个交易日用rs波动率%衡量的,quotfile=quotmedia2024-06-,image10pngquotimgstock_intradayvolatilitytrend_,日内rs波动趋势因子%setsysparampn,quotsh000001quotsetsysparampn_date20230118t,…

个交易日用pk波动率%衡量的,quotfile=quotmedia2024-06-,image12pngquotimgstock_intradayvolatilitytrend_,日内pk波动趋势因子%setsysparampn,quotsh000001quotsetsysparampn_date20230118t,…

个交易日用yz波动率%衡量的,quotfile=quotmedia2024-06-,image13pngquotimgstock_intradayvolatilitytrend_,日内yz波动趋势因子%setsysparampn,quotsh000001quotsetsysparampn_date20230118t,…

开盘价收盘价计算出的波动率%与系统,quotfile=quotmedia2024-06-,image5pngquotimgstock_volatility_,20230118t日线的rs波动率%因子setsysparam,quotsz000002quotsetsysparampn_date20230118t,…

开盘价收盘价计算出的波动率%与系统,quotfile=quotmedia2024-06-,image6pngquotimgstock_volatility_,20230118t日线的gk波动率%因子setsysparam,quotsz000002quotsetsysparampn_date20230118t,…

开盘价收盘价计算出的波动率%与系统,quotfile=quotmedia2024-06-,quotfile=quotmedia2024-06-,image9pngquotimgstock_volatility_,20230118t日线的yz波动率%因子setsysparam,quotsz000002quotsetsysparampn_date20230118t,…

的持仓数据中比例%代表的,要求可以各给50%若考虑,仓一般可留用10%的现金,各分配45%即期货,实现title1codefunctionbl_test_,时间objfcycle:=cy_monthobj,2//成交价类别2-收盘价4,开盘价-1-,fvolmodtype:=0//0-成交量不,…

12个月的销售毛利率%1销售,%=营业收入-营业成本,12个月的销售毛利率%=v1,v2v1*100grossprofitratio_12rdate,12个月的销售毛利率%范例t,12个月的销售毛利率%ov:=,setsysparampn_stocksz000002,:=grossprofitratio_1220111231,…

衰减因子lamda对于均值-方差法,协方差矩阵相关系数矩阵pf_covarianceandcorrelationw,sw108030s01比例%:=array,60pf_covarianceandcorrelations,=tslxmlfile=media2024-01-,…

累计回购折益率%=最近,均价最近回购日期收盘价-1*,系统参数证券代码stock_repurchasepremiumendt,累计回购折益率%范例t,累计回购折益率%setsysparampn,stocksz000002returnstock_repurchasepremium20220512t,结果-255,…