计算组合的varpf_varbymontecarlow,服从多元正态分布sinii,ii=12n模拟持有,为deltat股票的个数为n3对,deltati=12n其中n,fromt2endreturnpf_varvsbenchmarkvars1,…

系统参数股票相关pf_amivestendt,@@日期@@n@@,media2024-01-08_igyqnpdpfidoi2hcimage761,范例tcodesetsysparampn_stocksz000001,pf_amivest20121231t,…

参数股票复权相关pf_martinendt,日期截止日期@@n@@,成交量*1000000002martin=n个交易,范例tcodesetsysparampn_stocksz000001,pf_martin20180801t,…

取endt的单位净值pf_cashflowinfuture2w,endttdatetimefuturettdatetimenintegermaxrealizedpercentin,未来评估日@@n@@,array500100returnpf_cashflowinfuture2s,…

组合冲击成本pf_stockliquiditycost2w,endttdatetimenintegermethodtype,日期截至日期@@n@@,@@整数n个交易日,范例tcodesetsysparampn_stocksz000001,行业代码quotquotb_pjrzqquot,行业代码quotquotb_pjrzqquot,…

市值字段排名返回前n项的,所占总市值的比例pf_groupconcentrationratiopfdata,组合持仓数据@@n@@,array6040returnpf_groupconcentrationratios,…

-累计收益率%pf_cumulativereturnt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,begtendtt:=ndayn日期sp,涨幅%stockzf3returnpf_cumulativereturnt,…

的stdevof关键字计算pf_standarddeviationt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,begtendtt:=ndayn日期sp,涨幅%stockzf3returnpf_standarddeviationt,…

关键字计算同函数pf_stdofdown下跌,算法一样pf_semideviationt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,begtendtt:=ndayn日期sp,…

的stdevof关键字计算pf_stdofupt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,begtendtt:=ndayn日期sp,涨幅%stockzf3returnpf_stdofupt,…