收益率序列的平均值pf_avggaint,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,begtendtt:=ndayn日期sp,涨幅%stockzf3returnpf_avggaint,…

序列的平均收益pf_avggainofupt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,begtendtt:=ndayn日期sp,涨幅%stockzf3returnpf_avggainofupt,…

跌收益的平均值pf_avggainofdownt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,begtendtt:=ndayn日期sp,涨幅%stockzf3returnpf_avggainofdownt,…

组合-夏普比率pf_sharpratiot,:=00025setsysparampn_stocksw801020,pn_dateendt,begtendtt:=ndayn日期sp,涨幅%stockzf3returnpf_sharpratiot,…

索丁诺比率pf_sortinoratiot,:=00025setsysparampn_stocksw801020,pn_dateendt,begtendtt:=ndayn日期sp,涨幅%stockzf3returnpf_sortinoratiot,…

组合-alpha%pf_alphat1,:=inttodate20110630setsysparampn_dateendt,begtendtt:=ndayn日期sp,specstockzf3indexidreturnpf_alphat,…

组合-betapf_betat1,:=inttodate20110630setsysparampn_dateendt,begtendtt:=ndayn日期sp,specstockzf3indexidreturnpf_betat,…

组合-r2pf_r2t1,:=inttodate20110630setsysparampn_dateendt,begtendtt:=ndayn日期sp,specstockzf3indexidreturnpf_r2t,…

组合-跟踪误差pf_trackingerrort1,:=inttodate20110630setsysparampn_dateendt,begtendtt:=ndayn日期sp,specstockzf3indexidreturnpf_trackingerrort,…

组合-信息比率pf_informationratiot1,:=inttodate20110630setsysparampn_dateendt,begtendtt:=ndayn日期sp,specstockzf3indexidreturnpf_informationratiot,…