2e:null 2f:["$","title",null,{"children":"개미투자공학 4장: 변동연관지도 | Humble Data Miner | Observable"}] 34:Te2f,corr_map = { const zoom = d3.zoom().scaleExtent([0.5, 64]).on("zoom", zoomed); const height = width; const svg = d3.create("svg").attr("viewBox", [0, 0, width, height]); const gDot = svg.append("g"); const gGrid = svg.append("g"); const x = d3.scaleLinear().domain(d3.extent(stocks,d=>d.x)).range([0, width]); const y = d3.scaleLinear().domain(d3.extent(stocks,d=>d.y)).range([height, 0]); var zx = x; var zy = y; const xAxis = (g, x) => g.attr("transform", `translate(0,0)`).call(d3.axisBottom(x)); const yAxis = (g, y) => g.call(d3.axisRight(y)); const grid = (g, x, y) => g .attr("stroke", "currentColor") .attr("stroke-opacity", 0.1) .call(g => g .selectAll(".x") .data(x.ticks(12)) .join( enter => enter.append("line").attr("class", "x").attr("y2", height), update => update, exit => exit.remove() ) .attr("x1", d => 0.5 + x(d)) .attr("x2", d => 0.5 + x(d))) .call(g => g .selectAll(".y") .data(y.ticks(12 * height/width)) .join( enter => enter.append("line").attr("class", "y").attr("x2", width), update => update, exit => exit.remove() ) .attr("y1", d => 0.5 + y(d)) .attr("y2", d => 0.5 + y(d))); const gCircle = gDot.selectAll("circle") .data(stocks) .join("circle") .attr("cx", d => x(d.x)) .attr("cy", d => y(d.y)) .attr("r", 10) .attr("fill", d => enablecluster ? d3.schemeCategory10[d.label%10] : d3.schemeCategory10[0]); const gGroup = gDot.selectAll("text.group") .data(stocks) .join("text") .attr("class", "group") .attr("x",d=>x(d.x)) .attr("y",d=>y(d.y)) .attr("dominant-baseline","middle") .attr("text-anchor","middle") .attr("fill","white") .text(d=>`#${groups[d.group].slice(0,2)}`); const gText = gDot.selectAll("text.name") .data(stocks) .join("text") .attr("class", "name") .attr("x", d => x(d.x)) .attr("y", d => y(d.y)) .attr("text-anchor","start") //.attr("transform", d=>`rotate(-39,${x(d.pos[0])},${y(d.pos[1])})`) .text(d=>d.name); const gx = svg.append("g"); const gy = svg.append("g"); svg.call(zoom).call(zoom.transform, d3.zoomIdentity); function control_dot_visibility() { const inbound = d => 0<=zx(d.x) && zx(d.x)<=width && 0<=zy(d.y) && zy(d.y)<=height; let selected = new Set(stocks.filter(x=>x.hasOwnProperty("chosen") && x.chosen).map(x=>x.index)); gCircle.attr("fill-opacity", (d,i) => selected.size == 0 || selected.has(i)? 1.0:0.01); gCircle.attr("visibility", d => inbound(d) ? "visible":"hidden"); gGroup.attr("visibility", (d,i) => showgroup ? (selected.size == 0 || (selected.has(i) && inbound(d)) ? "visible":"hidden") : "hidden"); gText.attr("visibility", (d,i) => selected.size == 0 || !selected.has(i) || !inbound(d) ? "hidden" : "visible"); } function zoomed({transform}) { zx = transform.rescaleX(x).interpolate(d3.interpolateRound); zy = transform.rescaleY(y).interpolate(d3.interpolateRound); gDot.attr("transform", transform); gCircle.attr("r", 10/transform.k); gText.attr("font-size", 11/transform.k).attr("dx",10/transform.k).attr("dy",x=>3/transform.k); gGroup.attr("font-size", 11/transform.k).attr("dx",-2/transform.k); control_dot_visibility(); gx.call(xAxis, zx); gy.call(yAxis, zy); gGrid.call(grid, zx, zy); } return Object.assign(svg.node(), { update(selection) { svg.call(zoom).call(zoom.transform, d3.zoomIdentity); control_dot_visibility(); } }); 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32:{"id":"2115bfa082bdb0a7","slug":"personal-investment-engineering-ch-4","title":"개미투자공학 4장: 변동연관지도","thumbnail":"7f1ac5b5f4584ad3de2be694bb7607483f70ec371a62e0bbde505f2c2dfc9dd5","access_level":"public","create_time":"$D2022-03-30T20:19:04.848Z","update_time":"$D2022-10-24T12:39:45.196Z","view_time":null,"first_public_time":"$D2022-04-04T08:06:26.307Z","has_unpublished_edits":null,"fork":false,"stars":0,"starred":false,"owner":{"type":"team","id":"50faa4da52a9ff9b","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":"starter_2024"},"version":392,"publish_version":null,"role":null,"authored":false,"authors":[{"type":"individual","id":"4e2fc41e06361cc3","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":null}],"members":[{"type":"individual","id":"4e2fc41e06361cc3","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":null,"role":"editor"}],"comments":[],"custom_thumbnail":true,"trashed":false,"lapsed":null,"subscribed":null,"forks":0,"collection":{"id":"8be4c7f69e492fdf","slug":"personal-investment-engineering","title":"Personal Investment Engineering","owner":{"id":"50faa4da52a9ff9b","login":"humble-data-miner","name":"Humble Data Miner"}},"type":"notebook","body":{"title":"개미투자공학 4장: 변동연관지도","cells":[{"id":0,"value":"# 개미투자공학 4장: 변동연관지도","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":293,"value":"---\n## 포트폴리오 구성과 변동연관성에 대한 이야기\n* 변동연관성이란?\n * 오를때 같이 오르고 떨어질때 같이 떨어지는 경향\n * 특정 업종의 경우 강한 연관성을 가질것으로 추정\n* 포트폴리오 구성에 변동연관성이 중요한 이유\n * 연관성이 높은 종목들로 포트폴리오 구성시 분산투자가 무의미\n * (사고 실험) 같은 비율로 오르고 내리는 종목 A,B가 있다고 가정\n * A만 투자했을때 수익률\n * B만 투자했을때 수익률\n * A+B 반반 투자했을때 수익률\n * (결론) 어떻게 배분해도 수익률은 같고 변동성도 같다\n * 연관된 종목들로 분산투자시 단일종목에 투자하는것과 비슷한 결과","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":321,"value":"---\n## 변동연관지도\n* 지난 5년간 종목-종목간 모든 조합에 대해 연관도를 계산\n* 연관도가 높은 종목들은 가까이 연관도가 낮은 종목은 멀리 배치\n* 사용설명\n 1. 필터: 검색어를 입력해 해당 종목들을 테이블에 표시\n 2. 선택: 테이블상에 결과중 개별표시 원하는 항목을 체크\n 3. 탐색: 표시된 종목들의 연관지도를 줌,팬하며 연관도를 살펴봄\n* 사용예시\n * 검색창에 포트폴리오 후보종목들을 찾아서 테이블에 체크후, 해당 종목들이 지도상에 너무 가까이 있지 않은지 (연관도가 높은지) 확인\n * 테이블을 업종별로 정렬해서 특정업종을 전체선택후, 지도상에 해당업종내 종목들의 연관관계를 확인\n * 테이블의 항목들을 전체선택해서 모든 종목들을 표시한후 이름과 매치되지 않는 특이한 종목들을 탐색\n* 편의기능\n * 변동연관들의 군집(클러스터) 체크박스\n * 테이블 헤더의 항목 클릭시 정렬\n * 테이블 항목의 체크박스를 Shift를 누른채로 선택시 범위선택 가능\n * 테이블 헤더의 체크박스를 선택시 전체선택/해제 가능","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":281,"value":"viewof enablecluster = Inputs.toggle({label:\"변동연관 군집 표시\", value:true})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":153,"value":"viewof filtered_stocks = {\n function columnFilter(columns) {\n return query => {\n const filters = `${query}`.split(/\\s+/g).filter(t => t).map(termFilter);\n return d => filters.map(f=>columns.map(c=>f.test(d[c])).some(b=>b)).every(b=>b);\n };\n }\n function termFilter(term) {\n return new RegExp(`${term.replace(/[-[\\]{}()*+?.,\\\\^$|#\\s]/g, \"\\\\$&\")}`, \"i\");\n }\n return Inputs.search(stocks, {filter:columnFilter(['code','name','groupname']),placeholder:\"검색어 입력\"});\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":112,"value":"viewof selection = table(filtered_stocks,\n {\n columns:[\"code\",\"name\",\"groupext\",\"x\",\"y\"],\n header:{\"code\":\"종목코드\",\"name\":\"종목이름\",\"groupext\":\"업종\",\"x\":\"x좌표\", \"y\":\"y좌표\"},\n format:{\n \"groupext\":d=>html`

${d.split(\";\")[0]}

`,\n \"x\":d=>d.toFixed(0),\"y\":d=>d.toFixed(0)},\n width:{\"code\":60,\"name\":120,\"groupext\":110,\"x\":30,\"y\":30},\n maxWidth:550,\n checkedcolumn: \"chosen\",\n required:false\n }\n);","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":21,"value":"$34","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":339,"value":"---\n## 정리\n* 무엇보다 본인의 포트폴리오에 맞게 활용하는것이 중요\n* 높은 연관성의 업종\n * 증권/보험, 교육, 게임, 방송, 건설, 반도체 등등\n* 낮은 연관성의 업종\n * 종이/목재, 가구, 광고, 섬유/의류/신발/호화품 등등\n* 외곽에 외로운 섬들은 높은 연관도의 인근 종목이 없어 튕겨나감\n* 신규상장종목들은 표본개수가 작아 연관도의 유의성이 떨어짐\n * 코람코더원리츠, 세아메카닉스, 공구우먼 등등\n* 그밖의 찾아본 숨은그림들\n * 생명과학, 생물공학 군집에 숨어있는 화장품 전자기기회사\n * 이름이 다른 미원계열사","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":364,"value":"---\n## 참고자료\n* 공간배치에 사용한 머신러닝 알고리즘: [Wikipedia - t-SNE](https://en.wikipedia.org/wiki/T-distributed_stochastic_neighbor_embedding)\n* 군집탐색에 사용한 머신러닝 알고리즘: [Wikipedia - Mean shift clustering](https://en.wikipedia.org/wiki/Mean_shift)\n* 업종분류: [FnGuide - Wise Sector Classification](https://www.wiseindex.com/About/WICS)","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":391,"value":"---\n## 부연설명 동영상\n\n","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":376,"value":"---\n## 부록","pinned":true,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":5,"value":"html``","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":18,"value":"raw_data = FileAttachment(\"stock_correlation_map@3.json\").json()","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":28,"value":"stocks = {\n let stocks = JSON.parse(JSON.stringify(raw_data.stocks));\n for(let i=0; i < stocks.length; i++) {\n stocks[i]['groupname'] = groups[stocks[i]['group']];\n stocks[i]['groupext'] = `${stocks[i]['groupname']};${d3.format(\"03d\")(stocks[i]['label'])}`;\n stocks[i]['index'] = i;\n stocks[i]['x'] = stocks[i].pos[0];\n stocks[i]['y'] = stocks[i].pos[1];\n delete stocks[i].pos;\n }\n return stocks;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":69,"value":"groups = raw_data.groups","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":249,"value":"import {table} from \"@humble-data-miner/inputsmore\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":147,"value":"selection","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":139,"value":"corr_map.update(selection);","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":382,"value":"viewof showgroup = Inputs.toggle({label:\"업종표시\",value:true})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W35","stdlib":"1","titling":"auto"}} 33:"$32:body"