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[Qraft] database api design for financial deep learning experiment hyukhwankwon

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Copyright. Saebyeol Yu. All Rights Reserved. DATABASE API DESIGN FOR FINANCIAL DEEP LEARNING EXPERIMENT 蠍給ル ろ蟆 蟲煙 API り 蟠 QRAFT TECHNOLOGIES, INC. SEP 09 2019
Copyright. Saebyeol Yu. All Rights Reserved. Qraft Technologies, Inc. INTRODUCTION Speaker 蟠 Qraft Technologies Naver Smilegate AI Product Team 蠍給ル ろ蟆 蟲煙 API り
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT DATA FLOW0 襦一危 QRAFT API ル/一 RAW API
Copyright. Saebyeol Yu. All Rights Reserved. 1 BR US UK CA VN KRCN DATA IN QRAFT
Copyright. Saebyeol Yu. All Rights Reserved. 2 DATA IN QRAFT EQUITY MACRO ASSET US 譬覈 () KR 譬覈 ( ) 蠍壱 蟲螳 譬覈 ( ) 覓/ 一危 FRED CPI/PMI GDP M1/M2 INDEX 蟲/ 豈蟠 Forex 蠍壱 郁軌 COMMODITY ETC METAL OIL PTA/MEG NEWS SENTIMENT
Copyright. Saebyeol Yu. All Rights Reserved. 3 API RAW 螳 るジ 豌襴 一危 蟆一検豺 豌襴 れ 譬襯 貎朱Μ 讌 覓語 .. .
Copyright. Saebyeol Yu. All Rights Reserved. 4 API RAW API 譴 蟯襴 ろ
Copyright. Saebyeol Yu. All Rights Reserved. NORU and KIRIN? NORU api.v1 KIRIN api.v2
Copyright. Saebyeol Yu. All Rights Reserved. 5 QRAFT API 轟 レ EASE MASKING NEW TYPE MEMORY RECORD VERSION CACHE SOCKET JIT FITTING REUSE 蠏殊
Copyright. Saebyeol Yu. All Rights Reserved. 6 QRAFT API 轟 蟲 所蠏殊
Copyright. Saebyeol Yu. All Rights Reserved. 7 QRAFT API 轟 EASE 蠏殊
Copyright. Saebyeol Yu. All Rights Reserved. 8 QRAFT API 轟 EASE 蠏殊
Copyright. Saebyeol Yu. All Rights Reserved. 9 QRAFT API 轟 豕 覯 讌蠏殊
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 VERSION CONTROL 10 蠏殊
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 豌讌, API 豕 覯 覲伎 讌, 覃襦 蟲 所 一危 襦 讌, る 覦讌 覦 EASE VERSION 11 蠏殊
Copyright. Saebyeol Yu. All Rights Reserved. 12 QRAFT API 轟 DELIST SPIN-OFF EXCM&A Corporate Action
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FITTING 1986-12-01 1987-07-01 1988-02-01 1988-09-01 1989-04-01 1989-11-01 1990-06-01 1991-01-01 1991-08-01 1992-03-01 1992-10-01 1993-05-01 1993-12-01 1994-07-01 1995-02-01 1995-09-01 1996-04-01 1996-11-01 1997-06-01 1998-01-01 1998-08-01 1999-03-01 1999-10-01 2000-05-01 2000-12-01 2001-07-01 2002-02-01 2002-09-01 2003-04-01 2003-11-01 2004-06-01 2005-01-01 2005-08-01 2006-03-01 2006-10-01 2007-05-01 2007-12-01 2008-07-01 2009-02-01 2009-09-01 2010-04-01 2010-11-01 2011-06-01 2012-01-01 2012-08-01 2013-03-01 2013-10-01 2014-05-01 2014-12-01 2015-07-01 2016-02-01 2016-09-01 2017-04-01 2017-11-01 2018-06-01 2019-01-01 2019-08-01 Momentum Before Masking Momentum After Masking S&P 500 13
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FITTING 1986-12-01 1987-07-01 1988-02-01 1988-09-01 1989-04-01 1989-11-01 1990-06-01 1991-01-01 1991-08-01 1992-03-01 1992-10-01 1993-05-01 1993-12-01 1994-07-01 1995-02-01 1995-09-01 1996-04-01 1996-11-01 1997-06-01 1998-01-01 1998-08-01 1999-03-01 1999-10-01 2000-05-01 2000-12-01 2001-07-01 2002-02-01 2002-09-01 2003-04-01 2003-11-01 2004-06-01 2005-01-01 2005-08-01 2006-03-01 2006-10-01 2007-05-01 2007-12-01 2008-07-01 2009-02-01 2009-09-01 2010-04-01 2010-11-01 2011-06-01 2012-01-01 2012-08-01 2013-03-01 2013-10-01 2014-05-01 2014-12-01 2015-07-01 2016-02-01 2016-09-01 2017-04-01 2017-11-01 2018-06-01 2019-01-01 2019-08-01 Momentum Before Masking Momentum After Masking S&P 500 Survivorship Bias Alpha 14
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 MASKING 1.103 CRM : 1 DATA TABLEAU merged INFO changed PORTFPLIO 覦 豢豌: W7NEWS 15
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 1.103 CRM : 1 DATA TABLEAU merged INFO changed PORTFPLIO 覦 MASKING 16
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FITTING 1986-12-01 1987-07-01 1988-02-01 1988-09-01 1989-04-01 1989-11-01 1990-06-01 1991-01-01 1991-08-01 1992-03-01 1992-10-01 1993-05-01 1993-12-01 1994-07-01 1995-02-01 1995-09-01 1996-04-01 1996-11-01 1997-06-01 1998-01-01 1998-08-01 1999-03-01 1999-10-01 2000-05-01 2000-12-01 2001-07-01 2002-02-01 2002-09-01 2003-04-01 2003-11-01 2004-06-01 2005-01-01 2005-08-01 2006-03-01 2006-10-01 2007-05-01 2007-12-01 2008-07-01 2009-02-01 2009-09-01 2010-04-01 2010-11-01 2011-06-01 2012-01-01 2012-08-01 2013-03-01 2013-10-01 2014-05-01 2014-12-01 2015-07-01 2016-02-01 2016-09-01 2017-04-01 2017-11-01 2018-06-01 2019-01-01 2019-08-01 Momentum Before Masking Momentum After Masking S&P 500 17 OVERFITTING FORWARD LOOKING 覦讌
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FITTING 1986-12-01 1987-07-01 1988-02-01 1988-09-01 1989-04-01 1989-11-01 1990-06-01 1991-01-01 1991-08-01 1992-03-01 1992-10-01 1993-05-01 1993-12-01 1994-07-01 1995-02-01 1995-09-01 1996-04-01 1996-11-01 1997-06-01 1998-01-01 1998-08-01 1999-03-01 1999-10-01 2000-05-01 2000-12-01 2001-07-01 2002-02-01 2002-09-01 2003-04-01 2003-11-01 2004-06-01 2005-01-01 2005-08-01 2006-03-01 2006-10-01 2007-05-01 2007-12-01 2008-07-01 2009-02-01 2009-09-01 2010-04-01 2010-11-01 2011-06-01 2012-01-01 2012-08-01 2013-03-01 2013-10-01 2014-05-01 2014-12-01 2015-07-01 2016-02-01 2016-09-01 2017-04-01 2017-11-01 2018-06-01 2019-01-01 2019-08-01 Momentum Before Masking Momentum After Masking S&P 500 18 OVERFITTING FORWARD LOOKING 覦讌
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 1.103 CRM : 1 DATA TABLEAU merged INFO changed PORTFPLIO 覦 MASKING 豌讌, 螻 覦 UNVERSE 襷ろ 讌, 譟危ｸ る狩 る + 覦讌 讌, 一危 蠍磯 覦燕ろ 螳 19
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 NEW TYPE 20 レ
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 NEW TYPE 21 レ
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 def get_news_data(self, item: str, filing_type='annual, domestic_new=True, name=None, date_from='1980-12-31', date_to='9999-12-31') NEW TYPE API 螳 覃 豢螳襦 願屋 22 レ
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟24 API
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FILE SYSTEM 25 譬 觜襯 FILESYSTEM レ
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FILE SYSTEM 譬 觜襯 FILESYSTEM レ 26
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 MEMORY SERVER MEMORY / SOCKET 旧 27
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 CACHE 覃 + 朱誤 > Key-base Hashing + Cache 28
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 JIT 誤壱襴 語伎 螻襯 蠏豪概蠍 Just-in-time compilation 29
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 JIT 朱 Python vs QRAFT API Numba JIT 觜蟲 Numba JIT CPython x8 x39 (: 豐) 30
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 JIT 誤壱襴 語伎 螻襯 蠏豪概蠍 Just-in-time compilation 豌讌, 觜襯 レ + Memory + Socket 旧 讌, Cache 覿 襦 蟇 讌, Numba JIT, Vectorization 一 31
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 SACRED 32 ろ 蟆郁骸覿
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 SACRED 33
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 SACRED 34
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 SACRED 豌讌, ろ れ, 一危 覿 蠍磯 讌, 螻手碓 蠍磯 蟆郁骸襯 語讌 螳 讌, ろ 譴 覦 蟆郁骸/伎/ 覿 蠍磯 35
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 所 蟆螻 レ危螻 觜襯願 螳 36 レ 煙蠏殊
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT DATA FLOW37 襦一危 QRAFT API ル/一 RAW API
Copyright. Saebyeol Yu. All Rights Reserved. 38 QRAFT SMB Fama/French SMB QRAFT HML Fama/French HML Corr. 99% Corr. 97% QRAFT API Fama/French Stock Pricing Model SMB, HML
Copyright. Saebyeol Yu. All Rights Reserved. 39 4.1 6.5 7.8 12.3 6.3 7.2 8.43 11.5 4.5 5.5 12 10 3 8 4.9 8.9 2008 2011 2015 2019 Tangible Asset Intangible Asset TA-3MR IA-3MR Quant Back-Test 覓緩一 殊譴 伎 讀螳 Equity 乏一 殊譴 伎 讀螳 Equity 3螳 渚 Equity 3螳 渚 Equity : % QRAFT API Quant Backtesting
Copyright. Saebyeol Yu. All Rights Reserved. 40 Macroeconomic Data (CHINA PMI, CPI, PPI) Raw Material Price (Brent Oil, PTA, MEG) Global Industry Data (SINOPEC, PETROCHINA) Market/Customer Data (Fibers, Film, Customer) AXE for Industry Engine (Deep Learning Model) ENGINE Predict Future Raw Material Price Predict Foreign Currency Price Demand Forecasting Predict Future Cashflow turnover INPUT DATA OUTPUT ADVICE Reduce Raw Material Purchase Cost Lower FX exposure Risk Inventory Risk Management Cashflow / Liquidity Management QRAFT API DeepLearning 覈
Copyright. Saebyeol Yu. All Rights Reserved. 41 QRAFT API DeepLearning 覈 螻 覲 覦 覿れ 豸 覈碁 QRAFT INDUSTRY PROJECT
Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 42 NEXT STEP
Copyright. Saebyeol Yu. All Rights Reserved. END43 螳.

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[Qraft] database api design for financial deep learning experiment hyukhwankwon

  • 1. Copyright. Saebyeol Yu. All Rights Reserved. DATABASE API DESIGN FOR FINANCIAL DEEP LEARNING EXPERIMENT 蠍給ル ろ蟆 蟲煙 API り 蟠 QRAFT TECHNOLOGIES, INC. SEP 09 2019
  • 2. Copyright. Saebyeol Yu. All Rights Reserved. Qraft Technologies, Inc. INTRODUCTION Speaker 蟠 Qraft Technologies Naver Smilegate AI Product Team 蠍給ル ろ蟆 蟲煙 API り
  • 3. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT DATA FLOW0 襦一危 QRAFT API ル/一 RAW API
  • 4. Copyright. Saebyeol Yu. All Rights Reserved. 1 BR US UK CA VN KRCN DATA IN QRAFT
  • 5. Copyright. Saebyeol Yu. All Rights Reserved. 2 DATA IN QRAFT EQUITY MACRO ASSET US 譬覈 () KR 譬覈 ( ) 蠍壱 蟲螳 譬覈 ( ) 覓/ 一危 FRED CPI/PMI GDP M1/M2 INDEX 蟲/ 豈蟠 Forex 蠍壱 郁軌 COMMODITY ETC METAL OIL PTA/MEG NEWS SENTIMENT
  • 6. Copyright. Saebyeol Yu. All Rights Reserved. 3 API RAW 螳 るジ 豌襴 一危 蟆一検豺 豌襴 れ 譬襯 貎朱Μ 讌 覓語 .. .
  • 7. Copyright. Saebyeol Yu. All Rights Reserved. 4 API RAW API 譴 蟯襴 ろ
  • 8. Copyright. Saebyeol Yu. All Rights Reserved. NORU and KIRIN? NORU api.v1 KIRIN api.v2
  • 9. Copyright. Saebyeol Yu. All Rights Reserved. 5 QRAFT API 轟 レ EASE MASKING NEW TYPE MEMORY RECORD VERSION CACHE SOCKET JIT FITTING REUSE 蠏殊
  • 10. Copyright. Saebyeol Yu. All Rights Reserved. 6 QRAFT API 轟 蟲 所蠏殊
  • 11. Copyright. Saebyeol Yu. All Rights Reserved. 7 QRAFT API 轟 EASE 蠏殊
  • 12. Copyright. Saebyeol Yu. All Rights Reserved. 8 QRAFT API 轟 EASE 蠏殊
  • 13. Copyright. Saebyeol Yu. All Rights Reserved. 9 QRAFT API 轟 豕 覯 讌蠏殊
  • 14. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 VERSION CONTROL 10 蠏殊
  • 15. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 豌讌, API 豕 覯 覲伎 讌, 覃襦 蟲 所 一危 襦 讌, る 覦讌 覦 EASE VERSION 11 蠏殊
  • 16. Copyright. Saebyeol Yu. All Rights Reserved. 12 QRAFT API 轟 DELIST SPIN-OFF EXCM&A Corporate Action
  • 17. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FITTING 1986-12-01 1987-07-01 1988-02-01 1988-09-01 1989-04-01 1989-11-01 1990-06-01 1991-01-01 1991-08-01 1992-03-01 1992-10-01 1993-05-01 1993-12-01 1994-07-01 1995-02-01 1995-09-01 1996-04-01 1996-11-01 1997-06-01 1998-01-01 1998-08-01 1999-03-01 1999-10-01 2000-05-01 2000-12-01 2001-07-01 2002-02-01 2002-09-01 2003-04-01 2003-11-01 2004-06-01 2005-01-01 2005-08-01 2006-03-01 2006-10-01 2007-05-01 2007-12-01 2008-07-01 2009-02-01 2009-09-01 2010-04-01 2010-11-01 2011-06-01 2012-01-01 2012-08-01 2013-03-01 2013-10-01 2014-05-01 2014-12-01 2015-07-01 2016-02-01 2016-09-01 2017-04-01 2017-11-01 2018-06-01 2019-01-01 2019-08-01 Momentum Before Masking Momentum After Masking S&P 500 13
  • 18. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FITTING 1986-12-01 1987-07-01 1988-02-01 1988-09-01 1989-04-01 1989-11-01 1990-06-01 1991-01-01 1991-08-01 1992-03-01 1992-10-01 1993-05-01 1993-12-01 1994-07-01 1995-02-01 1995-09-01 1996-04-01 1996-11-01 1997-06-01 1998-01-01 1998-08-01 1999-03-01 1999-10-01 2000-05-01 2000-12-01 2001-07-01 2002-02-01 2002-09-01 2003-04-01 2003-11-01 2004-06-01 2005-01-01 2005-08-01 2006-03-01 2006-10-01 2007-05-01 2007-12-01 2008-07-01 2009-02-01 2009-09-01 2010-04-01 2010-11-01 2011-06-01 2012-01-01 2012-08-01 2013-03-01 2013-10-01 2014-05-01 2014-12-01 2015-07-01 2016-02-01 2016-09-01 2017-04-01 2017-11-01 2018-06-01 2019-01-01 2019-08-01 Momentum Before Masking Momentum After Masking S&P 500 Survivorship Bias Alpha 14
  • 19. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 MASKING 1.103 CRM : 1 DATA TABLEAU merged INFO changed PORTFPLIO 覦 豢豌: W7NEWS 15
  • 20. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 1.103 CRM : 1 DATA TABLEAU merged INFO changed PORTFPLIO 覦 MASKING 16
  • 21. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FITTING 1986-12-01 1987-07-01 1988-02-01 1988-09-01 1989-04-01 1989-11-01 1990-06-01 1991-01-01 1991-08-01 1992-03-01 1992-10-01 1993-05-01 1993-12-01 1994-07-01 1995-02-01 1995-09-01 1996-04-01 1996-11-01 1997-06-01 1998-01-01 1998-08-01 1999-03-01 1999-10-01 2000-05-01 2000-12-01 2001-07-01 2002-02-01 2002-09-01 2003-04-01 2003-11-01 2004-06-01 2005-01-01 2005-08-01 2006-03-01 2006-10-01 2007-05-01 2007-12-01 2008-07-01 2009-02-01 2009-09-01 2010-04-01 2010-11-01 2011-06-01 2012-01-01 2012-08-01 2013-03-01 2013-10-01 2014-05-01 2014-12-01 2015-07-01 2016-02-01 2016-09-01 2017-04-01 2017-11-01 2018-06-01 2019-01-01 2019-08-01 Momentum Before Masking Momentum After Masking S&P 500 17 OVERFITTING FORWARD LOOKING 覦讌
  • 22. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FITTING 1986-12-01 1987-07-01 1988-02-01 1988-09-01 1989-04-01 1989-11-01 1990-06-01 1991-01-01 1991-08-01 1992-03-01 1992-10-01 1993-05-01 1993-12-01 1994-07-01 1995-02-01 1995-09-01 1996-04-01 1996-11-01 1997-06-01 1998-01-01 1998-08-01 1999-03-01 1999-10-01 2000-05-01 2000-12-01 2001-07-01 2002-02-01 2002-09-01 2003-04-01 2003-11-01 2004-06-01 2005-01-01 2005-08-01 2006-03-01 2006-10-01 2007-05-01 2007-12-01 2008-07-01 2009-02-01 2009-09-01 2010-04-01 2010-11-01 2011-06-01 2012-01-01 2012-08-01 2013-03-01 2013-10-01 2014-05-01 2014-12-01 2015-07-01 2016-02-01 2016-09-01 2017-04-01 2017-11-01 2018-06-01 2019-01-01 2019-08-01 Momentum Before Masking Momentum After Masking S&P 500 18 OVERFITTING FORWARD LOOKING 覦讌
  • 23. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 1.103 CRM : 1 DATA TABLEAU merged INFO changed PORTFPLIO 覦 MASKING 豌讌, 螻 覦 UNVERSE 襷ろ 讌, 譟危ｸ る狩 る + 覦讌 讌, 一危 蠍磯 覦燕ろ 螳 19
  • 24. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 NEW TYPE 20 レ
  • 25. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 NEW TYPE 21 レ
  • 26. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 def get_news_data(self, item: str, filing_type='annual, domestic_new=True, name=None, date_from='1980-12-31', date_to='9999-12-31') NEW TYPE API 螳 覃 豢螳襦 願屋 22 レ
  • 27. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟24 API
  • 28. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FILE SYSTEM 25 譬 觜襯 FILESYSTEM レ
  • 29. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 FILE SYSTEM 譬 觜襯 FILESYSTEM レ 26
  • 30. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 MEMORY SERVER MEMORY / SOCKET 旧 27
  • 31. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 CACHE 覃 + 朱誤 > Key-base Hashing + Cache 28
  • 32. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 JIT 誤壱襴 語伎 螻襯 蠏豪概蠍 Just-in-time compilation 29
  • 33. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 JIT 朱 Python vs QRAFT API Numba JIT 觜蟲 Numba JIT CPython x8 x39 (: 豐) 30
  • 34. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 JIT 誤壱襴 語伎 螻襯 蠏豪概蠍 Just-in-time compilation 豌讌, 觜襯 レ + Memory + Socket 旧 讌, Cache 覿 襦 蟇 讌, Numba JIT, Vectorization 一 31
  • 35. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 SACRED 32 ろ 蟆郁骸覿
  • 36. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 SACRED 33
  • 37. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 SACRED 34
  • 38. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 SACRED 豌讌, ろ れ, 一危 覿 蠍磯 讌, 螻手碓 蠍磯 蟆郁骸襯 語讌 螳 讌, ろ 譴 覦 蟆郁骸/伎/ 覿 蠍磯 35
  • 39. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 轟 所 蟆螻 レ危螻 觜襯願 螳 36 レ 煙蠏殊
  • 40. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT DATA FLOW37 襦一危 QRAFT API ル/一 RAW API
  • 41. Copyright. Saebyeol Yu. All Rights Reserved. 38 QRAFT SMB Fama/French SMB QRAFT HML Fama/French HML Corr. 99% Corr. 97% QRAFT API Fama/French Stock Pricing Model SMB, HML
  • 42. Copyright. Saebyeol Yu. All Rights Reserved. 39 4.1 6.5 7.8 12.3 6.3 7.2 8.43 11.5 4.5 5.5 12 10 3 8 4.9 8.9 2008 2011 2015 2019 Tangible Asset Intangible Asset TA-3MR IA-3MR Quant Back-Test 覓緩一 殊譴 伎 讀螳 Equity 乏一 殊譴 伎 讀螳 Equity 3螳 渚 Equity 3螳 渚 Equity : % QRAFT API Quant Backtesting
  • 43. Copyright. Saebyeol Yu. All Rights Reserved. 40 Macroeconomic Data (CHINA PMI, CPI, PPI) Raw Material Price (Brent Oil, PTA, MEG) Global Industry Data (SINOPEC, PETROCHINA) Market/Customer Data (Fibers, Film, Customer) AXE for Industry Engine (Deep Learning Model) ENGINE Predict Future Raw Material Price Predict Foreign Currency Price Demand Forecasting Predict Future Cashflow turnover INPUT DATA OUTPUT ADVICE Reduce Raw Material Purchase Cost Lower FX exposure Risk Inventory Risk Management Cashflow / Liquidity Management QRAFT API DeepLearning 覈
  • 44. Copyright. Saebyeol Yu. All Rights Reserved. 41 QRAFT API DeepLearning 覈 螻 覲 覦 覿れ 豸 覈碁 QRAFT INDUSTRY PROJECT
  • 45. Copyright. Saebyeol Yu. All Rights Reserved. QRAFT API 42 NEXT STEP
  • 46. Copyright. Saebyeol Yu. All Rights Reserved. END43 螳.