发明名称 SYSTEM AND METHOD FOR EVALUATING EXECUTION OF BUYING AND SELLING OF FINANCIAL COMMODITY IN FINANCIAL MARKET
摘要 <p><P>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. <P>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. <P>COPYRIGHT: (C)2005,JPO&NCIPI</p>
申请公布号 JP2005100148(A) 申请公布日期 2005.04.14
申请号 JP20030333911 申请日期 2003.09.25
申请人 MITSUBISHI SECURITIES CO LTD 发明人 SUZUKI HIROYUKI
分类号 G06Q40/04;G06Q40/00;(IPC1-7):G06F17/60 主分类号 G06Q40/04
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