86akademeia stocks and it

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  • 1. IT 2012/08/19 1

2. IT2 3. IT3 4. GoalITIT 4 5. Agenda1. 1-1. 1-2. 1-3. 1-4. 1-5. 2. 2-1. 2-2. PTS 2-3. SOR 2-4. 5 6. 1.6 7. 1-1. 7 8. 1-1. PTS PTS http://jp.chi-x.com/ https://www.sbisec.co.jp/ETGate http://jpnfuture.com/kabu/where_kabu.html https://www.rakuten-sec.co.jp/8 9. 1-1. 12 1 251700 95% 500 2 209 400 20 10200 1 250 5004% 2 10 200 5 900 9 10. 1-1. 8:00 9:00 10:00 11:00 12:0013:00 14:00 15:00 16:00 9:0011:30 12:3015:00 9:0011:30 12:3015:10 9:0011:30 12:3015:30 9:0011:30 12:3015:30 9:0011:30 12:3015:30NYSE 9:3016:00LSE 8:0016:3010 11. 1-1. http://stocks.finance.yahoo.co.jp/stocks/detail/?code=7203.T 11 12. 1-1. 1225 225 15225 225 1989/12/29 38,915.87 2009/03/10 7054.98 http://www.yahoo.co.jp/ 12 13. 1-1. TOPIX1117001968/1/4 http://stocks.finance.yahoo.co.jp/stocks/detail/?code=998405.T13 14. 1-1. VWAP 220 7015,400 =sum()/190 100 19,000150 203,000=900/5180 407,200=180160 304,800900 260 49,400 =sum()/=49,400/260=19014 15. 1-1. TOPIX TOPIX 225TOPIXTOPIX TOPIX15 16. 1-2. 1501863 1869 1873 1878 1885 1945 1949 16 17. 1-2. IT251988 1998 PTS1999 IT2005 2006 2009 2010 arrowhead20122 24120128 117 18. 1-3. OMS OMS 18 19. 1-3. 6720032011 http://www.fx-net.info/analyst_tools/?p=10058 19 20. 1-4. 2 3,150 1,400 20 21. 1-4. 1102010030 100 200 50 200 500 80 15001,000 100 1,000 1,500 200 1,500 2,000 300 2,000 3,000 400 3,000 5,000 500 5,00011,000 5,000100021 22. 1-4. 2 8:00AM-9:00AM 12:30PM-15:00PM22 23. 1-4. 2 8:00AM-9:00AM 12:30PM-15:00PM23 24. 1-4. 6,000 4,0008,000502 1,00020,000 501 7,0004,000500 10,000 2,000499 8,000 2,000498 30,000 24 25. 1-4. 2,0008,000502 1,00020,000 501 7,0004,000500 10,000 2,000499 8,000 4,000498 30,000 25 26. 1-4. 8,00050220,000 5014,000500 10,000 499 8,000 498 30,000 111001,000 26 27. 1-4. 2 8:00AM-9:00AM 12:30PM-15:00PM27 28. 1-4. 501 8,0005028,00050250120,000 501 2,00018,000 501 500 6,000 500 6,000 499 8,000 499 8,000 498 30,000498 30,000 501 28 29. 1-4. 8,0005028,0005028,00050218,000 50118,000 50118,000 501 500 6,000 500 500 499 8,000 499 8,000 499 4,00010,000 498 30,000 4,000498 30,000498 30,000498500 4984,000499499 29 30. 1-4. 2 30 31. 1-4. A: 3,000 C: 4,000502D: 10,000 E: 9,000 501 500 G: 50,000 G: 50,000 499I: 1,000 F: 150,000 501502ED 31 32. 1-5. Q1. 1 or Q2. 8:59AM1,000 20,000 7,0008,000905 6,0005,000904 15,0004,000903 10,0003,000902 8,0005,000901 10,000 32 33. 2.33 34. 2-1. 1996 2005 2010 arrowhead2030%70%34 35. 2-1. FIX FIX DMA FIX DSA OMS OMS 35 36. 2-1. TWAPVWAPVWAPArrival Price(IS) Participation Market on Close Short SellPair236 37. 2-2. PTS5%PTSPTS Proprietary Trading SystemPTS 19601998PTS 2005PTS 2014 5%5%TOB 37 38. 2-2. PTS FIX FIX DMA FIX DSAPTS OMS OMS 38 39. 2-3. SORSORSOR SORSmart Order RoutingSOR CHI-X:500 SBI:500.1 :502 CHI-X: 1,000 SBI: 1,000 http://www.nri.co.jp/opinion/kinyu_itf/2010/pdf/itf_201002_4.pdf 39 40. 2-3. SORSOR SOR PTSSOROMS SORSOR 40 41. 2-4. 41 42. 42 43. 43 44. Electronic And Algorithmic Trading TechnologyKendall Kim FIX FIX 44 45. IT 45