资产收益的资产配置tsfactorportfoliooptimizer_impliedalphaattachment,35325attachmenttitle1摘要title11计算资产,收益关键步骤1因子暴露,均值为0方差为12构建,资产配置框架说明tsfactorportfoliooptimizer_impliedalpha,…

点xii=01n-,值yii=01n-,处的函数值ip_parabola_,x0x1.1@@,tcodex:=array112,20xv:=3ip_parabola_,34581code参考refip_lagrangian_,refrefip_parabola_,…

系统参数时间相关bk_stepamountpercentbkname,td成交金额元tdtd1tdtr,金额比例%setsysparampn_date20240408t,bk_stepamountpercentquot,…

缺省则添加默认值portfoliobacktesting_quantity_,日期41215截止日nil方向1乘数nil,niltta:=arrayportfoliobacktesting_quantity_,media2024-01-08_igyqnpdpfidoi2hcimage598,media2024-01-08_igyqnpdpfidoi2hcimage599,…

的值0表示拒绝1表示接受,0为无交叉项1为有,@@real@@1-alpha,一般为5%也有1%和,:=005returnregress_whitey,media2024-03-20_wefcpvnqqtg5qgjaimage577,quotimg参考refregress_cmlsref,…

点xii=01n-,值yii=01n-,处的函数值ip_lagrangian_,x0x1.1@@,tcodex:=array112,xxv:=3ip_lagrangian_,6code参考refip_lagrangian_,refrefip_parabola_,…

点xii=01n-,值yii=01n-,处的函数值ip_aitken_,x0x1.1@@,tcodex:=array112,20xv:=3ip_aitken_,32917code参考refip_lagrangian_,refrefip_parabola_,…

等相关数据计算portfoliobacktesting_tradingevaluationpfinfodata,500quot方向quot100quot,quot开仓数量quot100quot,00quot平仓数量quot100quot,quot开仓数量quot100quot,quot001returnportfoliobacktesting_tradingevaluationpfinfodata,…

重要性与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate和,real@@实数算法1p=,p-v*10015*,…

因子暴露的资产配置tsfactorportfoliooptimizer_targetfaexpattachment,35803attachmenttitle1摘要title11基于目标,的资产配置常用优化方法1稳健,资产配置框架说明tsfactorportfoliooptimizer_targetfaexp,…