반응형 Analysis27 GPT와 대화 : 리벨런싱 시뮬레이션 데이터를 확인한 결과, 각 종목의 종가가 열 단위로 포함되어 있으며, Date 컬럼에는 날짜가 있습니다. 이제 기술주 상위 5개 종목을 선정하고, 동일 금액으로 투자했을 때의 수익 곡선을 분석하겠습니다. 분석을 위해 다음 단계를 진행합니다:기술주 상위 5개 선정: 기술주를 필터링하고, 데이터를 기준으로 상위 5개 종목을 선택합니다.동일 투자금액 초기화: 각 종목에 동일 금액을 투자한 경우의 초기 주식 수를 계산합니다.수익 곡선 계산: 날짜별 포트폴리오의 총 가치를 계산합니다.수익 곡선 시각화: 결과를 그래프로 표시합니다.분석을 시작하겠습니다.import matplotlib.pyplot as plt# Select technology stocks (example assumption, top 5 based o.. 2025. 1. 3. Correlation Insights: How Major NASDAQ Stocks Move Together This graph contains two violin plots illustrating the distribution of correlation coefficients between specific stocks and the entire NASDAQ composite index. The plots are based on data from January 1, 2023, to June 1, 2024. Each plot visualizes the correlation coefficients based on daily closing prices and daily returns, respectively.### Left Graph: Distribution of Correlation Coefficients Base.. 2024. 6. 5. The distribution of correlation coefficients for Berkshire Hathaway Class B shares ("BRK-B") I found the stock symbol for Berkshire Hathaway Class B shares listed as "BRK-B" in the dataset, along with other related symbols such as "BRK-A" for Class A shares and various others that include "BRK" in their symbols. Now, I will proceed to calculate the correlation distribution of daily closing prices between "BRK-B" and all other stocks listed in the dataset. The correlation coefficients.. 2024. 2. 17. Show a violin plot comparing the respective correlation coefficient distributions of AAPL, ADBE, and TSLA over the last 100 days. Calculating the correlation coefficients for AAPL, ADBE, and TSLA with all other stocks listed on the NASDAQ over the last 100 days proved to be computationally intensive and resulted in an interruption due to the processing time limit. To address this, I will optimize the calculation process by focusing on a representative subset of stocks or refining the approach to ensure it completes within .. 2024. 2. 5. 이전 1 2 3 4 ··· 7 다음 반응형
