2e:null 2f:["$","title",null,{"children":"[개정판] 온실 속 주식투자 #1: 단일종목 투자에 대한 확률적 접근 | Humble Data Miner | Observable"}] 34:T139a,{ const [w,h] = [slide_content_dim[0],slide_content_dim[1]-20]; const svg = d3.create("svg").attr("viewBox", [0, 0, w, h]); //svg.append("rect").attr("width",w).attr("height",h).attr("stroke","white"); const margin = {left:34,right:120,top:80,bottom:20}; const g_text_start = svg.append("text") .attr("fill","lightgrey").attr("x",margin.left).attr("y",h/2) .style("font-size","small") .attr("text-anchor","end").attr("dominant-baseline","middle").text(`x1.00`); const g_lines = svg.append("g"); const tk_mu = d3.range(-3,3+1,1).map(d=>d/10); const sl_mu = d3_slider.sliderBottom() .min(d3.min(tk_mu)).max(d3.max(tk_mu)) .marks(tk_mu).tickValues(tk_mu) .width(200).value(0) .on("onchange", () => update()); const g_sl_mu = svg.append("g") .attr("class","sl_mu") .attr("transform",`translate(40,30)`) .call(sl_mu); g_sl_mu.append("text") .attr("text-anchor","middle").attr("dy",-15).style("font-size","small") .attr("x",200/2).attr("fill","hotpink").text("연간 경향성 (μ)"); const tk_sigma = d3.range(1,8,1).map(d=>d/10); const sl_sigma = d3_slider.sliderBottom() .min(d3.min(tk_sigma)).max(d3.max(tk_sigma)) .marks(tk_sigma).tickValues(tk_sigma) .width(200).value(tk_sigma[Math.floor(tk_sigma.length/2)]) .on("onchange", () => update()); const g_sl_sigma = svg.append("g") .attr("class","sl_sigma") .attr("transform",`translate(340,30)`) .call(sl_sigma); g_sl_sigma.append("text") .attr("text-anchor","middle").attr("dy",-15).style("font-size","small") .attr("x",200/2).attr("fill","hotpink").text("연간 변동성 (σ)"); const x = d3.scaleLinear([0,12], [margin.left, w - margin.right]); const g_x = svg.append("g") .attr("transform", `translate(0,${h - margin.bottom})`) .call(d3.axisBottom(x).tickFormat(d=>d==0?0:d==12?"+1Y":`+${d}M`)); g_x.selectAll(".tick text").style("font-size","small"); const g_y = svg.append("g").attr("transform",`translate(${w-margin.right},0)`); const intervals = d3.range(n_samples).reduce((acc,cur)=>{ acc.push(acc.length==0?anim_step_ms:acc[acc.length-1]*9/10); return acc; },[]); const line_anims = intervals.reduce((acc,cur)=>{ acc.push(acc.length==0?[0,cur]:[acc[acc.length-1][0]+acc[acc.length-1][1],cur]); return acc; },[]); const last_line_at = Math.ceil(d3.max(line_anims,d=>d[0]+d[1])); const g_dists = svg.append("g"); const x_term = x(1)-x(0); function update() { const mu = sl_mu.value(); const sigma = sl_sigma.value(); // population of log normal distribution const rng = d3.randomNormal(mu/12, sigma/Math.sqrt(12)); const prc = d3.range(n_samples).map(_=>d3.range(12+1).map(i=>i==0?0:rng())); const acc = prc.map(row=>row.reduce((acc,cur)=>{acc.push((acc.length==0?0:acc[acc.length-1])+cur); return acc;},[])); const logacc = acc.map(row=>row.map(d=>Math.exp(d))); // distribution drawings const dist = d3.range(1,1+12).map(i=>{ const m = mu*i/12; const s = sigma*Math.sqrt(i/12); const bw = 6*s/(n_bins-1); const r = [m-3*s-bw/2,m+3*s+bw/2]; const nd = new NormalDistribution(m,s); const bins = d3.range(n_bins).map(bi=>{ const l=r[0]+bi*bw; const u = l+bw; return {ec:Math.exp((l+u)/2),l:l,c:(l+u)/2,u:u,p:nd.probabilityBetween(l,u)}; }); return {i:i,m:m,s:s,bins:bins}; }); const ey = [mu-3*sigma,mu+3*sigma].map(d=>Math.exp(d)); const y = d3.scaleLog(ey,[h-margin.bottom,margin.top]); g_y.transition().duration(anim_step_ms).call(d3.axisRight(y).ticks(15).tickFormat(d=>`x${d.toFixed(2)}`)); const line = d3.line().x((_,i)=>x(i)).y(d=>y(d)); g_lines.selectAll("path") .data(logacc) .join("path") .interrupt() .attr("stroke",d3.schemeCategory10[1]) .attr("stroke-width",20) .attr("fill","none").attr("opacity",0) .transition() .delay((d,i)=>line_anims[i][0]).attr("opacity",1) .duration((d,i)=>line_anims[i][1]).attr("opacity",0.2).attr("stroke-width",1) .attr("d",d=>line(d)); const dist_line = d3.line().x(d=>d.p*x_term*8).y(d=>y(d.ec)).curve(d3.curveBasis); g_dists.selectAll("path") .data(dist) .join("path") .interrupt() .attr("transform",d=>`translate(${d.i==12?w-margin.right+40:x(d.i)},0)`) .attr("stroke","lightgrey") .attr("stroke-width",4) .attr("stroke-dasharray","4 4") .attr("fill","none") .attr("opacity",0) .attr("d",d=>dist_line(d.bins)) .transition().delay(d=>last_line_at+d.i*anim_step_ms/4).duration(anim_step_ms).attr("opacity",1); g_text_start.attr("y",y(1)); } update(); const footnote = html`

확률과정의 ${nformat.format(n_samples)} 번 반복 시뮬레이션
(설명의 단순함을 위해 concave correction을 하지 않음)

`; return slide`${svg.node()}${footnote}`; }35:T6f3,{ let ci = 0; function keyUp(event) { const slides = document.querySelectorAll('.observablehq .slide'); const cs = slides[ci]; switch (event.key) { case 'ArrowUp': case 'ArrowLeft': if( !cs.hasOwnProperty("bwd") || !cs.bwd()) { ci = Math.max(ci-1, 0); const ps = slides[ci]; if(ps.hasOwnProperty("init")) ps.init(); ps.scrollIntoView({behavior: "smooth"}); } break; case 'ArrowDown': case 'ArrowRight': if( !cs.hasOwnProperty("fwd") || !cs.fwd()) { ci = Math.min(ci+1,slides.length-1); const ps = slides[ci]; if(ps.hasOwnProperty("init")) ps.init(); ps.scrollIntoView({behavior: "smooth"}); } break; } } document.removeEventListener('keyup', keyUp); document.addEventListener('keyup', keyUp); function findParent(startElement, tagName, className) { let currentElm = startElement; while (currentElm != document.body) { if (currentElm.tagName.toLowerCase() == tagName.toLowerCase() && currentElm.className.toLowerCase() == className.toLowerCase()) { return currentElm; } currentElm = currentElm.parentElement; } return false; } function click(event) { const cs_clicked = findParent(event.srcElement,'div','slide'); if (!cs_clicked) return; const slides = document.querySelectorAll('.observablehq .slide'); for(let i = 0; i < slides.length; i++) { if(slides[i] === cs_clicked) { ci = i; break; } } cs_clicked.scrollIntoView({behavior:"smooth"}); } document.removeEventListener('click',click); document.addEventListener('click',click); return document; }36:[] 32:{"id":"ad28114c61a802a8","slug":"stock-investment-in-a-greenhouse-revision-part1","title":"[개정판] 온실 속 주식투자 #1: 단일종목 투자에 대한 확률적 접근","thumbnail":"ee71f3e846b3bf9cbb2972ad72ea15e2510162bc94825b66ac84f13817f047a6","access_level":"public","create_time":"$D2025-07-22T02:18:24.905Z","update_time":"$D2025-08-13T17:37:38.690Z","view_time":null,"first_public_time":"$D2025-07-22T21:29:08.845Z","has_unpublished_edits":null,"fork":false,"stars":0,"starred":false,"owner":{"type":"team","id":"50faa4da52a9ff9b","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":"starter_2024"},"version":454,"publish_version":null,"role":null,"authored":false,"authors":[{"type":"individual","id":"4e2fc41e06361cc3","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":null}],"members":[{"type":"individual","id":"4e2fc41e06361cc3","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":null,"role":"editor"},{"type":"team","id":"50faa4da52a9ff9b","login":"humble-data-miner","name":"Humble Data Miner","avatar_url":"https://avatars-next.observableusercontent.com/3046b1bea86c5e825baea7c0c403d90ad9690b5396b11b5d02b3a0839fbcb946","tier":"starter_2024","role":"editor"}],"comments":[],"custom_thumbnail":true,"trashed":false,"lapsed":null,"subscribed":null,"forks":0,"collection":{"id":"df6580e759cec86e","slug":"stock-investment-in-a-greenhouse-korean","title":"Stock Investment in a Greenhouse (Korean)","owner":{"id":"50faa4da52a9ff9b","login":"humble-data-miner","name":"Humble Data Miner"}},"type":"notebook","body":{"title":"[개정판] 온실 속 주식투자 #1: 단일종목 투자에 대한 확률적 접근","cells":[{"id":0,"value":"# [개정판] 온실 속 주식투자 #1:
단일종목 투자에 대한 확률적 접근","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":423,"value":"---\n## 슬라이드 사용법\n\n* 전체화면 보기: 우상단 메뉴 클릭 후 **View** > **View in Fullscreen** 실행\n* 키보드: 화살표 키 '→' 또는 '↓'로 진행, 화살표 키 '←' 또는 '↑'로 역행\n* 마우스: 슬라이드 영역 클릭시 해당 슬라이드 위치로 스크롤 이동","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":19,"value":"first_slide = {\n const title = md`용어정리`;\n const item1 = md`* 온실 속 주식투자:
외부요인을 배제, 가격변동만으로 사고실험`;\n const item2 = md`\n* 가격변동의 통계량
\nμ(경향성): 일정기간 등락의 평균적인 경향성
\nσ(변동성): 일정기간 등락의 평균대비 변동폭\n`;\n\n return slide`\n${title}\n${item1}\n${item2}\n`;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":123,"value":"$34","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":341,"value":"last_slide = {\n const title = md`결론`;\n const item1 = md`* 단일종목 투자에 대한 확률적 접근
\n작은 변동성도 큰 결과 차이를 만들 수 있다
\n기간이 길수록 결과는 분산한다 (수렴✖)`;\n const item2 = md`* 고정된 μ,σ값 실험의 한계점
\nμ,σ 값은 현실에선 계속 변화한다
\nμ,σ 값의 정확한 계산이 불가능하다\n`;\n\n return slide`\n${title}\n${item1}\n${item2}\n`;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":451,"value":"---\n## 부연설명 동영상\n\n","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":7,"value":"---\n## Appendix","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":227,"value":"n_samples = 1000","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":270,"value":"n_bins = 21","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":247,"value":"anim_step_ms = 1000","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":125,"value":"slide_content_dim = {\n const style = window.getComputedStyle(first_slide);\n const [w,h] = [style.width, style.height].map(s=>parseFloat(s));\n const [pl,pr,pt,pb] = [style.paddingLeft,style.paddingRight,style.paddingTop,style.paddingBottom].map(s=>parseFloat(s));\n const [bl,br,bt,bb] = [style.borderLeft,style.borderRight,style.borderTop,style.borderBottom].map(s=>parseFloat(s));\n const [ml,mr,mt,mb] = [style.marginLeft,style.marginRight,style.marginTop,style.marginBottom].map(s=>parseFloat(s));\n return [w-pl-pr-bl-br-ml-mr,h-pt-pb-bt-bb-mt-mb];\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":12,"value":"import {slide} from \"@mbostock/slide\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":159,"value":"d3_slider=require(\"d3-simple-slider\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":180,"value":"npm_ndist = import('https://cdn.skypack.dev/normal-distribution@1.1.1?min')","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":188,"value":"NormalDistribution = npm_ndist.default","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":335,"value":"nformat = new Intl.NumberFormat()","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":9,"value":"","pinned":false,"hidden":false,"mode":"html","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":16,"value":"$35","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W36","stdlib":"1","titling":"auto"}} 33:"$32:body"