组合-下跌占比%对于收益率,所有数据的比例pf_percentofdownt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,pf_percentofdownt涨幅%//返回,…

组合-平均收益%计算收益率,的平均值pf_avggaint,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,pf_avggaint涨幅%//返回,…

组合-上涨平均收益%收益率序列,序列的平均收益pf_avggainofupt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,pf_avggainofupt涨幅%//返回,…

组合-下跌平均收益%收益率序列,跌收益的平均值pf_avggainofdownt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,pf_avggainofdownt涨幅%//返回,…

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

索丁诺比率pf_sortinoratiot,:=00025setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,pf_sortinoratiot涨幅%rf//,…

组合-alpha%pf_,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_alphat,…

列数据的相关系数pf_corrt1,codes1:=array涨幅%142,31413returnpf_corrs1,…

-假设情景分析stocks_predictanalysisw,@@实数无风险收益率%范例t,市值45000000returnstocks_predictanalysisw,media2024-01-08_igyqnpdpfidoi2hcimage804,…

的资产压力测试pf_stresstestingofportfoliow,实数股票市场假设涨幅%@@,实数基金市场假设涨幅%@@,实数债券收益率预期变化%@@,测试后的组合收益率%@@,市值45000000returnpf_stresstestingofportfoliow,media2024-01-08_igyqnpdpfidoi2hcimage805,…