{"id":29455,"date":"2024-10-27T16:18:32","date_gmt":"2024-10-27T16:18:32","guid":{"rendered":"http:\/\/atmokpo.com\/w\/?p=29455"},"modified":"2024-11-26T06:52:33","modified_gmt":"2024-11-26T06:52:33","slug":"%eb%a8%b8%ec%8b%a0%eb%9f%ac%eb%8b%9d-%eb%b0%8f-%eb%94%a5%eb%9f%ac%eb%8b%9d-%ec%95%8c%ea%b3%a0%eb%a6%ac%ec%a6%98-%ed%8a%b8%eb%a0%88%ec%9d%b4%eb%94%a9-%ed%8f%89%ea%b7%a0-%eb%b6%84%ec%82%b0-%ec%b5%9c","status":"publish","type":"post","link":"https:\/\/atmokpo.com\/w\/29455\/","title":{"rendered":"\uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529, \ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654"},"content":{"rendered":"<p><body><\/p>\n<p>\uc548\ub155\ud558\uc138\uc694! \ud000\ud2b8 \ub9e4\ub9e4\uc5d0 \uad00\uc2ec\uc774 \uc788\ub294 \uc5ec\ub7ec\ubd84\uc744 \uc704\ud55c \uac15\uc88c\uc5d0 \uc624\uc2e0 \uac83\uc744 \ud658\uc601\ud569\ub2c8\ub2e4. \ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uacfc \ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654\uc5d0 \ub300\ud574 \uc2ec\ub3c4 \uc788\uac8c \ub2e4\ub8e8\uc5b4 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \ubcf8 \ub0b4\uc6a9\uc744 \uc774\ud574\ud558\uae30 \uc704\ud574\uc11c \uae30\ubcf8\uc801\uc778 \ud1b5\uacc4 \uc9c0\uc2dd\uacfc \ud504\ub85c\uadf8\ub798\ubc0d \ub2a5\ub825\uc774 \ud544\uc694\ud569\ub2c8\ub2e4. \uadf8\ub7ec\ub098 \uac71\uc815\ud558\uc9c0 \ub9c8\uc2ed\uc2dc\uc624, \uac00\ub2a5\ud55c \uc27d\uac8c \uc124\uba85\ud558\ub3c4\ub85d \ud558\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n<h2>1. \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd\uc758 \uae30\ucd08 \uac1c\ub150<\/h2>\n<p>\uba38\uc2e0\ub7ec\ub2dd\uc740 \ub370\uc774\ud130\ub97c \uc774\uc6a9\ud558\uc5ec \ud328\ud134\uc744 \uc778\uc2dd\ud558\uace0 \uc608\uce21\uc744 \ud558\ub294 \uae30\uc220\uc785\ub2c8\ub2e4. \ub525\ub7ec\ub2dd\uc740 \uba38\uc2e0\ub7ec\ub2dd\uc758 \ud55c \ubd84\uc57c\ub85c, \uc778\uacf5\uc2e0\uacbd\ub9dd\uc744 \uc774\uc6a9\ud558\uc5ec \uc624\ud788\ub824 \ub354 \ubcf5\uc7a1\ud55c \ubb38\uc81c\ub97c \ud574\uacb0\ud558\ub294 \ub370 \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/p>\n<h3>1.1 \uba38\uc2e0\ub7ec\ub2dd\uc758 \uc720\ud615<\/h3>\n<p>\uba38\uc2e0\ub7ec\ub2dd\uc740 \ud06c\uac8c \uc138 \uac00\uc9c0 \uc720\ud615\uc73c\ub85c \ub098\ub20c \uc218 \uc788\uc2b5\ub2c8\ub2e4:<\/p>\n<ul>\n<li><strong>\uc9c0\ub3c4\ud559\uc2b5(Supervised Learning)<\/strong>: \uc785\ub825 \ub370\uc774\ud130\uc640 \uc815\ub2f5(\ucd9c\ub825) \ub370\uc774\ud130\uac00 \uc8fc\uc5b4\uc9c0\ub294 \uacbd\uc6b0 \uc0ac\uc6a9\ub429\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \uacfc\uac70 \uc8fc\uc2dd \uac00\uaca9\uc744 \uae30\ubc18\uc73c\ub85c \ud5a5\ud6c4 \uc8fc\uc2dd \uac00\uaca9\uc744 \uc608\uce21\ud558\ub294 \ubaa8\ub378\uc774 \uc774\uc5d0 \ud574\ub2f9\ud569\ub2c8\ub2e4.<\/li>\n<li><strong>\ube44\uc9c0\ub3c4\ud559\uc2b5(Unsupervised Learning)<\/strong>: \uc785\ub825 \ub370\uc774\ud130\ub9cc \uc8fc\uc5b4\uc9c0\uace0 \uc815\ub2f5 \ub370\uc774\ud130\uac00 \uc8fc\uc5b4\uc9c0\uc9c0 \uc54a\ub294 \uacbd\uc6b0\uc785\ub2c8\ub2e4. \ud074\ub7ec\uc2a4\ud130\ub9c1\uacfc \uac19\uc740 \uae30\ubc95\uc774 \uc5ec\uae30\uc5d0 \ud574\ub2f9\ud569\ub2c8\ub2e4.<\/li>\n<li><strong>\uac15\ud654\ud559\uc2b5(Reinforcement Learning)<\/strong>: \uc5d0\uc774\uc804\ud2b8\uac00 \ud658\uacbd\uacfc \uc0c1\ud638\uc791\uc6a9\ud558\uba70 \ubcf4\uc0c1\uc744 \uadf9\ub300\ud654 \ud558\ub294 \uc804\ub7b5\uc744 \ud559\uc2b5\ud569\ub2c8\ub2e4. \uc8fc\uc2dd \ud2b8\ub808\uc774\ub529 \uc2dc\uc2a4\ud15c\uc5d0\uc11c \ub9ce\uc774 \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/li>\n<\/ul>\n<h3>1.2 \ub525\ub7ec\ub2dd\uc758 \uad6c\uc870<\/h3>\n<p>\ub525\ub7ec\ub2dd\uc740 \uc778\uacf5\uc2e0\uacbd\ub9dd\uc744 \uae30\ubc18\uc73c\ub85c \ud558\uba70, \uc5ec\ub7ec \uce35\uc758 \ub178\ub4dc(\ub274\ub7f0)\ub85c \uad6c\uc131\ub429\ub2c8\ub2e4. \uac01 \uce35\uc740 \uc774\uc804 \uce35\uc5d0\uc11c \uc804\ub2ec\ub41c \uc2e0\ud638\ub97c \ubc1b\uc544 \uac00\uc911\uce58\ub97c \uc801\uc6a9\ud55c \ud6c4 \ud65c\uc131\ud654 \ud568\uc218\ub97c \ud1b5\ud574 \ub2e4\uc74c \uce35\uc73c\ub85c \uc804\ub2ec\ud569\ub2c8\ub2e4.<\/p>\n<h2>2. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc774\ub780?<\/h2>\n<p>\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \ubbf8\ub9ac \uc815\ud574\uc9c4 \uac70\ub798 \uaddc\uce59\uc5d0 \ub530\ub77c \uc790\ub3d9\uc73c\ub85c \ub9e4\ub9e4 \uac70\ub798\ub97c \uc2e4\ud589\ud558\ub294 \ubc29\ubc95\uc785\ub2c8\ub2e4. \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998\uc744 \ud1b5\ud574 \uc2dc\uc7a5 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud558\uace0 \ubd84\uc11d\ud558\uc5ec \ubcf4\ub2e4 \uc815\uad50\ud55c \uc804\ub7b5\uc744 \uc138\uc6b8 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<h3>2.1 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uc7a5\uc810<\/h3>\n<ul>\n<li>\uc815\ud655\ud55c \ub370\uc774\ud130 \ubd84\uc11d<\/li>\n<li>\uac10\uc815\uc801 \uc694\uc18c \ubc30\uc81c<\/li>\n<li>\uc2e0\uc18d\ud55c \uc8fc\ubb38 \uc2e4\ud589<\/li>\n<li>\ubc31\ud14c\uc2a4\ud305\uc744 \ud1b5\ud55c \uc804\ub7b5 \uac80\uc99d<\/li>\n<\/ul>\n<h3>2.2 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uad6c\ud604\uacfc\uc815<\/h3>\n<p>\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc2dc\uc2a4\ud15c\uc744 \uad6c\ud604\ud558\ub294 \uacfc\uc815\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n<ol>\n<li>\uc2dc\uc7a5 \ub370\uc774\ud130 \uc218\uc9d1<\/li>\n<li>\uc804\ucc98\ub9ac \ubc0f \ud0d0\uc0c9\uc801 \ub370\uc774\ud130 \ubd84\uc11d(EDA)<\/li>\n<li>\ubaa8\ub378 \uc120\uc815 \ubc0f \ud559\uc2b5<\/li>\n<li>\ubc31\ud14c\uc2a4\ud305 \ubc0f \uc804\ub7b5 \ucd5c\uc801\ud654<\/li>\n<li>\uc2e4\uc804 \ub9e4\ub9e4<\/li>\n<\/ol>\n<h2>3. \ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654(Mean-Variance Optimization)<\/h2>\n<p>\ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654\ub294 \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uc774\ub860\uc758 \uae30\ucd08\uac00 \ub418\ub294 \ubc29\ubc95\ub860\uc73c\ub85c, \uc790\uc0b0\uc758 \uc218\uc775\ub960\uacfc \uc704\ud5d8 \uac04\uc758 \uade0\ud615\uc744 \ub9de\ucd94\uae30 \uc704\ud574 \uc0ac\uc6a9\ub429\ub2c8\ub2e4. \ud574\ub9ac \ub9c8\ucf54\uc704\uce20(Harry Markowitz)\uac00 1952\ub144\uc5d0 \uc81c\uc548\ud55c \uc774\ub860\uc785\ub2c8\ub2e4.<\/p>\n<h3>3.1 \ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654\uc758 \uae30\ubcf8 \uc6d0\ub9ac<\/h3>\n<p>\ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654\ub294 \ub2e4\uc74c\uacfc \uac19\uc740 \ub450 \uac00\uc9c0 \uc8fc\uc694 \uc694\uc18c\ub97c \ubc14\ud0d5\uc73c\ub85c \ud569\ub2c8\ub2e4:<\/p>\n<ul>\n<li><strong>\uae30\ub300 \uc218\uc775\ub960(Expected Return)<\/strong>: \uc790\uc0b0\uc774 \uc7a5\uae30\uc801\uc73c\ub85c \uac00\uc838\uc62c \uac83\uc73c\ub85c \uc608\uc0c1\ub418\ub294 \ud3c9\uade0 \uc218\uc775\ub960\uc785\ub2c8\ub2e4.<\/li>\n<li><strong>\uc704\ud5d8(Risk)<\/strong>: \uc790\uc0b0 \uc218\uc775\ub960\uc758 \ubcc0\ub3d9\uc131\uc744 \ub098\ud0c0\ub0b4\uba70, \uc77c\ubc18\uc801\uc73c\ub85c \ud45c\uc900\ud3b8\ucc28\ub85c \uce21\uc815\ub429\ub2c8\ub2e4.<\/li>\n<\/ul>\n<h3>3.2 \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uad6c\uc131<\/h3>\n<p>\ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uad6c\uc131\uc740 \uac01 \uc790\uc0b0\uc758 \ube44\uc728\uc744 \uacb0\uc815\ud558\ub294 \uacfc\uc815\uc785\ub2c8\ub2e4. \uc774 \uacfc\uc815\uc5d0\uc11c \uac01 \uc790\uc0b0 \uac04\uc758 \uc0c1\uad00\uad00\uacc4\uac00 \uc911\uc694\ud558\uac8c \uc791\uc6a9\ud569\ub2c8\ub2e4.<\/p>\n<h3>3.3 \ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654 \uacf5\uc2dd<\/h3>\n<pre>\n    Minimize: 1\/2 * w' * \u03a3 * w\n    Subject to: \u03bc' * w &gt;= r\n                 1' * w = 1\n    <\/pre>\n<p>\uc5ec\uae30\uc11c:<\/p>\n<ul>\n<li><code>w<\/code>: \uc790\uc0b0\uc758 \ube44\uc728<\/li>\n<li><code>\u03a3<\/code>: \uc790\uc0b0\ub4e4\uc758 \uacf5\ubd84\uc0b0 \ud589\ub82c<\/li>\n<li><code>\u03bc<\/code>: \uc790\uc0b0\uc758 \uae30\ub300 \uc218\uc775\ub960 \ubca1\ud130<\/li>\n<li><code>r<\/code>: \ubaa9\ud45c \uc218\uc775\ub960<\/li>\n<li><code>1<\/code>: \ubca1\ud130\uc758 \uc6d0\uc18c\uac00 \ubaa8\ub450 1\uc778 \ubca1\ud130<\/li>\n<\/ul>\n<h3>3.4 \ud30c\uc774\uc36c\uc744 \uc774\uc6a9\ud55c \ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654 \uad6c\ud604<\/h3>\n<pre>\nimport numpy as np\nimport pandas as pd\nfrom scipy.optimize import minimize\n\ndef mean_variance_optimization(return_data, target_return):\n    returns = return_data.mean()\n    cov_matrix = return_data.cov()\n    \n    num_assets = len(returns)\n    \n    def objective(weights):\n        return 0.5 * np.dot(weights.T, np.dot(cov_matrix, weights))\n    \n    constraints = (\n        {'type': 'eq', 'fun': lambda x: np.sum(x) - 1},\n        {'type': 'eq', 'fun': lambda x: np.dot(returns, x) - target_return}\n    )\n    \n    bounds = tuple((0, 1) for asset in range(num_assets))\n    initial_weights = num_assets * [1. \/ num_assets]\n    \n    optimization_results = minimize(objective, initial_weights, method='SLSQP', bounds=bounds, constraints=constraints)\n    \n    return optimization_results.x\n\n# \uc608\uc2dc \ub370\uc774\ud130\ndata = pd.DataFrame({\n    'Asset1': [0.1, 0.12, 0.15],\n    'Asset2': [0.08, 0.1, 0.09],\n    'Asset3': [0.15, 0.14, 0.2],\n})\n\noptimized_weights = mean_variance_optimization(data, target_return=0.1)\nprint(optimized_weights)\n    <\/pre>\n<h3>3.5 \uacb0\uacfc \ubd84\uc11d<\/h3>\n<p>\uc704\uc758 \ucf54\ub4dc\uc5d0\uc11c \uad6c\ud55c \ucd5c\uc801\uc758 \uc790\uc0b0 \ube44\uc728\uc740 \ud3ec\ud2b8\ud3f4\ub9ac\uc624\uc758 \uae30\ub300 \uc218\uc775\ub960\uc774 \ubaa9\ud45c \uc218\uc775\ub960\uc744 \ub9cc\uc871\ud558\uba74\uc11c \uc704\ud5d8\uc744 \ucd5c\uc18c\ud654\ud558\ub294 \uad6c\uc870\ub85c \uad6c\uc131\ub429\ub2c8\ub2e4. \ucd5c\uc801\ud654\ub41c \uac00\uc911\uce58\ub294 \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \ub9ac\ubc38\ub7f0\uc2f1 \uacfc\uc815\uc5d0\ub3c4 \uc801\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<h2>4. \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \ubaa8\ub378 \uad6c\ucd95<\/h2>\n<p>\uc774\uc81c \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc744 \uad6c\ud604\ud574\ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \ubaa8\ub378\uc740 \uc2dc\uc7a5\uc758 \uc5ed\uc0ac\uc801 \ub370\uc774\ud130\ub97c \uae30\ubc18\uc73c\ub85c \ud55c \uc608\uce21\uc744 \ud1b5\ud574 \uac70\ub798 \uacb0\uc815\uc744 \uc9c0\uc6d0\ud569\ub2c8\ub2e4.<\/p>\n<h3>4.1 \ub370\uc774\ud130 \uc218\uc9d1 \ubc0f \uc804\ucc98\ub9ac<\/h3>\n<p>\ub370\uc774\ud130 \uc218\uc9d1\uc740 API \ub610\ub294 \uc6f9 \uc2a4\ud06c\ub798\ud551\uc744 \ud1b5\ud574 \uc774\ub8e8\uc5b4\uc9c8 \uc218 \uc788\uc73c\uba70, \uc218\uc9d1\ub41c \ub370\uc774\ud130\ub294 \uc2dc\uac04\uc5d0 \ub530\ub77c \uc815\ub82c\ud558\uace0 \uacb0\uce21\uac12\uc744 \ucc98\ub9ac\ud55c \ud6c4 \uba54\ud2b8\ub9ad\uc2a4\ub97c \uc0b0\ucd9c\ud569\ub2c8\ub2e4.<\/p>\n<h3>4.2 \ud53c\ucc98 \uc5d4\uc9c0\ub2c8\uc5b4\ub9c1<\/h3>\n<p>\ubaa8\ub378\uc744 \uac1c\uc120\ud558\uae30 \uc704\ud574 \ub2e4\uc591\ud55c \ud53c\ucc98\ub97c \uc0dd\uc131\ud558\ub294 \uacfc\uc815\uc785\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4 \uacfc\uac70 \uac00\uaca9, \uac70\ub798\ub7c9, \uc774\ub3d9 \ud3c9\uade0 \ub4f1\uc744 \uace0\ub824\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<h3>4.3 \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378 \ud6c8\ub828<\/h3>\n<pre>\nfrom sklearn.model_selection import train_test_split\nfrom sklearn.ensemble import RandomForestRegressor\n\n# \ub370\uc774\ud130 \ubd84\ud560\nX_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)\n\n# \ubaa8\ub378 \ud6c8\ub828\nmodel = RandomForestRegressor()\nmodel.fit(X_train, y_train)\n    <\/pre>\n<h3>4.4 \ubaa8\ub378 \ud3c9\uac00 \ubc0f \ucd5c\uc801\ud654<\/h3>\n<p>\ubaa8\ub378\uc758 \uc131\ub2a5\uc740 RMSE, MAE \ub4f1 \ub2e4\uc591\ud55c \uc9c0\ud45c\ub85c \ud3c9\uac00\ud560 \uc218 \uc788\uc73c\uba70, \uc774\ub97c \ud1b5\ud574 \ud558\uc774\ud37c\ud30c\ub77c\ubbf8\ud130 \ud29c\ub2dd\uc744 \uc9c4\ud589\ud558\uc5ec \ubaa8\ub378\uc744 \ucd5c\uc801\ud654\ud569\ub2c8\ub2e4.<\/p>\n<h3>4.5 \ub525\ub7ec\ub2dd \ubaa8\ub378 \uad6c\ucd95<\/h3>\n<pre>\nfrom tensorflow.keras.models import Sequential\nfrom tensorflow.keras.layers import Dense\n\n# \ub525\ub7ec\ub2dd \ubaa8\ub378 \uad6c\ucd95\nmodel = Sequential()\nmodel.add(Dense(units=64, activation='relu', input_dim=X.shape[1]))\nmodel.add(Dense(units=32, activation='relu'))\nmodel.add(Dense(units=1, activation='linear'))\n\nmodel.compile(optimizer='adam', loss='mean_squared_error')\n\n# \ubaa8\ub378 \ud6c8\ub828\nmodel.fit(X_train, y_train, epochs=100, batch_size=10)\n    <\/pre>\n<h2>5. \ubc31\ud14c\uc2a4\ud305\uacfc \uc804\ub7b5 \ud3c9\uac00<\/h2>\n<p>\uad6c\ucd95\ud55c \uc54c\uace0\ub9ac\uc998\uc758 \uc131\ub2a5\uc744 \uacfc\uac70 \ub370\uc774\ud130\uc5d0 \ub300\ud574 \ud14c\uc2a4\ud2b8\ud558\uc5ec \uacb0\uacfc\ub97c \ubd84\uc11d\ud569\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \uc804\ub7b5\uc758 \uc218\uc775\uc131 \ubc0f \uc548\uc804\uc131\uc744 \ud3c9\uac00\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<h3>5.1 \ubc31\ud14c\uc2a4\ud305 \ud504\ub808\uc784\uc6cc\ud06c \uad6c\ucd95<\/h3>\n<p>\uc54c\uace0\ub9ac\uc998\uc758 \ubc31\ud14c\uc2a4\ud305\uc740 \uc8fc\uc5b4\uc9c4 \uacfc\uac70 \ub370\uc774\ud130\uc5d0 \ub530\ub77c \ub9e4\ub9e4 \uc2e0\ud638\ub97c \uc0dd\uc131\ud558\uace0 \uc774\ub97c \uc2e4\ud589\ud558\uc5ec \uc131\uacfc\ub97c \uce21\uc815\ud558\ub294 \uacfc\uc815\uc785\ub2c8\ub2e4.<\/p>\n<h3>5.2 \uce21\uc815 \uc9c0\ud45c<\/h3>\n<p>\ubc31\ud14c\uc2a4\ud305 \uacb0\uacfc\ub97c \ud3c9\uac00\ud558\uae30 \uc704\ud574 \uc5ec\ub7ec \uac00\uc9c0 \uc131\uacfc \uc9c0\ud45c\uac00 \uc0ac\uc6a9\ub429\ub2c8\ub2e4:<\/p>\n<ul>\n<li>\uc0e4\ud504 \ube44\uc728(Sharpe Ratio)<\/li>\n<li>\ucd5c\ub300 \ub099\ud3ed(Max Drawdown)<\/li>\n<li>\uc5f0\ud3c9\uade0 \uc218\uc775\ub960(Annualized Return)<\/li>\n<\/ul>\n<h2>6. \uacb0\ub860<\/h2>\n<p>\uc774\ubc88 \uac15\uc88c\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uacfc \ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654\uc5d0 \ub300\ud574 \ub2e4\ub918\uc2b5\ub2c8\ub2e4. \uc774 \uacfc\uc815\uc5d0\uc11c \ud68d\ub4dd\ud55c \uc9c0\uc2dd\uc744 \ubc14\ud0d5\uc73c\ub85c \uc5ec\ub7ec\ubd84\ub9cc\uc758 \ud2b8\ub808\uc774\ub529 \uc2dc\uc2a4\ud15c\uc744 \uad6c\ucd95\ud574\ubcf4\uc2dc\uae30 \ubc14\ub78d\ub2c8\ub2e4. \ud000\ud2b8 \ub9e4\ub9e4\uc758 \uc138\uacc4\ub294 \ub04a\uc784\uc5c6\uc774 \ubc1c\uc804\ud558\uace0 \uc788\uc73c\uba70, \uc774\ub97c \ud1b5\ud574 \uc5ec\ub7ec\ubd84\ub3c4 \ub192\uc740 \uc218\uc775\uc131\uc744 \ub178\ub9b4 \uc218 \uc788\uc2b5\ub2c8\ub2e4!<\/p>\n<p>\uc55e\uc73c\ub85c \ub354 \ub9ce\uc740 \uac15\uc88c \ubc0f \uc138\ubd80 \ub0b4\uc6a9\uc744 \uc900\ube44\ud558\uaca0\uc2b5\ub2c8\ub2e4. \uac10\uc0ac\ud569\ub2c8\ub2e4!<\/p>\n<p><\/body><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\uc548\ub155\ud558\uc138\uc694! \ud000\ud2b8 \ub9e4\ub9e4\uc5d0 \uad00\uc2ec\uc774 \uc788\ub294 \uc5ec\ub7ec\ubd84\uc744 \uc704\ud55c \uac15\uc88c\uc5d0 \uc624\uc2e0 \uac83\uc744 \ud658\uc601\ud569\ub2c8\ub2e4. \ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uacfc \ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654\uc5d0 \ub300\ud574 \uc2ec\ub3c4 \uc788\uac8c \ub2e4\ub8e8\uc5b4 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \ubcf8 \ub0b4\uc6a9\uc744 \uc774\ud574\ud558\uae30 \uc704\ud574\uc11c \uae30\ubcf8\uc801\uc778 \ud1b5\uacc4 \uc9c0\uc2dd\uacfc \ud504\ub85c\uadf8\ub798\ubc0d \ub2a5\ub825\uc774 \ud544\uc694\ud569\ub2c8\ub2e4. \uadf8\ub7ec\ub098 \uac71\uc815\ud558\uc9c0 \ub9c8\uc2ed\uc2dc\uc624, \uac00\ub2a5\ud55c \uc27d\uac8c \uc124\uba85\ud558\ub3c4\ub85d \ud558\uaca0\uc2b5\ub2c8\ub2e4. 1. \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd\uc758 \uae30\ucd08 \uac1c\ub150 \uba38\uc2e0\ub7ec\ub2dd\uc740 \ub370\uc774\ud130\ub97c \uc774\uc6a9\ud558\uc5ec \ud328\ud134\uc744 \uc778\uc2dd\ud558\uace0 \uc608\uce21\uc744 &hellip; <a href=\"https:\/\/atmokpo.com\/w\/29455\/\" class=\"more-link\">\ub354 \ubcf4\uae30<span class=\"screen-reader-text\"> &#8220;\uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529, \ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654&#8221;<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[29],"tags":[],"class_list":["post-29455","post","type-post","status-publish","format-standard","hentry","category-29"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.2 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529, \ud3c9\uade0 \ubd84\uc0b0 \ucd5c\uc801\ud654 - 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