feat: 13-2-1 베타 계산 추가

example/13-2-1-calculate-beta.py

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+import yfinance as yf
+import pandas as pd
+import statsmodels.api as sm
+
+KOSPI_CODE = '^KS11'
+KIIUM = '039490.KS'
+# KOSPI 코드(^KS11), 전통적인 고베타주인 증권주 중 키움증권(039490.KS)
+tickers = [KOSPI_CODE, KIIUM]
+
+all_data = {}
+for ticker in tickers:
+    all_data[ticker] = yf.download(ticker, start="2020-01-01", end="2024-12-31")
+
+# print(all_data)
+# for tic, data in all_data.items():
+#     print(f"{tic}: {type(data)} -> {type(data['Close'])}")
+#     print(data['Close'])
+
+# 종가(Close)에 해당하는 열만 선택해서 데이터프레임으로 가공
+prices = pd.DataFrame({tic: data['Close'].squeeze() for tic, data in all_data.items()})
+# 수익률 계산(pct_change), NA 데이터 삭제(dropna)
+ret = prices.pct_change().dropna()
+
+ret['intercept'] = 1
+reg = sm.OLS(ret[[KIIUM]], ret[[KOSPI_CODE, 'intercept']]).fit()
+
+print(reg.summary())
+print(reg.params)