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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522
3
부
금융 데이터 과학
그림
13-17
여러 가지 추정치에 기반한 회귀분석선
13.3.3
두 금융 상품의 회귀분석
가짜 데이터를 사용한
PyMC3
베이즈 회귀분석법을 소개했다. 실제 금융 데이터를 사용하는
것도 이와 비슷하다. 예를 들 것은 두 개의
ETF
exchange
traded
funds
,
GLD
와
GDX
의 금융 시계열
데이터다(그림
13
-
18
).
In [14]: raw = pd.read_csv('../../source/tr_eikon_eod_data.csv',
index_col=0, parse_dates=True)
In [15]: data = raw[['GDX', 'GLD']].dropna()
In [16]: data = data / data.iloc[0]
➊
In [17]: data.info()
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 2138 entries, 2010-01-04 to 2018-06-29
Data columns (total 2 columns):
GDX 2138 non-null float64
GLD 2138 non-null float64
dtypes: float64(2)
memory usage: 50.1 KB
523
13
장
통계 분석
In [18]: data.iloc[-1] / ...
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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.
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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.