边际标准差pf_marginalvar2w,@@整数置信度%@@,as行业代码代码比例%fromt,returnpf_marginalvar2s,media2024-01-08_igyqnpdpfidoi2hcimage748,…

获得组合的收益率%矩阵pf,@array组合的收益率%矩阵范例,//涨幅法returnpf_getportfolioratestockarr,media2024-04-10_f8qixmkqo03lay3gimage2,…

计算组合收益率pf_stockszfw,数据必须有列代码比例%行业代码,as行业代码代码比例%fromt,returnpf_stockszfs,media2024-01-08_igyqnpdpfidoi2hcimage750,…

协方差矩阵相关系数矩阵pf_covarianceandcorrelationw,sw108030s01比例%:=array,60pf_covarianceandcorrelations,media2024-01-08_igyqnpdpfidoi2hcimage752,…

标准正态法pf_varbydeltanormal_,@@整数置信度%@@,sw108030s01比例%:=array,60pf_covarianceandcorrelations,94scorscovreturnpf_varbydeltanormal_,…

分位数的平均值pf_quantiler,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,截止日sp_time涨幅%stockzf3return,_quantilearr1涨幅%950,…

组合标准差的变化pf_marginalstandarddeviation2w,as行业代码代码比例%fromt,returnpf_marginalstandarddeviation2s,media2024-01-08_igyqnpdpfidoi2hcimage756,…

系统参数周期相关pf_standarddeviation2w,sw108030s01比例%:=array,60setsysparampn_cyclecy,dayreturnpf_standarddeviation2s,…

系统参数周期相关pf_incrementalstandarddeviation2w,证券i的组合标准差%剔除后,证券i的增量标准差%=组合,证券i的组合标准差%剔除后,sw108030s01比例%:=array,60setsysparampn_cyclecy,dayreturnpf_incrementalstandarddeviation2s,…

系统参数周期相关pf_componentstandarddeviationpercent2,sw108030s01比例%:=array,60setsysparampn_cyclecy,dayreturnpf_componentstandarddeviationpercent2,media2024-01-08_igyqnpdpfidoi2hcimage759,…