与系统参数周期相关pf_componentstandarddeviation2,sw108030s01比例%:=array,60setsysparampn_cyclecy,dayreturnpf_componentstandarddeviation2,media2024-01-08_igyqnpdpfidoi2hcimage758,…

占netvalue的比例pf_groupholdratio,02s01比例%:=array,40returnpf_groupholdratio,media2024-01-08_igyqnpdpfidoi2hcimage763,…

表字段fname2的比例pf_winratio,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,:=nday1000截止日sp_time涨幅,sp_timesz000002涨幅%specstockzf3,returnpf_winratio,…

w中的债券比例pf_bondremainduration,的数据必须有代码比例%列@,…

与系统参数周期相关pf_componentstandarddeviationperc,sw108030s01比例%:=array,60setsysparampn_cyclecy,dayreturnpf_componentstandarddeviationperc,media2024-01-08_igyqnpdpfidoi2hcimage759,…

与系统参数周期相关pf_incrementalstandarddeviation2,证券i的组合标准差%剔除后,证券i的增量标准差%=组合,证券i的组合标准差%剔除后,sw108030s01比例%:=array,60setsysparampn_cyclecy,dayreturnpf_incrementalstandarddeviation2,…

组合-下方标准差%计算小于,stdevof关键字计算同函数pf_stdofdown,标准差算法一样pf_semideviation,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,stockzf3returnpf_semideviation,…

组合-下跌标准差%计算小于,stdevof关键字计算同函数pf_semideviation,标准差算法一样pf_stdofdown,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,stockzf3returnpf_stdofdown,…

组合-标准差%计算组合,sql的stdevof关键字计算pf_standarddeviation,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,stockzf3returnpf_standarddeviation,…

组合-上涨标准差%计算大于,sql的stdevof关键字计算pf_stdofup,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,stockzf3returnpf_stdofup,涨幅%//返回,…