使用与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate和,qhlsr_vnintegerrealn@,@@返回@@real@@,2若qhl0则ta=qhl,=0否则ta=0,3a=n日的ta之和4,…

代码codea:=newta//创建,runendrntypeta=class,=a:=newtaechoset,runendrntypeta=class,media2024-01-03_ks01uqhu1foav0mwimage15,…

组-因子收益率ts_groupfactorreturnfactorconfigid,tdtdmktsmbhmlmomtdtr,范例tcodereturnts_groupfactorreturn1004,20240405tcy_daycode,media2024-06-06_cacapgls88ouny2vimage1,…

日title1多层次mom组合及,桌论坛国内fof@mom基金发展,id=32353target=_blank天软,…

算法说明smbhmlmomrmwcma,-01title21famafrench_factorret_,因子实时计算模型fama_french_,…

参数cycle设置相关famafrench_factorret_,因子tdtdsmbhmlmomtdtr,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,…

21模型简介famafrench_regress_,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,*hml+m*momtdtr,…

参数m设置相关famafrench_factorret_,因子tdtdsmbhmlmomtdtr,f7quottarget=quot_blankquot,quotdvquotreturnfamafrench_factorret_,media2026-01-29_ou8akcyqcy3zzlkbimage5,…

famafrench固定间隔回归famafrench_regress_,modeltypeintegerweighttypeintegerriskfreeraterealmodelflaginteger,*hml+m*momtdtr,@@riskfreerate@@real@@,f7quottarget=quot_blankquot,…

=a:=newtaechoset,runendrntypeta=classfb,media2024-01-03_ks01uqhu1foav0mwimage18,…