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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_,*hml+m*momtdtr,f7quottarget=quot_blankquot,quotdvquotreturnfamafrench_regress_,media2026-01-29_ou8akcyqcy3zzlkbimage7,…
100tdtrtrtdmomtdtd,通过实时计算模型fama_french_,…
框架计算区间内fama_french多因子,框架tsmultifactor更新版fama_french_,100tdtrtrtdmomtdtd,分3组returnfama_french_,media2026-01-29_ou8akcyqcy3zzlkbimage1,…
基金扩展净值收益率_日,至615021是为与mom系统兼容,在20200630的净值收益率_日stockid,…
产出天软风险绩效及momfof分析,…