APPARATUS FOR CHARTING AND RATING FINANCIAL MARKET TRANSACTION RESULTS

摘要

PROBLEM TO BE SOLVED: To solve the following problem: even when a track record, which is a time-series transaction record in a financial market, is viewed, only individual profits and losses are known and thus what remains to be improved is unknown; for example, a profit and loss curve graph is a useful indicator to represent an overall performance, but it is not suitable for analysis and evaluation to know what factors have contributed to obtaining of the results; and in addition, when evaluating the quality of an algorithm prepared for calculating appropriate trading opportunities, existing indicators are not suitable for analyzing and evaluating individual transactions because the results are not linked with market price movements; and further those indicators are not suitable for total evaluation by straightforward rating.;SOLUTION: From the viewpoint of tracking and drawing actual price movements over time after the start of transactions, with attention paid to each starting time point of the transaction results, the transaction results are represented in the form of a chart suitable for analysis of the results. The individual transactions on the chart are rated by the same criteria and accumulated such that the transaction results are evaluated by ratings based on objective criteria.;SELECTED DRAWING: Figure 1;COPYRIGHT: (C)2018,JPO&INPIT