\n1. \uc11c\ub860<\/h2>\n
\ud2b8\ub808\uc774\ub529\uc740 \uacfc\uac70\ubd80\ud130 \ud604\uc7ac\uae4c\uc9c0 \uae08\uc735\uc2dc\uc7a5\uc5d0\uc11c \uc218\uc775\uc744 \ucd94\uad6c\ud558\ub294 \uc911\uc694\ud55c \ubc29\ubc95 \uc911 \ud558\ub098\ub85c \uc790\ub9ac \uc7a1\uc544 \uc654\uc2b5\ub2c8\ub2e4. \uc774\ubc88 \uae00\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ubcf8 \uac1c\ub150\uc744 \uc0b4\ud3b4\ubcf4\uba70, \ud2b9\ud788 ‘\uc9d1\ub77c\uc778(Zipline)’\uc744 \uc0ac\uc6a9\ud55c \ud2b8\ub808\uc774\ub529\uacfc \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uad00\ub9ac\uc758 \ud6a8\uc728\uc131\uc744 \ub17c\uc758\ud558\uace0\uc790 \ud569\ub2c8\ub2e4.<\/p>\n<\/section>\n\n2. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ucd08<\/h2>\n
\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc774\ub780, \uac00\uaca9 \ubcc0\ub3d9 \ubc0f \uc2dc\uc7a5 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uc5ec \ubbf8\ub9ac \uc124\uc815\ud55c \uc54c\uace0\ub9ac\uc998\uc5d0 \ub530\ub77c \uc790\ub3d9\uc73c\ub85c \ub9e4\ub9e4\ub97c \uc2e4\ud589\ud558\ub294 \ubc29\uc2dd\uc785\ub2c8\ub2e4. \uc804\ud1b5\uc801\uc778 \ub9e4\ub9e4 \ubc29\uc2dd\uacfc \ube44\uad50\ud560 \ub54c, \ubcf4\ub2e4 \ube60\ub974\uace0 \uc815\ubc00\ud55c \uc758\uc0ac\uacb0\uc815\uc744 \uac00\ub2a5\ud558\uac8c \ud558\uba70, \uc0ac\ub78c\uc758 \uac10\uc815\uc801\uc778 \ud310\ub2e8\uc744 \ubc30\uc81c\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \ubc29\ubc95\ub860\uc73c\ub85c\ub294 \uae30\uc220\uc801 \ubd84\uc11d, \ud1b5\uacc4\uc801 \ubaa8\ub378\ub9c1, \uba38\uc2e0\ub7ec\ub2dd \ub4f1\uc774 \uc788\uc73c\uba70, \uba38\uc2e0\ub7ec\ub2dd\uc740 \ub370\uc774\ud130\uc5d0\uc11c \ud328\ud134\uc744 \ucc3e\uc544\ub0b4\uace0 \uc774\ub97c \ubc14\ud0d5\uc73c\ub85c \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uc218\ub9bd\ud558\ub294 \ub370 \ud06c\uac8c \uae30\uc5ec\ud558\uace0 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<\/section>\n\n3. \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc758 \uc774\ud574<\/h2>\n3.1 \uba38\uc2e0\ub7ec\ub2dd \uac1c\uc694<\/h3>\n
\uba38\uc2e0\ub7ec\ub2dd\uc740 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uc5ec \ud559\uc2b5\ud558\uace0, \uadf8 \uacb0\uacfc\ub97c \uae30\ubc18\uc73c\ub85c \uc608\uce21 \ubc0f \uc758\uc0ac\uacb0\uc815\uc744 \ud558\ub294 \uae30\uc220\uc785\ub2c8\ub2e4. \uc9c0\ub3c4\ud559\uc2b5, \ube44\uc9c0\ub3c4\ud559\uc2b5, \uac15\ud654\ud559\uc2b5 \ub4f1\uc758 \ub2e4\uc591\ud55c \ud559\uc2b5 \ubc29\uc2dd\uc774 \uc874\uc7ac\ud569\ub2c8\ub2e4. \uae08\uc735 \ubd84\uc57c\uc5d0 \uc801\uc6a9\ud560 \uacbd\uc6b0, \uacfc\uac70 \uc8fc\uac00 \ub370\uc774\ud130\uc640 \uc678\ubd80 \uc694\uc778(\ub274\uc2a4, \uacbd\uc81c\uc9c0\ud45c \ub4f1)\uc744 \uacb0\ud569\ud558\uc5ec \ubbf8\ub798\uc758 \uc8fc\uac00\ub97c \uc608\uce21\ud558\ub294 \ub370 \ud65c\uc6a9\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
3.2 \ub525\ub7ec\ub2dd\uc758 \uac1c\ub150<\/h3>\n
\ub525\ub7ec\ub2dd\uc740 \uc778\uacf5\uc2e0\uacbd\ub9dd\uc744 \uae30\ubc18\uc73c\ub85c \ud55c \uba38\uc2e0\ub7ec\ub2dd\uc758 \ud558\uc704 \ubd84\uc57c\ub85c, \ud2b9\ud788 \ub300\ub7c9\uc758 \ub370\uc774\ud130\ub85c\ubd80\ud130 \ubcf5\uc7a1\ud55c \ud328\ud134\uc744 \ud559\uc2b5\ud574\ub0b4\ub294 \ub370 \uac15\uc810\uc744 \uac00\uc9c0\uace0 \uc788\uc2b5\ub2c8\ub2e4. \uc774\ubbf8\uc9c0 \uc778\uc2dd, \uc790\uc5f0\uc5b4 \ucc98\ub9ac \ub4f1 \ub2e4\uc591\ud55c \ubd84\uc57c\uc5d0\uc11c \ub192\uc740 \uc131\ub2a5\uc744 \ubc1c\ud718\ud558\uba70, \uc774\ub7ec\ud55c \ud2b9\uc131 \ub355\ubd84\uc5d0 \ucd5c\uadfc \uae08\uc735 \uc2dc\uc7a5\uc758 \uc608\uce21\uc5d0\ub3c4 \ud65c\ubc1c\ud788 \uc751\uc6a9\ub418\uace0 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<\/section>\n\n4. \uc9d1\ub77c\uc778(Zipline) \uc18c\uac1c<\/h2>\n
\uc9d1\ub77c\uc778\uc740 Python\uc73c\ub85c \uc791\uc131\ub41c \uc624\ud508 \uc18c\uc2a4 \ud2b8\ub808\uc774\ub529 \ub77c\uc774\ube0c\ub7ec\ub9ac\ub85c, \uc8fc\ub85c \ubc31\ud14c\uc2a4\ud305\uc744 \uc704\ud55c \ud504\ub808\uc784\uc6cc\ud06c\ub85c \ub9ce\uc774 \uc0ac\uc6a9\ub429\ub2c8\ub2e4. \uac04\uacb0\ud55c API\uc640 \ud568\uaed8 \ub2e4\uc591\ud55c \uae08\uc735 \ub370\uc774\ud130\ub4e4\uacfc \uc27d\uac8c \uc5f0\ub3d9\uc774 \uac00\ub2a5\ud558\uc5ec, \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc5f0\uad6c\uc790\uc640 \uac1c\ubc1c\uc790\ub4e4 \uc0ac\uc774\uc5d0\uc11c \ub110\ub9ac \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/p>\n
\uc9d1\ub77c\uc778\uc758 \uc8fc\uc694 \uae30\ub2a5\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/p>\n
\n- \uc8fc\uc2dd, ETF, \uc120\ubb3c \ub4f1\uc758 \ub370\uc774\ud130 \uc18c\uc2a4\uc640\uc758 \ud1b5\ud569<\/li>\n
- \ub2e4\uc591\ud55c \uc704\ud5d8 \uad00\ub9ac \ubc0f \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \ucd5c\uc801\ud654 \uae30\ub2a5<\/li>\n
- \uc0ac\uc6a9\uc790 \uc815\uc758 \uc804\ub7b5 \uc791\uc131 \ubc0f \uc2e4\ud589 \uc9c0\uc6d0<\/li>\n
- \uac15\ub825\ud55c \ubc31\ud14c\uc2a4\ud305 \uae30\ub2a5<\/li>\n<\/ul>\n<\/section>\n\n
5. \uba38\uc2e0\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \ub2e8\uacc4<\/h2>\n5.1 \ub370\uc774\ud130 \uc218\uc9d1<\/h3>\n
\ud2b8\ub808\uc774\ub529 \uc54c\uace0\ub9ac\uc998 \uac1c\ubc1c\uc758 \uccab \ubc88\uc9f8 \ub2e8\uacc4\ub294 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. \uacfc\uac70\uc758 \uc2dc\uc7a5 \ub370\uc774\ud130, \uac70\ub798\ub7c9, \ub274\uc2a4 \ub370\uc774\ud130 \ub4f1\uc744 \uc218\uc9d1\ud558\uc5ec \ubaa8\ub378 \ud559\uc2b5\uc5d0 \ud65c\uc6a9\ud569\ub2c8\ub2e4.<\/p>\n
5.2 \ub370\uc774\ud130 \uc804\ucc98\ub9ac<\/h3>\n
\uc218\uc9d1\ub41c \ub370\uc774\ud130\ub294 \ubd84\uc11d\uc744 \uc704\ud55c \uc804\ucc98\ub9ac \ub2e8\uacc4\uac00 \ud544\uc694\ud569\ub2c8\ub2e4. \uacb0\uce21\uce58 \ucc98\ub9ac, \uc774\uc0c1\uce58 \uc81c\uac70, \ub370\uc774\ud130 \uc815\uaddc\ud654 \ub4f1\uc758 \uc791\uc5c5\uc744 \ud1b5\ud574 \ubaa8\ub378 \ud559\uc2b5\uc744 \ucd5c\uc801\ud654\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
5.3 \ubaa8\ub378 \uc120\ud0dd \ubc0f \ud559\uc2b5<\/h3>\n
\uc774 \ub2e8\uacc4\uc5d0\uc11c\ub294 \ubb38\uc81c\uc5d0 \uc801\ud569\ud55c \uba38\uc2e0\ub7ec\ub2dd \ub610\ub294 \ub525\ub7ec\ub2dd \ubaa8\ub378\uc744 \uc120\ud0dd\ud558\uace0, \uc804\ucc98\ub9ac\ub41c \ub370\uc774\ud130\ub97c \ud65c\uc6a9\ud558\uc5ec \ubaa8\ub378\uc744 \ud559\uc2b5\uc2dc\ud0b5\ub2c8\ub2e4. \ub2e4\uc591\ud55c \uc54c\uace0\ub9ac\uc998\uc744 \uc2e4\ud5d8\ud558\uc5ec \uac80\uc99d\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
5.4 \ubaa8\ub378 \ud3c9\uac00<\/h3>\n
\ud559\uc2b5\ub41c \ubaa8\ub378\uc758 \uc131\ub2a5\uc740 \ud14c\uc2a4\ud2b8 \ub370\uc774\ud130 \uc14b\uc744 \uc774\uc6a9\ud558\uc5ec \uc218\uce58\uc801\uc73c\ub85c \ud3c9\uac00\ud569\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc73c\ub85c \uc0ac\uc6a9\ud558\ub294 \uc9c0\ud45c\ub294 \uc815\ud655\ub3c4, F1 \uc2a4\ucf54\uc5b4, ROC AUC \ub4f1\uc774 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
5.5 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5 \uad6c\ud604<\/h3>\n
\uc131\ub2a5\uc774 \uc785\uc99d\ub41c \ubaa8\ub378\uc744 \ubc14\ud0d5\uc73c\ub85c \uc2e4\uc81c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc744 \uad6c\ud604\ud569\ub2c8\ub2e4. \uc9d1\ub77c\uc778\uc744 \uc774\uc6a9\ud558\uc5ec \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \ucf54\ub4dc\ub85c \uc791\uc131\ud558\uace0, \uc5ed\uc0ac\uc801 \ub370\uc774\ud130\ub97c \ubc14\ud0d5\uc73c\ub85c \ubc31\ud14c\uc2a4\ud2b8\ub97c \uc2e4\ud589\ud558\uc5ec \uc131\ub2a5\uc744 \uac80\uc99d\ud569\ub2c8\ub2e4.<\/p>\n<\/section>\n\n6. \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uad00\ub9ac<\/h2>\n
\ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uad00\ub9ac\ub294 \uc5ec\ub7ec \uc790\uc0b0\uc758 \uc870\ud569\uc744 \ud1b5\ud574 \uc704\ud5d8 \ubd84\uc0b0 \ubc0f \uc218\uc775 \uadf9\ub300\ud654\ub97c \ucd94\uad6c\ud558\ub294 \uacfc\uc815\uc744 \ud3ec\ud568\ud569\ub2c8\ub2e4. \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd\uc740 \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \ucd5c\uc801\ud654 \uacfc\uc815\uc5d0\uc11c\ub3c4 \uc911\uc694\ud558\uac8c \ud65c\uc6a9\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
6.1 \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uc774\ub860<\/h3>\n
\uc61b\ub0a0\ubd80\ud130 \ud604\ub300\uae4c\uc9c0 \ub2e4\uc591\ud55c \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uc774\ub860\uc774 \ubc1c\uc804\ud574 \uc654\uc2b5\ub2c8\ub2e4. \ud604\ub300 \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uc774\ub860\uc740 \uc790\uc0b0\uc758 \uae30\ub300 \uc218\uc775\ub960, \uc704\ud5d8, \uc0c1\uad00\uad00\uacc4\ub97c \uace0\ub824\ud558\uc5ec \ucd5c\uc801\uc758 \uc790\uc0b0 \ubc30\ubd84\uc744 \uacb0\uc815\ud569\ub2c8\ub2e4.<\/p>\n
6.2 \uba38\uc2e0\ub7ec\ub2dd\uc744 \ud1b5\ud55c \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \ucd5c\uc801\ud654<\/h3>\n
\uba38\uc2e0\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998\uc744 \uc774\uc6a9\ud558\uc5ec \uc790\uc0b0 \uac04\uc758 \uc0c1\uad00\uad00\uacc4\ub97c \ubd84\uc11d\ud558\uace0, \uc774\ub97c \ubc14\ud0d5\uc73c\ub85c \ucd5c\uc801\uc758 \ud22c\uc790 \ube44\uc728\uc744 \uc0b0\ucd9c\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ud074\ub7ec\uc2a4\ud130\ub9c1 \uae30\ubc95\uc774\ub098 PCA(\uc8fc\uc131\ubd84 \ubd84\uc11d) \ub4f1\uc744 \ud65c\uc6a9\ud558\uc5ec \ubcf4\ub2e4 \ud6a8\uc728\uc801\uc73c\ub85c \ud3ec\ud2b8\ud3f4\ub9ac\uc624\ub97c \uad6c\uc131\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
6.3 \ub9ac\ubc38\ub7f0\uc2f1 \uc804\ub7b5<\/h3>\n
\ub9ac\ubc38\ub7f0\uc2f1\uc740 \ud3ec\ud2b8\ud3f4\ub9ac\uc624\uc758 \uc790\uc0b0 \ube44\uc728\uc744 \uc870\uc815\ud558\uc5ec \ud56d\uc0c1 \ubaa9\ud45c\ud55c \ube44\uc728\uc744 \uc720\uc9c0\ud558\ub294 \uac83\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4. \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378\uc744 \ud1b5\ud574 \uc790\ub3d9\ud654\ub41c \ub9ac\ubc38\ub7f0\uc2f1 \uc804\ub7b5\uc744 \uac1c\ubc1c\ud558\uace0 \uc801\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<\/section>\n\n7. \uc2e4\uc81c \uc0ac\ub840 \uc5f0\uad6c<\/h2>\n
\uba38\uc2e0\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998\uc744 \ud65c\uc6a9\ud55c \uc2e4\uc81c \ud2b8\ub808\uc774\ub529 \uc0ac\ub840\ub97c \ud1b5\ud574 \uc2e4\uc9c8\uc801\uc778 \uc801\uc6a9 \ubc29\ubc95\uc5d0 \ub300\ud574 \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \ud2b9\uc815 \uc8fc\uc2dd\uc744 \ub300\uc0c1\uc73c\ub85c \uc9c4\ud589\ud588\ub358 \ud504\ub85c\uc81d\ud2b8\uc758 \ub178\ud558\uc6b0\uc640 \uacb0\uacfc\ub97c \uacf5\uc720\ud569\ub2c8\ub2e4.<\/p>\n
7.1 \ud504\ub85c\uc81d\ud2b8 \uac1c\uc694<\/h3>\n
\uc774 \ud504\ub85c\uc81d\ud2b8\ub294 S&P 500 \uc9c0\uc218\ub97c \ucd94\uc801\ud558\ub294 ETF\ub97c \ub300\uc0c1\uc73c\ub85c \uc9c4\ud589\ub418\uc5c8\uc2b5\ub2c8\ub2e4. \ubaa9\ud45c\ub294 \uc7a5\uae30\uc801\uc73c\ub85c \uc548\uc815\uc801\uc778 \uc218\uc775\uc744 \ubaa9\ud45c\ub85c \ud558\uc600\uc73c\uba70, \ub2e4\uc591\ud55c \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378\uc744 \uc2e4\ud5d8\ud558\uc600\uc2b5\ub2c8\ub2e4.<\/p>\n
7.2 \uacb0\uacfc \ubd84\uc11d<\/h3>\n
\ubaa8\ub378\uc758 \ud559\uc2b5 \ubc0f \ud14c\uc2a4\ud2b8 \uacb0\uacfc, \ub192\uc740 \uc815\ud655\ub3c4\uc640 \ud568\uaed8 \ub0ae\uc740 \ubcc0\ub3d9\uc131\uc744 \uae30\ub85d\ud558\uc600\uc2b5\ub2c8\ub2e4. \uc774 \uacb0\uacfc\ub294 \ud5a5\ud6c4 \ud22c\uc790 \uc804\ub7b5 \uac1c\ubc1c\uc5d0 \ud070 \ub3c4\uc6c0\uc744 \uc8fc\uc5c8\uc2b5\ub2c8\ub2e4.<\/p>\n<\/section>\n\n8. \uacb0\ub860 \ubc0f \ubbf8\ub798\uc758 \ubc29\ud5a5<\/h2>\n
\uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \ubc29\uc2dd\uc740 \uae08\uc735\uc2dc\uc7a5\uc5d0\uc11c \ub354\uc6b1 \uc911\uc694\ud55c \uc5ed\ud560\uc744 \ud560 \uac83\uc73c\ub85c \uc608\uc0c1\ub429\ub2c8\ub2e4. \uadf8\ub7ec\ub098 \uacfc\uac70 \ub370\uc774\ud130\uc5d0 \uae30\ubc18\ud55c \uc608\uce21\uc758 \ud55c\uacc4\ub97c \uc778\uc9c0\ud558\uace0, \ub9ac\uc2a4\ud06c \uad00\ub9ac \ubc0f \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \ucd5c\uc801\ud654 \uc804\ub7b5\uc744 \ud1b5\ud569\ud558\uc5ec \uc2e0\uc911\ud55c \uc811\uadfc\uc774 \ud544\uc694\ud569\ub2c8\ub2e4.<\/p>\n
\uc55e\uc73c\ub85c\uc758 \uc5f0\uad6c\uc5d0\uc11c\ub294 \ub354\uc6b1 \ud5a5\uc0c1\ub41c \ubaa8\ub378\uacfc \ub354 \ub2e4\uc591\ud55c \ub370\uc774\ud130 \uc18c\uc2a4\ub97c \ud65c\uc6a9\ud558\uc5ec \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uacbd\uacc4\ub97c \ud655\uc7a5\ud574 \ub098\uac08 \uac83\uc785\ub2c8\ub2e4.<\/p>\n<\/section>\n