市值变比%fundsirrealestatevaluegrowratiofundarrarray,…

旋转矩阵retquotfactorscorequot0,vo:=backupsystemparameterssetsysparampn_datetoday,-1dobeginsetsysparampn_stockstockn,mcolsa1a:=a1stock:=a,media2024-03-20_wefcpvnqqtg5qgjaimage415,…

变量之间的相关性corr_canonicalx,yarrayalphafloatstandarize_choiceinteger,显著性检验@@standarize_choice@,media2024-03-20_wefcpvnqqtg5qgjaimage420,据做标准化z-score消除量纲,…

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比%算法说明计算score在一维数组,即最大percentileofscoredataarrayscorefloattype,数组待处理数据@@score@@,trtdstrick严格小于score占比,media2024-03-20_wefcpvnqqtg5qgjaimage209,…

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%e7%ba%bfquottarget,quot_blankquot,差与系统证券pn_stock系统,pn_date系统,pn_cycle复权,:=backupsystemparameterssetsysparampn_stocksh600004setsysparam,…

个股选择收益交互收益bf模型不,2天软归因框架brinson_perforattri先由,…

的多个指标functiontsdn_bfdemobegin,stocksn:=slendivbf//每个,fori:=0tobf-1,beginifibf-1,ov2:=backupsystemparameters2setsysparampn_cyclecy,stocks-1dobeginstock:=stocks,…

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