回归说明可参考21模型简介,_regress_marketcyclestockid,@@证券代码其涨幅%表示个股,@市场指数其涨幅%表示市场,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,模型tdtrtrtd1tdtd,…

famafrench固定间隔回归famafrench_regress_,@@证券代码其涨幅%表示个股,@市场指数其涨幅%表示市场,模型tdtrtrtd1tdtd,含义tdtrtrtd1tdtd,@@无风险利率rf%与周期,日线表示日无风险利率%当周期,%d3%da%d2%f2,…

隐含利率%与系统,最后交易日-截止日+1futuresimpliedrateendt,默认tdtrtrtd1tdtd,helpdocsearchcontenttslkeyword=%c6%,%c4%da%,%d6%ba%,%d4%a4%b2%e2,futuresdividentpredictquottarget=quot_blankquot,…

:/baikebaiducomitem%e6%,%90%e4%,%a4%e9%,8fquottarget=quot_blankquot,:/baikebaiducomitem%e8%,b7quottarget=quot_blankquot,b0quottarget=quot_blankquot,状况与系统证券pn_stock系统,…

:/baikebaiducomitem%e6%,%90%e4%,%a4%e9%,8fquottarget=quot_blankquot,指标与系统证券pn_stock系统,pn_date系统,pn_cycle复权,real@@实数算法1z1=,…

检验法是通过在af检验回归,aid=21123times_adftesta,…

一期的协方差矩阵covariance_ewma,因子tdtrtrtd1tdtd,media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8%,%c2%b5,%b7%bd%b2%ee,…

因子tdtrtrtd1tdtd,media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8%,%c2%b5,%b7%bd%b2%ee,target=quot_blankquot,…

因子tdtrtrtd1tdtd,media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8%,%c2%b5,%b7%bd%b2%ee,target=quot_blankquot,…

因子tdtrtrtd1tdtd,media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8%,%c2%b5,%b7%bd%b2%ee,target=quot_blankquot,…