建议使用times_cointergration_,e-g法如下1在因变量,协整关系否则不存在times_cointergrationy,@@real@@1-alpha,一般为5%也有1%和,可参照eviewssetsysparampn_dateinttodate,n:=20setsysparampn_stockquot,…

组合-m2pf_m2t1,quotquot涨幅%quot142051971quot,quot涨幅%quot-194596574quot,quot沪深300quot160880131quot,quot42138146returnpf_m2w1,沪深300quot01//返回,…

看跌看涨比率op_getputandcallratiostockid,endtex_endtdate,date时间@@ex_endt@,算法到日期为ex_endt日的,quotcuquot20210514t//133637606170067code,…

边际标准差pf_marginalvar2w,td忽略该股tdtd1tdtr,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,fromtendreturnpf_marginalvar2s,20111231t2009510000100,media2024-01-08_igyqnpdpfidoi2hcimage748,…

成份varpf_componentvar2w,td忽略该股tdtd1tdtr,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,fromtendreturnpf_componentvar2s,20111231t2009510000100,media2024-01-08_igyqnpdpfidoi2hcimage745,…

增量varpf_incrementalvar2w,td忽略该股tdtd1tdtr,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,fromtendreturnpf_incrementalvar2s,20111231t2009510000100,media2024-01-08_igyqnpdpfidoi2hcimage747,…

板块betabk_betaindexid,流通股本加权tdtd1tdtr,float@@实数算法1按照加权,计算mybk板块2010年1月份的,新建分类stockarrsetsysparampn_bkmybk,bk_betash000001,inttodate201001314//结果10384code,…

成交量移动平均volma_fn,media2024-01-08_igyqnpdpfidoi2hcimage314,实数tdtrtrtd1tdtd,日成交量均值type=1返回当前,nday由系统参数pn_nday设置,180与系统证券pn_stock系统,:=volma_fn1returnv,…

基金经理fund_fundmanagerdtype,td在职tdtd1tdtr,经理数据returnspecfund_fundmanager0,…

投资集中度pf_sharevsnegotiablesharepfdata,s:=arrays01代码:=,sh600000sh600028s01数量:=,50000000100000000returnpf_sharevsnegotiableshares,media2024-01-08_igyqnpdpfidoi2hcimage762,…