一行为一组回归系数regress_ridgey,方差扩大因子法regress_ridgey,k是一个长度大于1的数组,y的岭迹regress_ridgey,@岭回归系数0到1之间的实数,为布尔类型缺省为1@@,0921210000101210121100,nireturnret:=regress_ridgey,…

暴露度算法介绍bond_nsbetasensitivitybondid,4quotbeta1quot-1quotbeta2,delta:=20returnbond_nsbetasensitivitybondid,…

indexid成份股的t-1日流通市值,比例portfoliobacktesting_indexfund_,日期型时间t-1日@,indexid成份股的t-1日流通市值,范例tcodereturnportfoliobacktesting_indexfund_,media2024-01-08_igyqnpdpfidoi2hcimage608,…

returntype决定显示模式若为1则显示,每天的复合收益率pf_returntocumulativereturnt,td累积收益率tdtd1tdtr,当天日收益率+1*1,昨日复合收益率-1*100,%09023545returnpf_returntocumulativereturnt,…

点与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate复权,real@@实数算法1dif=,…

样本进行谱系聚类cluster_systema,@@integer@@1组间,输出谱系树optionsbest1输出最优,optionstree1输出谱系,0最佳分类排列方式1每一行,best1ret1:=cluster_systema,methodsret2:=cluster_systema,refdistancerefrefcluster_kmeansref,…

sharptreynorappraisalratio等bk_measureindexid,流通股本加权tdtd1tdtr,新建分类stockarrsetsysparampn_bkmybk,bk_measuresh000001,media2024-01-08_igyqnpdpfidoi2hcimage130,…

等分的表现情况npartportfolio_pgmbk,按取值分tdtd1tdtr,流通股本加权tdtd1tdtr,范例tcodereturnnpartportfolio_pgmquot,万采掘quot@stockpe3_v10,0inttodate20120920inttodate2012102012quot,…

基金板块使用setsysparampn_bkbkname,为基金板块名称bk_irbondvaluerdate,td全部tdtd-1tdtr,td股票型tdtd1tdtr,新建分类fundarrsetsysparampn_bkquot,quotreturnbk_irbondvalue20040930,…

在1-alpha,下置信区间上置信区间estimate_tnux,显著性水平实数在01之间@,arraynilnilreturnestimate_tnux,005both1code返回,media2024-03-20_wefcpvnqqtg5qgjaimage315,quotimg参考refestimate_snuref,…