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F-score

피오트로스키의 F-score를 이용하여 미국 시장에 백테스팅 해 볼 예정입니다. 피오트로스키는 재무제표에 대한 점수를 아래와 같이 나눕니다. 1. 수익성2. 재무건전성3. 효율성 How the Piotroski F-Score Stock Screen Works The F-Score Test examines 9 tests in three areas: profitability, capital structure, and operating efficiency. Each test is given either 0 points for[....]

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랜덤 포레스트의 parameter 조정

1.a. max_features: 만들어지는 나무의 갯수 : Auto/None : This will simply take all the features which make sense in every tree.Here we simply do not put any restrictions on the individual tree. sqrt : This option will take square root of the total number of features in individual run. For instance,[....]

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TOE, RDMA for HFT

HFT에 필요한 네트워크인 TOE와 RDMA에 관한 분석입니다. 발표자료를 만들어보았습니다. I made this one for presentation. This is about TOE, RDMA for HF[....]

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Asset Portfolio Optimization with CAPM

Optimal asset portfolios By principles of the Capital Asset Pricing Model (CAPM), the script returns the normalized minimum variance and tangency vectors. These are the optimal portfolio weights for the two efficient portfolios. How to run the script Fork or clone Script is initilized[....]

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Internet Connection : How to Get Online? : Lesson 1 : Communicating in a Connected World

1. Welcome to Cisco Networking Basics By the end of the specialization, you should have progressed through learning what a network is, what makes up that network, and how to connect[....]

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