2e:null 2f:["$","title",null,{"children":"Stock Investment in a Greenhouse Part2 (Korean) | Humble Data Miner | Observable"}] 34:Te2c,function draw_gbm_chart(dt, years, items, yscale, margin, w, h, stroke_opacity=1.0) { const n = years*dt; // ~5 years (240 days per year) let series = []; for (let i = 0; i < items.length; i++) { const item = items[i]; const xn = Float64Array.from({length: n}, d3.randomNormal(item.mu, item.sigma)); const x = xn.map(x => Math.exp(x - item.sigma**2/2)) let productSum = 1.0; let y = [productSum]; for (let j = 0; j < x.length ; ++j) y.push(productSum *= x[j]); series.push(y); } let mean = []; for (let i = 0; i <= n; i++) { let values = []; for (let j = 0; j < series.length; j++) values.push(series[j][i]); mean.push(d3.mean(values)); } let t = []; for (let i = 0; i <= n; i++) t.push(i/dt); const x = d3.scaleLinear() .domain(d3.extent(t)) .range([margin.left, w - margin.right]); const y = (yscale == "log" ? d3.scaleLog() : d3.scaleLinear()) .domain([d3.min(series, d => d3.min(d)), d3.max(series, d => d3.max(d))]) .range([h - margin.bottom, margin.top]); const line = d3.line() .defined(d => !isNaN(d)) .x((d, i) => x(t[i])) .y(d => y(d)); const svg = d3.create("svg") .attr("viewBox", [0, 0, width, h]) .style("overflow", "visible"); svg.append("g") .attr("transform", `translate(0,${h - margin.bottom})`) .call(d3.axisBottom(x).ticks(years).tickFormat(x => `${x}Y`)); svg.append("g") .attr("transform", `translate(${margin.left},0)`) .call(d3.axisLeft(y).tickFormat(x => `x${yscale == "log" ? logratio_formatter(x) : linearscale_formatter(x)}`)) svg.append("g") .attr("transform", `translate(${w - margin.right},0)`) .call(d3.axisRight(y).tickFormat(x => `x${yscale == "log" ? logratio_formatter(x) : linearscale_formatter(x)}`)) svg.append("g") .attr("fill", "none") .attr("stroke-opacity", stroke_opacity) .attr("stroke-width", 1) .selectAll("path") .data(series) .join("path") .style("mix-blend-mode", "multiply") .attr("stroke", (d,i) => items[i].color) .attr("d", d => line(d)); const g = svg.append("g") .attr("transform", `translate(${x(t[t.length-1])}, ${y(mean[mean.length-1])})`); g.append("line") .attr("x1", 0) .attr("y1", 0) .attr("x2", margin.right) .attr("y2", 0) .attr("stroke", "black") .attr("stroke-width", 1) .attr("stroke-dasharray", "2,2"); g.append("rect") .attr("x", margin.right) .attr("y", -20/2) .attr("width", 60) .attr("height", 20) .attr("fill", "yellow") .attr("stroke", "black") .attr("stroke-width", 1); g.append('text') .attr('x', margin.right + 60/2) .attr('y', 0) .attr('font-size', 12) .attr('alignment-baseline', 'central') .attr('text-anchor', 'middle') .text("평균 x"+d3.format(".2f")(mean[mean.length-1])); svg.append("path") .datum(mean) .attr("fill", "none") .attr("stroke", "black") .attr("stroke-width", 4) .attr("d", d => line(mean)); svg.append("path") .datum(mean) .attr("fill", "none") .attr("stroke", "yellow") .attr("stroke-width", 2) .attr("d", d => line(mean)); svg.append("line") .attr("x1", x(t[0])) .attr("x2", x(t[t.length-1])) .attr("y1", y(1)) .attr("y2", y(1)) .attr("stroke", "white") .attr("stroke-width", 1); svg.append("line") .attr("x1", x(t[0])) .attr("x2", x(t[t.length-1])) .attr("y1", y(1)) .attr("y2", y(1)) .attr("stroke", "black") .attr("stroke-width", 1) .attr("stroke-dasharray", "2,2"); return svg.node(); }35:[] 32:{"id":"2dbde52741ded4ee","slug":"stock-investment-in-a-greenhouse-part2-korean","title":"Stock Investment in a Greenhouse Part2 (Korean)","thumbnail":"de78a38b200d22c3ca58e0d1900802e64f20d57c7e374563a984deec5ed4dbf1","access_level":"public","create_time":"$D2021-06-16T03:15:19.996Z","update_time":"$D2021-07-14T07:15:38.692Z","view_time":null,"first_public_time":"$D2021-07-09T07:38:22.583Z","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":516,"publish_version":516,"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":1,"collection":{"id":"df6580e759cec86e","slug":"stock-investment-in-a-greenhouse-korean","title":"Stock Investment in a Greenhouse (Korean)","owner":{"id":"50faa4da52a9ff9b","login":"humble-data-miner","name":"Humble Data Miner"}},"type":"notebook","body":{"title":"Stock Investment in a Greenhouse Part2 (Korean)","cells":[{"id":0,"value":"md`# Stock Investment in a Greenhouse Part2 (Korean)`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":8,"value":"md`---\n## 온실속의 주식투자 2부: (평행|단일)우주 시뮬레이션`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":10,"value":"md`\n
\n### 실험대상인 ${data.length}종의 주식들\n
\n주식들의 변동특성은 1년 경향성(μ)과 변동성(σ)에 대한 수익률 분포도로 대체합니다 *(이것이 무엇인가 하시는분은 온실속의 주식투자 1부를 참고하세요)*\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":21,"value":"draw_lognormal_pdf(data, 100, 240, margin, width*2/3, 250)","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":44,"value":"md`\n
\n### 평행우주 단일종목 시뮬레이션\n\n* 우주의 개수(=몇명의 나) : ${universecount} 개(명)\n* 종목의 개수 : 1 개\n* 시뮬레이션 기간 : 5년\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":154,"value":"viewof assetindex = Inputs.select([...Array(data.length).keys()], {label: \"시뮬레이션 종목은?\", format: i => data[i].name});","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":455,"value":"viewof yscale_multiverse = Inputs.radio(scales, {label: \"Y축 스케일\", value: scales[0], format: x => x.name}) ","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":442,"value":"viewof replay_multiverse = button({value: \"시뮬레이션 다시하기\"})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":435,"value":"{\n replay_multiverse\n let asset = data[assetindex];\n let items = Array.from({length: universecount}, () => ({mu: asset.mu, sigma: asset.sigma, color: d3.schemeCategory10[assetindex]}));\n return draw_gbm_chart(240, 5, items, yscale_multiverse.value, margin, width*2/3, height, 0.1);\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":475,"value":"md`\n
\n#### \"온실\"속에서 단일종목을 여러번 투자해본 결과\n\n* 상승경향의 종목들도 손해를 보는 경우가 있다\n* 하강경향의 종목들도 이익을 보는 경우가 있다\n* 변동성이 크면 수익의 편차도 크다\n* 투자기간이 길어짐에 따라 수익의 편차도 커진다\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":207,"value":"md`\n
\n### 단일우주 다종목 시뮬레이션\n\n* 우주의 개수 : 1 개\n* 종목의 개수 : ${data.length} 개\n* 시뮬레이션 기간 : 5 년\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":459,"value":"viewof yscale_present = Inputs.radio(scales, {label: \"Y축 스케일\", value: scales[0], format: x => x.name}) ","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":225,"value":"viewof replay_present = button({value: \"시뮬레이션 다시하기\"})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":426,"value":"{\n replay_present;\n let items = data.map( (d,i) => ({mu: d.mu, sigma: d.sigma, color: d3.schemeCategory10[i]}) );\n return draw_gbm_chart(240, 5, items, yscale_present.value, margin, width*2/3, height);\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":241,"value":"md`\n
\n#### \"온실\"속에서 여러종목을 섞어 거듭 실험해본 결과\n\n* 종목들의 수익률의 우선순위는 매번 바뀐다 (개별수익률 예측 불가)\n* 여러종목을 섞어 투자하는 경우가 단일종목 투자보다 수익률의 변동성이 작다 (마치 평행우주 실험에서 각자의 수익률을 평균낸것처럼)\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":486,"value":"md`\n
\n### 2부를 마치며\n\n* 하나의 자산에 모든걸 건다면 1번 우주에 나는 벼락부자가 될수 있어도 100번 우주의 나는 쪽박을 찰수 있습니다\n* 현재의 여러분 스스로를 사랑한다면 분산투자하세요!\n* 이 실험엔 결과에 큰 영향을 미치는 가정이 하나 숨어있습니다. 3부에서 다시 뵙겠습니다\n`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":6,"value":"md`---\n\n## 부록`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":4,"value":"html``","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":12,"value":"data = {\n var d = stocks10;\n for (let i = 0; i < d.length; i++)\n d[i]['name'] = \"익명의 주식 #\" + (i+1) + \" \" + label_mu_sigma(d[i].mu*dt, d[i].sigma*Math.sqrt(dt));\n return d;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":338,"value":"dt = 240","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":160,"value":"universecount = 1000;","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":446,"value":"scales = [ {name:\"선형\", value: \"linear\"}, {name:\"로그\", value:\"log\"}];","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":23,"value":"margin = ({top: 10, right: 25, bottom: 10, left: 25})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":25,"value":"height = 400","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":508,"value":"$34","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":15,"value":"import {stocks10, draw_lognormal_pdf, logratio_formatter, linearscale_formatter, label_mu_sigma} from \"@humble-data-miner/finance-library\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":221,"value":"import {button} from \"@jashkenas/inputs\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W35","stdlib":"1","titling":"auto"}} 33:"$32:body"