← 返回题库
初级

情景分析

未完成
初级参考 完整示例代码供参考，建议自己理解后重新输入 
def solve():
    import pandas as pd
    import numpy as np
    msft = pd.read_csv('https://liangdaima.com/static/data/microsoft.csv.csv')
    indice = pd.read_csv('https://liangdaima.com/static/data/indicepanel.csv.csv')
    msft['Return'] = msft['Close'].pct_change()
    merged = pd.merge(msft[['Date', 'Return']], indice[['Date', 'sp500']], on='Date')
    merged['sp500_ret'] = merged['sp500'].pct_change()
    merged = merged.dropna()
    cov = merged['Return'].cov(merged['sp500_ret'])
    var = merged['sp500_ret'].var()
    beta = cov / var
    investment = 1000000
    for drop in [0.10, 0.20, 0.30]:
        loss = investment * drop * beta
        print(f'{loss:.0f}')

示例

输入
solve()
期望输出
nan
nan
nan
Python 代码 🔒 登录后使用
🔒

登录后即可练习

注册免费账号，在浏览器中直接运行 Python 代码

登录 免费注册