Multi-account stock transaction control method and device

A control method and stock trading technology, which is applied in the field of stock analysis, can solve problems such as high transaction impact costs, high execution costs, and order failures, and achieve the effects of reducing transaction impact costs, transaction costs, and investment risks

Pending Publication Date: 2020-07-14
苏州吉风智能科技有限公司
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

However, if you invest all in the stock trading platform at one time, the transaction impact cost is often relatively high, especially when multi-account stock trading, the trading hours and stocks of each account stock will be different, and the transaction impact cost will continue to increase
The stock trading system usually divides the trading volume in the entrustment into multiple small trading volumes, and puts multiple trading volumes into the stock trading platform multiple times at different trading times to reduce impact costs, but the above method is often applicable to a single account In this case, for multi-account stock trading, due to the complexity of the trading task, and the same product under multiple accounts requires different algorithm models for prediction, the existing method leads to a large number of orders that cannot be traded, resulting in lower execution costs for price increases. Large, poor user experience

Method used

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  • Multi-account stock transaction control method and device
  • Multi-account stock transaction control method and device
  • Multi-account stock transaction control method and device

Examples

Experimental program
Comparison scheme
Effect test

Embodiment 1

[0024] refer to figure 1 , figure 1 The flow chart of the embodiment of the present invention is shown. By establishing a multi-account and multi-batch adaptive order strategy, it is possible to effectively reduce the transaction impact cost and reduce the investment risk of each account at the same time.

[0025] S1 establishes the trading position management layer through the position controller, obtains the stock list of each account, and the stock trading volume of each account at each time point

[0026] According to the transaction instructions of all M accounts, the transaction volume required for each stock is summarized in real time, including:

[0027]

[0028] in, is the total amount of transactions that stock n needs to complete on this trading day d, It is the transaction volume that needs to be completed when stock n is allocated to account m in the initial state. Then, according to the ratio of the trading volume of individual stocks to the total tradin...

Embodiment 2

[0084] The second aspect of the present invention also provides a multi-account stock transaction control device for implementing the above-mentioned method of the present invention. Specifically, the control device of the present invention includes a position controller, a trading algorithm simulation pool and a trading platform.

[0085] The position controller is used to establish the trading position management layer, obtain the stock list of each account, and the stock trading volume of each account at each time point;

[0086] The trading algorithm simulation pool is used to simulate the weight of each strategy in the pool according to the position controller and trading algorithm, combine market data, obtain trading signals, and enter the stocks and stock trading volumes to be traded at the current time point into the trading platform;

[0087] The trading platform is used to obtain the trading volume of each account based on the number of stocks traded and the trading ...

Embodiment 3

[0089] An electronic device provided by an embodiment of the present invention, the electronic device includes: a processor, a memory, and a computer program; wherein

[0090] The memory is used to store computer programs, and the memory may also be a flash memory (flash). The computer program is, for example, an application program, a function module, etc. for realizing the above method.

[0091] The processor is configured to execute the computer program stored in the memory, so as to realize each step in the above method. For details, refer to the related descriptions in the foregoing method embodiments.

[0092] Optionally, the memory can be independent or integrated with the processor.

[0093] When the memory is a device independent of the processor, the electronic equipment may also include:

[0094] A bus that connects memory and processors.

[0095] The specific form of the above-mentioned electronic equipment may be a computer terminal, a server, or a computer sy...

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PUM

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Abstract

The invention relates to a multi-account stock transaction control method, and the method comprises: building a transaction shipping space management layer through a shipping space controller, and obtaining a stock list of each account and the stock transaction volume of each account at each time point; obtaining a transaction signal according to the weight of each strategy in the warehouse position controller and the transaction algorithm simulation pool in combination with the market data, and enabling the stock to be transacted at the current time point and the stock transaction volume to enter a transaction platform; obtaining, by the transaction platform, the transaction volume of each account according to the transaction stock ticket number and the transaction volume of each accountin the stock, and sending a transaction instruction to each account; and judging whether the transaction succeeds or not to complete the transaction. By establishing a multi-account and multi-batch self-adaptive ordering strategy, the transaction impact cost can be effectively reduced, and meanwhile, the investment risk of each account is reduced.

Description

technical field [0001] The invention relates to the technical field of stock analysis, in particular to a multi-account stock transaction control method and device. Background technique [0002] Users can conduct stock trading operations through the stock trading system. The user can send a transaction entrustment request to the stock trading system. The transaction entrustment request indicates the trading volume of the stock, and the stock trading system completes the trading operation of the corresponding trading volume on the stock market trading platform according to the indicated trading volume. However, if you invest all in the stock trading platform at one time, the transaction impact cost is often relatively high, especially in multi-account stock trading, the trading hours and stocks of stocks in each account will be different, and the transaction impact cost will continue to increase. The stock trading system usually divides the trading volume in the entrustment ...

Claims

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Application Information

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IPC IPC(8): G06Q40/04G06Q10/04
CPCG06Q10/04G06Q40/04
Inventor 江伟辉郑海洋
Owner 苏州吉风智能科技有限公司
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