横截面标准差因子计算模型index_md,:=20cycle:=cy_weekbenchmarkid,threshold:=08returnindex_md,media2026-01-26_spjqgq5qoco3,…

stocks_md_,为参数endt的滞后1个交易日,endt:=20220331treturnstocks_md_,media2026-01-26_caqexg2da5uxbdmjimage6,…

stocks_md_,endt:=20220331treturnstocks_md_,media2026-01-26_caqexg2da5uxbdmjimage3,…

stocks_md_,endt:=20220331treturnstocks_md_,media2026-01-26_caqexg2da5uxbdmjimage4,…

=rit*1+r,-1*100,的收益率rt-1表示组合,t-1期的,收益率pf_md_,t1arrayt2_arrayof,组合收益率@@t2_@@,为基准data:=tsut_data_,dataendreturnpf_md_contribution,…

离差因子计算模型stocks_md_,:=20cycle:=cy_weekbenchmarkid,quotsh000001quotreturnstocks_md_,media2026-01-26_spjqgq5qoco3,…

标准差因子计算模型stocks_md_,:=20cycle:=cy_weekbenchmarkid,:=08returnstocks_md_,media2026-01-26_spjqgq5qoco3,…

集中度因子计算模型stocks_md_,:=20cycle:=cy_weekbenchmarkid,:=225returnstocks_md_,…

t为基准收益率r1tr,rbt=r1t+,后单期存在ln1+r,t-ln1+r,ln1+rbpf_md_,t1arrayt2_arrayof,收益率%@@t2_@@,为基准data:=tsut_data_,dataendreturnpf_md_arithmetic,…

表格证券时间相关当md数据不存在,返回nilmdtablenamestring,endt:=20170301tsetsysparampn_stockstockid,pn_dateendt,media2024-01-08_igyqnpdpfidoi2hcimage168,…