因子区间固定间隔收益率%与参数,设置相关famafrench_factorret_,helpdocsearchcontenttslkeyword=%b9%,%d3%da,d2%f2%,%d3%ca,da%c8%,f7quottarget=quot_blankquot,quotdvquotreturnfamafrench_factorret_,…

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,@@无风险利率rf%与周期,日线表示日无风险利率%当周期,%b9%d8%d3%da,d2%f2%d7,d3%ca%da,f7quottarget=quot_blankquot,…

21模型简介famafrench_regress_,@@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,@@无风险利率rf%与周期,日线表示日无风险利率%当周期,…

helpdocsearchcontenttslkeyword=%b7%,%cf%d5%,%b8%b1,ea_1quot,=quot_blankquot,_scholes_americacontracttype,helpdocsearchcontenttslkeyword=%c6%,%c8%a8%,%db%d6%b5,…

隐含利率%与系统,helpdocsearchcontenttslkeyword=%c6%,%c4%da%,%d6%ba,ec%d4%,%b2%e2-_futuresdividentpredictquot,=quot_blankquot,隐含利率%setsysparampn_stockquot,…

时间有关只支持日线index_stylefactor,ov:=backupsystemparameters2setsysparampn_stocksh000300,pn_date2020601t,index_stylefactor2,…

时返回空数组pf_stylefactorportfolio,quotsz000001quotquot比例%quot50,quotsz000002quotquot比例%quot50,dtype:=2returnpf_stylefactorportfolio,…

ts_stylefactor函数,的因子处理框架tsmf_processfactors不仅,后的风格因子ts_stylefactorendt,trtrtd大类比例%tdtd,@@每日无风险利率%实数用于,beta中性化大类比例%字段2,factorsquottarget=quot_blankquot,…

池风格因子暴露stocks_stylefactorstocks,…

一期的协方差矩阵covariance_ewma,media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8,cf%c2%,%d1%f9%b1%be,eequottarget=quot_blankquot,…