financial risks on customers.

[0005] This invention has been made in view of these circumstances and aims to provide an automated trading product that can flexibly respond to fluctuations in the prices of financial instruments. [Means for solving the problem]

[0006] To achieve the above objective, one aspect of the present invention is an information processing method executed by an information processing device that buys and sells financial products, The aforementioned information processing method is Let n be a natural number greater than or equal to 3. This method involves sequentially performing new trades from the first to the nth trade, while changing the new trade price each time. When the price of the aforementioned financial instrument fluctuates, and a situation occurs where the new transaction price changes monotonically in one direction, either upward or downward, the absolute value of the price difference between the price of the financial instrument and the new transaction price of an adjacent new transaction shows a positive correlation, and the correlation coefficient is 0.5 or higher. It is an information processing method.

[0007] Furthermore, in order to achieve the above objective, one aspect of the present invention is: An information processing method executed by an information processing device that performs new transactions of financial products, The aforementioned information processing method is Let n be a natural number greater than or equal to 3. This method involves sequentially performing new trades from the first to the nth trade, while changing the new trade price each time. Let the absolute value of the price difference between the second new transaction price (the transaction price of the second new transaction) and the first new transaction price (the transaction price of the first new transaction) be the second new transaction price difference, and let the absolute value of the price difference between the nth new transaction price (the transaction price of the nth new transaction) and the n-th new transaction price (the transaction price of the (n-1)th new transaction) be the nth new transaction price difference. Even if the second new transaction price and the nth new transaction price satisfy the relationship in Equation 1 or Equation 2, the relationship in Equation 3 is still satisfied. It is an information processing method. 1.004 × 2nd new transaction price ≤ nth new transaction price ···(Equation 1) nth new transaction price ≤ 0.996 × second new transaction price ... (Equation 2) 0.998 × 2nd new transaction price / nth new transaction price ≤ 2nd new transaction price difference / nth new transaction price difference ≤ 1.002 × 2nd new transaction price / nth new transaction price ... (Equation 3)

[0008] Furthermore, in order to achieve the above objective, one aspect of the present invention is: An information processing method executed by an information processing device that performs new transactions of financial products, The aforementioned information processing method is This involves sequentially changing the new transaction price for each new transaction, and then executing the first, second, and third new transactions in sequence. When the absolute value of the price difference between the second new transaction price (the transaction price of the second new transaction) and the first new transaction price (the transaction price of the first new transaction) is defined as the first new transaction price difference, and the absolute value of the price difference between the third new transaction price (the transaction price of the third new transaction) and the second new transaction price (the transaction price of the second new transaction) is defined as the second new transaction price difference, and the value obtained by dividing the absolute value of the difference between the first new transaction price difference and the second new transaction price difference by the average value of the first new transaction price and the second new transaction price is defined as the new transaction price fluctuation value, The aforementioned change in the new transaction price is greater than 0.00 and less than or equal to 0.01. It is an information processing method.

[0009] An information processing apparatus and a program corresponding to the information processing method of one aspect of the present invention are also provided as an information processing apparatus and a program corresponding to the information processing method of one aspect of the present invention. [Advantageous Effects of Invention]

[0010] According to the present invention, it is possible to provide automatic trading that flexibly responds to price fluctuations of financial products. [Brief Description of Drawings]

[0011] [Figure 1] FIG. 2 is a diagram showing an example of the overall configuration of an information processing system according to an embodiment of the present invention. [Figure 2] (A) and (B) are diagrams for explaining discretionary trading and repeat-type orders. [Figure 3] FIG. 2 is a block diagram showing an example of the hardware configuration of a management server constituting the information processing system of FIG. 1. [Figure 4] FIG. 3 is a functional block diagram showing an example of the functional configuration of the management server. [Figure 5] FIG. 4 is a flowchart showing an example of the processing flow of the management server. [Figure 6] FIG. 5 is a diagram showing a specific example of a transaction. [Figure 7] FIG. 6 is a diagram showing a specific example of a transaction. [Mode for Carrying Out the Invention]

[0012] Hereinafter, the present embodiment will be described with reference to the drawings. <Information Processing System S> FIG. 1 is a diagram showing an example of the overall configuration of an information processing system S according to an embodiment of the present invention. The information processing system S is an information processing system configured to include a management server 1 and customer terminals 2-1 to 2-m (m is a natural number equal to or greater than 1) connected via a network N. The network N is, for example, the Internet, a LAN (Local Area Network), a VPN (Virtual Private Network), or the like. Hereinafter, when there is no need to individually describe each of the customer terminals 2-1 to 2-m, these are collectively referred to as "customer terminal 2".

[0013] The information processing system S is a system that enables the provision of a service that supports transactions of financial products (hereinafter referred to as "the present service"). The information processing system S is managed by an unillustrated administrator who provides the present service, and is used by customers who are recipients of the present service. In the present embodiment, FX will be described as an example of the transactions of financial products supported by the present service. The present service includes a service that adjusts price ranges according to price fluctuations of financial products or interrupts transactions, thereby providing customers with appropriate opportunities to earn profits and also making it possible to avoid losses caused by sudden price changes.

[0014] In the following, "buying and selling" means "selling" or "buying." Also, "new trade" means "new sell trade" or "new buy trade." Also, "new trade price" means "the trading price of a new sell trade" or "the trading price of a new buy trade." Also, "new order" means "new sell order" or "new buy order." "New orders" are broadly classified into "new (forward) limit orders," "new (reverse) limit orders," and "new market orders." Of these, a "new (forward) limit order" means placing a new buy order at or below the price specified by the customer (hereinafter referred to as the "limit price"), or placing a new sell order at or above the limit price. With a "new (forward) limit order," slippage due to fluctuations in the exchange rate does not usually occur. Slippage refers to the instantaneous change in the exchange rate between the time a new order is placed and when it is executed. Furthermore, a "new (stop) limit order" refers to placing a new buy order at or above the limit price, or a new sell order at or below the limit price. Slippage may occur with "new (stop) limit orders".

[0015] Furthermore, in the following, "settlement order" refers to an order to realize profits or losses by executing an offsetting trade (hereinafter referred to as "closing") of a settled but unsettled asset that has been executed as a result of a new order. "Settled but unsettled asset" refers to the total number of assets of contracts that remain unsettled after a transaction has been completed. "Settlement orders" are broadly classified into "settlement (forward) limit orders," "settlement (reverse) limit orders," and "settlement market orders." Of these, a "settlement (forward) limit order" means closing a buy position at or below the limit price, or closing a sell position at or above the limit price. Slippage usually does not occur with a "settlement (forward) limit order." A "settlement (reverse) limit order" means closing a buy position at or above the limit price, or closing a sell position at or below the limit price. "Settlement (reverse) limit orders" are used in situations such as stop-loss orders to realize losses or limit them to a certain range. Slippage may occur with "stop-loss limit orders".

[0016] Furthermore, in the following, terms such as "first new transaction," "second new transaction," "third new transaction," etc., may be used to distinguish between preceding and succeeding new transactions within a given trading period. Here, "first new transaction" means the new transaction immediately preceding "second new transaction," and "second new transaction" means the new transaction immediately preceding "third new transaction." The same applies to "fourth new transaction" and subsequent transactions. Note that the term "first new transaction" is merely a convenient way to distinguish the order of transactions within a given trading period (for example, the period from 14:00 to 18:00 yesterday) and does not mean "the first new transaction in the entire trading period." Also, "the previous new transaction" means the new transaction for which the buy / sell price was determined immediately before (for example, the new transaction that was executed immediately before). Furthermore, when using terms such as "first new transaction," "second new transaction," "third new transaction," etc., the transaction price for the "first new transaction" is called the "first new transaction price," the transaction price for the "second new transaction" is called the "second new transaction price," and the transaction price for the "third new transaction" is called the "third new transaction price," etc.

[0017] Figures 2(A) and (B) are diagrams illustrating discretionary trading and repeat orders. New and closing orders are placed using "discretionary trading," which is done at the customer's discretion (market orders), and "repeat orders," which automatically repeat buying and selling based on specific conditions. Figures 2(A) and (B) show graphs with time on the horizontal axis and price on the vertical axis, respectively. Figure 2(A) shows discretionary trading, and Figure 2(B) shows repeat orders. As shown in Figure 2(A), discretionary trading allows you to buy at 100 yen (100.00) and sell at 101 yen (101.00) to make a profit of 1 yen (101 yen - 100 yen = 1 yen). However, this opportunity is only available once. In contrast, with repeat orders, for example as shown in Figure 2(B), you can place an order in advance to "buy every 50 sen (0.50) and sell when each of the executed open assets has risen by 50 sen (0.50)," thereby obtaining multiple profit opportunities with a single order.

[0018] [Management Server 1] Returning to Figure 1, the management server 1, which constitutes the information processing system S, is an information processing device that acts as a server managing the entire information processing system S. The management server 1 is capable of executing predetermined application programs that make the information processing system S available for use. The management server 1 is capable of transmitting various types of information to customer terminals 2 and external sources, and executing various processes. In addition, the management server 1 is capable of acquiring various types of information transmitted from customer terminals 2 and external sources, and executing various processes.

[0019] Management Server 1 enables the acquisition of exchange rates. Management Server 1 also enables the placement of new orders (new sell orders and new buy orders). Management Server 1 also enables the placement of settlement orders. Furthermore, Management Server 1 enables the placement of copy orders at market or limit prices based on the placement or execution of new orders and / or settlement orders. A "copy order" is an order method that links buy and sell orders, such as selling if the new order is a "sell," buying if the new order is a "buy," selling if the settlement order is a "sell," and buying if the settlement order is a "buy." Copy orders are placed on the same currency pair as the new order. Although copy orders are "copies" in that the "currency pair," "sell," and "buy" are the same as the new order and settlement order, the buy and sell quantities are not necessarily the same.

[0020] Furthermore, management server 1 enables the management of trading prices. For example, as part of trading price management, management server 1 sequentially executes new trades from the first to the nth new trade, with n being a natural number greater than or equal to 3, while sequentially changing the new trade price. Details of the functional configuration and processing flow of management server 1 will be described later.

[0021] [Customer Terminal 2] Customer Terminal 2 is an information processing device operated by the customer to use this service. Customer Terminal 2 consists of a smartphone, tablet, personal computer, etc. Customer Terminal 2 is capable of executing a predetermined application program that enables the use of Information Processing System S. Customer Terminal 2 is capable of performing various processes based on various information transmitted from Management Server 1 and external sources, as well as various information entered by the customer. In addition, Customer Terminal 2 is capable of transmitting various information to Management Server 1 and external sources.

[0022] For example, customer terminal 2 displays a user interface on its screen that enables the use of this service. The user interface displayed on customer terminal 2 includes, for example, the execution results of a second new trade order (hereinafter referred to as "second new order") and the execution results of a copy order. Customer terminal 2 also transmits various information (for example, limit orders, etc.) entered into the displayed user interface to management server 1. The processing flow of customer terminal 2 will be described later.

[0023] The processing performed by the management server 1 and customer terminal 2, which constitute the information processing system S, is merely an example. For example, the management server 1 may be a single personal computer, or it may be composed of multiple servers. Furthermore, a part of it may be built on the cloud. In other words, the information processing system S only needs to have the functionality to implement the processing described above as a whole system, and some or all of the functionality to implement the processing described above may be shared or collaborated within the information processing system S.

[0024] For example, some or all of the functions of the management server 1 may be assigned to other information processing devices within the information processing system S. Alternatively, some or all of the functions of other information processing devices within the information processing system S may be assigned to the management server 1. Furthermore, some or all of the functions of the management server 1 may be transferred to other servers, etc., not shown in the diagram. This facilitates processing within the entire information processing system S and allows for complementary processing.

[0025] <Hardware Configuration> [Hardware configuration of management server 1] Figure 3 is a block diagram showing an example of the hardware configuration of the management server 1 that constitutes the information processing system S shown in Figure 1. The management server 1 comprises a CPU (Central Processing Unit) 11, a ROM (Read Only Memory) 12, a RAM (Random Access Memory) 13, a bus 14, an input / output interface 15, an output unit 16, an input unit 17, a storage unit 18, a communication unit 19, and a drive 20.

[0026] The CPU 11 executes various processes according to the program stored in the ROM 12 or the program loaded from the storage unit 18 into the RAM 13. The RAM 13 also stores data necessary for the CPU 11 to execute various processes. The CPU 11, ROM 12, and RAM 13 are interconnected via a bus 14. An input / output interface 15 is also connected to this bus 14.

[0027] The input / output interface 15 is connected to an output unit 16, an input unit 17, a storage unit 18, a communication unit 19, and a drive 20. The output unit 16 consists of a display, speaker, etc., and outputs various information as images, sounds, etc. The input unit 17 consists of a keyboard, mouse, touch panel, etc., and accepts input of various information. The storage unit 18 consists of a hard disk, DRAM (Dynamic Random Access Memory), etc., and stores various data. The communication unit 19 communicates with other devices via the aforementioned network N, which is configured as the Internet, etc.

[0028] The drive 20 is appropriately equipped with removable media 21, such as a magnetic disk, optical disk, magneto-optical disk, or semiconductor memory. Programs read from the removable media 21 by the drive 20 are installed in the storage unit 18 as needed. The removable media 21 can also store various types of data stored in the storage unit 18, just like the storage unit 18.

[0029] [Hardware configuration of customer terminal 2] Customer terminal 2 has a hardware configuration similar to that of management server 1 shown in Figure 2. That is, customer terminal 2 has a CPU, ROM, RAM, bus, input / output interface, output unit, input unit, storage unit, communication unit, drive, and removable media, corresponding to the CPU 11, ROM 12, RAM 13, bus 14, input / output interface 15, output unit 16, input unit 17, storage unit 18, communication unit 19, drive 20, and removable media 21 in Figure 2.

[0030] <Functional Configuration of Management Server 1> Figure 4 is a functional block diagram showing an example of the functional configuration of the management server 1. In the CPU 11 of the management server 1, the acquisition unit 31, data management unit 32, price management unit 33, order unit 34, and transmission control unit 35 all function during operation.

[0031] Furthermore, the storage unit 18 of the management server 1 is equipped with various databases for storing various types of information. For example, there is an exchange rate DB 41 for storing exchange rates, and a limit price DB 42 for storing prices (limit orders) specified by customers.

[0032] The acquisition unit 31 acquires various types of information. For example, the acquisition unit 31 acquires exchange rates. The method by which the acquisition unit 31 acquires exchange rates is not particularly limited. For example, it may use an API (Application Programming Interface) provided by a securities company or financial data provider, or it may automatically acquire the data from the website of a securities company or similar entity through scraping.

[0033] Furthermore, for example, the acquisition unit 31 acquires various types of information transmitted from the customer terminal 2 to the management server 1. Specifically, for example, the acquisition unit 31 acquires various types of input information transmitted from the customer terminal 2. Such input information includes, for example, limit orders.

[0034] The data management unit 32 stores and manages various types of data in various databases provided in the storage unit 18. For example, the data management unit 32 stores and manages the exchange rates acquired by the acquisition unit 31 in the exchange rate DB 41. Also, for example, the data management unit 32 stores and manages the limit prices among the input information acquired by the acquisition unit 31 in the limit price DB 42.

[0035] The price management unit 33 manages the buying and selling prices of transactions. The method by which the price management unit 33 manages the buying and selling prices is not particularly limited. For example, the price management unit 33 may function as a computer program that runs on a predetermined automated trading platform. An example of an automated trading platform is software such as MT (MetaTrader) 5. A computer program that runs on an automated trading platform is called an EA (Expert Advisor). For example, an EA (Expert Advisor) for MT (MetaTrader) 5 is created using a dedicated programming language called MQL (MetaQuotes Language) 5, which has a syntax similar to the C language.

[0036] For example, the price management unit 33, as part of its management of buying and selling prices, compares the constantly fluctuating exchange rate with a price that triggers the order placement unit 34 (described later) to place a new order (hereinafter referred to as the "new order trigger price"). The price management unit 33 detects when the exchange rate and the new order trigger price match. The price management unit 33 also detects when the exchange rate crosses the new order trigger price. "Crossing" refers to the exchange rate transitioning from a state higher than the new order trigger price to a state lower than the new order trigger price, and / or the exchange rate transitioning from a state lower than the new order trigger price to a state higher than the new order trigger price. Note that the exchange rate may change discretely rather than continuously. That is, the exchange rate may cross the new order trigger price without matching it. For this reason, it is more desirable to detect when the exchange rate crosses the new order trigger price than when it is detected that the exchange rate and the new order trigger price match.

[0037] Furthermore, the price control unit 33 issues instructions to the order placement unit 34, described later, to place new orders as part of its control of buying and selling prices. For example, the price control unit 33 issues instructions to place new orders at limit prices. In this case, it becomes unnecessary to compare the exchange rate with the new order trigger price. The price control unit 33 may also issue instructions to place new orders at market prices depending on the result of the comparison between the exchange rate and the new order trigger price. Specifically, the price control unit 33 may issue instructions to place new orders at market prices when it detects that the exchange rate has crossed the new order trigger price. Alternatively, the price control unit 33 may issue instructions to place new orders at market prices when it detects that the exchange rate has crossed the new order trigger price. In this case, unless there is a sudden change in the exchange rate, there is a high probability that the order will be executed at or near the new order trigger price, even if it is a new market order.

[0038] Furthermore, the price management unit 33 compares the constantly fluctuating exchange rate with the price that triggers the order placement unit 34 to place a settlement order (hereinafter referred to as the "settlement order trigger price") as part of its price management of buying and selling prices. The price management unit 33 detects when the exchange rate and the settlement order trigger price match. The price management unit 33 also detects when the exchange rate crosses the settlement order trigger price. Note that the exchange rate may cross the settlement order trigger price without matching it. For this reason, it is more desirable to detect when the exchange rate has crossed the settlement order trigger price than when it has detected when the exchange rate and the settlement order trigger price have matched.

[0039] The price control unit 33 issues instructions to the order placement unit 34 to place settlement orders as part of its control of buying and selling prices. For example, the price control unit 33 issues instructions to place settlement orders in response to the execution of new orders. Alternatively, for example, the price control unit 33 may issue instructions to place new orders at market price based on the result of comparing the exchange rate with the settlement order trigger price. Here, the settlement order may be a limit order, a trigger market order, or a market order, but a limit order is preferred. When the settlement order is a limit order, there is a higher possibility of securing a certain profit margin. The price of the settlement order may also be the price of the new order multiplied by a certain profit margin (for example, 50 sen). For example, it may be multiplied by a certain price range coefficient in the direction that generates profit. The price range coefficient will be described later, but the price range may be a price range that is a certain percentage of the profit relative to the required margin amount or the account balance, or it may be a price range specified by the customer.

[0040] As described above, conventional automated trading products are based on the premise that customers trade based on a price range predetermined by the operator, so the price range between a series of new orders is usually constant. In contrast, the price management unit 33 determines the new order trigger price when it compares the exchange rate with the new order trigger price as part of its price management. On the other hand, when a new order is placed by limit order, the price management unit 33 determines the order price by that limit order.

[0041] Furthermore, the price management unit 33 may determine the new transaction price based on the new transaction price of a preceding new transaction. In this case, the new transaction price of a preceding new transaction may be the new order trigger price, the order price placed as a limit order, or the execution price, but the execution price is preferable. That is, the inventor realized that while the prior art keeps the price range between a series of new orders constant, flexibly adjusting the price range in accordance with fluctuations in the exchange rate would benefit the customer. In this regard, the execution price is the new transaction price that responds most flexibly to fluctuations in the exchange rate. For this reason, when determining the new transaction price based on the new transaction price of a preceding new transaction, it is preferable to determine the new transaction price based on the execution price, or in other words, it is preferable to flexibly and dynamically determine the new transaction price based on the execution price each time a new transaction is executed. Note that the new transaction price of a preceding new transaction may be the new transaction price of the previous new transaction, but is not limited to this. Also, there may be multiple new transaction prices for preceding new transactions.

[0042] The price management unit 33 may determine the new trade price by multiplying the new trade price of a preceding new trade by a predetermined price range coefficient. In this case, the price management unit 33 may determine the new trade price of a preceding new trade by a price based on a technical indicator such as a moving average. Alternatively, the price management unit 33 may determine the new trade price by multiplying the new trade price of the previous new trade by a predetermined price range coefficient. Furthermore, the price management unit 33 may determine the new trade price by multiplying the execution price by a predetermined price range coefficient at the time the new trade is executed.

[0043] Here, the predetermined price range coefficient may be any coefficient other than 1.000, but as a reference value, it may be 0.950 or more and less than 1.000, but it is preferable that it be 0.990 or more and 0.9995 or less, and more preferably 0.998 or more and 0.999 or less. Also, the predetermined price range coefficient may be greater than 1.000 and 1.050 or less, but it is preferable that it be 1.0005 or more and 1.010 or less, and more preferably 1.001 or more and 1.002 or less. This makes it possible to provide customers with opportunities for new transactions at a stable frequency regardless of fluctuations in exchange rates.

[0044] Furthermore, the price management unit 33 may determine the new transaction price based on the difference between the price range when the new transaction price of a preceding new transaction is high and the price range when the new transaction price of a preceding new transaction is low. This allows, for example, if the price range when the new transaction price of a preceding new transaction is low is smaller than the price range when the new transaction price of a preceding new transaction is high, the unit can provide customers with new transaction opportunities at a relatively stable frequency.

[0045] Specifically, for example, the price management unit 33 may determine the new transaction price such that the absolute value of the price difference between the price of the financial instrument and the new transaction price of an adjacent new transaction shows a positive correlation. In this case, the price management unit 33 determines the new transaction price such that the correlation coefficient is 0.5 or higher, preferably 0.7 or higher, preferably 0.8 or higher, and optimally 0.9 or higher. It is desirable that the correlation coefficient be evaluated using a statistically significant sample size (number of preceding new transactions), which is at least 3 samples, preferably 10 samples, preferably 30 samples, and optimally 100 samples.

[0046] The price management unit 33, with n being a natural number greater than or equal to 3, sequentially executes new transactions from the first to the nth new transaction, changing the new transaction price each time. At this time, if the price of the financial instrument fluctuates and the new transaction price changes monotonically in one direction, either upward or downward, the price management unit 33 determines the new transaction price such that the absolute value of the price difference between the price of the financial instrument and the new transaction price of an adjacent new transaction shows a positive correlation, and the correlation coefficient is 0.5 or higher, thereby enabling the execution of the new transaction.

[0047] Furthermore, "a state in which the new trading price changes monotonically and sequentially in one direction, either upward or downward" refers to a state in which, over a predetermined period, the new trading price changes sequentially in either an upward or downward direction by more than a predetermined range. Specifically, for example, a state in which the new trading price changes sequentially by more than a range of about 5% to 10% (an example of a predetermined range) over a period of about 20 to 30 days (an example of a predetermined period) is an example of "a state in which the new trading price changes monotonically and sequentially in one direction, either upward or downward." In other words, even if the new trading price fluctuates up and down to some extent, it can still be in a state of "a state in which the new trading price changes monotonically and sequentially in one direction, either upward or downward." The price management unit 33 can receive a designation of a predetermined period and a predetermined range from at least one of the operator and the customer, and based on that designation, it can determine whether or not "the new trading price is changing monotonically and sequentially in either an upward or downward direction."

[0048] Here, the value of n is not limited to "a natural number greater than or equal to 3". A larger value of n is statistically preferable, so for example, it may be a natural number greater than or equal to 10, a natural number greater than or equal to 20, a natural number greater than or equal to 30, or a natural number greater than or equal to 50. Furthermore, "the new transaction price changes monotonically and sequentially in one direction, either upward or downward" means that the new transaction price is determined appropriately according to a predetermined rule without being affected by large gaps, as the exchange rate changes without or continuously without large gaps. In addition, even if a state does not occur in which the new transaction price changes monotonically and sequentially in one direction, either upward or downward, due to fluctuations in the price of the financial instrument, the price management unit 33 may determine the new transaction price and execute the new transaction if the absolute value of the price difference between the price of the financial instrument and the new transaction price of an adjacent new transaction shows a positive correlation and the correlation coefficient is 0.5 or higher.

[0049] Furthermore, the price management unit 33 determines the new transaction price and executes a new transaction in such a way that the relationship in the following equation 3 is satisfied, even when the relationship between the second new transaction price and the nth new transaction price satisfies the relationship in the following equation 1 or equation 2. 1.004 × 2nd new transaction price ≤ nth new transaction price ···(Equation 1) nth new transaction price ≤ 0.996 × second new transaction price ... (Equation 2) 0.998 × 2nd new transaction price / nth new transaction price ≤ 2nd new transaction price difference / nth new transaction price difference ≤ 1.002 × 2nd new transaction price / nth new transaction price ... (Equation 3)

[0050] Furthermore, the price management unit 33 enables the sequential execution of the first, second, and third new transactions while sequentially changing the new transaction prices. In addition, the price management unit 33 determines the new transaction price and executes new transactions by taking the absolute value of the price difference between the second new transaction price and the first new transaction price as the first new transaction price difference, taking the absolute value of the price difference between the third new transaction price (the transaction price of the third new transaction) and the second new transaction price (the transaction price of the second new transaction) as the second new transaction price difference, and dividing the absolute value of the difference between the first new transaction price difference and the second new transaction price difference by the average value of the first and second new transaction prices as the new transaction price fluctuation value.

[0051] Furthermore, the price management unit 33 enables the revision of new transaction prices. For example, if there are outstanding assets that have been executed by preceding new orders remaining at or near the determined new transaction price, the price management unit 33 recalculates the new transaction price to revise it. The revision of new transaction prices by the price management unit 33 is performed in a range market where the exchange rate does not continuously change in one direction but repeatedly rises and falls. For example, suppose the price management unit 33 determines the new transaction price by multiplying the execution price of the previous new transaction by a predetermined price range coefficient, and there are outstanding assets that have been executed by preceding new orders remaining at or near the determined new transaction price. In this case, the price management unit 33 further multiplies the determined new transaction price by a predetermined price range coefficient to obtain a new new transaction price. In other words, the price management unit 33 skips the determined new transaction price and sets a new new transaction price (revised new transaction price). This makes it possible to avoid the formation of outstanding assets that have been executed multiple times at or near a specific price. Hereafter, this type of processing by the price control department 33 may be referred to as "elimination of duplicate new orders."

[0052] Here, "nearby" means that when a predetermined price range coefficient is A, the execution price of the previous new trade is B, a predetermined value of 1.25 or more and less than 5 is C, and the absolute value of B × (1-A) / C is D, the absolute value of the price difference with the new new trade price is D or less. In this case, C is preferably 1.25 or more and 2 or less, and preferably 1.25 or more and 1.5 or less. The elimination of duplicate new orders by the price management unit 33 is performed when the trades are with the same EA (Expert Advisor). On the other hand, if the trades are with different EAs (Expert Advisors), or if there are executed open assets formed by discretionary trading, the elimination of duplicate new orders is not required.

[0053] The price control unit 33 may determine one new trading price, or it may determine two or more. For example, if the price control unit 33 determines two new trading prices, one new trading price may be set higher than the new trading price of a preceding new trade, and one new trading price may be set lower. This provides opportunities for new trades when the exchange rate moves upward and when the exchange rate moves downward. However, even in this case, it is desirable to eliminate duplicate new orders.

[0054] The price management unit 33 can set multiple new transaction prices in the direction of the lower price of the preceding new transaction price, and can also set multiple new transaction prices in the direction of the higher price of the preceding new transaction price. However, when the price management unit 33 needs to flexibly determine the new transaction price in response to sudden changes in the exchange rate, it can also set the new transaction price using a method such as the following. That is, the price management unit 33 can determine the new transaction price according to volatility, a technical indicator that shows the instability of the exchange rate, or the underlying asset price.

[0055] In this case, the price management unit 33 may determine the new transaction price such that the price range between new transaction prices is large when volatility or the underlying asset price is high due to large fluctuations in the exchange rate. Conversely, when volatility or the underlying asset price is low due to small fluctuations in the exchange rate, the price management unit 33 may determine the new transaction price such that the price range between new transaction prices is small. To increase the price range between new transaction prices, the price range coefficient should be moved away from 1. To decrease the price range between new transaction prices, the price range coefficient should be moved closer to 1. The price management unit 33 adjusts the price range coefficient according to the degree of volatility or the underlying asset price. This prevents the frequency of new transactions from becoming extremely high or extremely low.

[0056] The price control unit 33 is capable of determining new trade prices according to various technical indicators. For example, the price control unit 33 is capable of determining new trade prices according to the RSI (Relative Strength Index), a technical indicator that shows whether the exchange rate is oversold or overbought. In this case, if the new trade is a "buy" and the RSI is above 30%, the price control unit 33 may determine that it is not oversold and there is still room for further decline, and may determine the new trade price to have a large price range between the new trade prices. Alternatively, if the new trade is a "sell" and the RSI is below 70%, the price control unit 33 may determine that it is not overbought and there is still room for further rise, and may determine the new trade price to have a large price range between the new trade prices.

[0057] Furthermore, the price management unit 33 may determine that the market is oversold and a good time to buy when a new trade is a "buy" and the RSI is below 30%, and may set the new trade price to minimize the price range between new trade prices. Conversely, the price management unit 33 may determine that the market is overbought and a good time to sell when a new trade is a "sell" and the RSI is above 70%, and may set the new trade price to minimize the price range between new trade prices. This allows for the provision of more appropriate new trade prices.

[0058] Furthermore, the price control unit 33 is capable of determining new trading prices in accordance with fundamentals. In this case, if a change in fundamentals is expected, for example, a change in policy interest rates or an economic event is scheduled, the price control unit 33 may determine that the exchange rate will shift to a trending market and postpone the determination of the new trading price. Also, if the market actually changes sharply as a change in fundamentals, the price control unit 33 may determine that the exchange rate will shift to a trending market and postpone the determination of the new trading price. This makes it possible to avoid the risks associated with sudden changes in exchange rates.

[0059] Furthermore, the price management unit 33 enables the execution of stop-loss orders for open assets with unrealized losses in response to changes in fundamentals, economic events, sudden market fluctuations, etc. "Stop-loss orders" refer to closing open assets with unrealized losses when the exchange rate differs from the forecast, by placing a market order to settle the position and realize the loss. This helps to prevent losses exceeding the principal.

[0060] Furthermore, the price management unit 33 is capable of determining the new transaction price after a predetermined time delay following the execution of the previous new order. This helps to prevent the frequency of new transactions from becoming unnecessarily high.

[0061] Furthermore, the price management unit 33 can determine the new transaction price after a predetermined grace period, depending on the customer's account balance. The price management unit 33 can also suspend the determination of the new transaction price, depending on the customer's account balance. This prevents the frequency of new transactions from becoming unnecessarily high or new transactions from being set up when the customer's account balance is low.

[0062] Furthermore, the present invention, like conventional automated trading products, assumes that the exchange rate forms a range-bound market. For this reason, the price management unit 33 is made capable of setting a predetermined price range where trading is prohibited by the FX broker. A "price range where trading is prohibited" refers to a price range set in which trading is not permitted when the exchange rate is clearly in a price range that is too high, and / or when the exchange rate is clearly in a price range that is too low.

[0063] The order placement unit 34 functions as a means of placing new orders, placing new orders (new sell orders and new buy orders) based on instructions from the price control unit 33. The order placement unit 34 also functions as a means of placing settlement orders, placing settlement orders based on instructions from the price control unit 33. Instructions from the price control unit 33 for placing new orders or settlement orders include instructions to place new orders one after another in response to fluctuations in exchange rates, and instructions to place settlement orders to close out the outstanding assets that have been settled as a result of each new order.

[0064] Furthermore, instructions for new orders may include instructions to place all sell orders or all buy orders. Additionally, instructions for new orders may include instructions to place all buy orders on one side and all sell orders on the other side, with a certain exchange rate (for example, the midpoint of a range) in between (for example, a half-and-half instruction). Furthermore, instructions for new orders may include instructions to place a mix of sell and buy orders.

[0065] Furthermore, the order placement unit 34 functions as a means for placing copy orders, placing copy orders at market price or limit price based on the placement or execution of new orders and / or settlement orders.

[0066] This service, like conventional automated trading products, is based on the premise that customers participate in trades provided by the operator. Specifically, customers using this service select their desired trading method (for example, buying USD / JPY) and specify parameters such as investment amount and trade quantity. They can then participate in the trade by issuing a "start trade" command. There are various methods for allowing customers to participate in trades provided by the operator, but a common method is to execute an automated trading program in response to customer participation.

[0067] However, this method places a heavy load on the system because it requires the execution of an automated trading program individually for each customer participating in the transaction. In contrast, the order placement unit 34 executes the automated trading program and performs transactions regardless of whether a customer is participating or not. Hereinafter, such transactions will be referred to as "operator-side transactions." When a customer participates in an operator-side transaction, the order placement unit 34 places a copy order corresponding to the transaction quantity specified by the customer, in accordance with the timing of the order or execution of the operator-side transaction.

[0068] Copy orders may be executed as limit orders if the operator's trade is a limit order, or as market orders if it is a market order. Alternatively, if the copy order is executed at the same time as the operator's trade is executed, it may be executed as a market order. Since automated trading by computer is executed instantaneously, it can be expected that even market orders will be executed at the same price as the operator's trade. This eliminates the need to run an automated trading program for each customer. Furthermore, copy orders do not need to be placed for each customer; they can be placed in batches. As a result, the load on the system can be dramatically reduced.

[0069] In copy orders, the results of the operator's trade and the results of the copy order may not match. For example, if both the operator's trade and the copy order are limit orders, if the timing of the orders does not perfectly match, a sudden change in the exchange rate may result in only one of them being executed. Even if an order is executed, in the case of a "new (reverse) limit order," slippage may occur, resulting in an execution price different from the limit price. In such cases, the handling of subsequent settlement orders becomes complicated. Similarly, even if both the operator's trade and the copy order are market orders, if the timing of the orders does not perfectly match, the execution prices may not match. In such cases, the determination of the subsequent settlement price and the handling of the timing of settlement order processing become complicated.

[0070] To resolve these issues, the timing of the operator's orders and the timing of the copy orders can be made the same, or they can be placed together. Alternatively, assuming that slippage will occur and that the customer has approved in advance the acceptable range of slippage, the order can be executed if the slippage is within the customer's acceptable range, and it can be considered as if the same trade as the operator was performed. Note that copy orders are not limited to the above and can be broadly applied to automated trading products in which customers participate in trades provided by the operator.

[0071] The transmission control unit 35 controls the communication unit 19 (see Figure 2) to transmit various types of information to the customer terminal 2 and to external sources. For example, the transmission control unit 35 controls the transmission of information to be displayed on the user interface of the customer terminal 2 to the customer terminal 2.

[0072] <Processing flow of Management Server 1> Figure 5 is a flowchart showing an example of the processing flow of the management server 1. If management server 1 obtains an exchange rate (YES in step S1), it takes n as a natural number greater than or equal to 3 and sequentially performs new transactions from the first to the nth, changing the new transaction price each time (step S2). Conversely, if it has not obtained an exchange rate (NO in step S1), management server 1 repeats the decision process in step S1.

[0073] Management Server 1 determines the new transaction price (step S3) such that the absolute value of the price difference between the price of a financial instrument and the new transaction price of an adjacent new transaction shows a positive correlation and the correlation coefficient is 0.5 or higher, in response to fluctuations in the price of the financial instrument, and then executes the new transaction (step S4).

[0074] <Specific example> [Example of a transaction 1] Figure 6 shows a specific example of a transaction. Figure 6 shows a specific example of a trade: a "buy" order for Turkish Lira / Japanese Yen. In the example in Figure 6, the new trade price is calculated by multiplying the previous new trade price by 0.990. Also, new orders for Turkish Lira / Japanese Yen are ordered to three decimal places. That is, the fourth decimal place of the result after multiplying by the price range coefficient is rounded off.

[0075] If a trading range is formed within ±5% of a median of 1 Turkish Lira = 20 Yen, a customer can place a total of 10 buy orders within the price range of 21.000 Yen to 19.000 Yen, which is within the trading range. The prices of the 10 buy orders are as shown in Figure 6: 21.000 Yen (buy order B1), 20.790 Yen (buy order B2), 20.582 Yen (buy order B3), 20.376 Yen (buy order B4), 20.172 Yen (buy order B5), 19.970 Yen (buy order B6), 19.770 Yen (buy order B7), 19.572 Yen (buy order B8), 19.376 Yen (buy order B9), and 19.182 Yen (buy order B10).

[0076] Furthermore, although not shown in the diagram, even when a trading range is formed within ±5% of a median of 1 Turkish Lira = 4 Yen, a customer can place a total of 10 buy orders within the price range of 4.200 Yen to 3.800 Yen, which is within the trading range. In this case, the prices of the 10 buy orders could be, for example, 4.200 Yen, 4.158 Yen, 4.116 Yen, 4.075 Yen, 4.034 Yen, 3.994 Yen, 3.954 Yen, 3.914 Yen, 3.875 Yen, and 3.836 Yen.

[0077] [Example of a transaction 2] Figure 7 shows a specific example of a transaction. Figure 7 shows a specific example of a transaction: a "buy" order of Turkish Lira / Japanese Yen. In the example in Figure 7, the new transaction price is calculated by subtracting 20 sen from the previous new transaction price.

[0078] If a trading range is formed within ±5% of a median of 1 Turkish Lira = 20 Yen, a customer can place a total of 11 buy orders within the price range of 21.000 Yen to 19.000 Yen, which is within the trading range. The prices of these 11 buy orders are as shown in Figure 6: 21.000 Yen (buy order B21), 20.800 Yen (buy order B22), 20.600 Yen (buy order B23), 20.400 Yen (buy order B24), 20.200 Yen (buy order B25), 20.000 Yen (buy order B26), 19.800 Yen (buy order B27), 19.600 Yen (buy order B28), 19.400 Yen (buy order B29), 19.200 Yen (buy order B30), and 19.000 Yen (buy order B31).

[0079] Furthermore, although not illustrated, even when a trading range is formed within ±5% of a median of 1 Turkish Lira = 4 Yen, a customer can only place a mere three buy orders within the price range of 4.200 Yen to 3.800 Yen, which is within the trading range. In this case, the prices of the three buy orders could be, for example, 4.200 Yen, 4.000 Yen, and 3.800 Yen.

[0080] <Advantageous effects of this embodiment> According to the above-described embodiment, even after the exchange rate has gone through a trend phase, it is possible to provide customers with an appropriate frequency of new trades. Furthermore, it is possible to provide customers with an appropriate frequency of new trades while simultaneously preventing them from incurring excessive financial burdens even during sudden changes in the exchange rate.

[0081] <Other> Although one embodiment of the present invention has been described above, the present invention is not limited to the above-described embodiment, and any modifications, improvements, etc., that can achieve the objectives of the present invention are included in the present invention. For example, the specific examples shown in Figures 6 and 7 are merely examples for achieving the objectives of the present invention and are not particularly limited.

[0082] Furthermore, the series of processes described above can be executed by hardware or by software. In other words, the functional configuration described above is merely an example and is not particularly limited. That is, it is sufficient for the information processing system to have the functionality to execute the series of processes described above as a whole, and the functional blocks used to realize this functionality are not particularly limited to the examples given above.

[0083] Furthermore, among trading methods similar to the present invention, there are trading methods that pre-set a large number of new trading prices within a certain price range (hereinafter referred to as "similar trading methods"). Similar trading methods are sometimes called "trap trading." However, similar trading methods cannot determine new trading prices in response to sudden market changes. One embodiment of the present invention determines the price of the next new order each time a new order is executed in order to respond flexibly to market price fluctuations, and does not pre-set a large number of new trading prices like similar trading methods. In this respect, similar trading methods and one embodiment of the present invention have fundamentally different approaches to foreign exchange trading.

[0084] Furthermore, similar trading methods are characterized by pre-setting a large number of new trading prices within a certain price range. In contrast, one embodiment of the present invention does not place new orders only within a certain price range corresponding to a trading range. New orders are continuously placed even at price ranges exceeding the certain price range corresponding to the trading range. In this respect, the approach to foreign exchange trading differs fundamentally between similar trading methods and one embodiment of the present invention.

[0085] Furthermore, although the above-described embodiments apply the present invention to transactions based on exchange rates, it is not limited thereto, and the present invention can also be applied to transactions based on stock indices, crypto assets, commodity futures, and various CFD transactions, for example. In this case, "exchange rate" would be read as "stock index," etc.

[0086] Furthermore, while the above-described embodiments are suitable for foreign exchange margin trading based on investment advisory services, they are not limited to this. They can also be applied to application programs that allow customers to set up multiple new and closing orders at their discretion.

[0087] Furthermore, the location of a functional block is not particularly limited and can be arbitrary. For example, a functional block from management server 1 may be transferred to another device, or a functional block from another device may be transferred to a server. Also, a single functional block may consist of hardware alone, software alone, or a combination of both.

[0088] When a series of processes are executed by software, the programs that make up that software are installed on a computer or other device from a network or storage medium. The computer may be a computer built into dedicated hardware. Alternatively, the computer may be a computer capable of performing various functions by installing various programs, such as a server, a general-purpose smartphone, or a personal computer.

[0089] Such recording media containing programs may consist not only of removable media (not shown) distributed separately from the main device to provide programs to users, but also of recording media provided to users in a state where they are pre-installed in the main device. Since programs can be distributed via a network, the recording media may be installed on or accessible from a computer connected to or capable of connecting to a network.

[0090] In this specification, the step of describing a program to be recorded on a recording medium includes not only processes that are performed chronologically in that order, but also processes that are not necessarily performed chronologically, but are executed in parallel or individually. Furthermore, in this specification, the term "system" refers to an overall system composed of multiple devices, means, etc.

[0091] In other words, the information processing method to which the present invention is applied can take various forms having the following configurations. (1) That is, the information processing method to which the present invention applies is an information processing device that buys and sells financial products (for example, the management server 1 in Figure 1), wherein the information processing method is to perform new transactions from the first to the nth, sequentially from 1 to n, with n being a natural number of 3 or more, while sequentially changing the new transaction price, and in the event that the new transaction price changes monotonically sequentially in one direction, either upward or downward, in accordance with the fluctuation of the price of the financial product, the absolute value of the price difference between the price of the financial product and the new transaction price of an adjacent new transaction shows a positive correlation, and the correlation coefficient is 0.5 or more. This allows us to offer automated trading products that can flexibly respond to fluctuations in the prices of financial instruments.

[0092] (2) Furthermore, the information processing method to which the present invention applies is an information processing method executed by an information processing device that performs new transactions of financial instruments, wherein the information processing method is an information processing method in which, with n being a natural number of 3 or more, new transactions are performed sequentially from the first to the nth new transaction, while sequentially changing the new transaction prices, and the absolute value of the price difference between the second new transaction price, which is the transaction price of the second new transaction, and the first new transaction price, which is the transaction price of the first new transaction, is defined as the second new transaction price difference, and the absolute value of the price difference between the nth new transaction price, which is the transaction price of the nth new transaction, and the n-1st new transaction price, which is the transaction price of the (n-1)th new transaction, is defined as the nth new transaction price difference, and the relationship in Equation 3 is satisfied even when the second new transaction price and the nth new transaction price satisfy the relationship in Equation 1 or Equation 2. 1.004 × 2nd new transaction price ≤ nth new transaction price ···(Equation 1) nth new transaction price ≤ 0.996 × second new transaction price ... (Equation 2) 0.998 × 2nd new transaction price / nth new transaction price ≤ 2nd new transaction price difference / nth new transaction price difference ≤ 1.002 × 2nd new transaction price / nth new transaction price ... (Equation 3) This allows us to offer automated trading products that can flexibly respond to fluctuations in the prices of financial instruments.

[0093] (3) Furthermore, the information processing method to which the present invention applies is an information processing method executed by an information processing device that performs new transactions of financial instruments, wherein the information processing method sequentially performs a first new transaction, a second new transaction, and a third new transaction while sequentially changing the new transaction prices, wherein the absolute value of the price difference between the second new transaction price, which is the transaction price of the second new transaction, and the first new transaction price, which is the transaction price of the first new transaction, is defined as the first new transaction price difference, the absolute value of the price difference between the third new transaction price, which is the transaction price of the third new transaction, and the second new transaction price, which is the transaction price of the second new transaction, is defined as the second new transaction price difference, and the value obtained by dividing the absolute value of the difference between the first new transaction price difference and the second new transaction price difference by the average value of the first new transaction price and the second new transaction price is defined as the new transaction price fluctuation value, wherein the new transaction price fluctuation value is greater than 0.00 and less than or equal to 0.01. This allows us to offer automated trading products that can flexibly respond to fluctuations in the prices of financial instruments.

[0094] If the new transaction price is determined by multiplying by a predetermined price range coefficient, it is mathematically clear that the relationships described in the information processing methods (1) to (3) above will hold. Furthermore, if the new transaction price is determined by multiplying by a predetermined price range coefficient, mathematically, the relationship "second new transaction price / nth new transaction price = difference in second new transaction price / difference in nth new transaction price" should hold in the information processing method (2) above. However, due to rounding and slippage (instantaneous changes in the exchange rate between the placement of a new order and its execution), this relationship is not always guaranteed to hold. Even if the relationship described in the information processing method (2) above holds in principle (for example, with a probability of 90% or more), it is not always guaranteed to hold. Also, considering that rounding is performed when determining the new transaction price, the relationship described in the information processing method (3) above is more likely to be invalid than to be valid.

[0095] (4) The second new transaction price may also be the new order trigger price, the order price for a limit order, the order price for a stop order, or the execution price. It is preferable to combine it with the above (1) to (3).

[0096] (5) The second new trade price may be determined, postponed, or canceled based on at least one of the following: the new trade price of a new trade preceding the second new trade, technical indicators, fundamentals, economic events, and sudden changes in market prices. It is preferable to combine it with the above (1) to (4).

[0097] (6) The second new transaction price is determined by a step of multiplying the first new transaction price by a price range coefficient, the price range coefficient may be 0.950 or more and less than 1.000, or greater than 1.000 and 1.050 or less. It is preferable to combine it with the above (1) to (5).

[0098] (7) The second new transaction price may also be determined by including the step of making the absolute value of the price difference with the first new transaction price large when the volatility or the underlying asset price is large, and / or making the absolute value of the price difference with the first new transaction price small when the underlying asset price or volatility is small. It is preferable to combine it with the above (1) to (6).

[0099] (8) The second new trade price is a trigger price, and a second new order, which is an order for a second new trade, may be placed when the price of the financial instrument matches the trigger price or when the price of the financial instrument crosses the trigger price. It is preferable to combine it with the above (1) to (7).

[0100] (9) The determination of the second new transaction price may also be made after the execution of the first new order, which is the order for the first new transaction. It is preferable to combine it with the above (1) to (8).

[0101] (10) The determination of the second new transaction price or the second new order may be delayed for a predetermined period after the first new order has been executed. It is preferable to combine it with the above (1) to (9).

[0102] (11) After the determination of the second new transaction price, after the second new order has been placed, or after the second new order has been executed, the settlement price of the second new transaction, which is the settlement price of the second new transaction, may be determined. It is preferable to combine it with the above (1) to (10).

[0103] (12) In addition, stop-loss orders (e.g., the stop-loss orders described above) may be executed on open assets with unrealized losses based on at least one of the following: the opening price of an opening trade preceding the second opening trade, technical indicators, fundamentals, economic events, and sudden changes in the market. It is preferable to combine it with the above (1) to (12).

[0104] (13) Furthermore, the upper limit of n does not need to be set. It is preferable to combine it with the above (1) to (14).

[0105] (14) The second new order may be a market order, and the settlement order for the second new trade may be a limit order, a stop order, a trigger market order, or a market order. It is preferable to combine it with the above (1) to (15).

[0106] (15) New trades may be buy only, sell only, or buy and sell. It is preferable to combine it with the above (1) to (14).

[0107] (16) Furthermore, if the price of the financial instrument falls outside the predetermined price range, the new order does not need to be executed. It is preferable to combine it with the above (1) to (15).

[0108] (17) The process further includes the step of placing a copy order at market price based on the placement or execution of the second new order, wherein the copy order may be a sell order if the second new order is a sell order, and a buy order if the second new order is a buy order. It is preferable to combine it with the above (1) to (16).

[0109] (18) The procedure may further include the steps of obtaining the execution result of the second new order, which is a second new trade order, or the execution result of a copy order, and displaying the obtained execution result on a display device.

[0110] (19) Furthermore, the information processing device to which the present invention is applied can take various forms having the following configurations. In other words, the management server 1, as an information processing device to which the present invention is applied, is an information processing device that buys and sells financial products, and the management server 1 has a means for placing new orders, where n is a natural number of 3 or more, and the new transaction price is changed sequentially, and the absolute value of the price difference between the price of the financial product and the new transaction price of an adjacent new transaction shows a positive correlation, and the correlation coefficient is 0.5 or more.

[0111] (20) Furthermore, the program to which the present invention is applied can take various forms having the following configurations. In other words, the program to which the present invention is applied is a program that causes a management server 1, which is an information processing device for buying and selling financial products, to execute a control process that causes the first new transaction to be executed sequentially from 1 to n, with n being a natural number of 3 or more, while sequentially changing the new transaction price, and in the event that the new transaction price changes monotonically sequentially in one direction, either upward or downward, in accordance with the fluctuation of the price of the financial product, the absolute value of the price difference between the price of the financial product and the new transaction price of an adjacent new transaction shows a positive correlation and the correlation coefficient is 0.5 or more.

[0112] (Note 1) An information processing method executed by an information processing device that buys and sells financial products, The information processing method includes an operator-side transaction step and a customer-side transaction step. The operator's trading step is the step of placing buy and sell orders. The customer-side trading step is the step of placing a copy order in accordance with the timing of the buy / sell order or execution of the operator-side trading step. Information processing methods.

[0113] (Note 2) A copy order is the same currency pair and the same buy / sell order as the buy / sell order in the operator's trading step. The information processing method described in Appendix 1.

[0114] (Note 3) A copy order is an order of the same or different quantity as a buy or sell order in the operator's trading step. The information processing method described in Appendix 1 or Appendix 2. [Explanation of Symbols]

[0115] 1: Management Server, 2: Customer Terminal, 11: CPU, 16: Output Unit, 17: Input Unit, 18: Storage Unit, 19: Communication Unit, 31: Acquisition Unit, 32: Data Management Unit, 33: Price Management Unit, 34: Ordering Unit, 35: Transmission Control Unit, 41: Exchange Rate DB, 42: Limit Order DB, S: Information Processing System, N: Network

Claims

1. An information processing method executed by an information processing device that buys and sells financial products, The aforementioned information processing method is Let n be a natural number greater than or equal to 3. This method involves sequentially changing the price of each new transaction, and performing the first new transaction, followed by the nth new transaction, from 1 to n. In the event that the price of the aforementioned financial instrument changes in a monotonic, sequential manner in either an upward or downward direction in response to fluctuations in the price of the aforementioned financial instrument, the new transaction price is determined such that the absolute value of the price difference between the price of the financial instrument and the new transaction price of an adjacent new transaction shows a positive correlation and the correlation coefficient is 0.5 or higher. Information processing methods.

2. An information processing method executed by an information processing device that performs new transactions of financial products, The aforementioned information processing method is Let n be a natural number greater than or equal to 3. This method involves sequentially changing the price of each new transaction, and performing the first new transaction, followed by the nth new transaction, from 1 to n. When the absolute value of the price difference between the second new transaction price (the transaction price of the second new transaction) and the first new transaction price (the transaction price of the first new transaction) is taken as the second new transaction price difference, and the absolute value of the price difference between the nth new transaction price (the transaction price of the nth new transaction) and the n-th new transaction price (the transaction price of the (n-1)th new transaction) is taken as the nth new transaction price difference, the new transaction price is determined such that the relationship in Equation 3 is satisfied, even when the second new transaction price and the nth new transaction price satisfy the relationship in Equation 1 or Equation 2. Information processing methods. 1.004 × 2nd new transaction price ≤ nth new transaction price ... (Equation 1) nth new transaction price ≤ 0.996 × second new transaction price ... (Equation 2) 0.998 × 2nd new transaction price / nth new transaction price ≤ 2nd new transaction price difference / nth new transaction price difference ≤ 1.002 × 2nd new transaction price / nth new transaction price ... (Equation 3)

3. An information processing method executed by an information processing device that performs new transactions of financial products, The aforementioned information processing method is This involves sequentially changing the new transaction price for each new transaction, and then executing the first, second, and third new transactions in sequence. When the absolute value of the price difference between the second new transaction price (the transaction price of the second new transaction) and the first new transaction price (the transaction price of the first new transaction) is defined as the first new transaction price difference, and the absolute value of the price difference between the third new transaction price (the transaction price of the third new transaction) and the second new transaction price (the transaction price of the second new transaction) is defined as the second new transaction price difference, and the value obtained by dividing the absolute value of the difference between the first new transaction price difference and the second new transaction price difference by the average value of the first new transaction price and the second new transaction price is defined as the new transaction price fluctuation value, The new transaction price is determined such that the aforementioned change in the new transaction price is greater than 0.00 and less than or equal to 0.

01. Information processing methods.

4. The aforementioned second new transaction price is the new order trigger price, the order price for a limit order, the order price for a stop-loss order, or the execution price. The information processing method according to any one of claims 2 or 3.

5. The aforementioned second new trade price is determined, or its determination is postponed or canceled, based on at least one of the following: the new trade price of the new trade preceding the second new trade, technical indicators, fundamentals, economic events, and sudden market changes. The information processing method according to any one of claims 2 or 3.

6. The second new transaction price is determined by a step of multiplying the first new transaction price by a price range coefficient. The aforementioned value range coefficient is 0.950 or more and less than 1.000, or greater than 1.000 and 1.050 or less. The information processing method according to any one of claims 2 or 3.

7. The second new transaction price is determined by a step of ensuring that the absolute value of the price difference with the first new transaction price is large when the volatility or underlying asset price is large, and / or that the absolute value of the price difference with the first new transaction price is small when the volatility or underlying asset price is small. The information processing method according to any one of claims 2 or 3.

8. The aforementioned second new trade price is the trigger price, and when the price of the financial instrument matches the trigger price, or when the price of the financial instrument crosses the trigger price, a second new order, which is an order for a second new trade, is placed. The information processing method according to any one of claims 2 or 3.

9. The determination of the second new trade price is carried out after the execution of the first new order, which is the order for the first new trade. The information processing method according to claim 8.

10. The determination of the second new transaction price or the second new order is subject to a predetermined grace period after the first new order has been executed. The information processing method according to claim 9.

11. After the determination of the second new transaction price, after the second new order has been placed, or after the second new order has been executed, the settlement price of the second new transaction, which is the settlement price of the second new transaction, is determined. The information processing method according to claim 8.

12. Secondly, based on at least one of the following factors—the opening price of a new trade preceding the second new trade, technical indicators, fundamentals, economic events, and sudden market changes—stop-loss orders are executed for open assets with unrealized losses. The information processing method according to any one of claims 1 to 3.

13. The upper limit of n is not set. The information processing method according to either claim 1 or 2.

14. The second new order is a market order, The settlement order for the second new trade is a limit order, a stop-limit order, a trigger market order, or a market order. The information processing method according to claim 8.

15. New trades can be buy only, sell only, or buy and sell. The information processing method according to any one of claims 1 to 3.

16. If the price of the aforementioned financial instrument falls outside a predetermined price range, the new order will not be executed. The information processing method according to any one of claims 1 to 3.

17. The process further includes the step of placing a copy order at market price based on the placement or execution of the second new order, The aforementioned copy order is a sell order if the second new order is a sell order, and a buy order if the second new order is a buy order. The information processing method according to claim 8.

18. The steps include obtaining the execution result of the second new order, which is a second new trade order, or the execution result of a copy order, The steps include displaying the results of the acquired trades on a display device, The information processing method according to claim 8, further comprising:

19. An information processing device for buying and selling financial products, The aforementioned information processing device is The system has a means for placing new orders, where n is a natural number greater than or equal to 3, and the new order price is changed sequentially, and the system places new orders sequentially from the first new order to the nth new order, from 1 to n. When the price of the aforementioned financial instrument fluctuates and the new transaction price changes monotonically in one direction, either upward or downward, the new transaction price is determined such that the absolute value of the price difference between the price of the aforementioned financial instrument and the new transaction price of an adjacent new transaction shows a positive correlation and the correlation coefficient is 0.5 or higher. Information processing device.

20. In an information processing device used for buying and selling financial products, A program for executing a control process that sequentially performs new trades from the first to the nth, while changing the new trade price sequentially, with n being a natural number greater than or equal to 3. When the price of the aforementioned financial instrument fluctuates and the new transaction price changes monotonically in one direction, either upward or downward, the new transaction price is determined such that the absolute value of the price difference between the price of the aforementioned financial instrument and the new transaction price of an adjacent new transaction shows a positive correlation and the correlation coefficient is 0.5 or higher. program.

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