天软为您找到相关结果约8384个,用时约0.00秒.
组合-夏普比率pf_sharpratio,:=00025setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,stockzf3returnpf_sharpratio,…
板块sharp指数bk_sharpmeasureindexid,hlk391476644quottarget=quot_blankquot,alphaahtm参考refpf_sharpratio,…
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,…
组合-詹森pf_jensen,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_jensent,…
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,…
增量varpf_incrementalvar2,%fromtendreturnpf_incrementalvar2,media2024-01-08_igyqnpdpfidoi2hcimage747,…
边际标准差pf_marginalvar2,%fromtendreturnpf_marginalvar2,media2024-01-08_igyqnpdpfidoi2hcimage748,…