TWI848221B - Predicted profit and loss display system, predicted profit and loss display method and program product - Google Patents

Abstract

The calculation mechanism (101) of the predicted profit and loss display system (S) of the present invention calculates the predicted profit and loss in the transaction. The generation mechanism (102) generates a predicted profit and loss image that changes the display state along a specific price axis based on the size of the predicted profit and loss. The display control mechanism (103) displays the predicted profit and loss image on the display mechanism.

Description

Predicted profit and loss display system, predicted profit and loss display method and program product

The present disclosure relates to a predicted profit and loss display system, a predicted profit and loss display method and a program product.

Previously, there is a known technology for displaying the predicted profit and loss in a transaction. For example, in option trading, the predicted profit and loss of the transaction is displayed in a profit and loss graph with the price of the underlying asset as the horizontal axis and the predicted profit and loss as the vertical axis. In the profit and loss graph, the relationship between the price of the underlying asset and the predicted profit and loss is correctly displayed. In addition, for example, as a display of the change in the price of a traded stock, a stock price graph with time as the horizontal axis and the price of the traded stock as the vertical axis is also known. The change in the price of the underlying asset of option trading is displayed in the stock price graph of the underlying asset. For example, Patent Document 1 describes a user interface that displays the profit and loss graph and the stock price graph in association with each other by displaying them adjacently. [Prior art literature] [Patent literature]

[Patent Document 1] Japanese Patent Publication No. 2018-530087

[The problem the invention is trying to solve]

The user interface of Patent Document 1 displays the predicted profit and loss of a specific date on the profitability result axis by placing a profitability result axis that is different from the price axis (vertical axis) and parallel to the time axis (horizontal axis) at the top of the graph. This user interface does not allow for intuitive grasp of the size of the predicted profit and loss in a transaction and is not user-friendly.

The purpose of this disclosure is to intuitively and easily display the size of the predicted profit and loss in the transaction. [Technical means to solve the problem]

The predicted profit and loss display system disclosed herein includes: a calculation mechanism that calculates the predicted profit and loss in a transaction; a generation mechanism that generates a predicted profit and loss image that changes the display state along a specific price axis based on the size of the predicted profit and loss; and a display control mechanism that displays the predicted profit and loss image on the display mechanism.

The predicted profit and loss display method disclosed herein includes: a calculation step, which calculates the predicted profit and loss in the transaction; a generation step, which generates a predicted profit and loss image that changes the display state along a specific price axis based on the size of the above-mentioned predicted profit and loss; and a display control step, which displays the above-mentioned predicted profit and loss image on a display mechanism.

The program product disclosed herein is used to enable a computer to function as the following mechanisms: a calculation mechanism that calculates the predicted profit and loss in a transaction; a generation mechanism that generates a predicted profit and loss image that changes the display state along a specific price axis based on the size of the above-mentioned predicted profit and loss; and a display control mechanism that displays the above-mentioned predicted profit and loss image on the display mechanism.

In one aspect of the present disclosure, the transaction is an option transaction; the calculation unit calculates the predicted profit and loss in the option transaction; and the generation unit changes the display aspect of the predicted profit and loss image along the price axis based on the size of the predicted profit and loss in the option transaction.

In one aspect of the present disclosure, the generating mechanism changes the display aspect of the predicted profit and loss image along the price axis showing the price of the underlying asset in the option transaction.

In one aspect of the present disclosure, the calculation unit calculates the predicted profit or loss corresponding to the price of the underlying asset in the option transaction.

As one aspect of the present disclosure, the display control mechanism displays the stock price graph and the predicted profit and loss image side by side on the display mechanism in a manner that the price axis of the stock price graph of the underlying asset in the option transaction is consistent with the price axis of the predicted profit and loss image.

As in one aspect of the present disclosure, the calculation unit calculates the temporal changes of the predicted profit and loss; the generation unit changes the display aspect of the predicted profit and loss image along a time axis orthogonal to the price axis based on the temporal changes of the size of the predicted profit and loss.

In one aspect of the present disclosure, the generating mechanism determines the width of the time axis of the predicted profit and loss image based on the length of the period from the option transaction to the expiration date.

In one aspect of the present disclosure, the display control mechanism displays the stock price graph and the predicted profit and loss image side by side on the display mechanism in a manner that the time axis of the stock price graph of the underlying asset in the option transaction is consistent with the time axis of the predicted profit and loss image.

In one aspect of the present disclosure, the generating mechanism determines the width of the predicted profit and loss image in the time axis direction based on the length of the period corresponding to the width of the K-line in the time axis direction in the stock price chart.

As in one aspect of the present disclosure, the display control mechanism displays a specific image in a manner that displays at least one of the upper limit value of the predicted profit and the lower limit value of the predicted loss at the expiration of the above-mentioned option transaction on the price axis of the above-mentioned predicted profit and loss image; based on the movement operation performed by the user, the above-mentioned specific image is moved along the above-mentioned price axis; the above-mentioned predicted profit and loss display system further includes a changing mechanism that changes the order content in the above-mentioned option transaction based on the above-mentioned movement operation; the above-mentioned calculation mechanism calculates the above-mentioned predicted profit and loss based on the changed order content; and the above-mentioned generation mechanism generates the above-mentioned predicted profit and loss image based on the changed order content.

In one aspect of the present disclosure, the calculation unit calculates the predicted profit and loss based on at least one of the scenario and strategy in the option transaction specified by the user.

As one aspect of the present disclosure, the generating mechanism generates the predicted profit and loss image based on a threshold value related to the predicted profit and loss size specified by the user.

As one aspect of the present disclosure, the generating unit generates the predicted profit and loss image based on a color related to the size of the predicted profit and loss specified by the user.

As in one aspect of the present disclosure, the generating mechanism changes at least one of the color and density of the predicted profit and loss image based on the size of the predicted profit and loss.

As one aspect of the present disclosure, the predicted profit and loss image is a quadrilateral image having sides parallel to the price axis; the generating mechanism changes the display aspect in the quadrilateral based on the size of the predicted profit and loss. [Effect of the invention]

According to the present disclosure, the size of the predicted profit or loss in a transaction can be displayed intuitively and easily.

[1. Overall structure of the predicted profit and loss display system] Below, an example of the implementation form of the predicted profit and loss display system disclosed in the present invention is described. FIG1 is a diagram showing the overall structure of the predicted profit and loss display system. As shown in FIG1, the predicted profit and loss display system S includes a server 10 and a user terminal 20, which are connected to a network N such as the Internet or a LAN (Local Area Network). In addition, in FIG1, each of the server 10 and the user terminal 20 is shown, but they can also be multiple.

The server 10 is a server computer. For example, the server 10 includes a control unit 11, a memory unit 12, and a communication unit 13. The control unit 11 includes at least one processor. The control unit 11 performs processing according to the program or data stored in the memory unit 12. The memory unit 12 includes a main memory unit and an auxiliary memory unit. For example, the main memory unit is a volatile memory such as RAM (Random Access Memory), and the auxiliary memory unit is a non-volatile memory such as ROM (Read Only Memory), EEPROM (Electronically Erasable and Programmable Read Only Memory), flash memory, or hard disk. The communication unit 13 is a communication interface for wired communication or wireless communication, and performs data communication via the network N.

The user terminal 20 is a computer operated by the user. For example, the user terminal 20 is a personal computer, a portable information terminal (including a tablet computer and a wearable terminal), or a mobile phone (including a smart phone). For example, the user terminal 20 includes a control unit 21, a memory unit 22, a communication unit 23, an operation unit 24, and a display unit 25. The physical structure of the control unit 21, the memory unit 22, and the communication unit 23 can also be the same as the control unit 11, the memory unit 12, and the communication unit 13, respectively. The operation unit 24 is an input device, that is, a position pointing device such as a touch panel or a mouse, a keyboard, or a button. The display unit 25 is, for example, a liquid crystal display unit or an organic EL (Electro-Luminescence) display unit.

In addition, the programs and data described as being stored in the memory units 12 and 22 can also be supplied via the network N. Furthermore, the hardware configurations of the server 10 and the user terminal 20 are not limited to the above examples, and various hardware can be applied. For example, it can also include a reading unit for reading computer-readable information storage media (such as a CD drive or a memory card slot) or an input/output unit for inputting and outputting data with an external device (such as a USB (Universal Serial Bus) port). For example, the programs or data stored in the information storage medium can also be supplied to each computer via the reading unit or the input/output unit.

[2. Overview of the Forecasted Profit and Loss Display System] In the Forecasted Profit and Loss Display System S, the predicted profit and loss of the transaction is calculated. A transaction is the buying and selling of a transaction object, such as a stock transaction. The transaction object is the object of the transaction, such as the stock that is the object of the stock transaction. The transaction object can also be called the commodity in the transaction.

In this embodiment, option trading is explained as an example of a transaction. Option trading involves buying and selling the right to buy the underlying asset (call option) or the right to sell the underlying asset (put option) at a predetermined exercise price until the predetermined expiration date, at a specific price called the premium or option price. Therefore, in this embodiment, the option as the object of option trading is equivalent to the object of transaction. In addition, the predicted profit and loss display system S can also be applied to other transactions besides option trading. The application examples of other transactions are explained in the following variation examples.

In addition, in this embodiment, Nikkei 225 options are explained as an example of option trading. In this case, the right to buy or sell the Nikkei Stock Average is equivalent to the transaction object. For details of Nikkei 225 options, please refer to the website of the securities company (for example, https://www.rakuten-sec.co.jp/web/fop/option/guide/beginner_intro.html). In addition, option trading is not limited to Nikkei 225 options, and can also be any option trading in Japan or other countries.

For example, the user uses a browser or application installed on the user terminal 20 to access the server 10 and utilizes financial services provided by the securities company that manages the server 10. If the user performs a specific operation based on the browser or application, the order screen for placing an order in option trading is displayed on the display unit 25.

Figure 2 is a diagram showing an example of an order screen. As shown in Figure 2, the display area A1 of the order screen G is an area for displaying a stock price chart. As shown in Figure 2, the stock price chart shows the time-series changes of the underlying asset in the option transaction, that is, the Nikkei Stock Average. The stock price chart itself can be applied to various well-known charts. In the example of Figure 2, the vertical axis is the price axis and the horizontal axis is the time axis. In addition, although it is omitted in Figure 2, the transaction volume at each time point shown on the time axis can also be displayed below the stock price chart.

Display area A2 is an area for selecting scenarios in option trading. Scenario means the general trend of the Nikkei Stock Average. For example, the scenario is a trend related to the ups and downs of the Nikkei Stock Average, a trend related to the amount of change of the Nikkei Stock Average, or a combination of these. In the example of Figure 2, four scenarios are prepared: "Nikkei Stock Average rises", "Nikkei Stock Average falls", "Nikkei Stock Average fluctuates greatly", and "Nikkei Stock Average has almost no fluctuation". In display area A2, an input field for entering the expiration time in option trading can also be displayed.

Display area A3 is an area for selecting a strategy corresponding to the situation. Strategy refers to the order placement method in option trading. In option trading, there are four basic order placement methods, namely "buy call options", "sell call options", "buy put options", and "sell put options". Strategy includes at least one basic order placement method. For example, there is a strategy with only one order placement method, a strategy with a combination of multiple order placement methods, or a strategy with a combination of the same order placement method. The strategy itself in option trading can apply well-known strategies, and its specific examples are expected to refer to the above-mentioned website of the securities company, etc.

Display area A4 is an area for displaying the dashboard corresponding to the strategy selected by the user. The dashboard is a list of buy orders and sell orders in option trading. The dashboard displays the sell quantity and buy quantity of each premium (price) in option trading.

Display area A5 is an area for inputting the order content of option trading. The order content corresponding to the strategy selected by the user is displayed in display area A5. For example, information such as the name of the so-called trading stock, current price, previous day ratio, buying and selling quantity, premium (price), market, execution quantity condition, and execution time condition is displayed in display area A5. In addition, for example, a button for changing the quantity, a button for changing the premium, a button for executing the order, and a button for canceling the order are displayed in display area A5. In the example of Figure 2, since the user has not selected a scenario, it is assumed that nothing is displayed in display areas A3 to A5.

FIG3 is a diagram showing an example of a single screen G when a user selects a scenario. As shown in FIG3, when a user selects a scenario, a strategy corresponding to the scenario is retrieved and displayed in a display area A3. In this embodiment, the combination of scenarios and strategies is prepared in advance by the securities company, but the user can also specify a combination of order placement methods and freely create a strategy.

In the example of Figure 3, since the user has selected the scenario of "Nikkei Average rises", the strategies that make a profit when the Nikkei Average rises are displayed in the display area A3. For example, the strategy of "expected rise + stop loss" of "buying call options" and the strategy of "expected rise + take profit + stop loss" of combining "buying call options" and "selling call options" are displayed. The user can select any strategy from the strategies displayed in the display area A3.

Figure 4 is a diagram showing an example of the order screen G when the user selects a strategy. As shown in Figure 4, if the user selects a strategy, the corresponding board for the strategy is displayed in the display area A4. In the screen example of Figure 4, because the user selects the strategy of "expected increase + take profit + stop loss", the corresponding board for the strategy is displayed in the display area A4. The strategy is a combination of "buy call option" and "sell call option". If a "sell call option" with a higher strike price than the underlying asset price ("21750 yen" in Figure 4) is combined with a "sell call option" with a lower strike price than the underlying asset price ("19750 yen" in Figure 4), the call boards corresponding to these strike prices are displayed in display area A4.

In addition, buttons for placing orders corresponding to the strategy selected by the user are displayed in display area A5. In the example of FIG4, because the user selects the strategy of "expected increase + take profit + stop loss", buttons for "selling call options" (order "No.1" in FIG4) and "buying call options" (order "No.2" in FIG4) are displayed in display area A5. The user can specify the premium or order quantity by selecting the button displayed in display area A5 or entering the value into the input field. The user can also specify the order content such as the execution quantity condition or the execution time condition.

In this embodiment, the predicted profit and loss corresponding to the strategy selected by the user is calculated, and the predicted profit and loss image I showing the calculation result is displayed in the display area A1. In the predicted profit and loss image I, the same price axis and time axis as the stock price chart are set. In the example of FIG. 4, the width (vertical width) of the price axis direction of the predicted profit and loss image I is shown to be the same as the width (vertical width) of the price axis direction of the stock price chart, but the widths may be different. Through the operation of the user, the price axis and the time axis can also be enlarged or reduced (the scale of each price axis and the time axis can be changed).

In the predicted profit and loss image I, the predicted profit and loss corresponding to the current order content is expressed by the difference in color and density (density). In Figure 4, the difference in color is expressed in a stylized manner by the difference in pattern, and the density is expressed by the density of the pattern. For example, the dot pattern of Figure 4 is set to red, and the diagonal line pattern is set to blue. In the predicted profit and loss image I, the greater the predicted profit, the darker the red becomes (in the diagram, the density of the dot pattern becomes higher), and the greater the predicted loss, the darker the blue becomes (in the diagram, the density of the diagonal line pattern becomes higher). That is, the greater the absolute value of the predicted profit and loss, the darker the color becomes. In the case of neither profit nor loss, the color is white (in the diagram, it is a state without a pattern).

In option trading, the expected loss changes according to the exercise price and the Nikkei Stock Average, so the color and density of the expected profit and loss graph I change along the price axis. In addition, the premium in option trading changes according to the remaining period until expiration, for example. If the user settles before expiration, the premium at the time of placing the option order and the premium at the time of settlement will be generated. Therefore, the color and density of the expected profit and loss graph I change not only along the price axis but also along the time axis. In this embodiment, the theoretical price of the premium before maturity is calculated through simulation of the Black-Scholes model, and the color and density of the predicted profit and loss image I are determined based on the calculation result.

The example in Figure 4 shows the predicted profit and loss graph I when the strategy of "vertical bull call spread" is selected to combine "sell call options" with relatively high exercise prices and "buy call options" with relatively low exercise prices. In this strategy, the loss can be limited instead of giving up the profit generated by the price of the underlying asset rising above a certain price. Therefore, the profit above a certain price becomes the same, and the color above becomes the same as the dark color. Similarly, the loss below a certain price becomes the same, and the color below becomes the same as the dark color.

As shown in Figure 4, near the predicted profit and loss graph I, there are displayed sliders SL1 that show the maximum profit at maturity (the upper limit of the expected profit) and sliders SL2 that show the maximum loss at maturity (the lower limit of the expected loss). For example, slider SL1 is red (dots on the graph) to show profit, and slider SL2 is blue (slashes on the graph) to show loss. When the loss remains unchanged, the color is the same as the dark color. For example, above the position at maturity indicated by slider SL1 (21,750 yen in Figure 4), the profit remains unchanged, so the color is the same as the dark color. Below the position at maturity indicated by slider SL2 (19,750 yen in Figure 4), the loss remains unchanged, so the color is the same as the dark color.

In the following description, when sliders SL1 and SL2 are not distinguished, they are simply recorded as slider SL. Slider SL is displayed when a profit-fixed or loss-fixed strategy is selected. The user can change the maximum profit or loss by moving slider SL up or down. In this embodiment, the slider SL is described as moving in units of 1 yen, but the movement unit of slider SL can also be any other unit. In addition, since slider SL displays the maximum profit or loss at maturity, the profit or loss during the period may be lower than the loss displayed by slider SL, and may be higher than the profit displayed by slider SL.

If the maximum profit or loss changes due to the movement of the slider SL, the exercise price also changes accordingly. The exercise price becomes the nearest price to the position indicated by the slider SL. If the slider SL moves, the predicted profit or loss also changes, so the display of the predicted profit or loss image I is also updated. The display of the predicted profit or loss image I can also be dynamically updated during the movement of the slider SL (for example, while dragging the slider SL) or after the movement of the slider SL (for example, after dragging the slider SL). If the exercise price changes, the display of the display areas A4 and A5 is also updated.

In addition, in the display of the order screen G, the Nikkei average index or the premium may change, and the predicted profit and loss may also change according to such changes. Therefore, the latest predicted profit and loss may also be calculated, and the display of the predicted profit and loss image I may be updated in a manner to display the latest predicted profit and loss. The latest predicted profit and loss may be calculated according to the user's operation, or may be calculated periodically.

The user confirms the information displayed in the order screen G and decides the order content for the option transaction. The user operates the button in the display area A5, enters the order content and executes the order. When the user changes the scenario, other strategies corresponding to the scenario are displayed in the display area A3. If the user selects another strategy, the display of the display areas A1, A4, and A5 are also updated according to the strategy. For example, the predicted profit and loss corresponding to the other strategy selected by the user is calculated, and the display of the predicted profit and loss image I is updated.

Figure 5 is a diagram showing the change of the predicted profit and loss graph I when the user changes the strategy. In the example of Figure 5, the change of the predicted profit and loss graph I is shown when the user selects the strategy of "Call Long Spread Strategy", then the strategy of "Long Strangle Position", and then the strategy of "Short Strangle Position". The Nikkei Average and the premium between the predicted profit and loss graphs I shown in Figure 5 are unchanged.

A "long stranglehold" is a strategy that combines "long call options" and "long put options" with strike prices that are the same as the underlying asset price. A "long stranglehold" is based on the strike price. Regardless of whether the underlying asset price fluctuates up or down, the greater the fluctuation, the greater the profit. The maximum profit of a "long stranglehold" is unlimited, and the maximum loss is limited to the situation where the underlying asset price and the strike price are the same at maturity.

Therefore, the predicted profit and loss graph I of the "Long Strangled Position" is that the farther the price of the underlying asset is from the time of placing the order, the darker the red becomes (the density of dots on the graph becomes higher), and the closer the price of the underlying asset is to the time of placing the order, the darker the blue becomes (the density of diagonal lines on the graph becomes higher). In the meantime, the color intensity gradually changes between red and blue. The color and intensity in the time axis direction change according to the predicted value of the premium. In addition, the condition for the maximum loss of the "Long Strangled Position" is 1 (the case where the price of the underlying asset and the exercise price are the same at maturity), and the slider SL is not displayed because the exercise price is fixed.

A "short strangle position" is a strategy that combines "sell call options" with an exercise price higher than the price of the underlying asset with "sell put options" with an exercise price lower than the price of the underlying asset. A "short strangle position" is profitable if the price of the underlying asset moves within the call and put exercise prices (almost no movement). The maximum profit of a "short strangle position" is limited to the situation where the price of the underlying asset moves within the call and put exercise prices, and the maximum loss is unlimited.

Therefore, the predicted profit and loss graph I of the "short stranglehold position" is that the closer to the underlying asset price at the time of placing the order, the darker the red becomes (the density of dots on the graph becomes higher), and the farther from the underlying asset price at the time of placing the order, the darker the blue becomes (the density of diagonal lines on the graph becomes higher). In the meantime, the color intensity gradually changes between red and blue. The color and intensity in the time axis direction change according to the predicted value of the premium. The "short stranglehold position" can use sliders SL3 and SL4 to change the underlying asset price at maturity when the maximum profit is obtained. The exercise price changes in accordance with sliders SL3 and SL4.

As shown above, the forecast profit and loss display system S calculates the time series change of the forecast profit and loss corresponding to the scenario and strategy selected by the user, and according to the calculation result, the color and density of the forecast profit and loss image I are different along the price axis and the time axis. In this way, the size of the forecast profit and loss in the option transaction is displayed intuitively and easily. The following is a description of the details of the forecast profit and loss display system S.

[3. Functions implemented by the predicted profit and loss display system] FIG. 6 is a functional block diagram showing an example of functions implemented by the predicted profit and loss display system S. In this embodiment, the functions implemented by each of the server 10 and the user terminal 20 are described.

[3-1. Functions implemented by the server] The server 10 includes a data storage unit 100, a calculation unit 101, a generation unit 102, a display control unit 103, and a change unit 104. The storage unit 12 is mainly implemented by the data storage unit 100, and the control unit 11 is mainly implemented by each of the calculation unit 101, the generation unit 102, the display control unit 103, and the change unit 104.

[Data storage unit] The data storage unit 100 stores the data required to display the order screen G. In this embodiment, the stock price database DB1 and the options market database DB2 are described as an example of the data. In addition, the information stored in each of the stock price database DB1 and the options market database DB2 can be used in a well-known database, so the diagram is omitted.

The stock price database DB1 is a database for storing data related to the time series changes in the stock price of the stocks traded as the target of option trading. In this embodiment, the stock price database DB1 is used to display the stock price graph in the display area A1. The stock price database DB1 is regularly updated to reflect the latest stock price.

The options market situation database DB2 is a database for storing data related to the current market situation of options trading. In the options market situation database DB2, the current market situation is displayed for each trading stock that is the object of options trading. For example, in the options market situation database DB2, information such as the current price of the premium, the previous day's premium, the previous day's closing price of the premium, the quantity sold, and the quantity bought are stored according to the exercise price. The options market situation database DB2 is used to display the predicted profit and loss image I of the display area A1 and the billboard display of the display area A4. The options market situation database DB2 is regularly updated in a manner that reflects the latest market situation.

In addition, the data stored in the data storage unit 100 is not limited to the above examples. For example, the data storage unit 100 may also store a user database, which stores basic information of users who have completed the use login. Also, for example, the data storage unit 100 may also store an order database, which stores the order content of users in option trading. Also, for example, the data storage unit 100 may also store a database that associates situations with strategies. Also, for example, the data storage unit 100 may also store image data of each image in the order screen G.

[Calculation unit] The calculation unit 101 calculates the predicted profit and loss in the transaction. The predicted profit and loss means at least one of the loss and profit predicted in the transaction. In the case where the predicted profit and loss changes according to the price in the transaction, the calculation unit 101 calculates the predicted profit and loss corresponding to the price. The predicted profit and loss corresponding to the price means the predicted profit and loss in the case of trading at the price. The predicted profit and loss is the predicted loss amount or profit amount. The predicted profit and loss can be calculated based on a pre-set calculation formula, and the calculation formula can be a calculation formula corresponding to the transaction to which the predicted profit and loss display system S is applied.

In this embodiment, the transaction is an option transaction, so the calculation unit 101 calculates the predicted profit and loss in the option transaction. In the option transaction, the predicted profit and loss changes according to the premium of the option, so the calculation unit 101 calculates the predicted profit and loss corresponding to the premium in the option transaction.

In option trading, the predicted profit or loss at maturity changes according to the price of the Nikkei Stock Average at maturity, so the calculation unit 101 calculates the predicted profit or loss corresponding to the price of the Nikkei Stock Average (underlying asset) in option trading. For example, the calculation unit 101 calculates the predicted profit or loss per 1 yen from the price of the lower limit value of the price axis of the predicted profit or loss graph I (19,000 yen in the example of Figures 2 to 4) to the price of the upper limit value of the price axis of the predicted profit or loss graph I (23,000 yen in the example of Figures 2 to 4).

In addition, the calculation unit 101 may calculate the predicted profit and loss in any other unit. The unit is a price equivalent to 1 pixel in the price axis direction (vertical direction) of the predicted profit and loss image I. In addition, the upper limit value and the lower limit value of the price axis of the predicted profit and loss image I may not be consistent with the upper limit value and the lower limit value of the price axis of the stock price chart.

The calculation unit 101 can calculate the predicted profit and loss at any time point. The calculation unit 101 only needs to calculate the predicted profit and loss at at least one time point, for example, it can also only calculate the predicted profit and loss at the time of maturity. In addition, for example, the calculation unit 101 can only calculate the predicted profit and loss at one time point earlier than the time of maturity. In this embodiment, the calculation unit 101 calculates the predicted profit and loss at each of a plurality of time points within a specific period including the time of maturity.

The calculation method of the estimated profit and loss in option trading itself can use a well-known calculation formula. For example, the calculation unit 101 calculates the estimated profit and loss of "buying a call option" at maturity using the calculation formula of "underlying asset price at maturity - exercise price - premium". For another example, the calculation unit 101 calculates the estimated profit and loss of "selling a call option" at maturity using the calculation formula of "exercise price - underlying asset price at maturity + premium". For another example, the calculation unit 101 calculates the estimated profit and loss of "buying a put option" at maturity using the calculation formula of "exercise price - underlying asset price at maturity - premium". For another example, the calculation unit 101 calculates the predicted profit or loss of "selling a put option" at maturity using the calculation formula "price of the underlying asset at maturity - exercise price + premium".

In this embodiment, in addition to the predicted profit and loss at maturity, the predicted profit and loss at the mid-term is also displayed on the predicted profit and loss image I, so the calculation unit 101 calculates the time series change of the predicted profit and loss. The mid-term means a time point earlier than the maturity. That is, the period from the current time point to maturity except the maturity is the mid-term. In option trading, the calculation method of the predicted profit and loss at maturity and mid-term is different. In the case of the user settling at the mid-term, the profit and loss corresponding to the option premium is generated.

For example, the calculation unit 101 calculates the estimated profit and loss of "buying a call option" during the period by the calculation formula of "theoretical price of premium - premium at the time of order placement". For another example, the calculation unit 101 calculates the estimated profit and loss of "selling a call option" during the period by the calculation formula of "premium at the time of order placement - theoretical price of premium". For another example, the calculation unit 101 calculates the estimated profit and loss of "buying a put option" during the period by the calculation formula of "theoretical price of premium - premium at the time of order placement". For another example, the calculation unit 101 calculates the estimated profit and loss of "selling a put option" during the period by the calculation formula of "premium at the time of order placement - theoretical price of premium".

The theoretical price of the premium is the predicted price of the premium in the interim period. The method of calculating the theoretical price of the premium itself can use a well-known simulation method, such as the Black-Scholes model or the Monte Carlo method.

The calculation unit 101 calculates the predicted profit and loss for each of the plurality of time points during the period. The calculation unit 101 may calculate the predicted profit and loss for the entire period during the period, or may calculate the predicted profit and loss for only a part of the period during the period. The calculation unit 101 calculates the predicted profit and loss according to a specific time unit during the period. The time unit is a period corresponding to one pixel in the time axis direction (horizontal direction) of the predicted profit and loss image I.

In this embodiment, the time unit is described as being consistent with the time unit of the K-line in the stock price chart, but the time unit for calculating the predicted profit and loss can also be any unit. For example, the calculation unit 101 can also calculate the predicted profit and loss based on 1 day, several hours, or several days regardless of the K-line. The calculation unit 101 only needs to calculate the predicted profit and loss based on a specific time unit from the start time point of the time axis of the predicted profit and loss image I (the current time point in the example of Figures 2-4) to the end time point of the time axis of the predicted profit and loss image I (the expiration time in the example of Figures 2-4).

For example, the calculation unit 101 calculates the predicted profit and loss based on at least one of the scenario and strategy in the option transaction specified by the user. In this embodiment, the case where the user specifies both the scenario and the strategy is described, but the user may specify only the scenario or only the strategy. In the case where the user specifies only the scenario, one of the multiple strategies corresponding to the scenario specified by the user may be automatically selected. The calculation unit 101 calculates the predicted profit and loss based on the calculation formula corresponding to the scenario and strategy specified by the user.

In the case of a strategy that specifies a combination of four basic order placement methods, the calculation unit 101 calculates the predicted profit and loss based on each calculation formula of the combination of order placement methods used by the strategy. For example, in the case of selecting the strategy of "Call Long Spread Strategy", the calculation unit 101 calculates the predicted profit and loss at maturity and mid-term based on the calculation formula of "Buy Call Option" and the calculation formula of "Sell Call Option". The exercise price may use the exercise price of the option included in the order content corresponding to the strategy selected by the user, may use the value specified by the user, or may use a preset value that is set in advance.

For another example, when the strategy of "long stranglehold" is selected, the calculation unit 101 calculates the estimated profit and loss at maturity and during the period based on the calculation formula of "buy call option" and the calculation formula of "buy put option". The exercise price may be the exercise price of the option included in the order content corresponding to the strategy selected by the user, or the value of the Nikkei Average at the current time, or a value slightly above or below the value.

For example, when the strategy of "short stranglehold" is selected, the calculation unit 101 calculates the estimated profit and loss at maturity and during the period based on the calculation formula of "selling call option" and the calculation formula of "selling put option". The exercise price may be the exercise price of the option included in the order content corresponding to the strategy selected by the user, or may be a value specified by the user, or may be a preset value set in advance.

The same is true for the case where other strategies are selected. The calculation unit 101 only needs to calculate the predicted profit and loss at maturity and mid-term based on the calculation formula of the basic order method included in the selected strategy. If it is a strategy that combines the same order method, the calculation unit 101 only needs to calculate the predicted profit and loss at maturity and mid-term based on the calculation formula of the same order method after making the exercise price different. In the case where the user specifies the quantity, the calculation unit 101 only needs to calculate the predicted profit and loss based on the quantity specified by the user.

In addition, when the user changes the order content, the calculation unit 101 further calculates the predicted profit and loss based on the changed order content. The calculation unit 101 further calculates the predicted profit and loss based on the changed order content.

[Generation unit] The generation unit 102 generates a predicted profit and loss image I with different display modes along a specific price axis based on the size of the predicted profit and loss. In this embodiment, the price axis is described as being vertical, but the price axis can be set in any direction within the screen. For example, the price axis can be horizontal or diagonal. In addition, the price axis can be in a downward direction instead of an upward direction.

The display aspect refers to the appearance of the predicted gain/loss image I. For example, the display aspect is at least one of color, tint, brightness, transparency, pattern, and density of the pattern. In other words, the display aspect can also be called a pixel value (if it is an RGB image, it is set to R value, G value, and B value). The situation where the pixel value is different without changing the shape of the predicted gain/loss image I is equivalent to making the display aspect different. In this embodiment, the situation where color and tint are equivalent to the display aspect is described. The shape of the predicted gain/loss image I does not change according to the predicted gain/loss, and the color and tint of the predicted gain/loss image I change according to the predicted gain/loss.

Making the display aspect along the price axis does not mean changing the display aspect along the price axis. The predicted profit and loss image I becomes a display aspect corresponding to the size of the predicted profit and loss corresponding to the price displayed on the price axis. That is, the predicted profit and loss image I gradually changes the display aspect along the price axis. The relationship between the predicted profit and loss and the display aspect only needs to be preset. In this embodiment, it is explained that the larger the predicted profit, the darker the red becomes, and the larger the predicted loss, the darker the blue becomes, but the relationship between the predicted profit and loss and the display aspect is not limited to the example of this embodiment.

For example, in the case of expressing the predicted profit and loss with one color, the color may become darker as the predicted profit increases, and the color may become lighter as the predicted loss increases. On the contrary, the color may become lighter as the predicted profit increases, and the color may become darker as the predicted loss increases. In addition, for example, the predicted profit and loss may be expressed in multiple colors. In this case, the color intensity may be used, such as red when the predicted profit is the upper limit, and vermilion, orange, and yellow each time the predicted profit decreases. In addition, for example, at least one of the brightness, transparency, pattern, and pattern density may be gradually changed according to the predicted profit and loss.

In this embodiment, since option trading is listed, the generation unit 102 makes the display state of the predicted profit and loss image I different along the price axis based on the size of the predicted profit and loss in the option trading. The generation unit 102 makes the display state of the predicted profit and loss image I different along the price axis that displays the price of the Nikkei Stock Average (underlying asset) in the option trading. The generation unit 102 only needs to make at least one of the color and the density of the predicted profit and loss image I different based on the size of the predicted profit and loss, and may also make only one of the color and the density different.

In addition, in the present embodiment, the predicted profit and loss image I is described as a quadrilateral having sides parallel to the price axis, more specifically, a rectangular image that is longer along the price axis, but the predicted profit and loss image I can also be any shape. For example, the predicted profit and loss image I can also be a square, a triangle, a polygon with more than a pentagon, a circle, or an ellipse. The generating unit 102 makes the display mode in the quadrilateral different based on the size of the predicted profit and loss.

FIG7 is a diagram showing a method for generating a predicted profit and loss image I. In FIG7 , the time axis is set to t, the price axis is set to p, and an arbitrary pixel in the predicted profit and loss image I is set to I(t, p). The predicted profit and loss image I is a rectangle with pixels I(t ₀ , p _L ), pixels I(t ₀ , p _H ), pixels I(t ₁ , p _L ), and pixels I(t ₁ , p _H ) as vertices. p _L is the lower limit value of the target asset price displayed by the predicted profit and loss image I. p _H is the upper limit value of the target asset price displayed by the predicted profit and loss image I. t ₀ is the earliest time point in the period displayed by the predicted profit and loss image I. As shown in this embodiment, when the predicted profit and loss image I is displayed when the order is placed, _t0 shows the order placement time (current time point). _t1 is the expiration time.

In this embodiment, the predicted gain or loss is calculated for each pixel I (p, t) in the predicted gain or loss image I. The generation unit 102 determines the color and density for each pixel I (p, t) based on the predicted gain or loss. In this embodiment, the relationship between the predicted gain or loss and the color and density is set in such a way that the greater the predicted gain, the darker the red color becomes, and the greater the predicted loss, the darker the blue color becomes. Therefore, the generation unit 102 determines the color and density associated with the predicted gain or loss corresponding to the pixel I (p, t) as the color and density of the pixel I (p, t) for all pixels I (p, t), and generates the predicted gain or loss image I.

As described above, the generating unit 102 makes the display state of the predicted profit and loss image I different along the time axis orthogonal to the price axis based on the time series change of the size of the predicted profit and loss. Like the price axis, the time axis can also be in any direction as long as the intersection angle with the time axis is 90°. Making the display state different along the time axis means changing the display state along the time axis. The predicted profit and loss image I becomes the display state corresponding to the size of the predicted profit and loss corresponding to the time point displayed on the time axis. That is, the predicted profit and loss image I gradually changes the display state along the time axis.

Furthermore, the generation unit 102 determines the width of the predicted profit and loss graph I in the time axis direction based on the length of the period until the expiration in the option transaction. The length is the length of the period. The generation unit 102 determines the width of the predicted profit and loss graph I in such a way that the longer the period until the expiration, the longer the predicted profit and loss graph I becomes in the time axis direction. The horizontal width of the predicted profit and loss graph I (the distance between _t0 and _t1 in FIG. 7) is proportional to the period until the expiration. If the time unit for calculating the predicted profit and loss (the time for displaying 1 pixel of the predicted profit and loss image I) is set to Δt, the horizontal width of the predicted profit and loss image I becomes the length of the period divided by the pixels of Δt.

In addition, the generating unit 102 may also determine the width of the time axis direction of the predicted profit and loss image I based on the length of the period corresponding to the width of the K-line in the time axis direction in the stock price chart. That is, the generating unit 102 may also make the time unit of the K-line consistent with the time unit of the predicted profit and loss image I. For example, if 1 pixel of the horizontal width of the K-line is displayed for 1 day, 1 pixel of the horizontal width of the predicted profit and loss image I may also be displayed for 1 day. In the case where the user changes the time unit of the K-line, the predicted profit and loss image I may be generated again.

In this embodiment, since the user can change the order content, when the user changes the order content, the generating unit 102 generates the predicted profit and loss image I based on the changed order content. That is, the generating unit 102 generates the predicted profit and loss image I showing the predicted profit and loss each time the user specifies the order content.

[Display control unit] The display control unit 103 displays the predicted profit and loss image I on the display unit 25. The display control unit 103 sends the image data of the predicted profit and loss image I to the user terminal 20, thereby displaying the predicted profit and loss image I on the display unit 25.

In this embodiment, the display control unit 103 displays the stock price chart and the predicted profit and loss image I side by side on the display unit 25 in such a way that the price axis of the stock price chart of the underlying asset in the option transaction is consistent with the price axis of the predicted profit and loss image I. Axis consistency means that the axes are oriented in the same direction. That is, the situation where the intersection angle of a certain axis with other axes is 0° is equivalent to the axes being consistent. In addition, the price axis of the stock price chart of the underlying asset and the price axis of the predicted profit and loss image I may also be slightly deviated instead of being consistent. The stock price chart only needs to be prepared based on the stock price database DB1, and the preparation method of the stock price chart itself can use a well-known method.

In addition, in the examples of Figures 2 to 4, the predicted profit and loss image I is shown to be arranged on the right side of the stock price graph, but the positional relationship between the stock price graph and the predicted profit and loss image I is not limited to the examples of Figures 2 to 4. For example, the heights of the stock price graph and the predicted profit and loss image I may not be consistent, and the heights may be slightly offset. In addition, for example, the predicted profit and loss image I may also be arranged on the left side of the stock price graph. In addition, the stock price graph and the predicted profit and loss image I may also be arranged side by side vertically or diagonally.

In this embodiment, the display control unit 103 displays the stock price graph and the predicted profit and loss image I side by side on the display unit 25 in such a way that the time axis of the stock price graph of the underlying asset in the option transaction is consistent with the time axis of the predicted profit and loss image I. In addition, the time axis of the stock price graph and the time axis of the predicted profit and loss image I may be slightly offset and not consistent. In addition, the time axis of the stock price graph and the time axis of the predicted profit and loss image I may be consistent, and the price axis of the stock price graph and the price axis of the predicted profit and loss image I may be inconsistent.

For example, the display control unit 103 displays the slider SL in a manner that displays at least one of the upper limit value of the predicted profit and the lower limit value of the predicted loss in the option transaction in the price axis of the predicted profit and loss image I. The slider SL is an example of a specific image. The specific image may also be other images such as a pointer or a cursor. The slider SL that displays the upper limit value of the predicted profit at maturity is displayed in the price axis at a position that indicates its upper limit value. The slider SL that displays the lower limit value of the predicted loss at maturity is displayed in the price axis at a position that indicates its lower limit value.

The display control unit 103 moves the slider SL along the price axis based on the movement operation performed by the user. The movement operation may be any operation for moving the slider SL, such as dragging and releasing, clicking, sliding, or tapping. The display control unit 103 moves the slider SL along the movement direction indicated by the movement operation. The slider SL may not be limited in the movement range, and may be moved within a specific range (e.g., the range of theoretical predicted profit and loss).

[Change section] The change section 104 changes the order content in option trading based on the movement operation of the slider SL. The change section 104 determines the price indicated by the slider SL as the exercise price and changes the order content. The change section 104 changes the exercise price based on the position of the slider SL in the price axis. In addition, when the user performs an operation to change the order content in the display area A5, the change section 104 changes the order content based on the operation.

[3-2. Functions implemented by the user terminal] The user terminal 20 includes a data storage unit 200, a receiving unit 201, and a display control unit 202. The storage unit 22 is mainly implemented by the data storage unit 200, and the control unit 21 is mainly implemented by each of the receiving unit 201 and the display control unit 200.

[Data memory unit] The data memory unit 200 stores data required to display the order screen G. For example, the data memory unit 200 stores a browser program for displaying the order screen G. Also, for example, the data memory unit 200 stores an application for utilizing a server provided by a securities company.

[Accepting Unit] Accepting unit 201 accepts the user's operation on order screen G based on the detection signal of operating unit 24. Accepting unit 201 sends data indicating the content of the operation accepted by operating unit 24 to server 10.

[Display control unit] The display control unit 202 displays the order screen G on the display unit 25. The display control unit 202 receives data for displaying the order screen G and displays the order screen G on the display unit 25.

[4. Processing performed by the predicted profit and loss display system] Figures 8 and 9 are flowcharts showing an example of processing performed by the predicted profit and loss display system S. The processing shown in Figures 8 and 9 is performed by the control unit 11 acting according to the program stored in the memory unit 12, and the control unit 21 acting according to the program stored in the memory unit 22. The processing described below is an example of processing performed by the functional block shown in Figure 6.

As shown in FIG8 , when the user terminal 20 accepts an operation for displaying the order screen G, it sends a display request for the order screen G to the server 10 (S1). When the server 10 receives the display request, it creates a stock price chart for a specific period (e.g., a period specified by the user) based on the stock price database DB1 (S2), and sends display data for the order screen G to the user terminal 20 (S3). The display data is data for displaying the order screen G. When the order screen G is displayed on a browser, the display data is HTML (HyperText Markup Language) data, and when the order screen G is displayed on an application, the display data may be data in a format corresponding to the application.

When the user terminal 20 receives the display data, the display unit 25 displays the order screen G (S4). At the time of S4, since the user has not selected a scenario, the order screen G becomes a state as shown in FIG. 2. The user selects any one of the four scenarios displayed in the display area A2. The user terminal 20 sends the identification information of the scenario selected by the user to the server 10 (S5). When the server 10 receives the identification information of the scenario, it sends the image data of the strategy corresponding to the scenario selected by the user to the user terminal 20 (S6). The image data is the image data of the profit and loss diagram corresponding to the strategy.

When the user terminal 20 receives the image data, the strategy corresponding to the situation selected by the user is displayed in the display area A3 (S7). The lower single screen G displayed in S7 becomes the state shown in FIG. 3. The user selects any one of the strategies displayed in the display area A3. The user terminal 20 sends the identification information of the strategy selected by the user to the server 10 (S8). When the server 10 receives the identification information of the strategy, it calculates the predicted profit and loss based on the option market database DB2 and the strategy selected by the user (S9).

In S9, the server 10 specifies at least one order method included in the strategy selected by the user from among the four basic order methods of "buy call option", "sell call option", "buy put option", and "sell put option". The server 10 calculates the time series change of the premium corresponding to the specified order method by simulation. The server 10 substitutes the exercise price and the premium into the calculation formula corresponding to the specified order method, and calculates the time series change of the predicted profit and loss at maturity and the predicted profit and loss during the period.

The server 10 generates a predicted profit and loss image I (S10) based on the predicted profit and loss calculated in S9. In S10, the server 10 generates a predicted profit and loss image I that expresses the predicted profit and loss changes of each underlying asset price at each time point by color and density along the price axis, and expresses the time series changes of the predicted profit and loss of each underlying asset price by color and density along the time axis.

The server 10 generates image data of a billboard displayed in the display area A4 based on the options market database DB2 (S11), and moves to FIG9 to generate image data of a button for placing an order in the display area A5 (S12). The server 10 sends the image data of the predicted profit and loss image I generated by S10, the image data of the billboard generated by S11, and the image data of the button generated by S12 to the user terminal 20 (S13). If the user terminal 20 receives the image data, the predicted profit and loss image I, etc. are displayed on the order screen G (S14). The order screen G displayed in S14 becomes the state shown in FIG4.

The user terminal 20 identifies the user's operation based on the detection signal of the operation unit 24 (S15). Here, the case where any one of the scenario selection operation of selecting another scenario, the strategy selection operation of selecting another strategy, the movement operation of moving the slider SL, or the order execution operation of executing an order is described. In the case where the user performs other operations, the processing corresponding to the other operations is executed. In addition, in the case of selecting a strategy that is not displayed on the slider SL, the movement operation is not performed.

When the user performs a scenario selection operation (S15: scenario selection operation), the process returns to S5, and the strategy corresponding to the other scenarios selected by the user is displayed in the display area A3. When the user performs a strategy selection operation (S15: strategy selection operation), the process returns to S8, and the predicted profit and loss image I corresponding to the other strategies selected by the user is displayed on the order screen G.

When the user performs a move operation (S15: move operation), the user terminal 20 moves the slider SL according to the move operation (S16), and sends the price indicated by the slider SL to the server 10 (S17). If the server 10 receives the price displayed by the slider SL, it recalculates the predicted profit and loss based on the price (S18), and returns to the processing of S10. In addition, if there is no need to update the display of the display areas A4 and A5, the subsequent processing of S11 and S12 is not executed. The predicted profit and loss image I showing the predicted profit and loss recalculated in S18 is sent to the user terminal 20 in the subsequent processing of S13, and is displayed on the user terminal 20 in the processing of S14.

When the user performs an order execution operation (S15: order execution operation), the user terminal 20 sends an order execution request (S19) including the user's order content to the server 10. The order execution request includes the order content input into the display area A5. If the server 10 receives the order execution request, it executes the user's order (S20), and ends this process.

According to the implementation form, the predicted profit and loss display system S can generate and display predicted profit and loss images I with different display modes along a specific price axis based on the size of the predicted profit and loss in the transaction, and can intuitively and easily display the size of the predicted profit and loss in the transaction. For example, as shown in the implementation form, by using the color and density of the predicted profit and loss image I to express the predicted profit and loss, it is easy to visually perceive the change of the predicted profit and loss, so a more intuitive interface can be set.

Furthermore, the predicted profit and loss display system S calculates the predicted profit and loss in the option transaction, and based on the size of the predicted profit and loss, makes the display state of the predicted profit and loss graph I different along the price axis, thereby making it possible to intuitively and easily display the size of the predicted profit and loss in the option transaction.

Furthermore, the forecast profit and loss display system S makes the display mode of the forecast profit and loss graph I different along the price axis showing the price of the underlying asset in the option transaction, thereby making it possible to intuitively and easily display the change of the forecast profit and loss along the price axis.

Furthermore, the forecast profit and loss display system S calculates the forecast profit and loss corresponding to the price of the underlying asset in the option transaction, and can display the forecast profit and loss corresponding to the price of the underlying asset in an intuitive and easy-to-understand manner.

Furthermore, the predicted profit and loss display system S displays the stock price graph and the predicted profit and loss image I side by side in such a way that the price axis of the stock price graph of the underlying asset in the option transaction is consistent with the price axis of the predicted profit and loss image I, thereby making it possible to display the correlation between the change in the price of the underlying asset and the predicted profit and loss in the option transaction, and to display the size of the predicted profit and loss in the option transaction more intuitively and easily.

Furthermore, the forecast profit and loss display system S makes the display mode of the forecast profit and loss graph I different along the time axis orthogonal to the price axis based on the time series changes of the size of the forecast profit and loss, thereby making it possible to display the time series changes of the forecast profit and loss during the period intuitively and easily.

Furthermore, the predicted profit and loss display system S determines the width of the predicted profit and loss image I in the time axis direction based on the length of the period until the expiration of the option transaction, thereby ensuring sufficient space for displaying the predicted profit and loss during the period. Furthermore, the length until the expiration can be displayed intuitively and easily from the width of the predicted profit and loss image I in the time axis direction.

Furthermore, the predicted profit and loss display system S displays the stock price chart and the predicted profit and loss image I side by side in a manner that aligns the time axis of the stock price chart with the time axis of the predicted profit and loss image I, thereby being able to display the correlation between the change in option prices and the predicted profit and loss in option transactions, and being able to display the size of the predicted profit and loss in option transactions more intuitively and easily.

Furthermore, the predicted profit and loss display system S determines the width of the predicted profit and loss image I in the time axis direction based on the length of the period corresponding to the width of the K-line in the time axis direction in the stock price chart, thereby making the time scales of the stock price chart and the predicted profit and loss image I consistent and able to be displayed more easily.

Furthermore, the predicted profit and loss display system S displays a slider SL in a manner that displays at least one of the upper limit value of the predicted profit and the lower limit value of the predicted loss at the expiration of the option transaction in the price axis of the predicted profit and loss image I, and moves the slider SL in the price axis direction based on the movement operation performed by the user, and changes the order content in the option transaction based on the movement operation, thereby facilitating the change of the order content. Furthermore, by updating the display of the order screen G according to the movement of the slider SL, a more user-friendly interface can be provided.

Furthermore, the predicted profit and loss display system S calculates the predicted profit and loss based on at least one of the scenario and strategy in the option transaction, thereby improving the convenience of the user.

Furthermore, the predicted profit and loss display system S makes at least one of the color and density of the predicted profit and loss image I different based on the size of the predicted profit and loss, thereby using more intuitive indicators such as color or density to display the predicted profit and loss.

Furthermore, the predicted profit and loss image I is a quadrilateral image having sides parallel to the price axis. The display pattern in the quadrilateral is different based on the size of the predicted profit and loss, thereby using the predicted profit and loss image I of a simple shape to be displayed intuitively and easily.

[5. Variations] In addition, this disclosure is not limited to the implementation forms described above. Appropriate changes can be made within the scope of the subject matter of this disclosure.

(1) For example, the user may specify a threshold for changing the density of the predicted gain/loss image I. For example, if the user wants to make the density of the predicted gain/loss image I more refined, the threshold may be set at a smaller scale, and if the user wants to make the density of the predicted gain/loss image I more coarse, the threshold may be set coarsely.

The generating unit 102 generates a predicted gain/loss image I based on a threshold value related to the size of the predicted gain/loss specified by the user. The generating unit 102 refers to the threshold value specified by the user when determining the color and density of each pixel I (p, t) in the predicted gain/loss image I. The generating unit 102 determines the color and density of the pixel I (p, t) based on the predicted gain/loss and the threshold value specified by the user.

According to variation (1), a predicted profit and loss image I is generated based on a threshold value related to the size of the predicted profit and loss specified by the user, thereby improving user convenience.

(2) For another example, the user may specify the color of the predicted profit and loss image I. For example, the user may display the profit up to a certain level in red, and when the maximum profit is reached, specify pink. For another example, the user may display the loss up to a certain level in blue, and when the maximum loss is reached, specify black.

The generating unit 102 generates a predicted gain/loss image I based on a color related to the size of the predicted gain/loss specified by the user. The generating unit 102 refers to the color specified by the user when determining the color and density of each pixel I (p, t) in the predicted gain/loss image I. The generating unit 102 determines the color and density of the pixel I (p, t) based on the predicted gain/loss and the color specified by the user.

According to variation (2), a predicted profit and loss image I is generated based on a color related to the size of the predicted profit and loss specified by the user, thereby improving user convenience.

(3) For example, the above-mentioned variations may be combined.

For another example, although the predicted profit and loss display system S is described as being applied to option trading, the predicted profit and loss display system S can also be applied to other transactions. For example, the predicted profit and loss display system S can also be applied to futures trading. In this case, the predicted profit and loss display system S only needs to calculate the predicted profit and loss in futures trading, and display the predicted profit and loss image I corresponding to the predicted profit and loss on the user terminal 20. For another example, the predicted profit and loss display system S can also be applied to ordinary stock trading without setting an expiration date. In this case, the predicted profit and loss display system S only needs to simulate the stock price of the traded stock to calculate the predicted profit and loss, and display the predicted profit and loss image I corresponding to the predicted profit and loss on the user terminal 20.

For another example, the predicted profit and loss display system S can be applied to any transaction such as gold trading, crude oil trading, platinum trading, foreign exchange trading, or real estate trading. When applied to such transactions, the predicted profit and loss display system S only needs to calculate the future predicted profit and loss and display the predicted profit and loss image I corresponding to the predicted profit and loss on the user terminal 20 in the same manner as described in the implementation form or variation example.

For another example, the functions described as being implemented by the server 10 may also be implemented by the user terminal 20. For another example, the calculation unit 101, the generation unit 102, and the change unit 104 may also be implemented by the user terminal 20. For another example, the processing described as being executed by the display control unit 103 may also be executed by the display control unit 202. For another example, each function may also be shared by a plurality of computers. For another example, the data described as being stored by the data storage units 100 and 200 may also be stored in other computers or information storage media different from the server 10 and the user terminal 20.

10: Server 11: Control unit 12: Memory unit 13: Communication unit 20: User terminal 21: Control unit 22: Memory unit 23: Communication unit 24: Operation unit 25: Display unit 100: Data storage unit 101: Calculation unit 102: Generation unit 103: Display control unit 104: Change unit 200: Data storage unit 201: Acceptance unit 202: Display control unit A1: Display area A2: Display area A3: Display area A4: Display area A5: Display area DB1: Stock price database DB2: Options market database G: Order screen I: Forecast profit and loss image N: Network p: price axis S: predicted profit and loss display system S1~S20: steps SL: slider SL1: slider SL2: slider SL3: slider SL4: slider t: time axis

FIG. 1 is a diagram showing the overall structure of the predicted profit and loss display system. FIG. 2 is a diagram showing an example of an order screen. FIG. 3 is a diagram showing an example of a single screen when the user selects a scenario. FIG. 4 is a diagram showing an example of a single screen when the user selects a strategy. FIG. 5 is a diagram showing how the predicted profit and loss image changes when the user changes the strategy. FIG. 6 is a functional block diagram showing an example of the function implemented by the predicted profit and loss display system. FIG. 7 is a diagram showing a method for generating a predicted profit and loss image. FIG. 8 is a flowchart showing an example of processing performed by the predicted profit and loss display system. FIG. 9 is a flowchart showing an example of processing performed by the predicted profit and loss display system.

10: Server

20: User terminal

100: Data storage unit

101: Calculation Department

102: Production Department

103: Display control unit

104: Change Department

200: Data storage unit

201: Reception Department

202: Display control unit

DB1: Stock price database

DB2: Options market database

Claims (16)

A predicted profit and loss display system includes: a calculation mechanism that calculates the predicted profit and loss in a transaction; a generation mechanism that generates a predicted profit and loss image that changes the display pattern along a specific price axis based on the size of the predicted profit and loss; and a display control mechanism that displays the predicted profit and loss image on the display mechanism; and the transaction is an option transaction; the calculation mechanism calculates the predicted profit and loss in the option transaction; the generation mechanism generates a predicted profit and loss image based on the size of the predicted profit and loss in the option transaction. The above-mentioned calculation mechanism calculates the time-series changes of the above-mentioned predicted profit and loss; the above-mentioned generation mechanism changes the display mode of the above-mentioned predicted profit and loss image along the time axis orthogonal to the above-mentioned price axis based on the time-series changes of the size of the above-mentioned predicted profit and loss; the above-mentioned generation mechanism determines the width of the above-mentioned predicted profit and loss image in the direction of the above-mentioned time axis based on the length of the period from the above-mentioned option transaction to the expiration date. The predicted profit and loss display system of claim 1, wherein the generating mechanism changes the display mode of the predicted profit and loss image along the price axis showing the price of the underlying asset in the option transaction. For example, the predicted profit and loss display system of claim 1 or 2, wherein the calculation agency calculates the predicted profit and loss corresponding to the price of the underlying asset in the above-mentioned option transaction. The predicted profit and loss display system of claim 1 or 2, wherein the display control mechanism displays the stock price chart and the predicted profit and loss image side by side on the display mechanism in such a way that the price axis of the stock price chart of the underlying asset in the option transaction is consistent with the price axis of the predicted profit and loss image. The predicted profit and loss display system of claim 1 or 2, wherein the calculation unit calculates the predicted profit and loss based on at least one of the scenario and strategy in the option transaction specified by the user. The predicted profit and loss display system of claim 1 or 2, wherein the generating mechanism generates the predicted profit and loss image based on a threshold value related to the predicted profit and loss size specified by the user. A predicted profit and loss display system as claimed in claim 1 or 2, wherein the generating mechanism generates the predicted profit and loss image based on a color related to the size of the predicted profit and loss specified by the user. The predicted profit and loss display system of claim 1 or 2, wherein the generating mechanism changes at least one of the color and density of the predicted profit and loss image based on the size of the predicted profit and loss. As in claim 1 or 2, the predicted profit and loss display system, wherein the predicted profit and loss image is a quadrilateral image having sides parallel to the price axis; the generating mechanism changes the display state in the quadrilateral based on the size of the predicted profit and loss. A predicted profit and loss display system includes: a calculation mechanism that calculates the predicted profit and loss in a transaction; a generation mechanism that generates a predicted profit and loss image that changes the display state along a specific price axis based on the size of the predicted profit and loss; and a display control mechanism that displays the predicted profit and loss image on the display mechanism; and the transaction is an option transaction; the calculation mechanism calculates the predicted profit and loss in the option transaction; the generation mechanism changes the predicted profit and loss image based on the size of the predicted profit and loss in the option transaction. The display state changes along the above-mentioned price axis; the above-mentioned calculation mechanism calculates the time-series changes of the above-mentioned predicted profit and loss; the above-mentioned generation mechanism changes the display state of the above-mentioned predicted profit and loss image along the time axis orthogonal to the above-mentioned price axis based on the time-series changes of the size of the above-mentioned predicted profit and loss; the above-mentioned display control mechanism makes the time axis of the stock price chart of the underlying asset in the above-mentioned option transaction consistent with the time axis of the above-mentioned predicted profit and loss image, so that the above-mentioned stock price chart and the above-mentioned predicted profit and loss image are displayed side by side on the above-mentioned display mechanism. For example, the predicted profit and loss display system of claim 10, wherein the generating mechanism determines the width of the predicted profit and loss image in the time axis direction based on the length of the period corresponding to the width of the K-line in the time axis direction in the stock price chart. The predicted profit and loss display system of claim 1, 2, 10 or 11, wherein the generating mechanism is: the display state changes along the specific price axis in a manner that the color becomes darker as the predicted profit and loss increases, and the display state of the predicted profit and loss image changes along the time axis in a manner that the color density becomes corresponding to the temporal change of the size of the predicted profit and loss. A predicted profit and loss display system includes: a calculation mechanism that calculates the predicted profit and loss in a transaction; a generation mechanism that generates a predicted profit and loss image that changes the display state along a specific price axis based on the size of the predicted profit and loss; and a display control mechanism that displays the predicted profit and loss image on the display mechanism; and the transaction is an option transaction; the calculation mechanism calculates the predicted profit and loss in the option transaction; the generation mechanism changes the display state of the predicted profit and loss image along the price axis based on the size of the predicted profit and loss in the option transaction; and the display control mechanism is: based on the predicted profit and loss in the option transaction, the display state of the predicted profit and loss image changes along the price axis; The specific image is displayed in a manner that at least one of the upper limit value of the predicted profit and the lower limit value of the predicted loss at the expiration of the above-mentioned option transaction is displayed on the price axis of the profit and loss image; based on the movement operation performed by the user, the above-mentioned specific image is moved along the above-mentioned price axis; The above-mentioned predicted profit and loss display system further includes a changing mechanism, which changes the order content in the above-mentioned option transaction based on the above-mentioned movement operation; the above-mentioned calculation mechanism calculates the above-mentioned predicted profit and loss based on the changed order content; the above-mentioned generation mechanism generates the above-mentioned predicted profit and loss image based on the changed order content. As in claim 13, the predicted profit and loss display system, wherein the generating mechanism is: the larger the predicted profit and loss, the darker the color, so that the display state changes along the specific price axis. A method for displaying predicted profit and loss, which can be executed by a computer by the following steps: a calculation step, which calculates the predicted profit and loss in the transaction; a generation step, which generates a predicted profit and loss image that changes the display pattern along a specific price axis based on the size of the predicted profit and loss; and a display control step, which displays the predicted profit and loss image on a display mechanism; and the transaction is an option transaction; the calculation step calculates the predicted profit and loss in the option transaction; the generation step is based on the predicted profit and loss in the option transaction. The size of the profit and loss changes the display of the above-mentioned predicted profit and loss image along the above-mentioned price axis; the above-mentioned calculation step calculates the time-series change of the above-mentioned predicted profit and loss; the above-mentioned generation step changes the display of the above-mentioned predicted profit and loss image along the time axis orthogonal to the above-mentioned price axis based on the time-series change of the size of the above-mentioned predicted profit and loss; the above-mentioned generation step determines the width of the above-mentioned predicted profit and loss image in the direction of the above-mentioned time axis based on the length of the period from the above-mentioned option transaction to the expiration date. A program product is used to make a computer function as the following mechanism: a calculation mechanism that calculates the predicted profit and loss in a transaction; a generation mechanism that generates a predicted profit and loss image that changes the display pattern along a specific price axis based on the size of the predicted profit and loss; and a display control mechanism that displays the predicted profit and loss image on the display mechanism; and the transaction is an option transaction; the calculation mechanism calculates the predicted profit and loss in the option transaction; the generation mechanism generates a predicted profit and loss image based on the predicted profit and loss in the option transaction. The size of the profit and loss is measured, so that the display of the above-mentioned predicted profit and loss image changes along the above-mentioned price axis; the above-mentioned calculation unit calculates the time-series changes of the above-mentioned predicted profit and loss; the above-mentioned generation unit changes the display of the above-mentioned predicted profit and loss image along the time axis orthogonal to the above-mentioned price axis based on the time-series changes of the size of the above-mentioned predicted profit and loss; the above-mentioned generation unit determines the width of the above-mentioned predicted profit and loss image in the direction of the above-mentioned time axis based on the length of the period from the above-mentioned option transaction to the expiration date.