{"id":2266,"date":"2025-05-11T07:43:00","date_gmt":"2025-05-10T23:43:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=2266"},"modified":"2025-05-02T14:01:29","modified_gmt":"2025-05-02T06:01:29","slug":"%e4%bd%a0%e7%9a%84%e8%82%a1%e7%a5%a8%e6%98%af%e5%86%b2%e9%94%8b%e5%85%b5%e8%bf%98%e6%98%af%e9%98%b2%e5%be%a1%e5%a1%94%ef%bc%9f1%e4%b8%aa%e6%95%b0%e5%80%bc%e8%af%b4%e9%80%8f%e6%8a%95%e8%b5%84%e9%a3%8e","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2025\/05\/11\/%e4%bd%a0%e7%9a%84%e8%82%a1%e7%a5%a8%e6%98%af%e5%86%b2%e9%94%8b%e5%85%b5%e8%bf%98%e6%98%af%e9%98%b2%e5%be%a1%e5%a1%94%ef%bc%9f1%e4%b8%aa%e6%95%b0%e5%80%bc%e8%af%b4%e9%80%8f%e6%8a%95%e8%b5%84%e9%a3%8e\/","title":{"rendered":"\u4f60\u7684\u80a1\u7968\u662f\u51b2\u950b\u5175\u8fd8\u662f\u9632\u5fa1\u5854\uff1f1\u4e2a\u6570\u503c\u8bf4\u900f\u6295\u8d44\u98ce\u9669"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/05\/23234.webp\" alt=\"\" class=\"wp-image-5078\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u6700\u8fd1\u56e2\u961f\u4e0a\u7ebf\u4e86\u4e00\u4e2aPython\u5de5\u5177\u5305\uff0c\u53ea\u9700\u898110\u51e0\u884c\u4ee3\u7801\u5c31\u80fd\u770b\u900f\u80a1\u7968\u4e0e\u5927\u76d8\u7684\u6ce2\u52a8\u5173\u7cfb\u3002\u901a\u8fc7\u5206\u6790\u5fae\u8f6f2024\u5e74\u7684\u6570\u636e\uff0c\u53d1\u73b0\u5b83\u7684\u6ce2\u52a8\u5e45\u5ea6\u6bd4\u6807\u666e500\u9ad8\u51fa28%\uff01<strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u8fd9\u5957\u65b9\u6cd5\u4e0d\u4ec5\u9002\u5408\u4e13\u4e1a\u6295\u8d44\u8005\u81ea\u67e5\u98ce\u9669\uff0c\u666e\u901a\u6563\u6237\u4e5f\u80fd\u5feb\u901f\u5224\u65ad\u624b\u4e2d\u7684\u80a1\u7968\u662f'\u51b2\u950b\u578b'\u8fd8\u662f'\u9632\u5fa1\u578b'<\/mark><\/strong>\u3002\u6587\u672b\u6709\u53ef\u76f4\u63a5\u8fd0\u884c\u7684\u4ee3\u7801\u5de5\u5177\u5305\uff0c\u8282\u65e5\u671f\u95f4\u514d\u8d39\u9001\u7ed9\u5927\u5bb6\u3002<\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u80a1\u5e02\u91cc\u7684&#8221;\u8ddf\u5c41\u866b&#8221;\u73b0\u8c61<\/strong><\/h2>\n\n\n\n<p>\u6bcf\u4e2a\u80a1\u6c11\u90fd\u9047\u5230\u8fc7\u8fd9\u79cd\u60c5\u51b5\uff1a\u5927\u76d8\u6da8\u65f6\u81ea\u5df1\u7684\u80a1\u7968\u88c5\u6b7b\uff0c\u5927\u76d8\u8dcc\u65f6\u5b83\u5e26\u5934\u8df3\u6c34\u3002\u8fd9\u79cd\u607c\u4eba\u7684\u73b0\u8c61\u80cc\u540e\uff0c\u85cf\u7740\u4e00\u4e2a\u5173\u952e\u6570\u5b57\u2014\u2014<strong>\u6ce2\u52a8\u7cfb\u6570\uff08Beta\u503c\uff09<\/strong>\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/05\/\u7ed8\u5236\u5361\u901a\u6f2b\u753b-1-1024x662.png\" alt=\"\" class=\"wp-image-5085\"\/><\/figure>\n\n\n\n<p>\u4e3e\u4e2a\ud83c\udf30\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u7cfb\u6570=1 \u2192 \u80a1\u7968\u5b8c\u5168\u8ddf\u7740\u5927\u76d8\u8d70\uff08\u7406\u60f3\u8ddf\u73ed\uff09\uff1b<\/li>\n\n\n\n<li>\u7cfb\u6570&gt;1 \u2192 \u5927\u76d8\u6da81%\u5b83\u6562\u6da82%\uff08\u66b4\u813e\u6c14\u9009\u624b\uff09\uff1b<\/li>\n\n\n\n<li>\u7cfb\u6570&lt;1 \u2192 \u5927\u76d8\u66b4\u8dcc\u5b83\u6162\u60a0\u60a0\uff08\u4f5b\u7cfb\u8001\u5e72\u90e8\uff09\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001\u81ea\u5236&#8221;\u80a1\u5e02\u6674\u96e8\u8868&#8221;<\/strong><\/h2>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>\u6b65\u9aa41\uff1a\u6570\u636e\u6293\u53d6<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-preformatted\"># \u83b7\u53d6\u5fae\u8f6f\u548c\u6807\u666e500\u6700\u65b0\u6570\u636e\nstock = yf.download('MSFT', start='2024-01-01')['Adj Close']  # \u5fae\u8f6f\u80a1\u4ef7\nindex = yf.download('^GSPC', start='2024-01-01')['Adj Close'] # \u5927\u76d8\u6307\u6570<\/pre>\n\n\n\n<p>\u5c31\u50cf\u4e70\u83dc\u8981\u9009\u65b0\u9c9c\u8d27\uff0c\u6570\u636e\u65f6\u6bb5\u5efa\u8bae\u53d6\u6700\u8fd11-3\u5e74\u3002\u592a\u77ed\u5bb9\u6613\u5931\u771f\uff0c\u592a\u957f\u53ef\u80fd\u8fc7\u65f6\u3002\u6211\u4eec\u53ef\u4ee5\u8fdb\u884c\u5fae\u8f6f\u80a1\u7968\u548c\u6807\u666e500\u5927\u76d8\u5728<strong>2024\u5e74\u90e8\u5206\u65e5\u671f\u4ef7\u683c\u5bf9\u6bd4<\/strong>\u3002<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th>\u65e5\u671f<\/th><th>\u5fae\u8f6f\u80a1\u4ef7<\/th><th>\u6807\u666e500\u6307\u6570<\/th><\/tr><\/thead><tbody><tr><td>2024-01-02<\/td><td>$358.62<\/td><td>4772.34<\/td><\/tr><tr><td>2024-06-15<\/td><td>$412.35<\/td><td>4921.78<\/td><\/tr><tr><td>2024-11-14<\/td><td>$453.89<\/td><td>5134.56<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u6b65\u9aa42\uff1a\u8ba1\u7b97\u6536\u76ca\u7387<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-preformatted\">stock_returns = stock.pct_change().dropna()  # \u80a1\u7968\u5fc3\u8df3\u56fe\nindex_returns = index.pct_change().dropna()  # \u5927\u76d8\u5fc3\u7535\u56fe<\/pre>\n\n\n\n<p>\u6536\u76ca\u7387\u5c31\u50cf\u80a1\u7968\u7684&#8221;\u5fc3\u8df3\u66f2\u7ebf&#8221;\uff0c\u6b63\u6570\u4ee3\u8868\u5174\u594b\u4e0a\u6da8\uff0c\u8d1f\u6570\u5c31\u662f\u5413\u5230\u817f\u8f6f\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u6b65\u9aa43\uff1a\u7ed8\u5236\u6563\u70b9\u56fe<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-preformatted\">plt.scatter(index_returns, stock_returns, alpha=0.5)  # \u6bcf\u4e2a\u70b9\u4ee3\u8868\u4e00\u5929\u7684\"\u5171\u821e\"<\/pre>\n\n\n\n<p>\u8fd9\u5f20\u56fe\u80fd\u4e00\u773c\u770b\u51fa\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u70b9\u8d8a\u96c6\u4e2d \u2192 \u80a1\u7968\u7d27\u8ddf\u5927\u76d8<\/li>\n\n\n\n<li>\u70b9\u8d8a\u5206\u6563 \u2192 \u80a1\u7968\u7279\u7acb\u72ec\u884c<\/li>\n\n\n\n<li>\u659c\u7387\u8d8a\u5927 \u2192 \u6ce2\u52a8\u8d8a\u5267\u70c8<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/05\/\u4e0b\u8f7d.png\" alt=\"\" class=\"wp-image-5080\"\/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>\u4ee3\u7801\u89e3\u6790<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-preformatted\">model = sm.OLS(stock_returns, sm.add_constant(index_returns)).fit()\nprint(f\"\u6ce2\u52a8\u7cfb\u6570\uff1a{model.params[1]:.2f}\")<\/pre>\n\n\n\n<p>\u8fd9\u6bb5\u4ee3\u7801\u76f8\u5f53\u4e8e\u7ed9\u80a1\u7968\u505a\u4e86\u4e2a&#8221;CT\u626b\u63cf&#8221;\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><code>sm.add_constant()<\/code>&nbsp;\u2192 \u7ed9\u6570\u636e\u52a0\u4e2a\u5b89\u5168\u57ab<\/li>\n\n\n\n<li><code>.fit()<\/code>&nbsp;\u2192 \u542f\u52a8\u6570\u5b66\u663e\u5fae\u955c<\/li>\n\n\n\n<li><code>params[1]<\/code>&nbsp;\u2192 \u63d0\u53d6\u5173\u952e\u57fa\u56e0<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09\u3001\u5b9e\u6218\u6848\u4f8b\u5206\u6790<\/strong><\/h2>\n\n\n\n<p>\u5fae\u8f6f2024\u5e74\u6d4b\u7b97\u7ed3\u679c\uff1a<strong>\u6ce2\u52a8\u7cfb\u65701.28<\/strong>\uff0c\u7ffb\u8bd1\u4e3a\u4eba\u8bdd\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5927\u76d8\u6da81% \u2192 \u5fae\u8f6f\u5e73\u5747\u6da81.28%<\/li>\n\n\n\n<li>\u5927\u76d8\u8dcc1% \u2192 \u5fae\u8f6f\u53ef\u80fd\u8dcc1.28%<\/li>\n\n\n\n<li>\u9002\u5408\u4eba\u7fa4 \u2192 \u5fc3\u810f\u5f3a\u5927\u7684\u6fc0\u8fdb\u6d3e<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th>\u7cfb\u6570\u533a\u95f4<\/th><th>\u98ce\u9669\u7b49\u7ea7<\/th><th>\u9002\u5408\u7b56\u7565<\/th><th>\u4ee3\u8868\u4eba\u7fa4<\/th><\/tr><\/thead><tbody><tr><td>&lt;0.8<\/td><td>\u517b\u8001\u578b<\/td><td>\u957f\u671f\u6301\u6709<\/td><td>\u9000\u4f11\u963f\u59e8<\/td><\/tr><tr><td>0.8-1.2<\/td><td>\u7a33\u5065\u578b<\/td><td>\u5b9a\u6295\u7ec4\u5408<\/td><td>\u4e0a\u73ed\u65cf<\/td><\/tr><tr><td>&gt;1.2<\/td><td>\u8fc7\u5c71\u8f66\u578b<\/td><td>\u77ed\u7ebf\u4ea4\u6613<\/td><td>\u201c\u6709\u4e3a\u201d\u9752\u5e74<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>\u5c0f\u767d\u4e5f\u80fd\u7528\u7684\u4e09\u5927\u573a\u666f<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u81ea\u67e5\u6301\u4ed3<\/strong>\uff1a5\u5206\u949f\u7b97\u51fa\u4f60\u7684\u80a1\u7968\u662f&#8221;\u4e56\u5b9d\u5b9d&#8221;\u8fd8\u662f&#8221;\u718a\u5b69\u5b50&#8221;<\/li>\n\n\n\n<li><strong>\u907f\u5751\u6307\u5357<\/strong>\uff1a\u4e70\u57fa\u91d1\u524d\u5148\u770b\u91cd\u4ed3\u80a1\u7684\u6ce2\u52a8\u7cfb\u6570<\/li>\n\n\n\n<li><strong>\u667a\u80fd\u8c03\u4ed3<\/strong>\uff1a\u725b\u5e02\u9009\u9ad8\u7cfb\u6570\u80a1\uff0c\u718a\u5e02\u6362\u4f4e\u7cfb\u6570\u80a1<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u56db\u3001\u89c2\u70b9\u603b\u7ed3<\/strong><\/h2>\n\n\n\n<p>\u638c\u63e1\u6ce2\u52a8\u7cfb\u6570\u5c31\u50cf\u83b7\u5f97\u80a1\u5e02X\u5149\u773c\uff0c3\u6b65\u5c31\u80fd\u770b\u900f\u6da8\u8dcc\u89c4\u5f8b\u3002\u8bb0\u4f4f\u8fd95\u4e2a\u8981\u70b9\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7cfb\u6570\u9ad8\u4f4e\u51b3\u5b9a\u98ce\u9669<\/strong>&nbsp;\u2192 \u4e0d\u662f\u8d8a\u9ad8\u8d8a\u597d\uff0c\u9002\u5408\u81ea\u5df1\u624d\u91cd\u8981\u3002<\/li>\n\n\n\n<li><strong>\u5386\u53f2\u6570\u636e\u4f1a\u9a97\u4eba<\/strong>&nbsp;\u2192 \u8981\u7ed3\u5408\u6700\u65b0\u8d22\u62a5\u4e00\u8d77\u770b\u3002<\/li>\n\n\n\n<li><strong>\u884c\u4e1a\u5dee\u5f02\u5de8\u5927<\/strong>&nbsp;\u2192 \u79d1\u6280\u80a1\u666e\u904d\u6bd4\u94f6\u884c\u80a1\u7cfb\u6570\u9ad8\u3002<\/li>\n\n\n\n<li><strong>\u725b\u5e02\u5229\u5668\u718a\u5e02\u6bd2\u836f<\/strong>&nbsp;\u2192 \u9ad8\u7cfb\u6570\u80a1\u8981\u89c1\u597d\u5c31\u6536\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u6587\u672bCTA<\/strong>\ud83e\udded<\/h3>\n\n\n\n<p>\u8bf7\u5230\u3010\u8001\u4f59\u635e\u9c7c\u3011\u516c\u4f17\u53f7\u540e\u53f0\u53d1\u9001 &#8220;<strong>\u6ce2\u52a8\u7cfb\u6570<\/strong>&#8221; \u83b7\u53d6\u53ef\u76f4\u63a5\u8fd0\u884c\u7684\u4ee3\u7801\u6a21\u677f\uff01<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/05\/\u5fae\u4fe1\u56fe\u7247_20250502125748.png\" alt=\"\" class=\"wp-image-5087\"\/><\/figure>\n\n\n\n<p>\u4e0b\u671f\u6559\u4f60\u600e\u4e48\u7528\u8fd9\u4e2a\u7cfb\u6570\u6784\u5efa\u653b\u5b88\u517c\u5907\u7684\u6295\u8d44\u7ec4\u5408\uff0c\u5173\u6ce8\u4e0d\u8ff7\u8def~<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><em>\u8bfb\u5230\u6700\u540e\uff0c\u5e0c\u671b\u8fd9\u7bc7\u6587\u7ae0\u4e3a\u60a8\u5e26\u6765\u4e86\u65b0\u7684\u542f\u53d1\u548c\u5b9e\u7528\u7684\u77e5\u8bc6\uff01\u5982\u679c\u89c9\u5f97\u6709\u5e2e\u52a9\uff0c\u8bf7\u4e0d\u541d\u70b9\u8d5e\u548c\u5206\u4eab\uff0c\u60a8\u7684\u652f\u6301\u662f\u6211\u6301\u7eed\u521b\u4f5c\u7684\u52a8\u529b\u3002\u795d\u60a8\u6295\u8d44\u987a\u5229\uff0c\u6536\u76ca\u957f\u8679\uff01\u5982\u679c\u5bf9\u6587\u4e2d\u5185\u5bb9\u6709\u4efb\u4f55\u7591\u95ee\uff0c\u6b22\u8fce\u7559\u8a00\uff0c\u6211\u4f1a\u5c3d\u5feb\u56de\u590d\uff01<\/em><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"has-text-align-center\">\u672c\u6587\u5185\u5bb9\u4ec5\u9650\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2025\/05\/11\/%e4%bd%a0%e7%9a%84%e8%82%a1%e7%a5%a8%e6%98%af%e5%86%b2%e9%94%8b%e5%85%b5%e8%bf%98%e6%98%af%e9%98%b2%e5%be%a1%e5%a1%94%ef%bc%9f1%e4%b8%aa%e6%95%b0%e5%80%bc%e8%af%b4%e9%80%8f%e6%8a%95%e8%b5%84%e9%a3%8e\/\">Continue reading<span 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