组合-alpha%pf_alphat1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_alphat,…

组合-betapf_betat1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_betat,…

组合-r2pf_r2t1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_r2t,…

组合-跟踪误差pf_trackingerrort1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_trackingerrort,…

组合-信息比率pf_informationratiot1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_informationratiot,…

组合-特雷诺pf_treynorratiot1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_treynorratiot,…

组合-詹森pf_jensent1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_jensent,…

组合-超额收益率pf_excessreturnt1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_excessreturnt,…

列数据的相关系数pf_corrt1,31413returnpf_corrs1,…

的收益及标准差pf_trailingreturnt1,:=inttodate20110630setsysparampn_dateendt,:=ndayn截止日sp_time涨幅,specstockzf3indexidreturnpf_trailingreturnt,…