SYSTEM AND METHOD FOR EVALUATING EXECUTION OF BUYING AND SELLING OF FINANCIAL COMMODITY IN FINANCIAL MARKET

摘要

PROBLEM TO BE SOLVED: To evaluate in a more detailed and accurate manner how well the buying and selling of financial commodities have been conducted.;SOLUTION: A VWAP profit/loss factor analysis means 107 evaluates transactions conducted by a trader. VWAP profits or losses which are differences between VWAP for the transactions conducted by the trader and VWAP for transactions at the market are separated by a market factor evaluation means 109, a timing factor evaluation means 111 and a real price factor evaluation means 112 into a market factor showing the profits or losses resulting from market fluctuations, a timing factor showing profits or losses caused by the selection of a time zone when the trader conducts selling or buying, and a real price factor showing profits or losses caused by the prices at which the trader conducts selling or buying. The results are output by a data output means 108.;COPYRIGHT: (C)2005,JPO&NCIPI