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
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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.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.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.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.
509
13
장
통계 분석
constraints=cons)
➊
In [70]: optv
Out[70]: fun: 0.1094215526341138
jac: array([0.11098004, 0.10948556, 0.10939826, 0.10944918])
message: 'Optimization terminated successfully.'
nfev: 54
nit: 9
njev: 9
status: 0
success: True
x: array([1.62630326e-18, 1.06170720e-03, 5.43263079e-01,
4.55675214e-01])
In [71]: optv['x'].round(3)
Out[71]: array([0. , 0.001, 0.543, 0.456])
In [72]: port_vol(optv['x']).round(3)
Out[72]: 0.109
In [73]: port_ret(optv['x']).round(3)
Out[73]: 0.06
In [74]: port_ret(optv['x']) / port_vol(optv['x'])
Out[74]: 0.5504173653075624
➊
포트폴리오 변동성 최소화
이번에는 포트폴리오가 세 개의 금융 상품만으로 구성된다. 이 비중을
최소 분산
minimum
volatility
혹은
최소 변동성 ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access
More than 5,000 organizations count on O’Reilly
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.