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组合-詹森pf_jensen,float@@实数算法jensen=x,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_jensent,…
板块jense指数bk_jensenmeasureindexid,hlk391476644quottarget=quot_blankquot,alphaahtm参考refpf_jensen,…
指数与系统股票pn_stock相关,media2024-01-08_igyqnpdpfidoi2hcimage73,@实数jense指数算法jensen=rp,rf_-beta,rm-rf_rm是,…
sharptreynorappraisalratio等bk_measureindexid,板块标准差板块sharp板块jensen板块treynor,新建分类stockarrsetsysparampn_bkmybk,bk_measuresh000001,media2024-01-08_igyqnpdpfidoi2hcimage130,…
涨幅alphabeta标准差sharpjensentreynor估价,media2024-01-08_igyqnpdpfidoi2hcimage131,quotimg参考refbk_measureref,…
风险值pf_var,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,:=nday250截止日sp_time涨幅,stockzf3returnpf_var,…
组合-r2pf_r2,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_r2,…
指标年化pf_annualformula,数与周期相关可通过pf_getdaynnmofyear,数与周期相关可通过pf_getdaynnmofyear,化信息比率setsysparampn_cyclecy,dayyn:=pf_getdaynnmofyear,:=048returnpf_annualformula_,…
最大回撤率pf_maxdrawdown,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,:=nday1000截止日sp_time涨幅,stockzf3returnpf_maxdrawdown,…
成份varpf_componentvar2,%fromtendreturnpf_componentvar2,media2024-01-08_igyqnpdpfidoi2hcimage745,…