TRADING SYSTEM AND TRADING METHOD

• US 20130191263A1
• Filed: 01/23/2012
• Published: 07/25/2013
• Est. Priority Date: 01/23/2012
• Status: Abandoned Application

• Current Assignee: Hitachi, Ltd.
• Original Assignee: Hitachi, Ltd.
• Inventors: NAKAE, Tatsuya
• Application Number:
  US13/356,008
• Publication Number:
  US 20130191263A1
• Time in Patent Office: Days
• US Class Current: 705/37
• CPC Class Codes: G06Q 40/06 Asset management; Financial planning or analysis

Abstract

A trading computer system with a function of enabling faster trading based on real-time analysis of rich media such as video stream and voice stream. Another object of the present invention is to provide a trading computer system with a function of enabling avoiding excessive order execution while keeping low latency when there are plural rich media news data related to the same event in plural media data centers.

Claims

1. A trading computer system comprising:

(1) a media co-location system including;

(1-1) a media data receiver configured to receive media data;

(1-2) a media data analyzer configured to analyze the media data and generates a value set by comparing a feature value extracted from the media data with a pre-stored feature patterns;

(1-3) an analysis output module send the value set to an order execution system as a result of the analysis;

(2) the order execution system including;

(2-1) a risk analyzer configured to determine an asset portfolio by comparing the value set in the result of analysis sent from the analysis output module with pre-defined incident scenarios stored in the scenario information, and to analyze a risk of an order by calculating a risk of the asset portfolio and comparing the calculated risk of the asset portfolio with a pre-defined threshold value;

(2-2) an order execution module configured to execute Bit or Ask order if the risk of the asset portfolio is less than a pre-defined value.

2. The trading computer system according to claim 1, wherein the media co-location system further including:

(1-4) an event ID request module configured to send a request of an event ID with a part of the media data extracted from the media data;

wherein the order execution system further including;

(2-3) an event ID determination module configured to send the event ID relating to the part of the media data to the media co-location system;

wherein the risk analyzer receives the result of analysis with the event ID and calculates the risk of the asset portfolio by considering the event ID.

3. The trading computer system according to claim 2, wherein the event ID determination module determines the event ID relating to the part of the media data by calculating a similarity between the part of media received from the event ID request module and media data stored in the media classification information, and determining the event ID which is a same as one of the stored media data that has the highest similarity with the part of the media data.

4. The trading computer system according to claim 3, wherein the risk analyzer calculates a weight of the result of analysis based on the number of the result of analysis for each event ID and analyzes the risk of an order by calculating a risk of the asset portfolio according to the weight of the result of analysis.

5. The trading computer system according to claim 4, wherein the weight of the result of analysis in which the number of the result of analysis is 0 is less than the weight of the result of analysis in which the number of result of analysis is bigger than 0.

6. A media co-location system comprising:

(1-1) a media data receiver configured to receive media data;

(1-2) a permission request module configured to send a request of a permission information with a part of the media data extracted from the media data;

(1-3) a permission registration module configured to receive a permission information relating to the part of the media data, wherein the permission information is determined by an event ID determination module;

(1-4) a media data analyzer configured to analyze the media data and generates a value set by comparing a feature value extracted from the media data with a pre-stored feature patterns if the permission information indicates “

permitted”

;

(1-5) a risk analyzer configured to determine an asset portfolio by comparing the value set in the result of analysis with pre-defined incident scenarios stored in the scenario information, and to analyze a risk of an order by calculating a risk of the asset portfolio and comparing the calculated risk of the asset portfolio with a pre-defined threshold value;

(1-6) an order execution module configured to execute Bit or Ask order if the risk of the asset portfolio is less than a pre-defined value.

7. The media co-location system according to claim 6, wherein the event ID determination module determines the event ID relating to the part of the media data by calculating a similarity between the part of media received from the event ID request module and media data stored in the media classification information, and determining the event ID which is a same as one of the stored media data that has the highest similarity with the part of the media data if the calculated similarity is higher than a pre-sat threshold.

8. The media co-location system according to claim 7, wherein the event ID determination module determines the event ID relating to the part of the media data by assigning a new event ID if the calculated similarity is less than a pre-sat threshold.

9. The media co-location system according to claim 8, wherein the event ID determination module sends the permission information indicating “

not-permitted”

if the calculated similarity is higher than a pre-sat threshold and sends the permission information indicating “

permitted”

if the calculated similarity is less than a pre-sat threshold.

10. A computing method for trading computer system comprising the steps of:

(1-1) receiving media data;

(1-2) analyzing the media data and generating a value set by comparing a feature value extracted from the media data with a pre-stored feature patterns;

(1-3) sending the value set to an order execution system as a result of the analysis;

(1-4) determining an asset portfolio by comparing the value set in the result of analysis with pre-defined incident scenarios stored in the scenario information, analyzing a risk of an order by calculating a risk of the asset portfolio, and comparing the calculated risk of the asset portfolio with a pre-defined threshold value;

(1-5) executing Bit or Ask order if the risk of the asset portfolio is less than a pre-defined value.

11. The computing method for trading computer system according to claim 10, further comprising the steps of:

(1-1-1) sending a request of an event ID with a part of the media data extracted from the media data;

(1-1-2) sending the event ID relating to the part of the media data;

wherein the risk of the asset portfolio is calculated by considering the event ID.

12. The computing method for trading computer system according to claim 11,

wherein the event ID relating to the part of the media data id determined by calculating a similarity between the part of media and media data stored in the media classification information, and determining the event ID which is a same as one of the stored media data that has the highest similarity with the part of the media data.

13. The computing method for trading computer system according to claim 12,

wherein a weight of the result of analysis is calculated based on the number of the result of analysis for each event ID and the risk of an order is analyzed by calculating a risk of the asset portfolio according to the weight of the result of analysis.

14. The computing method for trading computer system according to claim 11,

wherein the weight of the result of analysis in which the number of the result of analysis is 0 is less than the weight of the result of analysis in which the number of result of analysis is bigger than 0.

15. A computing method for media co-location system comprising the steps of:

(1-1) receiving media data;

(1-2) sending a request of permission information with a part of the media data extracted from the media data;

(1-3) receiving a permission information relating to the part of the media data, wherein the permission information is determined by an event ID determination module;

(1-4) analyzing the media data and generating a value set by comparing a feature value extracted from the media data with a pre-stored feature patterns if the permission information indicates “

permitted”

;

(1-5) determining an asset portfolio by comparing the value set in the result of analysis with pre-defined incident scenarios stored in the scenario information, and analyzing a risk of an order by calculating a risk of the asset portfolio and comparing the calculated risk of the asset portfolio with a pre-defined threshold value;

(1-6) executing Bit or Ask order if the risk of the asset portfolio is less than a pre-defined value.

16. The computing method for media co-location system according to claim 15,

wherein the event ID relating to the part of the media data is determined by calculating a similarity between the part of media received from the event ID request module and media data stored in the media classification information, and determining the event ID which is a same as one of the stored media data that has the highest similarity with the part of the media data if the calculated similarity is higher than a pre-sat threshold.

17. The computing method for media co-location system according to claim 16,

wherein the event ID relating to the part of the media data is determined by assigning a new event ID if the calculated similarity is less than a pre-sat threshold.

18. The computing method for media co-location system according to claim 17,

wherein sending the permission information indicating “

not-permitted”

if the calculated similarity is higher than a pre-sat threshold and sends the permission information indicating “

permitted”

if the calculated similarity is less than a pre-sat threshold.