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returnselectsumof0astotal-0,…
方差法lamda=0riskmetric方法,协方差矩阵相关系数矩阵pf_covarianceandcorrelationw,:=array4060pf_covarianceandcorrelations,media2024-01-08_igyqnpdpfidoi2hcimage752,…
计算组合的varpf_varbydeltanormalw,0tdtrtrtdrisk-metric,4deltat持有期二riskmetric方法,不同的是我们使用riskmetric计算,收益率序列个数2用riskmetric方法,fromtendreturnpf_varbydeltanormals,…
边际标准差pf_marginalvar2w,0tdtrtrtdrisk-metric,fromtendreturnpf_marginalvar2s,media2024-01-08_igyqnpdpfidoi2hcimage748,…
成份varpf_componentvar2w,0tdtrtrtdrisk-metric,fromtendreturnpf_componentvar2s,media2024-01-08_igyqnpdpfidoi2hcimage745,…
增量varpf_incrementalvar2w,0tdtrtrtdrisk-metric,fromtendreturnpf_incrementalvar2s,media2024-01-08_igyqnpdpfidoi2hcimage747,…
成份var贡献度pf_componentvarpercent2w,0tdtrtrtdrisk-metric,fromtendreturnpf_componentvarpercent2s,media2024-01-08_igyqnpdpfidoi2hcimage746,…
组合var市值pf_varvsmarketvaluew,0tdtrtrtdrisk-metric,fromtendreturnpf_varvsmarketvalues,…
sothereislessfinancialrisktitle1选股,title1title2定义title2cq_07bkname,4最近报告期近金融机构_银行持股,title1title2定义title2show_dsxg_,user大师策略账号show_dsxg_,…
组合varbenchmarkpf_varvsbenchmarkwp,0tdtrtrtdrisk-metric,fromt2endreturnpf_varvsbenchmarks1,…