TIME SERIES DATA PROCESSOR, PROGRAM, AND METHOD

摘要

PROBLEM TO BE SOLVED: To facilitate investigation of a trend by converting an exchange price chart into an exchange volatility chart and furthermore, combining a plurality of exchange volatility charts wherein base a currency is common.

SOLUTION: A time series data processor 1 includes: a storage means 2b which stores a plurality of exchange price charts 14a and 14c corresponding to each of a plurality of currency pair identification data; a volatility operating means 8 which generates exchange volatility charts 16a and 16b for each of a plurality of other currencies relative to a certain base currency based on the exchange price charts 14a and 14c stored in the storage means 2b, and stores the exchange volatility charts 16a and 16b for each of a plurality of other currencies relative to the base currency in the storage means 2d; and a combining means 9 which generates a combined chart 17a for the volatility of the base currency by combining exchange volatility charts 16a and 16b for a plurality of other currencies relative to the base currency stored in the storage means 2d, and stores the combined chart 17a for volatility of the base currency in a storage means 2e.

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