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stock_rd_smartmoney_v
s=vstock_,_smartmoney_v,integercutvaluerealrealrsp_cycle@,计算聪明钱因子sp_spn,stocksh601318sp_spn,date20200519tsp_spn,cyclecy_dayreturnstock_rd,smartmoney_vcy_,…
stock_rd_smartmoney_lnv
=|r|lnvstock_,_smartmoney_lnv,integercutvaluerealrealrsp_cycle@,计算聪明钱因子sp_spn,stocksh601318sp_spn,date20200519tsp_spn,cyclecy_dayreturnstock_rd,…
stock_rd_smartmoney_rank
|r|+rankvstock_,_smartmoney_rank,integercutvaluerealrealrsp_cycle@,计算聪明钱因子sp_spn,stocksh601318sp_spn,date20200519tsp_spn,cyclecy_dayreturnstock_rd,…
stock_rd_smartmoney_beta
s=|r|vbetastock,rd_smartmoney_,rsp_cycletexpression,integercutvaluerealrealrsp_cycle@,计算聪明钱因子sp_spn,cyclecy_dayreturnstock_rd,…
高频因子
helpdocsearchcontenttslkeyword=stock_rd,varquottarget=quot_blankquot,_rd_var,已实现方差tdtdstock_rd,varrsp_cyclen,helpdocsearchcontenttslkeyword=stock_rd,skewquottarget=quot_blankquot,…
stock_rd_var
已实现方差stock_rd,varrsp_cycletexpression,integerrealrsp_cycle@,计算已实现方差sp_spn,stocksh000001sp_spn,cyclecy_dayreturnstock_rd,…
stock_rd_skew
已实现偏度stock_rd,skewrsp_cycletexpression,integerrealrsp_cycle@,已实现偏度sp_spn,stocksh000001sp_spn,cyclecy_dayreturnstock_rd,…
stock_rd_kurt
已实现峰度stock_rd,kurtrsp_cycletexpression,integerrealrsp_cycle@,计算已实现峰度sp_spn,stocksh000001sp_spn,cyclecy_dayreturnstock_rd,…
stock_rd_pvcorr
量价相关性stock_rd,pvcorrrsp_cycletexpression,integerrealrsp_cycle@,计算量价相关性sp_spn,stocksh000001sp_spn,cyclecy_dayreturnstock_rd,…
stock_rd_trendstr
趋势强度因子stock_rd,trendstrrsp_cycletexpression,integerrealrsp_cycle@,计算趋势强度因子sp_spn,stocksh000001sp_spn,cyclecy_dayreturnstock_rd,…
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