TW201802744A - Automated investment portfolio allocation calculation method and system thereof providing an individualized investment allocation template parameter - Google Patents
Automated investment portfolio allocation calculation method and system thereof providing an individualized investment allocation template parameter Download PDFInfo
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本發明是有關於一種自動化投資組合配置演算方法及其系統，且特別是有關於一種利用演算法依據投資目標參數、使用者參數及投資環境參數進行投資配置演算的自動化投資組合配置演算方法及其系統。 The invention relates to an automatic investment portfolio allocation calculation method and system, and more particularly to an automatic investment portfolio allocation calculation method using an algorithm to perform investment allocation calculation based on investment target parameters, user parameters and investment environment parameters, and a method system.
所有的投資者皆有一個最基本的問題是「我的表現成效如何？」。對於典型而非專業的投資者而言，此問題很難回答，因為他們的投資模式是不規則的。目前用於決定投資報酬的典型方法係假定為定期支付的單筆投資或隨著時間進行固定投資。任何不固定的投資及支付的任何流動情形將會導致誤判表現的結果。習知投資理財系統種類繁多，以投組分析試算系統(Portfolio Work)為例，其在使用上仍有以下之缺失： The most basic question for all investors is "how effective is my performance?" For typical, non-professional investors, this question is difficult to answer because their investment model is irregular. The typical method currently used to determine investment returns is assumed to be a single investment paid regularly or a fixed investment over time. Any non-stationary investment and any liquidity of payment will lead to the result of misjudgement of performance. There are many types of conventional investment and financial management systems. Taking Portfolio Work as an example, it still has the following shortcomings in its use:
1.投組分析試算系統不具備績效評估與綜合指標功能。 1. The investment group analysis trial calculation system does not have the function of performance evaluation and comprehensive indicators.
2.投組分析試算系統進行的是一層的資產配置，且未提供資產篩選功能，使用者需將欲配置之資產自行輸入系統，投組分析試算系統再提供最適化之配置比例。 2. The investment group analysis trial calculation system performs a layer of asset allocation and does not provide asset screening functions. Users need to enter the assets to be allocated into the system themselves, and the investment group analysis trial calculation system provides the optimal allocation ratio.
3.投組分析試算系統在風險預算中會進行資產個數限縮，且將基金間之歷史Alpha的共變異數預設為0，這樣的預設狀態將造成風險擴大，及效率前緣的下降。 3. The investment group analysis trial calculation system will limit the number of assets in the risk budget, and preset the total number of historical Alphas between funds to 0. Such a preset state will cause the risk to expand and the efficiency of the leading edge. decline.
4投組分析試算系統之各種參數(例如：資產、標竿指數之期望報酬率、期望風險，與資產之期望主動報酬、主動風險)皆允許使用者自行調整，造成各種參數都需要使用者自行輸 入，當欲投資的資產或基金眾多時，將非常不方便。 4Investment team analysis and calculation of various parameters of the system (such as: expected return on assets, benchmark index, expected risk, and expected active return on assets, active risk) are allowed to be adjusted by the user, resulting in various parameters that need to be used by the user. lose It is very inconvenient when there are many assets or funds to be invested.
本發明提供一種自動化投資組合配置演算方法及其系統，是一個自動化資產配置與投資組合管理流程，系統透過預設的資產配置流程，以及系統化持續的投資組合監控、調整、資產管理作為，合併成為一個自動化協助投資者進行資產配置的自動化投資組合配置演算方法及其系統。 The present invention provides an automatic portfolio allocation calculation method and system, which is an automated asset allocation and portfolio management process. The system merges, through a preset asset allocation process, and systematic and continuous portfolio monitoring, adjustment, and asset management actions. Become an automated portfolio allocation calculation method and system that automatically assists investors in asset allocation.
本發明提出一種自動化投資組合配置演算方法，包括下列步驟：透過一輸入單元取得一使用者參數，依據使用者參數使一運算處理單元進行使用者分群，再透過輸入單元取得一投資目標參數，使運算處理單元依據投資目標參數、使用者參數及一風險因素參數，進行一投資配置演算法之計算，以及，取得一個人化投資配置模版參數。 The invention proposes an automatic portfolio allocation calculation method, which includes the following steps: obtaining a user parameter through an input unit, causing an arithmetic processing unit to group users according to the user parameter, and obtaining an investment target parameter through the input unit, so that The arithmetic processing unit calculates an investment allocation algorithm according to the investment target parameters, user parameters, and a risk factor parameter, and obtains a personalized investment allocation template parameter.
在本發明之一實施例中，上述之透過一輸入單元取得一使用者參數的步驟中，更包括：透過輸入單元取得一使用者風險屬性參數、一使用者投資目的參數、一使用者年齡參數及一使用者投資實力參數。 In an embodiment of the present invention, the step of obtaining a user parameter through an input unit further includes: obtaining a user risk attribute parameter, a user investment objective parameter, and a user age parameter through the input unit. And a user investment strength parameter.
在本發明之一實施例中，上述之透過一輸入單元取得一使用者參數的步驟中，更包括：提供一使用者參數選單，以取得使用者風險屬性參數、使用者投資目的參數、使用者年齡參數及使用者投資實力參數。 In an embodiment of the present invention, the step of obtaining a user parameter through an input unit further includes: providing a user parameter menu to obtain a user risk attribute parameter, a user investment purpose parameter, and a user Age parameters and user investment strength parameters.
在本發明之一實施例中，上述之透過該輸入單元取得一投資目標參數的步驟中，更包括：提供一投資目標選單，以取得投資目標參數。 In an embodiment of the present invention, the step of obtaining an investment target parameter through the input unit further includes: providing an investment target menu to obtain the investment target parameter.
在本發明之一實施例中，更包括：預儲存風險因素參數及投資配置演算法於一儲存單元。 In one embodiment of the present invention, the method further includes: pre-storing the risk factor parameters and the investment allocation algorithm in a storage unit.
本發明提出一種自動化投資組合配置演算系統，包括一儲存單元、一輸入單元及一運算處理單元。儲存單元係儲存 一風險因素參數及一投資配置演算法，輸入單元用以取得一使用者參數及一投資目標參數，運算處理單元依據使用者參數進行使用者分群，再依據投資目標參數、使用者參數及風險因素參數，進行投資配置演算法之計算，以取得一個人化投資配置模版參數。 The invention provides an automatic portfolio allocation calculation system, which includes a storage unit, an input unit, and an arithmetic processing unit. Storage unit A risk factor parameter and an investment allocation algorithm. The input unit is used to obtain a user parameter and an investment target parameter. The arithmetic processing unit performs user grouping based on the user parameter. Parameters to calculate the investment allocation algorithm to obtain a personalized investment allocation template parameter.
在本發明之一實施例中，上述之輸入單元更取得一使用者風險屬性參數、一使用者投資目的參數、一使用者年齡參數及一使用者投資實力參數。 In one embodiment of the present invention, the input unit further obtains a user risk attribute parameter, a user investment objective parameter, a user age parameter, and a user investment strength parameter.
在本發明之一實施例中，上述之輸入單元更提供一使用者參數選單於一顯示單元，以取得使用者風險屬性參數、使用者投資目的參數、使用者年齡參數及使用者投資實力參數。 In one embodiment of the present invention, the above-mentioned input unit further provides a user parameter menu on a display unit to obtain user risk attribute parameters, user investment purpose parameters, user age parameters, and user investment strength parameters.
在本發明之一實施例中，上述之輸入單元更提供一投資目標選單，以取得投資目標參數。 In one embodiment of the present invention, the input unit further provides an investment target menu to obtain investment target parameters.
110‧‧‧顯示單元 110‧‧‧display unit
120‧‧‧儲存單元 120‧‧‧Storage unit
121‧‧‧投資配置演算法 121‧‧‧Investment Allocation Algorithm
122‧‧‧風險因素參數 122‧‧‧Risk factor parameters
130‧‧‧輸入單元 130‧‧‧input unit
140‧‧‧運算處理單元 140‧‧‧ arithmetic processing unit
200a‧‧‧筆記型電腦 200a‧‧‧ laptop
200b‧‧‧桌上型電腦 200b‧‧‧ desktop computer
200c‧‧‧平版電腦 200c‧‧‧lithographic computer
300‧‧‧伺服器 300‧‧‧Server
S110~S150‧‧‧步驟流程 S110 ~ S150‧‧‧step flow
S210~S280‧‧‧步驟流程 S210 ~ S280‧‧‧step flow
圖1是本發明之自動化投資組合配置演算方法的步驟流程圖。 FIG. 1 is a flowchart of the steps of the method for calculating the automatic portfolio allocation of the present invention.
圖2是本發明之一實施例之一種步驟流程的示意圖。 FIG. 2 is a schematic diagram of a step flow according to an embodiment of the present invention.
圖3是本發明之自動化投資組合配置演算系統的元件方塊示意圖。 FIG. 3 is a block diagram of components of the automatic portfolio allocation calculation system of the present invention.
圖4是本發明之另一實施例之示意圖。 FIG. 4 is a schematic diagram of another embodiment of the present invention.
為讓本發明之上述特徵和優點能更明顯易懂，下文特舉實施例，並配合所附圖式，作詳細說明如下。 In order to make the above features and advantages of the present invention more comprehensible, embodiments are described below in detail with reference to the accompanying drawings, as follows.
請參閱圖1，圖1是本發明之自動化投資組合配置演算方法的步驟流程圖。在圖1中，其步驟如下：步驟S110：透過一輸入單元取得一使用者參數。 Please refer to FIG. 1. FIG. 1 is a flowchart of the steps of the automatic portfolio allocation calculation method of the present invention. In FIG. 1, the steps are as follows: Step S110: obtaining a user parameter through an input unit.
步驟S120：依據使用者參數使一運算處理單元進行使用者分群。 Step S120: Make an arithmetic processing unit perform user grouping according to user parameters.
步驟S130：透過輸入單元取得一投資目標參數。 Step S130: Obtain an investment target parameter through the input unit.
步驟S140：使運算處理單元依據投資目標參數、使用者參數及一風險因素參數，進行一投資配置演算法之計算。 Step S140: The arithmetic processing unit is caused to perform calculation of an investment allocation algorithm according to the investment target parameters, user parameters, and a risk factor parameter.
步驟S150：取得一個人化投資配置模版參數。 Step S150: Obtain a humanized investment configuration template parameter.
請參閱圖2，圖2是本發明之一實施例之一種步驟流程的示意圖，並與圖1相互對應。在圖2中，其步驟如下：透過客戶的問卷調查(步驟S210)，依據客戶的風險等級、年齡、及年所得等級投資實力進行客戶分群(步驟S220)，再依照客戶的規劃目標建立一個投資目的(步驟S230)，加入風險屬性，例如：固定收益、中長期成長、穩健均衡或短期積極報酬等類型的風險屬性模版(步驟S240)及投資實力進行模版配對(步驟S250)。此外，投資者更可依據市場效能以調整個人化模版(步驟S260)，而投資者可以選擇適合自己的投資產品(步驟S270)，對投資組合進行交易及下單(步驟S280)。 Please refer to FIG. 2, which is a schematic diagram of a step flow according to an embodiment of the present invention, and corresponds to FIG. 1. In Fig. 2, the steps are as follows: Through the customer questionnaire (step S210), the customer is grouped according to the customer's risk level, age, and annual income level investment strength (step S220), and an investment is established according to the customer's planning goals Purpose (step S230), add risk attributes, such as: fixed income, medium and long-term growth, stable equilibrium, or short-term positive returns, and other types of risk attribute templates (step S240) and investment strength for template matching (step S250). In addition, investors can adjust the personalized template according to market performance (step S260), and investors can choose investment products that are suitable for them (step S270), and trade and place investment portfolios (step S280).
於本實施例中，一個規劃由單一投資組合組合組成：系統必須設置多個模板，再依據客戶的投資目的、風險屬性、投資實力，分別配對。如果系統選用單一投資組合，則必須省略步驟S240及步驟S250，系統直接將預設的配置模板，作為投資風格建議給投資人。 In this embodiment, a plan is composed of a single investment portfolio: the system must set multiple templates, and then pair them according to the customer's investment purpose, risk attributes, and investment strength. If the system selects a single investment portfolio, steps S240 and S250 must be omitted, and the system directly recommends the preset configuration template as an investment style to investors.
請同時參閱圖3及圖4，圖3是本發明之自動化投資組合配置演算系統的元件方塊示意圖。圖4是本發明之另一實施例之示意圖。在圖3中，自動化投資組合配置演算系統包括一顯示單元110、一儲存單元120、一輸入單元130及一運算處理單元140。儲存單元120係儲存一投資配置演算法121及一風險因素參數122，輸入單元130用以取得一使用者參數及一投資目標參數，運算處理單元140依據使用者參數進行使用者分群，再依據投資目標參數、使用者參數及風險因素參數122，進行投資配置演算法121之計算，以取得一個人化投資配置模版參數，並顯示於顯示單元110。 Please refer to FIG. 3 and FIG. 4 at the same time. FIG. 3 is a block diagram of components of the automatic portfolio allocation calculation system of the present invention. FIG. 4 is a schematic diagram of another embodiment of the present invention. In FIG. 3, the automatic portfolio allocation calculation system includes a display unit 110, a storage unit 120, an input unit 130, and an arithmetic processing unit 140. The storage unit 120 stores an investment allocation algorithm 121 and a risk factor parameter 122. The input unit 130 is used to obtain a user parameter and an investment target parameter. The arithmetic processing unit 140 performs user grouping based on the user parameters, and then according to the investment. The target parameters, user parameters, and risk factor parameters 122 are used to calculate the investment allocation algorithm 121 to obtain a humanized investment allocation template parameter and displayed on the display unit 110.
於本實施例中，投資者可以透過筆記型電腦200a、一般桌上型電腦200b或者是平版電腦200c等智慧型裝置透過網路連接至設有本自動化投資組合配置演算系統的伺服器300，進行上述操作。 In this embodiment, an investor can connect to a server 300 equipped with the automatic portfolio configuration calculation system through a network through a smart device such as a notebook computer 200a, a general desktop computer 200b, or a tablet computer 200c. The above operation.
綜上所述，本發明具有以下特色與限制： In summary, the present invention has the following features and limitations:
(1)標準模板：系統訂定標準化的特定數量模板，每個模板帶有資產配置與風險控管相關參數。該等配置模板，即為本發明的管理參數。 (1) Standard template: The system specifies a standardized number of templates, and each template has parameters related to asset allocation and risk control. These configuration templates are the management parameters of the present invention.
(2)代操機制：本發明個別配置模板，為標準化參數。本發明經過投資規劃配置流程後所配對的資產配置模板，不可也不會依據客戶個別需求而有不同的參數，也不允許客戶調整自訂。 (2) Generation operation mechanism: The individual configuration templates of the present invention are standardized parameters. The asset configuration template paired after the investment planning and configuration process of the present invention cannot and will not have different parameters according to the individual needs of customers, nor does it allow customers to adjust and customize.
(3)統一機制：本發明所發出的個人化投資配置模版機制，是針對資產配置模板監控，所產生的投資組合調整指令，除停損停利參數，本系統不會針對個別客戶的管理參數進行管理。 (3) Unified mechanism: The personalized investment allocation template mechanism issued by the present invention is directed to the asset allocation template monitoring and the generated portfolio adjustment instructions. Except for the stop-loss and stop-loss parameters, the system will not target individual customer management parameters. For management.
(4)日中趨動：系統的個人化投資配置模版訊息發送是日中收動確認後發送，非夜間批批次演算後自動發送。系統每日夜間針對資產配置模板監控，以個人化投資配置模版控管機制，所產生的投資組合調整指令，先送給投資顧問確認，經投資顧問確認且經主管覆核通過後，針對加入個人化投資配置模版控管的客戶所發出。投資顧問可以在日中，針對投資模板進行參數調整，並且立即重新產品新的個人化投資配置模版名單，經主管覆核後立即送出該調整訊息給參與個人化投資配置模版控管的投資人。 (4) Japanese-Chinese trend: The system's personalized investment configuration template message is sent after the Japanese-Chinese receipt confirmation, and it is automatically sent after non-night batch calculation. The system monitors the asset allocation template every night at night, and uses the personalized investment allocation template control mechanism. The generated portfolio adjustment instructions are first sent to the investment consultant for confirmation. After the investment consultant confirms and is approved by the supervisor, it is approved to join the individual. Issued by the client who controls the investment configuration template. The investment consultant can adjust the parameters of the investment template in Japan and China, and immediately re-product the new personalized investment configuration template list. After review by the supervisor, he immediately sends the adjustment message to the investors participating in the personalized investment configuration template control.
雖然本發明以前述實施例揭露如上，然其並非用以限定本發明，任何熟習相像技藝者，在不脫離本發明之精神和範圍內，所作更動與潤飾之等效替換，仍為本發明之專利保護範圍內。 Although the present invention is disclosed in the foregoing embodiment as above, it is not intended to limit the present invention. Any person skilled in the art of similarity, without departing from the spirit and scope of the present invention, makes equivalent substitutions for modifications and retouching. Within the scope of patent protection.
S110~S150‧‧‧步驟流程 S110 ~ S150‧‧‧step flow
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