๐Ÿ“‘

KissCuseMe
KissCuseMe
2025-03-08 00:51:30

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์ฃผ์‹ ํ€€ํŠธ ํˆฌ์ž์˜ ์‰ฝ๊ณ  ํšจ์œจ์ ์ธ 5๊ฐ€์ง€ ๋ฐฉ๋ฒ•

1. ๋ฐธ๋ฅ˜ ์ „๋žต (Value Strategy) ์ „๋žต: ์ €ํ‰๊ฐ€๋œ ์ฃผ์‹ ์„ ํƒ (PBR, PER, PSR ๋“ฑ ํ™œ์šฉ) ์˜ˆ์‹œ: - ์ฝ”์Šคํ”ผ ์‹œ๊ฐ€์ด์•ก ํ•˜์œ„ 20% ์ข…๋ชฉ ์ค‘ PBR 1 ๋ฏธ๋งŒ, PER 10 ์ดํ•˜ ์ข…๋ชฉ ๋งค์ˆ˜ - ex) ๊ตญ๋‚ด ์€ํ–‰์ฃผ (KEBํ•˜๋‚˜์€ํ–‰, ์‹ ํ•œ์ง€์ฃผ ๋“ฑ) โ†’ ์žฅ๊ธฐ์ ์œผ๋กœ ์žฌํ‰๊ฐ€๋  ๊ฐ€๋Šฅ์„ฑ ์žฅ์ : ์•ˆ์ •์„ฑ ๋†’์Œ, ํ•˜๋ฝ์žฅ์—์„œ ๊ฐ•์„ธ ์ฃผ์˜: ์ €ํ‰๊ฐ€ ์ฃผ์‹์ด ๊ณ„์† ํ•˜๋ฝํ•  ์ˆ˜ ์žˆ์Œ (Value Trap) 2. ๋ชจ๋ฉ˜ํ…€ ์ „๋žต (Momentum Strategy) ์ „๋žต: ์ตœ๊ทผ ์ƒ์Šน์„ธ๊ฐ€ ๊ฐ•ํ•œ ์ข…๋ชฉ ๋งค์ˆ˜ ์˜ˆ์‹œ: - 6๊ฐœ์›” ์ˆ˜์ต๋ฅ  ์ƒ์œ„ 10% ์ข…๋ชฉ ์„ ์ • โ†’ ์›”๋ณ„ ๋ฆฌ๋ฐธ๋Ÿฐ์‹ฑ - ex) ๋ฐ˜๋„์ฒด ์ฃผ์‹ (์‚ผ์„ฑ์ „์ž, SKํ•˜์ด๋‹‰์Šค) โ†’ ์‚ฐ์—… ํ˜ธํ™ฉ๊ธฐ ์ง‘์ค‘ ํˆฌ์ž ์žฅ์ : ์ถ”์„ธ ๋”ฐ๋ผ ๋†’์€ ์ˆ˜์ต ๊ฐ€๋Šฅ ์ฃผ์˜: ๊ฐ‘์ž‘์Šค๋Ÿฌ์šด ์ถ”์„ธ ๋ฐ˜์ „ ์‹œ ํฐ ์†์‹ค ๊ฐ€๋Šฅ (ex. 2022๋…„ ๋ฐ˜๋„์ฒด ์ฃผ๊ฐ€ ๊ธ‰๋ฝ) 3. ํ€„๋ฆฌํ‹ฐ ์ „๋žต (Quality Strategy) ์ „๋žต: ์žฌ๋ฌด์  ๊ฑด๊ฐ•์„ฑ ๋†’์€ ๊ธฐ์—… ์„ ํƒ ์˜ˆ์‹œ: - ROE 15% ์ด์ƒ, ๋ถ€์ฑ„๋น„์œจ 100% ๋ฏธ๋งŒ ์ข…๋ชฉ ํ•„ํ„ฐ๋ง - ex) ์ฝ”์Šคํ”ผ200 ์ƒ์œ„ ์ข…๋ชฉ (์…€ํŠธ๋ฆฌ์˜จ, NAVER ๋“ฑ) ์žฅ์ : ์žฅ๊ธฐ์  ...

KissCuseMe
KissCuseMe
2025-03-03 22:40:44

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๋น„ํŠธ์ฝ”์ธ ๋ชจ๋ฉ˜ํ…€ ๋งค๋งค ์ „๋žต

1. ๋ชจ๋ฉ˜ํ…€ ํŠธ๋ ˆ์ด๋”ฉ ๊ธฐ๋ณธ ๊ฐœ๋… ์ •์˜: ์ถ”์„ธ์˜ ๊ฐ•๋„๋ฅผ ์ธก์ •ํ•ด ์ƒ์Šน ์ถ”์„ธ์ผ ๋•Œ ๋งค์ˆ˜, ํ•˜๋ฝ ์ถ”์„ธ์ผ ๋•Œ ๋งค๋„ํ•˜๋Š” ์ „๋žต ํ•ต์‹ฌ ์›๋ฆฌ: "์ถ”์„ธ๋Š” ์นœ๊ตฌ๋‹ค" - ๊ธฐ์กด ํ๋ฆ„์ด ์ง€์†๋  ๊ฒƒ์ด๋ผ๋Š” ๊ฐ€์ • 2. ์ „๋žต์˜ 3๋Œ€ ํ•ต์‹ฌ ์š”์†Œ 1. ๋ชจ๋ฉ˜ํ…€ ์ง€ํ‘œ: RSI, MACD, Stochastic 2. ์ถ”์„ธ ํ™•์ธ: ์ด๋™ํ‰๊ท (MA), ๋ณผ๋ฆฐ์ €๋ฐด๋“œ 3. ๊ฑฐ๋ž˜๋Ÿ‰ ๋ถ„์„: OBV(On-Balance Volume), MFI(Money Flow Index) 3. ์ฝ”์–ด ๋กœ์ง ๊ตฌํ˜„ (Python) 3-1. ํ•„์ˆ˜ ๋ผ์ด๋ธŒ๋Ÿฌ๋ฆฌ ์„ค์น˜ bash pip install ccxt pandas numpy TA-Lib python-dotenv 3-2. ์‹ค์‹œ๊ฐ„ ๋ฐ์ดํ„ฐ ์ˆ˜์ง‘ (Binance ๊ธฐ์ค€) python import ccxt import pandas as pd binance = ccxt.binance({ 'apiKey': 'YOURAPIKEY', 'secret': 'YOURSECRET', 'enableRateLimit': True }) 1์‹œ๊ฐ„ ๋ด‰ ๋ฐ์ดํ„ฐ ์กฐํšŒ ohlcv = binance.fetchohlcv('BTC/USDT', '1h') df = pd.DataFrame(ohlc...

KissCuseMe
KissCuseMe
2025-03-03 12:51:58

3

0

๋น„ํŠธ์ฝ”์ธ ์ž๋™๋งค๋งค ์‹œ์Šคํ…œ ๊ฐœ๋ฐœ ๊ฐ€์ด๋“œ

1. ๊ฐœ๋ฐœ ํ™˜๊ฒฝ ๊ตฌ์„ฑ bash ํ•„์ˆ˜ ๋ผ์ด๋ธŒ๋Ÿฌ๋ฆฌ ์„ค์น˜ pip install ccxt pandas numpy talib TA-Lib python-dotenv schedule websockets flask ์ฃผ์š” ๋„๊ตฌ: - CCXT: 100 ๊ฑฐ๋ž˜์†Œ ํ†ตํ•ฉ API - Pandas: ๋ฐ์ดํ„ฐ ๋ถ„์„ - TA-Lib: ๊ธฐ์ˆ ์  ์ง€ํ‘œ ๊ณ„์‚ฐ - Websockets: ์‹ค์‹œ๊ฐ„ ๋ฐ์ดํ„ฐ ์ˆ˜์‹  - Flask: ๋Œ€์‹œ๋ณด๋“œ ๊ตฌ์ถ• 2. ๊ฑฐ๋ž˜์†Œ ์„ ํƒ ๋ฐ API ์„ค์ • python .env ํŒŒ์ผ์— API ํ‚ค ์ €์žฅ APIKEY = "yourapikey" ๊ฑฐ๋ž˜์†Œ์—์„œ ๋ฐœ๊ธ‰๋ฐ›์€ API ํ‚ค APISECRET = "yourapisecret" ๊ฑฐ๋ž˜์†Œ์—์„œ ๋ฐœ๊ธ‰๋ฐ›์€ API ์‹œํฌ๋ฆฟ ์ถ”์ฒœ ๊ฑฐ๋ž˜์†Œ: - Binance: ๋†’์€ ์œ ๋™์„ฑ, REST/Websocket ์ง€์› - Bybit: ์„ ๋ฌผ ๊ฑฐ๋ž˜ ํŠนํ™” - ์—…๋น„ํŠธ: ๊ตญ๋‚ด ๋ฒ•์ธ ์•ˆ์ •์„ฑ 3. ์ฐจํŠธ ๋ฐ์ดํ„ฐ ์ˆ˜์ง‘ python import ccxt Binance API ์ดˆ๊ธฐํ™” binance = ccxt.binance({ 'apiKey': APIKEY, API ํ‚ค ์„ค์ • 'secret': APISECRET, API ์‹œํฌ...


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