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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279
8
장
금융 시계열
그림
8-5
최댓값, 평균, 최솟값에 대한 이동 통계
8.2.2
기술적 분석 예제
이동 통계는 회사의 금융 리포트나 재정 상태를 분석하는 기본적 분석
fundamental
analysis
과 대비되
는 기술적 분석
technical
analysis
의 주요 도구다.
수십 년 전에 만들어진 기술적 분석 매매 방법의 하나가 이동평균 매매법이다. 기본 아이디어
는 단기 이동평균선이 장기 이동평균선보다 올라갈 때 매수를 하고 반대 경우에 매도를 하는
것이다. 이 개념은
DataFrame
객체와
pandas
로 정확하게 구현할 수 있다.
윈도우 매개변수가 있을 때 이에 해당하는 충분한 데이터가 있어야 이동 통계를 계산할 수 있
다. [그림
8
-
6
]에서 보듯이 단순 이동평균 시계열은 충분한 데이터가 있는 날부터 보인다.
In [37]: data['SMA1'] = data[sym].rolling(window=42).mean()
➊
In [38]: data['SMA2'] = data[sym].rolling(window=252).mean()
➋
In [39]: data[[sym, 'SMA1', 'SMA2']].tail()
280
3
부
금융 데이터 과학
Out[39]:
AAPL.O SMA1 SMA2
Date
2018-06-25 182.17 185.606190 168.265556 ...
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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.
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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.