To provide a system for managing aggregate market value and the total sum of cash for every sub-portfolio by setting a plurality of sub-portfolios in one account.
This SMA management system is provided with: a storage means 111 for storing at least two pieces of sub-portfolio identification information for every piece of account identification information, one cash sum C and at least one piece of brand identification information for every piece of sub-portfolio identification information, one brand quantity V for every set of the sub-portfolio identification information and the brand identification information, one brand market unit price P for every piece of brand identification information, the upper limit value, target value Yt and lower limit value of a surplus fund ratio; and a calculation means 101 for comparing a result surplus fund ratio calculated by C/äΣ(V×P)+C} with the upper limit value or the lower limit value for every sub-portfolio, and for, when the result surplus fund ratio exceeds the upper limit value, defining a sum to be calculated by ¾C-Yt×äΣ(V×P)+C}¾ as the ordering scheduled sum of a selling order, and for, when the result surplus fund ratio is lower than the lower limit value, defining a sum to be calculated by ¾C-Yt×äΣ(V×P)+C}¾ as the ordering scheduled sum of a buying order.
COPYRIGHT: (C)2008,JPO&INPIT
TAKEDA KAZUNORI
KUNIYASU TAKESHI
NIWA YOKO
| JP2005141694A | 2005-06-02 | |||
| JP2002288419A | 2002-10-04 | |||
| JP2002109206A | 2002-04-12 | |||
| JP2002207877A | 2002-07-26 | |||
| JP2003150779A | 2003-05-23 |
Takeshi Katsura