{"id":7457,"date":"2023-06-21T12:44:35","date_gmt":"2023-06-21T12:44:35","guid":{"rendered":"https:\/\/bjftradinggroup.com\/?p=7457"},"modified":"2026-09-25T19:02:04","modified_gmt":"2026-09-25T19:02:04","slug":"understanding-statistical-arbitrage-a-path-to-profitable-trading","status":"publish","type":"post","link":"https:\/\/bjftradinggroup.com\/ko\/understanding-statistical-arbitrage-a-path-to-profitable-trading\/","title":{"rendered":"\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc758 \uc774\ud574: \uc218\uc775\uc131 \uc788\ub294 \ud2b8\ub808\uc774\ub529\uc73c\ub85c \uac00\ub294 \uae38"},"content":{"rendered":"<p>\ud754\ud788 &#8220;\uc2a4\ud0ef \uc544\ube0c(stat arb)&#8221;\ub77c\uace0 \ubd88\ub9ac\ub294 \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\ub294 \ud5e4\uc9c0\ud380\ub4dc\uc640 \ud504\ub86d \ud2b8\ub808\uc774\ub529 \ud68c\uc0ac\uc5d0\uc11c \ub110\ub9ac \uc0ac\uc6a9\ub418\ub294 \ub300\ud45c\uc801\uc778 \ud000\ud2b8 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc785\ub2c8\ub2e4. \uae30\ubcf8 \uac1c\ub150\uc740 \uc11c\ub85c \uad00\ub828\ub41c \uae08\uc735 \uc0c1\ud488 \uac04\uc758 \uac00\uaca9 \ube44\ud6a8\uc728\uc131\uc744 \ud65c\uc6a9\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. \uc2a4\ud0ef \uc544\ube0c\ub97c \ud65c\uc6a9\ud558\ub294 \ud2b8\ub808\uc774\ub354\ub294 \ubcf5\uc7a1\ud55c \uc218\ud559\uc801 \ubaa8\ub378\uc5d0 \uc758\uc874\ud558\uc5ec \ud2b8\ub808\uc774\ub529 \uae30\ud68c\ub97c \uc2dd\ubcc4\ud558\ubbc0\ub85c, \uc774 \uc804\ub7b5\uc740 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \ud55c \uc601\uc5ed\uc5d0 \uc18d\ud569\ub2c8\ub2e4.<\/p>\n<h3><strong>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc758 \uae30\uc6d0<\/strong><\/h3>\n<p>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\ub294 1980\ub144\ub300 \uc6d4\uac00\uc758 \uacc4\ub7c9 \ubd84\uc11d\uac00, \ud754\ud788 &#8216;\ud000\ud2b8&#8217;\ub77c\uace0 \ubd88\ub9ac\ub294 \uc774\ub4e4\uc774 \uac1c\ucc99\ud558\uba74\uc11c \uc2dc\uc791\ub418\uc5c8\uc2b5\ub2c8\ub2e4. \uc774 \uc804\ub7b5\uc740 \ucc98\uc74c\uc5d0 \uc8fc\uc2dd \uc2dc\uc7a5\uc5d0\uc11c \uc801\uc6a9\ub418\uc5c8\uc73c\uba70, \uacf5\uc801\ubd84(co-integration)\uc744 \uae30\uc900\uc73c\ub85c \uc8fc\uc2dd \ud398\uc5b4\ub97c \uc120\uc815\ud588\uc2b5\ub2c8\ub2e4. \uacf5\uc801\ubd84\uc740 \ub450 \uc8fc\uc2dd \uac04\uc758 \uac00\uaca9 \ucc28\uc774\uac00 \uc2dc\uac04\uc774 \uc9c0\ub0a8\uc5d0 \ub530\ub77c \ud3c9\uade0\uc73c\ub85c \ud68c\uadc0\ud55c\ub2e4\ub294 \uac83\uc744 \ub098\ud0c0\ub0b4\ub294 \ud1b5\uacc4\uc801 \ud2b9\uc131\uc785\ub2c8\ub2e4. \uc774\ud6c4 \uc2a4\ud0ef \uc544\ube0c\ub294 \ubc1c\uc804\uc744 \uac70\ub4ed\ud558\uba70 \uc678\ud658\uacfc \uc554\ud638\ud654\ud3d0\ub97c \ud3ec\ud568\ud55c \ub2e4\uc591\ud55c \uc2dc\uc7a5\uc5d0 \uc801\uc6a9\ub418\uc5c8\uc2b5\ub2c8\ub2e4.<\/p>\n<h3><strong>\ud575\uc2ec \uc6d0\ub9ac<\/strong><\/h3>\n<p>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\ub294 \ud3c9\uade0 \ud68c\uadc0 \uc6d0\ub9ac\uc640 \ub300\uc218\uc758 \ubc95\uce59\uc5d0 \uae30\ubc18\ud569\ub2c8\ub2e4. \uadf8 \ubc14\ud0d5\uc5d0\ub294 \uc5ed\uc0ac\uc801\uc73c\ub85c \uc0c1\uad00\uad00\uacc4\uac00 \uc788\ub294 \uae08\uc735 \uc0c1\ud488\uc758 \uc0c1\ub300 \uac00\uaca9\uc774 \uc2dc\uac04\uc774 \uc9c0\ub098\uba74 \ud3c9\uade0\uc73c\ub85c \ud68c\uadc0\ud55c\ub2e4\ub294 \ubbff\uc74c\uc774 \uc788\uc2b5\ub2c8\ub2e4. \ubc14\ub85c \uc5ec\uae30\uc11c \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uac00 \ubc1c\uc0dd\ud569\ub2c8\ub2e4. \uc989, \uc0c1\uad00\uad00\uacc4\uac00 \uc788\ub294 \uc0c1\ud488\ub4e4\uc774 \uc5ed\uc0ac\uc801 \uae30\uc900\uc5d0\uc11c \ubc97\uc5b4\ub0a0 \ub54c \uadf8 \uc0ac\uc774\uc758 \uac00\uaca9 \ucc28\uc774\ub97c \ud65c\uc6a9\ud558\ub294 \uac83\uc785\ub2c8\ub2e4.<\/p>\n<p>\uc608\ub97c \ub4e4\uc5b4 \uc5ed\uc0ac\uc801\uc73c\ub85c \ud568\uaed8 \uc6c0\uc9c1\uc5ec \uc628 \ub450 \uc8fc\uc2dd\uc774 \uc788\ub2e4\uace0 \uac00\uc815\ud574 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \ud55c\ucabd \uac00\uaca9\uc740 \uc624\ub974\uace0 \ub2e4\ub978 \ucabd\uc740 \ub0b4\ub9ac\ub294 \uc2dd\uc73c\ub85c \uac00\uaca9\uc774 \ubc8c\uc5b4\uc9c0\uba74, \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc790\ub294 \ub450 \uc8fc\uc2dd \uac04\uc758 &#8220;\uc2a4\ud504\ub808\ub4dc&#8221;\uac00 \uacb0\uad6d \uc218\ub834\ud560 \uac83\uc774\ub77c\ub294 \ub370 \ubca0\ud305\ud558\uc5ec \ucd08\uacfc \uc131\uacfc\ub97c \ub0b8 \uc8fc\uc2dd\uc744 \uacf5\ub9e4\ub3c4\ud558\uace0 \ubd80\uc9c4\ud55c \uc8fc\uc2dd\uc744 \ub9e4\uc218\ud569\ub2c8\ub2e4.<\/p>\n<h3><strong>\uc2a4\ud504\ub808\ub4dc \u2014 \uc11c\ub85c \uad00\ub828\ub41c \ub450 \uae08\uc735 \uc0c1\ud488 \uac04\uc758 \uac00\uaca9 \ucc28\uc774 \ub610\ub294 \uad34\ub9ac.<\/strong><\/h3>\n<p>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc5d0\uc11c &#8216;\uc2a4\ud504\ub808\ub4dc&#8217;\ub77c\ub294 \uc6a9\uc5b4\ub294 \uc77c\ubc18\uc801\uc73c\ub85c \uc11c\ub85c \uad00\ub828\ub41c \ub450 \uae08\uc735 \uc0c1\ud488 \uac04\uc758 \uac00\uaca9 \ucc28\uc774 \ub610\ub294 \uad34\ub9ac\ub97c \uc758\ubbf8\ud569\ub2c8\ub2e4. \uc774\ub294 \uc11c\ub85c \ub2e4\ub978 \ub450 \uc8fc\uc2dd, \uc120\ubb3c \uacc4\uc57d, \uc678\ud658 \ud398\uc5b4, \ub610\ub294 \uc554\ud638\ud654\ud3d0 \ud1a0\ud070\uc77c \uc218\ub3c4 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<p>\uc608\ub97c \ub4e4\uc5b4 <a href=\"\/product\/pair-trading-strategy\/\">\ud398\uc5b4 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5 \uc18c\ud504\ud2b8\uc6e8\uc5b4<\/a>(\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc758 \uc77c\ubc18\uc801\uc778 \ud615\ud0dc)\uc5d0\uc11c \uc5ed\uc0ac\uc801\uc73c\ub85c \uacf5\uc801\ubd84 \uad00\uacc4\uc5d0 \uc788\ub294 \ub450 \uc8fc\uc2dd \uac04\uc758 \uc2a4\ud504\ub808\ub4dc\ub97c \ucd94\uc801\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc2a4\ud504\ub808\ub4dc, \uc989 \ub450 \uac00\uaca9\uc758 \ucc28\uc774\uac00 \uc5ed\uc0ac\uc801 \ud3c9\uade0\uc5d0\uc11c \ud06c\uac8c \ubc97\uc5b4\ub098\uba74 \ud2b8\ub808\uc774\ub529 \uae30\ud68c\ub97c \uc54c\ub9ac\ub294 \uc2e0\ud638\uac00 \ub429\ub2c8\ub2e4.<\/p>\n<p>\uc2a4\ud504\ub808\ub4dc\uac00 \uc9c0\ub098\uce58\uac8c \ubc8c\uc5b4\uc838 \uc5ed\uc0ac\uc801 \uad00\uacc4\uc5d0 \ube44\ud574 \ud55c \uc8fc\uc2dd\uc740 \uace0\ud3c9\uac00\ub418\uace0 \ub2e4\ub978 \uc8fc\uc2dd\uc740 \uc800\ud3c9\uac00\ub418\uc5c8\ub2e4\uace0 \uac00\uc815\ud574 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \uc774 \uacbd\uc6b0 \ud2b8\ub808\uc774\ub354\ub294 \uace0\ud3c9\uac00\ub41c \uc8fc\uc2dd\uc744 \uacf5\ub9e4\ub3c4\ud558\uace0 \uc800\ud3c9\uac00\ub41c \uc8fc\uc2dd\uc744 \ub9e4\uc218\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ubc18\ub300\ub85c \uc2a4\ud504\ub808\ub4dc\uac00 \uc9c0\ub098\uce58\uac8c \uc881\ud600\uc9c0\uba74 \uadf8 \ubc18\ub300\ub85c \uac70\ub798\ud569\ub2c8\ub2e4.<\/p>\n<p>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc5d0\uc11c \uc2a4\ud504\ub808\ub4dc\ub294 \ud3c9\uade0 \ud68c\uadc0\uc801\uc77c \uac83\uc73c\ub85c \uae30\ub300\ub429\ub2c8\ub2e4. \uc989, \uc7a5\uae30 \ud3c9\uade0\uac12\uc744 \uc911\uc2ec\uc73c\ub85c \ubcc0\ub3d9\ud55c\ub2e4\ub294 \ub73b\uc785\ub2c8\ub2e4. \ud2b8\ub808\uc774\ub354\ub294 \uc2a4\ud504\ub808\ub4dc\uac00 \uc774 \ud3c9\uade0\uc5d0\uc11c \ud06c\uac8c \ubc97\uc5b4\ub098\uba74 \uacb0\uad6d \ud3c9\uade0\uc73c\ub85c \ub3cc\uc544\uc62c \uac83\uc774\ub77c\uace0 \uc608\uc0c1\ud558\uba70, \uc774 \ud68c\uadc0\uc5d0\uc11c \uc218\uc775\uc744 \uc5bb\uc2b5\ub2c8\ub2e4.<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-large wp-image-7462\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-1024x383.png\" alt=\"SharpTrader - \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 \uc2a4\ud504\ub808\ub4dc \uc9c0\ud45c\" width=\"1024\" height=\"383\" srcset=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-1024x383.png 1024w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-300x112.png 300w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-768x287.png 768w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-1536x574.png 1536w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-680x254.png 680w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator.png 1785w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/p>\n<p><strong>\uadf8\ub9bc 1<\/strong> &#8211; SharpTrader\u2122 \uc2a4\ud504\ub808\ub4dc \uc9c0\ud45c<\/p>\n<p><a href=\"https:\/\/bjftradinggroup.com\/product\/sharptrader-forex-crypto-arbitrage\/\"> SharpTrader\u2122 \ucc28\uc775\uac70\ub798 \uc18c\ud504\ud2b8\uc6e8\uc5b4<\/a>\uc5d0\uc11c\ub294 \uc2a4\ud504\ub808\ub4dc \uc9c0\ud45c\ub97c \uc0ac\uc6a9\ud558\uc5ec \ub450 \uc790\uc0b0 \uac04\uc758 \uc0c1\uad00\uad00\uacc4\ub97c \uc2dc\uac01\ud654\ud569\ub2c8\ub2e4. \uc0c1\uad00\uad00\uacc4 \uacc4\uc0b0\uc5d0\ub294 \ub2e4\uc74c \uc694\uc18c\uac00 \ud3ec\ud568\ub429\ub2c8\ub2e4.<\/p>\n<ol>\n<li>Spread: \ub450 \uc790\uc0b0 \uac12 \uc0ac\uc774\uc758 \uc218\uce58 \ucc28\uc774 \ub610\ub294 \uac70\ub9ac\ub97c \uc758\ubbf8\ud569\ub2c8\ub2e4.<\/li>\n<li>SpreadMA: pi_SpreadMA_Period\ub85c \uc815\ud574\uc9c0\ub294 \ud2b9\uc815 \uae30\uac04 \ub3d9\uc548\uc758 \uc2a4\ud504\ub808\ub4dc \uc774\ub3d9\ud3c9\uade0\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/li>\n<li>STD(\ud45c\uc900\ud3b8\ucc28): SpreadMA\uc5d0 \ub300\ud55c \uc2a4\ud504\ub808\ub4dc\uc758 \uace0\uc804\uc801 \ud45c\uc900\ud3b8\ucc28\ub97c \uacc4\uc0b0\ud569\ub2c8\ub2e4. \uc0ac\uc6a9\ub418\ub294 \uad00\uce21\uce58 \uc218\ub294 pi_SpreadMA_Period\uc640 \uac19\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ol>\n<p>\uac70\ub798 \uc9c4\uc785\uc744 \ubc1c\ub3d9\ud558\uae30 \uc704\ud574 \uc18c\ud504\ud2b8\uc6e8\uc5b4\ub294 \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 \uc774\ub860\uc758 \uc6d0\uce59\uc744 \ub530\ub985\ub2c8\ub2e4.<\/p>\n<h3>\uc0c1\uad00\uad00\uacc4 \uacc4\uc0b0\uc5d0 \uad00\ud55c \uc57d\uac04\uc758 \uc774\ub860<\/h3>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-7459\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-formula.png\" alt=\"\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 \uc0c1\uad00\uad00\uacc4 \uacf5\uc2dd\" width=\"738\" height=\"571\" srcset=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-formula.png 738w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-formula-300x232.png 300w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-formula-680x526.png 680w\" sizes=\"auto, (max-width: 738px) 100vw, 738px\" \/><\/p>\n<h3><strong>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 &#8211; \uc0c1\uad00 \ud589\ub82c<\/strong><\/h3>\n<p>\uc0c1\uad00 \ud14c\uc774\ube14\uc740 \uc0c1\uad00 \ud589\ub82c\uc774\ub77c\uace0\ub3c4 \ud558\uba70, \uc5ec\ub7ec \ubcc0\uc218 \uac04\uc758 \uc0c1\uad00\uacc4\uc218\ub97c \ubcf4\uc5ec \uc8fc\ub294 \ud45c\uc785\ub2c8\ub2e4. \ud45c\uc758 \uac01 \uc140\uc740 \ub450 \ubcc0\uc218 \uac04\uc758 \uc0c1\uad00\uad00\uacc4\ub97c \ub098\ud0c0\ub0c5\ub2c8\ub2e4. \uac12\uc758 \ubc94\uc704\ub294 -1\uc5d0\uc11c 1\uae4c\uc9c0\uc785\ub2c8\ub2e4.<\/p>\n<p>\ub450 \ubcc0\uc218\uc758 \uc0c1\uad00\uacc4\uc218\uac00 1\uc774\uba74 \uac19\uc740 \ubc29\ud5a5\uc73c\ub85c \uc6c0\uc9c1\uc785\ub2c8\ub2e4. \uc989, \ud55c \ubcc0\uc218\uac00 \uc99d\uac00\ud558\uba74 \ub2e4\ub978 \ubcc0\uc218\ub3c4 \uc99d\uac00\ud558\uba70, \uadf8 \ubc18\ub300\ub3c4 \ub9c8\ucc2c\uac00\uc9c0\uc785\ub2c8\ub2e4. \uc774\ub97c \uc644\uc804\ud55c \uc591\uc758 \uc0c1\uad00\uad00\uacc4\ub77c\uace0 \ud569\ub2c8\ub2e4.<\/p>\n<p>\ub450 \ubcc0\uc218\uc758 \uc0c1\uad00\uacc4\uc218\uac00 -1\uc774\uba74 \ubc18\ub300 \ubc29\ud5a5\uc73c\ub85c \uc6c0\uc9c1\uc785\ub2c8\ub2e4. \uc989, \ud55c \ubcc0\uc218\uac00 \uc99d\uac00\ud558\uba74 \ub2e4\ub978 \ubcc0\uc218\ub294 \uac10\uc18c\ud558\uba70, \uadf8 \ubc18\ub300\ub3c4 \ub9c8\ucc2c\uac00\uc9c0\uc785\ub2c8\ub2e4. \uc774\ub97c \uc644\uc804\ud55c \uc74c\uc758 \uc0c1\uad00\uad00\uacc4\ub77c\uace0 \ud569\ub2c8\ub2e4. \uc0c1\uad00\uacc4\uc218 0\uc740 \ubcc0\uc218 \uac04\uc5d0 \uc544\ubb34\ub7f0 \uad00\uacc4\uac00 \uc5c6\uc74c\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4.<\/p>\n<p>\ub2e4\uc74c\uc740 \uc138 \ubcc0\uc218 A, B, C\uc5d0 \ub300\ud55c \uac04\ub2e8\ud55c \uc0c1\uad00 \ud14c\uc774\ube14\uc758 \uc608\uc785\ub2c8\ub2e4.<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-7460\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-table.png\" alt=\"\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 \uc0c1\uad00 \ud14c\uc774\ube14 \uc608\uc2dc\" width=\"515\" height=\"116\" srcset=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-table.png 515w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-table-300x68.png 300w\" sizes=\"auto, (max-width: 515px) 100vw, 515px\" \/><\/p>\n<p><strong>\uadf8\ub9bc 2<\/strong> &#8211; \uc0c1\uad00 \ud14c\uc774\ube14 \uc608\uc2dc<\/p>\n<p>\uc774 \ud45c\uc5d0\uc11c \ubcc0\uc218 A\uc640 B\uc758 \uc0c1\uad00\uacc4\uc218\ub294 0.5(\uc911\uac04 \uc815\ub3c4\uc758 \uc591\uc758 \uc0c1\uad00\uad00\uacc4)\uc774\uace0, A\uc640 C\uc758 \uc0c1\uad00\uacc4\uc218\ub294 -0.7(\uac15\ud55c \uc74c\uc758 \uc0c1\uad00\uad00\uacc4)\uc785\ub2c8\ub2e4. \ud589\ub82c\uc758 \uc67c\ucabd \uc704\uc5d0\uc11c \uc624\ub978\ucabd \uc544\ub798\ub85c \uc774\uc5b4\uc9c0\ub294 \ub300\uac01\uc120\uc740 \ubcc0\uc218\uac00 \uc790\uae30 \uc790\uc2e0\uacfc \uc644\uc804\ud55c \uc0c1\uad00\uad00\uacc4\ub97c \uac00\uc9c0\ubbc0\ub85c \ud56d\uc0c1 1\uc785\ub2c8\ub2e4.<\/p>\n<p>\uc774\ub7ec\ud55c \ud45c\ub294 \uae08\uc735\uc744 \ud3ec\ud568\ud55c \ub2e4\uc591\ud55c \ubd84\uc57c\uc5d0\uc11c \ub110\ub9ac \uc0ac\uc6a9\ub429\ub2c8\ub2e4. \uae08\uc735\uc5d0\uc11c\ub294 \uc11c\ub85c \ub2e4\ub978 \uae08\uc735 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\ub098 \uc5ec\ub7ec \uc790\uc0b0\uc758 \uc218\uc775\ub960 \uac04 \uad00\uacc4\ub97c \ud30c\uc545\ud558\ub294 \ub370 \ub3c4\uc6c0\uc774 \ub418\uba70, \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \ubd84\uc0b0\uacfc \uc704\ud5d8 \uad00\ub9ac\uc5d0 \uc720\uc6a9\ud569\ub2c8\ub2e4.<\/p>\n<p>\uc774 \uc0c1\uad00 \ud589\ub82c\uc740 \uc77c\ubc18\uc801\uc73c\ub85c \ud1b5\uacc4 \uc18c\ud504\ud2b8\uc6e8\uc5b4\ub098 Python, R \uac19\uc740 \ud504\ub85c\uadf8\ub798\ubc0d \uc5b8\uc5b4\ub85c \ub9cc\ub4e4 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ub2e4\uc74c\uc740 pandas\uc640 numpy \ub77c\uc774\ube0c\ub7ec\ub9ac\ub97c \uc0ac\uc6a9\ud558\uc5ec <a href=\"https:\/\/www.python.org\/\">Python<\/a>\uc73c\ub85c \ub9cc\ub4dc\ub294 \uac04\ub2e8\ud55c \ubc29\ubc95\uc785\ub2c8\ub2e4.<\/p>\n<p><span style=\"color: #0000ff;\"><em>import pandas as pd<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>import numpy as np<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em># \ub450 \ub9ac\uc2a4\ud2b8\uc5d0 \uacfc\uac70 \ub370\uc774\ud130\uac00 \uc788\ub2e4\uace0 \uac00\uc815<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>crude_oil_prices = [&#8230;]<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>texas_oil_prices = [&#8230;]<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em># DataFrame \uc0dd\uc131<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>df = pd.DataFrame({&#8216;Crude Oil&#8217;: crude_oil_prices, &#8216;Texas Oil&#8217;: texas_oil_prices})<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em># \uc0c1\uad00 \ud589\ub82c \uacc4\uc0b0<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>correlation_matrix = df.corr()<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>print(correlation_matrix)<\/em><\/span><\/p>\n<p>\uc774 \uc2a4\ud06c\ub9bd\ud2b8\ub294 \uc6d0\uc720 \uac00\uaca9\uacfc \ud14d\uc0ac\uc2a4 \uc6d0\uc720 \uac00\uaca9 \uac04\uc758 \uc0c1\uad00\uacc4\uc218\ub97c \ub2f4\uc740 2&#215;2 \uc0c1\uad00 \ud589\ub82c\uc744 \ucd9c\ub825\ud569\ub2c8\ub2e4.<\/p>\n<h2><strong>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 \uc804\ub7b5\uc758 \uad6c\ud604<\/strong><\/h2>\n<p>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc758 \uad6c\ud604\uc740 \ubcf5\uc7a1\ud55c \uc791\uc5c5\uc785\ub2c8\ub2e4. \uc815\uad50\ud55c \ud1b5\uacc4 \ub3c4\uad6c\uc640 \ubaa8\ub378, \uace0\uc18d \uc5f0\uc0b0 \uc2dc\uc2a4\ud15c, \uace0\uae09 \uc54c\uace0\ub9ac\uc998\uc774 \ud544\uc694\ud569\ub2c8\ub2e4. \uc811\uadfc \ubc29\uc2dd\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/p>\n<ul>\n<li><strong>\ud398\uc5b4 \uc120\uc815:<\/strong> \uccab \ubc88\uc9f8 \ub2e8\uacc4\ub294 \uc5ed\uc0ac\uc801\uc73c\ub85c \uc0c1\uad00\uad00\uacc4\uac00 \uc788\ub294 \uc790\uc0b0 \ud398\uc5b4\ub97c \ucc3e\ub294 \uac83\uc785\ub2c8\ub2e4. \uc774\ub294 \uc77c\ubc18\uc801\uc73c\ub85c \uacf5\uc801\ubd84 \uac80\uc815\uacfc \uac19\uc740 \ud1b5\uacc4\uc801 \ubc29\ubc95\uc73c\ub85c \uc218\ud589\ub429\ub2c8\ub2e4.<\/li>\n<li><strong>\uc784\uacc4\uac12 \uacb0\uc815<\/strong>: \ub2e4\uc74c\uc73c\ub85c \ud2b8\ub808\uc774\ub354\ub294 \uad34\ub9ac\uc5d0 \ub300\ud55c \uc0c1\ud55c \ubc0f \ud558\ud55c \uc784\uacc4\uac12\uc744 \uc124\uc815\ud569\ub2c8\ub2e4. \uc790\uc0b0 \uac00\uaca9\uc774 \uc774 \uc784\uacc4\uac12\uc744 \ub118\uc5b4\uc11c\uba74 \ud2b8\ub808\uc774\ub529 \uc2e0\ud638\uac00 \ubc1c\uc0dd\ud569\ub2c8\ub2e4.<\/li>\n<li><strong>\uac70\ub798 \uc2e4\ud589:<\/strong> \ud2b8\ub808\uc774\ub529 \uc2e0\ud638\uac00 \ubc1c\uc0dd\ud558\uba74 \ud2b8\ub808\uc774\ub354\ub294 \ubd80\uc9c4\ud55c \uc790\uc0b0\uc744 \ub9e4\uc218\ud558\uace0 \ucd08\uacfc \uc131\uacfc\ub97c \ub0b8 \uc790\uc0b0\uc744 \uacf5\ub9e4\ub3c4\ud558\ub294 \uac70\ub798\ub97c \uc2e4\ud589\ud569\ub2c8\ub2e4.<\/li>\n<li><strong>\uac70\ub798 \uccad\uc0b0:<\/strong> \ub450 \uc790\uc0b0\uc758 \uac00\uaca9\uc774 \uc218\ub834\ud558\uba74(\uc989, \uc2a4\ud504\ub808\ub4dc\uac00 \ud3c9\uade0\uc73c\ub85c \ud68c\uadc0\ud558\uba74) \ud3ec\uc9c0\uc158\uc744 \uccad\uc0b0\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-large wp-image-7461\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-1024x212.png\" alt=\"SharpTrader - \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 \uc0c1\ud488 \ubc0f \uc8fc\ubb38\" width=\"1024\" height=\"212\" srcset=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-1024x212.png 1024w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-300x62.png 300w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-768x159.png 768w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-1536x318.png 1536w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-680x141.png 680w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments.png 1554w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/p>\n<p><strong>\uadf8\ub9bc 3<\/strong> &#8211; SharpTrader\u2122 \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 \ub0b4\uc7a5 \uc804\ub7b5\uc758 &#8220;Instruments &amp; Orders&#8221; \ucc3d.<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-large wp-image-7463\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs-1024x432.png\" alt=\"SharpTrader - \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 \ud638\uac00 \ubc0f \uadf8\ub798\ud504\" width=\"1024\" height=\"432\" srcset=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs-1024x432.png 1024w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs-300x127.png 300w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs-768x324.png 768w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs-680x287.png 680w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs.png 1509w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/p>\n<p><strong>\uadf8\ub9bc 4<\/strong> &#8211; SharpTrader\u2122 \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 \ud638\uac00 \ubc0f \uadf8\ub798\ud504<\/p>\n<h4><strong>\uc704\ud5d8\uacfc \ud55c\uacc4<\/strong><\/h4>\n<p>\ub2e4\ub978 \ubaa8\ub4e0 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uacfc \ub9c8\ucc2c\uac00\uc9c0\ub85c \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc5d0\ub3c4 \uc704\ud5d8\uc774 \ub530\ub985\ub2c8\ub2e4. \uac00\uc7a5 \uc911\uc694\ud55c \uc704\ud5d8 \uc911 \ud558\ub098\ub294 &#8220;\ubaa8\ub378 \uc704\ud5d8&#8221;, \uc989 \uc218\ud559\uc801 \ubaa8\ub378\uc774 \uc798\ubabb\ub41c \uac00\uc815\uc5d0 \uae30\ubc18\ud588\uc744 \uac00\ub2a5\uc131\uc785\ub2c8\ub2e4.<\/p>\n<p>\ub610\ud55c \uac00\uaca9 \ube44\ud6a8\uc728\uc131\uc740 \uba87 \ubc00\ub9ac\ucd08 \uc548\uc5d0 \uc0ac\ub77c\uc9c8 \uc218 \uc788\uc73c\ubbc0\ub85c \uc774 \uc804\ub7b5\uc758 \uc131\uacf5\uc740 \uccb4\uacb0 \uc18d\ub3c4\uc5d0 \ud06c\uac8c \uc88c\uc6b0\ub429\ub2c8\ub2e4. \uc774\ucc98\ub7fc \uc18d\ub3c4\uc5d0 \uc758\uc874\ud558\uae30 \ub54c\ubb38\uc5d0 \uc774 \uc811\uadfc \ubc29\uc2dd\uc740 \uac1c\uc778 \ud2b8\ub808\uc774\ub354\ubcf4\ub2e4 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc2dc\uc2a4\ud15c\uc5d0 \ub354 \uc801\ud569\ud569\ub2c8\ub2e4.<\/p>\n<h3><strong>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc758 \ubbf8\ub798<\/strong><\/h3>\n<p>\uae08\uc735 \uc2dc\uc7a5\uc774 \ub354\uc6b1 \ud6a8\uc728\ud654\ub418\uace0 \uc790\ub3d9\ud654\ub428\uc5d0 \ub530\ub77c \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc758 \ubbf8\ub798\ub294 \ub354 \uc815\uad50\ud55c \uc54c\uace0\ub9ac\uc998\uacfc \ubaa8\ub378, \uba38\uc2e0\ub7ec\ub2dd, \uc778\uacf5\uc9c0\ub2a5\uc758 \uac1c\ubc1c\uc5d0 \ub2ec\ub824 \uc788\uc2b5\ub2c8\ub2e4. \uae30\uc220 \ud601\uc2e0\uc758 \uc18d\ub3c4\uac00 \uacc4\uc18d\ub418\ub294 \ud55c \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc758 \uc9c4\ud654\ub3c4 \uacc4\uc18d\ub420 \uac83\uc785\ub2c8\ub2e4.<\/p>\n<p>\uacb0\ub860\uc801\uc73c\ub85c, \ubcf5\uc7a1\ud55c \uc218\ud559\uc801 \ubaa8\ub378\uacfc \uace0\uc18d \uccb4\uacb0\uc5d0 \uc758\uc874\ud558\ub294 \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\ub294 \uae30\uc220\uc801\uc73c\ub85c \uc9c4\ubcf4\ub41c \ud2b8\ub808\uc774\ub529 \uc811\uadfc \ubc29\uc2dd\uc744 \uc81c\uacf5\ud569\ub2c8\ub2e4. \uacfc\uc81c\uc640 \uc704\ud5d8\uc5d0\ub3c4 \ubd88\uad6c\ud558\uace0 \uc704\ud5d8\uc744 \uc2e0\uc911\ud558\uac8c \uad00\ub9ac\ud560 \uacbd\uc6b0 \uafb8\uc900\ud55c \uc218\uc775\uc744 \ub0bc \uc218 \uc788\ub294 \uac00\ub2a5\uc131 \ub54c\ubb38\uc5d0 \uc5ec\uc804\ud788 \ub9e4\ub825\uc801\uc778 \uc804\ub7b5\uc785\ub2c8\ub2e4.<\/p>\n<p>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc5d0 \uc778\uacf5\uc9c0\ub2a5(AI)\uc744 \uc801\uc6a9\ud558\uba74\uc11c \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uac15\ud654\ud558\uace0 \uc608\uce21 \uc815\ud655\ub3c4\ub97c \ub192\uc774\ub294 \uc0c8\ub85c\uc6b4 \uae38\uc774 \uc5f4\ub838\uc2b5\ub2c8\ub2e4. AI\uc758 \ud558\uc704 \ubd84\uc57c\uc778 \uba38\uc2e0\ub7ec\ub2dd\uc740 \ubcf5\uc7a1\ud55c \ud328\ud134\uc744 \uc2dd\ubcc4\ud558\uace0 \ub300\uaddc\ubaa8 \ub370\uc774\ud130\uc14b\uc744 \uae30\ubc18\uc73c\ub85c \uc608\uce21\ud558\ub294 \ub370 \ud2b9\ud788 \uc720\uc6a9\ud569\ub2c8\ub2e4. \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc5d0 AI\ub97c \ud65c\uc6a9\ud558\ub294 \ubc29\ubc95\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/p>\n<p>\ub370\uc774\ud130 \uc218\uc9d1: \uad00\uc2ec \uc788\ub294 \uae08\uc735 \uc0c1\ud488\uc758 \uacfc\uac70 \uac00\uaca9 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud569\ub2c8\ub2e4. \uc774 \ub370\uc774\ud130\uc5d0\ub294 \uc2dc\uac00, \uace0\uac00, \uc800\uac00, \uc885\uac00\uc640 \uac70\ub798\ub7c9\uc774 \ud3ec\ud568\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uac70\ub798 \uc790\uc0b0\uc5d0 \uc911\uc694\ud558\ub2e4\uace0 \ud310\ub2e8\ub418\ub294 \uacbd\uc6b0 \uae08\ub9ac\ub098 GDP \uc218\uce58 \uac19\uc740 \uad00\ub828 \uac70\uc2dc\uacbd\uc81c \ub370\uc774\ud130\ub3c4 \ud3ec\ud568\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<h4><strong>\ud53c\ucc98 \uc5d4\uc9c0\ub2c8\uc5b4\ub9c1<\/strong><\/h4>\n<p>\uc774 \ub370\uc774\ud130\ub97c \uc0ac\uc6a9\ud558\uc5ec <a href=\"https:\/\/ai.google\/\">AI \ubaa8\ub378<\/a>\uc5d0 \uc0ac\uc6a9\ud560 \ud53c\ucc98(\uc785\ub825 \ubcc0\uc218) \uc138\ud2b8\ub97c \ub9cc\ub4ed\ub2c8\ub2e4. \uc774\ub3d9\ud3c9\uade0\uc774\ub098 RSI \uac19\uc740 \uae30\uc220\uc801 \uc9c0\ud45c\ub97c \uacc4\uc0b0\ud558\uac70\ub098, \uc790\uc0b0 \ud398\uc5b4 \uac04\uc758 \uac00\uaca9 \ucc28\uc774 \ub610\ub294 \ube44\uc728\uc744 \ub098\ud0c0\ub0b4\ub294 \ubcc0\uc218\ub97c \ub9cc\ub4dc\ub294 \uc791\uc5c5\uc774 \ud3ec\ud568\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<h4><strong>\ubaa8\ub378 \ud559\uc2b5<\/strong><\/h4>\n<p>\uc774\ub7ec\ud55c \ud53c\ucc98\ub97c \uc2e0\uacbd\ub9dd\uc774\ub098 \uc11c\ud3ec\ud2b8 \ubca1\ud130 \uba38\uc2e0 \uac19\uc740 \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378\uc5d0 \uc785\ub825\ud558\uc5ec \ud5a5\ud6c4 \uac00\uaca9 \uc6c0\uc9c1\uc784\uc774\ub098 \uc790\uc0b0 \uac04 \uc2a4\ud504\ub808\ub4dc\ub97c \uc608\uce21\ud569\ub2c8\ub2e4. \ubaa8\ub378\uc740 \uacfc\uac70 \ub370\uc774\ud130\uc758 \ud328\ud134\uc73c\ub85c\ubd80\ud130 \ud559\uc2b5\ud569\ub2c8\ub2e4.<\/p>\n<h4><strong>\ubaa8\ub378 \uac80\uc99d <\/strong><\/h4>\n<p>\ud45c\ubcf8 \uc678(out-of-sample) \ub370\uc774\ud130\ub97c \uc0ac\uc6a9\ud558\uc5ec \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \uac80\uc99d\ud569\ub2c8\ub2e4. \ud559\uc2b5 \uacfc\uc815\uc5d0\uc11c \uc0ac\uc6a9\ud558\uc9c0 \uc54a\uc740 \uc774 \ub370\uc774\ud130\ub97c \ud1b5\ud574 \uc2e4\uc804 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \ubaa8\ub378\uc774 \uc5b4\ub5bb\uac8c \uc791\ub3d9\ud560\uc9c0 \ub354 \uc798 \ud30c\uc545\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<p>\ud2b8\ub808\uc774\ub529 \uc2e0\ud638: \ubaa8\ub378\uc744 \uc0ac\uc6a9\ud558\uc5ec \ud2b8\ub808\uc774\ub529 \uc2e0\ud638\ub97c \uc0dd\uc131\ud569\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4 \ubaa8\ub378\uc774 \ub450 \uc790\uc0b0 \uac04 \uc2a4\ud504\ub808\ub4dc\uc758 \ucd95\uc18c\ub97c \uc608\uce21\ud558\uba74, \ubd80\uc9c4\ud55c \uc790\uc0b0\uc744 \ub9e4\uc218\ud558\uace0 \ucd08\uacfc \uc131\uacfc\ub97c \ub0b8 \uc790\uc0b0\uc744 \uacf5\ub9e4\ub3c4\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<h4><strong>\uc704\ud5d8 \uad00\ub9ac <\/strong><\/h4>\n<p>\ud56d\uc0c1 \uc704\ud5d8 \uad00\ub9ac \uc804\ub7b5\uc744 \ub9c8\ub828\ud574 \ub450\uc2ed\uc2dc\uc624. AI \ubaa8\ub378\ub3c4 \ub2e4\ub978 \ubaa8\ub4e0 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uacfc \ub9c8\ucc2c\uac00\uc9c0\ub85c \uc644\ubcbd\ud558\uc9c0 \uc54a\uc73c\uba70 \uc798\ubabb\ub41c \uc608\uce21\uc744 \ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uac70\ub798\ub9c8\ub2e4 \uc704\ud5d8\uc744 \uc81c\ud55c\ud558\uace0 \uc190\uc808\uc744 \uc124\uc815\ud558\ub294 \uac83\uc774 \ub9e4\uc6b0 \uc911\uc694\ud569\ub2c8\ub2e4.<\/p>\n<p><strong>\ubaa8\ub378 \uc5c5\ub370\uc774\ud2b8<\/strong><\/p>\n<p>\ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \uc9c0\uc18d\uc801\uc73c\ub85c \ubaa8\ub2c8\ud130\ub9c1\ud558\uace0 \uc0c8\ub85c\uc6b4 \ub370\uc774\ud130\ub85c \uc5c5\ub370\uc774\ud2b8\ud558\uc2ed\uc2dc\uc624. \uae08\uc735 \uc2dc\uc7a5\uc740 \uc5ed\ub3d9\uc801\uc774\uba70, \uacfc\uac70\uc5d0 \uc88b\uc740 \uc131\uacfc\ub97c \ub0b8 \ubaa8\ub378\uc774 \ubbf8\ub798\uc5d0\ub3c4 \ud56d\uc0c1 \uc88b\uc740 \uc131\uacfc\ub97c \ub0b4\ub294 \uac83\uc740 \uc544\ub2d9\ub2c8\ub2e4. \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \uc720\uc9c0\ud558\ub824\uba74 \uc815\uae30\uc801\uc778 \uc5c5\ub370\uc774\ud2b8\uc640 \uc870\uc815\uc774 \ud544\uc218\uc801\uc785\ub2c8\ub2e4. AI\uac00 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uac15\ud654\ud560 \uc218\ub294 \uc788\uc9c0\ub9cc \ub9cc\ub2a5 \ud574\uacb0\ucc45\uc774 \uc544\ub2c8\uba70 \uc131\uacf5\uc744 \ubcf4\uc7a5\ud558\uc9c0 \uc54a\ub294\ub2e4\ub294 \uc810\uc744 \uae30\uc5b5\ud558\uc2ed\uc2dc\uc624.<\/p>\n<p><a href=\"https:\/\/bjftradinggroup.com\/product\/sharptrader-forex-crypto-arbitrage\/\">SharpTrader\u2122 \ucc28\uc775\uac70\ub798 \uc18c\ud504\ud2b8\uc6e8\uc5b4 \uc790\uc138\ud788 \uc54c\uc544\ubcf4\uae30<\/a><\/p>\n<h2>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 F.A.Q.<\/h2>\n<p><strong>Q. \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc5d0\uc11c \ub78f \ud06c\uae30\ub294 \uc5b4\ub5bb\uac8c \ub9de\ucda5\ub2c8\uae4c?<\/strong><\/p>\n<p><strong>A. \ub78f \ud06c\uae30 \ub9de\ucd94\uae30: \uc9c0\uc218 vs \ud604\ubb3c<\/strong><\/p>\n<p>\ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc5d0\uc11c\ub294 \ud398\uc5b4 \ud2b8\ub808\uc774\ub529\uacfc \ub9c8\ucc2c\uac00\uc9c0\ub85c, \ud2b9\ud788 \uc9c0\uc218\uc640 \uae08\uc18d\uc744 \uac70\ub798\ud560 \ub54c \uad00\ub828 \uc0c1\ud488\uc758 \ub78f \ud06c\uae30\ub97c \uc801\uc808\ud788 \ub9de\ucd94\ub294 \uac83\uc774 \ud544\uc218\uc801\uc785\ub2c8\ub2e4. \uadf8 \uc774\uc720\ub294 \uacc4\uc57d \ud06c\uae30, \uacc4\uc57d \ud1b5\ud654, \ucd5c\uc18c \ub78f \ud06c\uae30 \uac19\uc740 \uacc4\uc57d \uba85\uc138\uac00 \uc0c1\ud488\ub9c8\ub2e4 \ub2e4\ub978 \uacbd\uc6b0\uac00 \ub9ce\uae30 \ub54c\ubb38\uc785\ub2c8\ub2e4.<\/p>\n<p>\uc608\ub97c \ub4e4\uc5b4 US30 \ud604\ubb3c\uacfc US30 \uc120\ubb3c\uc744 \uac70\ub798\ud55c\ub2e4\uace0 \uc0dd\uac01\ud574 \ubcf4\uc2ed\uc2dc\uc624. \uba85\uc138\uc5d0 \ub530\ub974\uba74 \ud604\ubb3c \uc0c1\ud488\uc758 \uacc4\uc57d \ud06c\uae30\ub294 1\uc774\uace0 \uc120\ubb3c \uacc4\uc57d\uc740 10\uc785\ub2c8\ub2e4. \ucd5c\uc18c \ub78f \ud06c\uae30\ub294 \ud604\ubb3c\uc774 1, \uc120\ubb3c\uc774 0.1\uc785\ub2c8\ub2e4. \ub530\ub77c\uc11c \ud604\ubb3c\uc5d0\uc11c 1\ub78f \ud3ec\uc9c0\uc158\uc744 \uc5f4\uba74 \uc120\ubb3c\uc5d0\uc11c\uc758 \ub300\uc751 \ud3ec\uc9c0\uc158\uc740 10\ubc30 \uc791\uc740 0.1\ub78f\uc774\uc5b4\uc57c \ud569\ub2c8\ub2e4.<\/p>\n<p>\uadf8\ub7ec\ub098 \ubc18\ub300\uc758 \uacbd\uc6b0\uc5d0\ub294 \ud55c\uacc4\uac00 \ub4dc\ub7ec\ub0a9\ub2c8\ub2e4. \ud604\ubb3c\uc5d0\uc11c 0.1\ub78f\uc744 \uac70\ub798\ud558\ub824\uace0 \ud558\uba74 \uc120\ubb3c\uc5d0\uc11c\uc758 \uacc4\uc0b0\uc0c1 \ub3d9\ub4f1 \ud3ec\uc9c0\uc158\uc740 0.01\ub78f\uc774 \ub429\ub2c8\ub2e4. \uc774 \uac12\uc740 \uc120\ubb3c \uacc4\uc57d\uc5d0 \uc9c0\uc815\ub41c \ucd5c\uc18c \ub78f \ud06c\uae30 0.1\ubcf4\ub2e4 \uc791\uc73c\ubbc0\ub85c \uc774\ub7ec\ud55c \uac70\ub798 \uad6c\uc131\uc740 \ubd88\uac00\ub2a5\ud569\ub2c8\ub2e4.<\/p>\n<p>\uc774 \uc608\ub294 \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798 \uc804\ub7b5\uc758 \uade0\ud615\uacfc \uc720\ud6a8\uc131\uc744 \uc720\uc9c0\ud558\uae30 \uc704\ud574 \uacc4\uc57d \uba85\uc138\ub97c \uc2e0\uc911\ud558\uac8c \uac80\ud1a0\ud558\uace0 \ub78f \ud06c\uae30\ub97c \uc801\uc808\ud788 \ub9de\ucd94\ub294 \uac83\uc774 \ud544\uc694\ud568\uc744 \ubcf4\uc5ec \uc90d\ub2c8\ub2e4.<\/p>\n<p><strong>\uac00\uaca9\uc774 \ub2e4\ub978 \uc0c1\ud488 \uac04\uc758 \ub78f \ud06c\uae30 \ub9de\ucd94\uae30<\/strong><\/p>\n<p>\uae08(XAUUSD)\uacfc \uc740(XAGUSD)\ucc98\ub7fc \uac00\uaca9\uc774 \uc11c\ub85c \ub2e4\ub978 \uc0c1\ud488 \uac04\uc5d0 \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\ub97c \ud560 \ub54c\ub294 \uacc4\uc57d \ud06c\uae30\ubfd0 \uc544\ub2c8\ub77c \uc0c1\ud488\uc758 \uc808\ub300 \uac00\uaca9 \uc218\uc900\ub3c4 \ud06c\uac8c \ub2e4\ub974\ubbc0\ub85c \ub78f \ud06c\uae30\ub97c \ub9de\ucd94\ub294 \uacfc\uc815\uc774 \ub354\uc6b1 \uc911\uc694\ud574\uc9d1\ub2c8\ub2e4.<\/p>\n<p><strong>1\ub2e8\uacc4: \uacc4\uc57d \uba85\uc138\ub97c \uac80\ud1a0\ud569\ub2c8\ub2e4.<\/strong><br \/>\n\ube0c\ub85c\ucee4\uac00 \ub2e4\uc74c\uacfc \uac19\uc774 \uc815\uc758\ud55c\ub2e4\uace0 \uac00\uc815\ud569\ub2c8\ub2e4.<\/p>\n<ul>\n<li><strong>XAUUSD(\uae08):<\/strong> \uacc4\uc57d \ud06c\uae30 = 100 \ud2b8\ub85c\uc774\uc628\uc2a4, \ucd5c\uc18c \ub78f = 0.01.<\/li>\n<li><strong>XAGUSD(\uc740):<\/strong> \uacc4\uc57d \ud06c\uae30 = 5,000 \ud2b8\ub85c\uc774\uc628\uc2a4, \ucd5c\uc18c \ub78f = 0.1.<\/li>\n<\/ul>\n<p><strong>2\ub2e8\uacc4: \uac00\uaca9 \uc218\uc900\uc744 \ube44\uad50\ud569\ub2c8\ub2e4.<\/strong><br \/>\n\ud604\uc7ac \uac00\uaca9\uc774 \ub2e4\uc74c\uacfc \uac19\ub2e4\uace0 \uac00\uc815\ud569\ub2c8\ub2e4.<\/p>\n<ul>\n<li>\uae08 = 2,500 USD\/oz<\/li>\n<li>\uc740 = 30 USD\/oz<\/li>\n<\/ul>\n<p><strong>3\ub2e8\uacc4: 1\ub78f\ub2f9 \uba85\ubaa9 \uac00\uce58\ub97c \uacc4\uc0b0\ud569\ub2c8\ub2e4.<\/strong><\/p>\n<ul>\n<li>\uae08 1\ub78f = 100 \u00d7 2,500 = <strong>250,000 USD<\/strong><\/li>\n<li>\uc740 1\ub78f = 5,000 \u00d7 30 = <strong>150,000 USD<\/strong><\/li>\n<\/ul>\n<p><strong>4\ub2e8\uacc4: \ube44\uc728\uc744 \uad6c\ud569\ub2c8\ub2e4.<\/strong><br \/>\n\uc775\uc2a4\ud3ec\uc800\uc758 \uade0\ud615\uc744 \ub9de\ucd94\ub824\uba74 \uba85\ubaa9 \uac00\uce58\ub97c \ub3d9\uc77c\ud558\uac8c \ud574\uc57c \ud569\ub2c8\ub2e4.<\/p>\n<p>\ub78f \ube44\uc728=250,000\/150,000=1.67<\/p>\n<p>\uc989, \uba85\ubaa9 \uac00\uce58 \uae30\uc900\uc73c\ub85c <strong>\uae08 1\ub78f\uc740 \uc740 \uc57d 1.67\ub78f\uc5d0 \ud574\ub2f9<\/strong>\ud569\ub2c8\ub2e4.<\/p>\n<p><strong>5\ub2e8\uacc4: \ub354 \uc791\uc740 \ud3ec\uc9c0\uc158\uc5d0 \uc801\uc6a9\ud569\ub2c8\ub2e4.<\/strong><\/p>\n<ul>\n<li><strong>\uae08 0.1\ub78f<\/strong>(25,000 USD)\uc744 \uc5f4\uba74 \uc774\uc5d0 \uc0c1\uc751\ud558\ub294 \uc740 \ud3ec\uc9c0\uc158\uc740 <strong>0.167\ub78f<\/strong>\uc774 \ub429\ub2c8\ub2e4.<\/li>\n<li>\ub2e4\ub9cc \uc740\uc758 \ucd5c\uc18c \ub78f \ud06c\uae30\uac00 0.1\uc774\ubbc0\ub85c \uc774\ub294 \uc2e4\ud589 \uac00\ub2a5\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n<p><strong>\uacb0\ub860:<\/strong><br \/>\nXAUUSD\uc640 XAGUSD \uac04 \ucc28\uc775\uac70\ub798 \ud398\uc5b4\ub97c \uad6c\uc131\ud560 \ub54c\ub294 <strong>\uacc4\uc57d \uba85\uc138<\/strong>\uc640 <strong>\uac00\uaca9 \ucc28\uc774<\/strong>\ub97c \ubaa8\ub450 \uace0\ub824\ud574\uc57c \ud569\ub2c8\ub2e4. \uc62c\ubc14\ub978 \uc811\uadfc \ubc29\uc2dd\uc740 1\ub78f\ub2f9 \uba85\ubaa9 \uac00\uce58\ub97c \uacc4\uc0b0\ud55c \ub2e4\uc74c \ud3ec\uc9c0\uc158\uc744 \ube44\ub840\uc801\uc73c\ub85c \uc870\uc815\ud558\ub294 \uac83\uc785\ub2c8\ub2e4.<\/p>","protected":false},"excerpt":{"rendered":"<p>\ud754\ud788 &#8220;\uc2a4\ud0ef \uc544\ube0c(stat arb)&#8221;\ub77c\uace0 \ubd88\ub9ac\ub294 \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\ub294 \ud5e4\uc9c0\ud380\ub4dc\uc640 \ud504\ub86d \ud2b8\ub808\uc774\ub529 \ud68c\uc0ac\uc5d0\uc11c \ub110\ub9ac \uc0ac\uc6a9\ub418\ub294 \ub300\ud45c\uc801\uc778 \ud000\ud2b8 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc785\ub2c8\ub2e4. \uae30\ubcf8 \uac1c\ub150\uc740 \uc11c\ub85c \uad00\ub828\ub41c \uae08\uc735 \uc0c1\ud488 \uac04\uc758 \uac00\uaca9 \ube44\ud6a8\uc728\uc131\uc744 \ud65c\uc6a9\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. \uc2a4\ud0ef \uc544\ube0c\ub97c \ud65c\uc6a9\ud558\ub294 \ud2b8\ub808\uc774\ub354\ub294 \ubcf5\uc7a1\ud55c \uc218\ud559\uc801 \ubaa8\ub378\uc5d0 \uc758\uc874\ud558\uc5ec \ud2b8\ub808\uc774\ub529 \uae30\ud68c\ub97c \uc2dd\ubcc4\ud558\ubbc0\ub85c, \uc774 \uc804\ub7b5\uc740 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \ud55c \uc601\uc5ed\uc5d0 \uc18d\ud569\ub2c8\ub2e4. \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\uc758 \uae30\uc6d0 \ud1b5\uacc4\uc801 \ucc28\uc775\uac70\ub798\ub294 1980\ub144\ub300 \uc6d4\uac00\uc758 \uacc4\ub7c9 \ubd84\uc11d\uac00, \ud754\ud788 &#8216;\ud000\ud2b8&#8217;\ub77c\uace0 \ubd88\ub9ac\ub294 \uc774\ub4e4\uc774 \uac1c\ucc99\ud558\uba74\uc11c \uc2dc\uc791\ub418\uc5c8\uc2b5\ub2c8\ub2e4. \uc774 \uc804\ub7b5\uc740 \ucc98\uc74c\uc5d0 \uc8fc\uc2dd \uc2dc\uc7a5\uc5d0\uc11c \uc801\uc6a9\ub418\uc5c8\uc73c\uba70, \uacf5\uc801\ubd84(co-integration)\uc744 \uae30\uc900\uc73c\ub85c \uc8fc\uc2dd \ud398\uc5b4\ub97c \uc120\uc815\ud588\uc2b5\ub2c8\ub2e4. \uacf5\uc801\ubd84\uc740 \ub450 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