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Title: GitHub - bench87/quantpython-1: 퀀트 전략 파이썬으로 세워라

Open Graph Title: GitHub - bench87/quantpython-1: 퀀트 전략 파이썬으로 세워라

X Title: GitHub - bench87/quantpython-1: 퀀트 전략 파이썬으로 세워라

Description: 퀀트 전략 파이썬으로 세워라. Contribute to bench87/quantpython-1 development by creating an account on GitHub.

Open Graph Description: 퀀트 전략 파이썬으로 세워라. Contribute to bench87/quantpython-1 development by creating an account on GitHub.

X Description: 퀀트 전략 파이썬으로 세워라. Contribute to bench87/quantpython-1 development by creating an account on GitHub.

Opengraph URL: https://github.com/bench87/quantpython-1

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https://patch-diff.githubusercontent.com/bench87/quantpython-1#quantpython
https://patch-diff.githubusercontent.com/bench87/quantpython-1#도서퀀트-전략-파이썬으로-세워라
https://github.com/bjpublic/quantpythonhttps://github.com/bjpublic/quantpython
https://patch-diff.githubusercontent.com/bench87/quantpython-1#github--httpsgithubcombjpublicquantpython
https://patch-diff.githubusercontent.com/bench87/quantpython-1#수정연습-코드
https://patch-diff.githubusercontent.com/bench87/quantpython-1#ex1py
https://patch-diff.githubusercontent.com/bench87/quantpython-1#ex2py
https://patch-diff.githubusercontent.com/bench87/quantpython-1#ex3py
https://patch-diff.githubusercontent.com/bench87/quantpython-1#utils_magicpy
https://patch-diff.githubusercontent.com/bench87/quantpython-1#기존-데이터
https://patch-diff.githubusercontent.com/bench87/quantpython-1#재무비율데이터_2018xlsx
https://patch-diff.githubusercontent.com/bench87/quantpython-1#재무제표데이터_2018xlsx
https://patch-diff.githubusercontent.com/bench87/quantpython-1#투자지표데이터_2018xlsx
https://patch-diff.githubusercontent.com/bench87/quantpython-1#수집-데이터
https://patch-diff.githubusercontent.com/bench87/quantpython-1#재무비율데이터_2019xlsx
https://patch-diff.githubusercontent.com/bench87/quantpython-1#재무제표데이터_2019xlsx
https://patch-diff.githubusercontent.com/bench87/quantpython-1#투자지표데이터_2019xlsx
https://patch-diff.githubusercontent.com/bench87/quantpython-1#메모
https://patch-diff.githubusercontent.com/bench87/quantpython-1#f-score--조셉-피오트로스키-우량-기업-주식-찾는-대표적인-방법
https://patch-diff.githubusercontent.com/bench87/quantpython-1#설정-조건-충족시-1점-미충족시-0점
https://patch-diff.githubusercontent.com/bench87/quantpython-1#당기순이익이-0이상인가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#영업현금흐름이-0이상인가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#roa가-전년-대비-증가했는가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#영업현금흐름이-순이익보다-높은가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#부채비율이-전년-대비-감소했는가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#유동비율이-전년-대비-증가했는가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#당해-신규주식-발행을-하지-않았는가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#매출총이익이-전년-대비-증가했는가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#자산회전율이-전년-대비-증가했는가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#3가지만-선정
https://patch-diff.githubusercontent.com/bench87/quantpython-1#1-당기순이익이-0이상인가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#2-영업현금흐름이-0이상인가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#3-영업현금흐름이-순이익보다-높은가
https://patch-diff.githubusercontent.com/bench87/quantpython-1#리밸런싱
https://patch-diff.githubusercontent.com/bench87/quantpython-1#실제로-주식-투자를-할-때는-주시적으로-시장의-변화에-따라-종목을-교체하거나-추가-삭제하는-작업을-하게-된다
https://patch-diff.githubusercontent.com/bench87/quantpython-1#저per-전략으로-투자할-경우-1년마다-다시-per-데이터를-살펴-보면서-per이-오른-종목은-제거-낮아진-종목은-추가한다
https://patch-diff.githubusercontent.com/bench87/quantpython-1#데이터의-중요성
https://patch-diff.githubusercontent.com/bench87/quantpython-1#코드를-응용해-분기-반년-단위-등-여러-시간-단위의-리밸런싱-테스트를-해보길-바란다
https://patch-diff.githubusercontent.com/bench87/quantpython-1#백테스트-기본코드
https://patch-diff.githubusercontent.com/bench87/quantpython-1#1-주어진-날짜에-전략-수행해-주식을-선택
https://patch-diff.githubusercontent.com/bench87/quantpython-1#2-선택된-주식들이-주어진-기간에-어떤-움직임을-보이는지-주어진-기간의-가격-데이터들을-가져와서-계산
https://patch-diff.githubusercontent.com/bench87/quantpython-1#백테스트-리밸런싱-코드
https://patch-diff.githubusercontent.com/bench87/quantpython-1#1-첫번째-리밸런싱-날짜에-전략-수행해-주식을-선택
https://patch-diff.githubusercontent.com/bench87/quantpython-1#2-선택된-주식들이-첫번째-기간에-어떤-움직임을-보이는지-주어진-기간의-가격-데이터들을-가져와서-계산
https://patch-diff.githubusercontent.com/bench87/quantpython-1#3-두번째-리밸런싱-날짜에-전략-수행해-주식을-선택
https://patch-diff.githubusercontent.com/bench87/quantpython-1#4-선택된-주식들이-두번째-기간에-어떤-움직임을-보이는지-주어진-기간의-가격-데이터들을-가져와서-계산
https://patch-diff.githubusercontent.com/bench87/quantpython-1#5-반복
https://patch-diff.githubusercontent.com/bench87/quantpython-1#백테스트-평가-수치-계산
https://patch-diff.githubusercontent.com/bench87/quantpython-1#cagr-연평균-수익률---마지막값--처음값--1년차---1
https://patch-diff.githubusercontent.com/bench87/quantpython-1#mddmaximum-drawdown--고점-대비-최대-하락비율
https://patch-diff.githubusercontent.com/bench87/quantpython-1#plot-결과
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_pbr.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_per.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_MDD.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_PER_PBR_MDD.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_test1_per_pbr.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_test2_per_pbr_5_2015.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_test2_per_pbr_5_2016.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_test3_fscore.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_test3_fscore_per_pbr.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_rebalance.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_rebal_per_pbr.png
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https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_rebal_fscore_combo.png
https://patch-diff.githubusercontent.com/bench87/quantpython-1/blob/master/output/myplot_rebal_PBR+PER_fscore_value+fscore.png
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