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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493
13
장
통계 분석
TIP
정규성
증권 수익률에 대한 정규성 가정은 여러 가지 중요한 금융 이론에서 핵심적인 내용이다. 파이썬은 시계열 데이
터가 정규분포인지 아닌지 확인하는 효율적인 통계적, 시각적 검정 방법을 제공한다.
13.1.2
현실 자료 분석
이 절에서는 네 종류의 과거 금융 시계열을 분석한다. 두 개는 기술주, 두 개는
ETF
다.
●
APPL
.
O
: 애플 주가
●
MSFT
.
O
: 마이크로소프트 주가
●
SPY
:
SPDR
S
&
P
500
ETF
주가
●
GLD
:
SPDR
Gold
ETF
주가
데이터 관리 도구는
pandas
를 사용한다(
8
장 참조). [그림
13
-
7
]에서 정규화된 가격을 볼 수
있다.
In [27]: import pandas as pd
In [28]: raw = pd.read_csv('../../source/tr_eikon_eod_data.csv',
index_col=0, parse_dates=True).dropna()
In [29]: symbols = ['SPY', 'GLD', 'AAPL.O', 'MSFT.O']
In [30]: data = raw[symbols]
data = data.dropna()
In [31]: data.info()
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 2138 entries, ...
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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.