{"id":193,"date":"2014-05-07T14:09:17","date_gmt":"2014-05-07T05:09:17","guid":{"rendered":"http:\/\/www.fsquare.co.kr\/?p=193"},"modified":"2014-06-18T01:15:34","modified_gmt":"2014-06-17T16:15:34","slug":"%ec%88%98%ec%9d%b5%eb%a5%a0-%ea%b3%84%ec%82%b0-3","status":"publish","type":"post","link":"https:\/\/www.fsquare.co.kr\/?p=193","title":{"rendered":"\uc218\uc775\ub960 \uacc4\uc0b0 \u2013 3"},"content":{"rendered":"

\uc6b0\ub9ac\ub098\ub77c \uae08\uc735\uad8c\uc5d0\uc11c \uc804\ud1b5\uc801\uc778 \uc720\uac00\uc99d\uad8c\uc758 \ud22c\uc790\uc218\uc775\ub960 \uacc4\uc0b0\uc5d0\ub294 \uc2dc\uac04\uac00\uc911 \uc218\uc775\ub960\uc744 \uc8fc\ub85c \uc0ac\uc6a9\ud55c\ub2e4.
\n\uc804\ud1b5\uc801\uc778 \uc720\uac00\uc99d\uad8c\uc774\ub77c \ud568\uc740 \uc8fc\uc2dd\uc774\ub098 \ucc44\uad8c \ub4f1\uacfc \uac19\uc774 \uac70\ub798\uac00 \uc6a9\uc774\ud558\uace0 \ubc95\ub960\ub85c \uc815\uc758\ub41c \uc815\ud615\ud654\ub41c \uc720\uac00\uc99d\uad8c\ub4e4\uc744 \uc758\ubbf8\ud55c\ub2e4.<\/p>\n

\uc2dc\uac04\uac00\uc911\uc218\uc775\ub960\uc758 IT\uc801\uc778 \ucc98\ub9ac<\/strong>
\n\uc2dc\uac04\uac00\uc911 \uc218\uc775\ub960\uc744 \uacc4\uc0b0\ud558\uae30 \uc704\ud574\uc11c\ub294 \uc77c\ubcc4 \uc218\uc775\ub960\uc774 \ud544\uc694\ud558\ub2e4. \uc77c\ubcc4\uc218\uc775\ub960\uc740 \uc544\uce68\uc5d0\uc11c \uc800\ub141\uae4c\uc9c0, \ub354 \uc815\ud655\ud558\uac8c \uc598\uae30\ud558\uba74 \uc804\uc77c \uc800\ub141\uc5d0\uc11c \uc624\ub298 \uc800\ub141\uae4c\uc9c0\uc758 \uc218\uc775\ub960\uc744 \uc758\ubbf8\ud55c\ub2e4. \uc774 \ub54c \uc8fc\uc758\ud574\uc57c \ud560 \uc810\uc740 \uc804\uc77c \uc800\ub141\uacfc \uc624\ub298 \uc544\uce68\uc740 \uc5f0\uacb0\ub418\uc5b4 \uc788\ub2e4\ub294 \uc810\uc774\ub2e4. \uc989, \uc804\uc77c \uc800\ub141\uacfc \uc624\ub298 \uc544\uce68 \uc0ac\uc774\uc758 \ube44 \uc601\uc5c5\uc2dc\uac04\uc740 \uc874\uc7ac\ud558\uc9c0 \uc54a\ub294 \uac1c\ub150\uc73c\ub85c \uc0dd\uac01\ud574\uc57c \ud55c\ub2e4.(\uc804\uc77c \uacb0\uc0b0\uc774 \ub05d\ub098\uace0 \uc624\ub298 \uc544\uce68\uae4c\uc9c0 \ubc24\uc0ac\uc774\uc5d0 \ubc1c\uc0dd\ud558\ub294 \uc218\uc775, \uc790\uae08\uc720\uc785, \uc790\uae08\uc720\ucd9c\uc740 \uc624\ub298\uc758 \uc218\uc775, \uc790\uae08\uc720\ucd9c\uc785\uc5d0 \ud574\ub2f9\ub41c\ub2e4)
\n\ub530\ub77c\uc11c \ub370\uc774\ud130\ubca0\uc774\uc2a4\uc5d0 \uc800\uc7a5\ud558\uae30\uc704\ud574\uc11c\ub294 \ud1b5\uc0c1\uc801\uc73c\ub85c \uc77c\ubcc4 \uc218\uc775\ub960\uc744 \uc800\uc7a5\ud558\ub294 \ud14c\uc774\ube14\uc5d0 \ubcc4\ub3c4 \uc800\uc7a5\ud558\uba70 \ud1b5\uc0c1\uc801\uc73c\ub85c BM(Benchmark)\uc758 \uc218\uc775\ub960 \uc815\ubcf4\ub97c \ud568\uaed8 \uc800\uc7a5\ud55c\ub2e4. \uadf8 \uc774\uc720\ub294 \uc77c\ubcc4\ub85c \uc815\ubcf4\ub97c \ubd84\uc11d\ud558\ub294 \uc77c\uc774 \ub300\ubd80\ubd84\uc774\uba70 BM\uacfc \ud568\uaed8 \uc30d\uc73c\ub85c \uacc4\uc0b0\ud558\ub294 \uacbd\uc6b0\uac00 \ub9ce\uc73c\ubbc0\ub85c I\/O \ubc1c\uc0dd\uc744 \uc904\uc774\uae30 \uc704\ud574 \ub3d9\uc77c\ud55c \ud14c\uc774\ube14 \ub0b4\uc5d0 \ub370\uc774\ud130\ub97c \ud568\uaed8 \uc800\uc7a5\ud55c\ub2e4.
\n\uadf8\ub7f0\ub370 \uc77c\ubcc4 \uc218\uc775\ub960\uc744 \uc800\uc7a5\ud574 \ub450\uba74 \ub204\uc801 \uc218\uc775\ub960\uc740 \uc5b4\ub5bb\uac8c \uacc4\uc0b0\ud560\uae4c?
\n\uc2dc\uac04\uac00\uc911 \ub204\uc801\uc218\uc775\ub960\uc744 \uacc4\uc0b0\ud558\uae30 \uc704\ud574\uc11c \ud14c\uc774\ube14\uc774\ub098 \uc2a4\ud504\ub808\ub4dc\uc2dc\ud2b8\uc5d0 \uc800\uc7a5\ub41c \uc218\uc775\ub960\ub4e4\uc740 \ud558\ub098\uc529 \uc77d\uc5b4\uc11c \ud504\ub85c\uadf8\ub7a8\uc801\uc73c\ub85c (1+R1)*(1+R2)*(1+R3)…*(1+Rn)-1\uc744 \ud560 \uc218\ub3c4 \uc788\uc73c\ub098 \ud1b5\uc0c1\uc801\uc73c\ub85c\ub294 \ub0b4\uc7a5\ud568\uc218\uc778 SUM()\uc744 \uc774\uc6a9\ud55c\ub2e4.<\/p>\n

SUM(), LN(), EXP()\ud568\uc218 \uc774\uc6a9<\/strong>
\n\ub370\uc774\ud130\ubca0\uc774\uc2a4\ub098 \uc2a4\ud504\ub808\ub4dc\uc2dc\ud2b8\uc5d0\ub294 \ubcf4\ud1b5 SUM, LN, EXP\ud568\uc218\ub4e4\uc774 \uc874\uc7ac\ud55c\ub2e4. \ub0b4\uc7a5\ud568\uc218\ub4e4\uc740 \uc0ac\uc6a9\uc790 \uc815\uc758Stored Procedure\/Function\ub4e4 \ubcf4\ub2e4 \uc18d\ub3c4\uac00 \uc870\uae08 \ub354 \ube60\ub974\ubbc0\ub85c \ub0b4\uc7a5\ud568\uc218\ub4e4\uc744 \uc774\uc6a9\ud558\ub294\uac83\uc774 \uc18d\ub3c4\uc640 Query \uc870\ud68c\uc5d0 \uc720\ub9ac\ud558\ub2e4.<\/p>\n

SELECT OP_DT, FUND_RET, BM_RET\r\nFROM   TD01_FUNDRET\r\nWHERE  OP_DT BETWEEN '2011-01-01' AND '2012-12-31'\r\n\r\nResult\r\nOP_DT       | FUND_RET               | BM_RET\r\n--------------------------------------------------------\r\n2011-01-01  | 0.0003                 | 0.00024\r\n2011-01-02  | 0.0012                 | 0.0017\r\n2011-01-03  | 0.0011                 | 0.0015\r\n..\r\n<\/pre>\n
\ub4f1\uacfc \uac19\uc774 \uc870\ud68c\ub418\ub294 \uacbd\uc6b0 \uc2dc\uac04\uac00\uc911 \ub204\uc801\uc218\uc775\ub960\uc740 (1+0.0003)*(1+0.0012)*(1+0.0011)* … -1\ub85c \uacc4\uc0b0\uc774 \ub418\uc5b4\uc57c \ud55c\ub2e4.
\n\ub0b4\uc7a5\ud568\uc218\ub97c \uc774\uc6a9\ud55c \ub204\uc801\uc218\uc775\ub960 \uacc4\uc0b0\uc740 EXP(SUM(LN(1+r)))-1\uc744 \uc774\uc6a9\ud55c\ub2e4.<\/p>\n
SELECT EXP(SUM(LN(1+FUND_RET)))-1, EXP(SUM(LN(1+BM_RET)))-1\r\nFROM   TD01_FUNDRET\r\nWHERE  OP_DT BETWEEN '2011-01-01' AND '2012-12-31'\r\n<\/pre>\n
Index\ub97c \uc774\uc6a9\ud558\ub294 \ubc29\ubc95<\/strong>
\nIndex\ub780 \uc2dc\uc7a5\uacfc \uac19\uc774 \uc5ec\ub7ec \uc694\uc18c\uac00 \ubcf5\ud569\uc801\uc73c\ub85c \uc774\ub8e8\uc5b4\uc838 \uc788\ub294 \uc0c1\ud0dc\ub97c \uc218\uc900\uc73c\ub85c \ubcc0\ud658\ud558\uc5ec \ub098\ud0c0\ub0b4\ub294 \uc9c0\ud45c\ub97c \uc758\ubbf8\ud55c\ub2e4. \ud754\ud788 \uc8fc\uac00\uc9c0\uc218(Stock Market Index)\uc640 \uac19\uc740 \uc2dc\uc7a5 \uc0c1\ud0dc \ub610\ub294 \uc218\uc900\uc744 \uc22b\uc790\ub85c \ubcc0\ud658\ud558\uc5ec \ub098\ud0c0\ub0b4\ub294 \uc9c0\ud45c\uac00 \ub418\uaca0\ub2e4. \uadf8\ub7f0\ub370 \uc218\uc775\ub960 \uacc4\uc0b0\ub3c4 \ub204\uc801 \uc218\uc775\ub960\uc744 \uc77c\ubcc4\ub85c \uacc4\uc0b0\ud574 \ub450\uace0 \uc774\ub97c Index(\uc9c0\uc218)\ub85c \uc0bc\uc544 \uc218\uc775\ub960 \uacc4\uc0b0\uc744 \ud558\uba74 \uac04\ub2e8\ud558\uac8c \uc2dc\uac04\uac00\uc911 \ub204\uc801\uc218\uc775\ub960\uc744 \uac04\ub2e8\ud788 \uacc4\uc0b0\ud560 \uc218 \uc788\ub2e4.
\n\uc774\ub97c \uc704\ud574\uc11c\ub294 \ucd5c\ucd08 \uae30\uc900\uc77c\ubd80\ud130 \ub9e4\uc77c\ub9e4\uc77c \ub204\uc801 \uc218\uc775\ub960(\uc815\ud655\ud558\uac8c\ub294 \uc2dc\uc791\uc810\uc744 100\ub610\ub294 1000\uc744 \uae30\uc900\uc73c\ub85c \ud558\ub294 \ub204\uc801 \uc218\uc775\ub960)\uc744 \uacc4\uc0b0\ud558\uc5ec \uc800\uc7a5\ud574 \ub450\uc5b4\uc57c \ud55c\ub2e4.<\/p>\n
SELECT OP_DT, FUND_RET_IDX, BM_RET_IDX\r\nFROM   TD01_FUNDRET\r\nWHERE  OP_DT BETWEEN '2011-01-01' AND '2012-12-31'\r\n\r\nResult\r\nOP_DT       | FUND_RET_IDX           | BM_RET_IDX\r\n--------------------------------------------------------\r\n2011-01-01  | 1000.3                 | 1000.24\r\n2011-01-02  | 1004.204               | 1001.94\r\n2011-01-03  | 1005.308               | 1003.443\r\n..\r\n<\/pre>\n
\uc774\uc81c 2012\ub144 1\uc6d4 1\uc77c \ubd80\ud130 2013\ub144 12\uc6d4 31\uc77c\uae4c\uc9c0 2\ub144 \ub204\uc801 \uc218\uc775\ub960\uc744 \uacc4\uc0b0\ud558\uae30 \uc704\ud574\uc11c\ub294 2012\ub144 12\uc6d4 31\uc77c \ub204\uc801 \uc218\uc775\ub960\uc744 2011\ub144 12\uc6d4 31\uc77c \uc218\uc775\ub960\ub85c \ub098\ub204\uba74 \ub41c\ub2e4.<\/p>\n
SELECT  A.FUND_RET_IDX \/ B.FUND_RET_IDX - 1\r\nFROM    TD01_FUND_RET A,\r\n        TD01_FUND_RET B\r\nWHERE   A.OP_DT  = '2013-12-31'\r\nAND     B.OP_DT  = '2012-01-01' - 1\r\n\r\n<\/pre>\n
\ub450 \ubc29\uc2dd \ubaa8\ub450 \uc7a5\ub2e8\uc810\uc774 \uc788\uc73c\ubbc0\ub85c(\uacc4\uc0b0\uc18d\ub3c4, \uc77c\ubcc4 \uc218\uc775\ub960\uc744 chart \ub4f1\uc73c\ub85c \ubcf4\uc5ec\uc8fc\ub294 \uacbd\uc6b0, \uc5f0\uc18d\uc801\uc778 \ub204\uc801\uc218\uc775\ub960 \uacc4\uc0b0\uc2dc \ub4f1) \ub450 \ubc29\uc2dd\uc744 \ud63c\uc6a9\ud558\ub294 \uacbd\uc6b0\ub3c4 \uc788\uace0 \ub530\ub85c \uc0ac\uc6a9\ud558\ub294 \uacbd\uc6b0\ub3c4 \uc788\ub2e4.<\/p>\n
 <\/p>\n
 <\/p>\n","protected":false},"excerpt":{"rendered":"
\uc6b0\ub9ac\ub098\ub77c \uae08\uc735\uad8c\uc5d0\uc11c \uc804\ud1b5\uc801\uc778 \uc720\uac00\uc99d\uad8c\uc758 \ud22c\uc790\uc218\uc775\ub960 \uacc4\uc0b0\uc5d0\ub294 \uc2dc\uac04\uac00\uc911 \uc218\uc775\ub960\uc744 \uc8fc\ub85c \uc0ac\uc6a9\ud55c\ub2e4. \uc804\ud1b5\uc801\uc778 \uc720\uac00\uc99d\uad8c\uc774\ub77c \ud568\uc740 \uc8fc\uc2dd\uc774\ub098 \ucc44\uad8c \ub4f1\uacfc \uac19\uc774 \uac70\ub798\uac00 \uc6a9\uc774\ud558\uace0 \ubc95\ub960\ub85c \uc815\uc758\ub41c \uc815\ud615\ud654\ub41c \uc720\uac00\uc99d\uad8c\ub4e4\uc744 \uc758\ubbf8\ud55c\ub2e4. \uc2dc\uac04\uac00\uc911\uc218\uc775\ub960\uc758 IT\uc801\uc778 \ucc98\ub9ac \uc2dc\uac04\uac00\uc911 \uc218\uc775\ub960\uc744 \uacc4\uc0b0\ud558\uae30 \uc704\ud574\uc11c\ub294 \uc77c\ubcc4 \uc218\uc775\ub960\uc774 \ud544\uc694\ud558\ub2e4. \uc77c\ubcc4\uc218\uc775\ub960\uc740 \uc544\uce68\uc5d0\uc11c \uc800\ub141\uae4c\uc9c0, \ub354 \uc815\ud655\ud558\uac8c \uc598\uae30\ud558\uba74 \uc804\uc77c \uc800\ub141\uc5d0\uc11c \uc624\ub298 \uc800\ub141\uae4c\uc9c0\uc758 \uc218\uc775\ub960\uc744 \uc758\ubbf8\ud55c\ub2e4. \uc774 \ub54c \uc8fc\uc758\ud574\uc57c \ud560 \uc810\uc740 \uc804\uc77c \uc800\ub141\uacfc \uc624\ub298 \uc544\uce68\uc740 […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[5,7],"tags":[],"class_list":["post-193","post","type-post","status-publish","format-standard","hentry","category-fund-evaluation","category-it"],"_links":{"self":[{"href":"https:\/\/www.fsquare.co.kr\/index.php?rest_route=\/wp\/v2\/posts\/193","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.fsquare.co.kr\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.fsquare.co.kr\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.fsquare.co.kr\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.fsquare.co.kr\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=193"}],"version-history":[{"count":5,"href":"https:\/\/www.fsquare.co.kr\/index.php?rest_route=\/wp\/v2\/posts\/193\/revisions"}],"predecessor-version":[{"id":225,"href":"https:\/\/www.fsquare.co.kr\/index.php?rest_route=\/wp\/v2\/posts\/193\/revisions\/225"}],"wp:attachment":[{"href":"https:\/\/www.fsquare.co.kr\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=193"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.fsquare.co.kr\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=193"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.fsquare.co.kr\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=193"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}