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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515
13
장
통계 분석
(자본시장선에 접하는) 최적 포트폴리오의 비중은 다음과 같다. 자산 중 세 개만 포함되어 있다.
In [88]: cons = ({'type': 'eq', 'fun': lambda x: port_ret(x) - f(opt[2])},
{'type': 'eq', 'fun': lambda x: np.sum(x) - 1})
➊
res = sco.minimize(port_vol, eweights, method='SLSQP',
bounds=bnds, constraints=cons)
In [89]: res['x'].round(3)
➋
Out[89]: array([0.59 , 0.221, 0.189, 0. ])
In [90]: port_ret(res['x'])
Out[90]: 0.1749328414905194
In [91]: port_vol(res['x'])
Out[91]: 0.19525371793918325
In [92]: port_ret(res['x']) / port_vol(res['x'])
Out[92]: 0.8959257899765407
➊
접하는 포트폴리오([그림
13
-
14
]에서 별 표시)에 대한 제한 조건
➋
해당 포트폴리오 비중
13.3
베이즈 통계학
최근 금융 분야에서는 베이즈 통계학이 많이 쓰인다. 이 장에서 베이즈 통계학의 모든 개념을
기초부터 ...
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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.