March 2022
Beginner to intermediate
796 pages
18h 14m
Korean
Content preview from 파이썬을 활용한 금융 분석(2판) : 파이썬의 기초부터 금융공학, 머신러닝, 퀀트 분석, 매매 시스템 구현까지
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276
3
부
금융 데이터 과학
그림
8-4
리샘플링된 누적 로그 수익률(월간)
CAUTION
_
예측 편향 피하기
리샘플링을 할 때
pandas
는 보통 구간의 왼쪽 값을 취한다. 금융공학적으로 일관성을 가지려면 구간의 오른
쪽 인덱스값과 데이터의 마지막 값을 가져야 한다. 그렇지 않으면 예측 편향
foresight
bias
이 발생한다.
3
8.2
이동 통계
기술적 지표라고 불리는 이동 통계를 사용하는 것은 금융 분야의 오랜 관행이다. 이러한 이동
통계는 차티스트나 기술 투자자 등이 사용하는 기본 도구다. 이 절에서는 한 가지 금융 시계열
만 대상으로 한다.
In [25]: sym = 'AAPL.O'
3
예측 편향(
Foresight
bias
)이나 완전 예측(
perfect
foresight
)은 금융 분석을 할 때 어떤 시점에서 구할 수 없는 데이터를 이용하는 것
을 말한다. 이렇게 하면 매매 전략을 백테스팅할 때 좋은 결과가 나온다.
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and much more.
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.