media2024-03-20_wefcpvnqqtg5qgjaimage673,media2024-03-20_wefcpvnqqtg5qgjaimage674,统计量n为样本容量time_danieltest,平稳性codesetsysparampn_dateinttodate,n:=40setsysparampn_stockquot,…

0与系统参数无关timetdatetime返回,点范例tcodereturntime//输出,…

风险值pf_vart1,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,nday250截止日sp_time涨幅%,…

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

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

最大回撤率pf_maxdrawdowntp,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,nday1000截止日sp_time涨幅%,…

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

组合-夏普比率pf_sharpratiot,:=00025setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,…

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

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