涨幅反向相关性矩阵stocks_assoc_,_zfcorr_reversestocks,rsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,cycle:=cy_10mn:=5,reversestocksrsp_cyclenminncode,…

流入方向相关性矩阵stocks_assoc_,netinflowdirecorrstocksarrayrsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,矩阵范例tcodesp_spn,cycle:=cy_10mn:=5,inflowdirecorrstocksrsp_cyclenminncode,…

占比相关性矩阵stocks_assoc_,netinflowratiocorrstocksarrayrsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,矩阵范例tcodesp_spn,cycle:=cy_10mn:=5,inflowratiocorrstocksrsp_cyclenminncode,…

实现波动率相关性矩阵stocks_assoc_,_gkstdcorrstocksarrayrsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,矩阵范例tcodesp_spn,cycle:=cy_10mn:=5,gkstdcorrstocksrsp_cyclenminncode,…

趋势相似性矩阵stocks_assoc_,_kltrendcorrstocksarrayrsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,矩阵范例tcodesp_spn,cycle:=cy_10mn:=5,kltrendcorrstocksrsp_cyclenminncode,…

价综合相关性矩阵stocks_assoc_,_vpcorrstocksarrayrsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,矩阵范例tcodesp_spn,cycle:=cy_10mn:=5,vpcorrstocksrsp_cyclenminncode,…

已实现方差stock_rd_,rsp_cycletexpression,integerrealrsp_cycle@,采样小周期@@n@@,当前时间向历史推移n个周期,1与市场周期对齐n为0,计算已实现方差sp_spn,…

已实现偏度stock_rd_,rsp_cycletexpression,integerrealrsp_cycle@,采样小周期@@n@@,当前时间向历史推移n个周期,1与市场周期对齐n为0,已实现偏度sp_spn,…

已实现峰度stock_rd_,rsp_cycletexpression,integerrealrsp_cycle@,采样小周期@@n@@,当前时间向历史推移n个周期,1与市场周期对齐n为0,计算已实现峰度sp_spn,…

已实现波动率%stock_rd_,rsp_cycletexpression,integerrealrsp_cycle@,采样小周期@@n@@,当前时间向历史推移n个周期,1与市场周期对齐n为0,计算已实现波动率sp_spn,…