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ts_stylefactor函数,的因子处理框架tsmf_processfactors不仅,后的风格因子ts_stylefactorendt,trtrtd大类比例%tdtd,@@每日无风险利率%实数用于,beta中性化大类比例%字段2,factorsquottarget=quot_blankquot,…
池风格因子暴露stocks_stylefactorstocks,…
有关只支持日线index_stylefactordtype,ov:=backupsystemparameters2setsysparampn_stocksh000300,pn_date2020601t,index_stylefactor2,…
一期的协方差矩阵covariance_ewma,media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8,cf%c2%,%b1%be%b7%bd,eequottarget=quot_blankquot,…
media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8,cf%c2%,%b1%be%b7%bd,eequottarget=quot_blankquot,标准差范例tcodesp_spn,…
media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8,cf%c2%,%b1%be%b7%bd,eequottarget=quot_blankquot,协方差范例tcodesp_spn,…
media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8,cf%c2%,%b1%be%b7%bd,eequottarget=quot_blankquot,斜率范例tcodesp_spn,…
media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8,cf%c2%,%b1%be%b7%bd,eequottarget=quot_blankquot,差范例tcodesp_spn,…
media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8,cf%c2%,%b1%be%b7%bd,eequottarget=quot_blankquot,项范例tcodesp_spn,…
media2026-01-29_cdnhy4sy6j03qg5zimage22,helpdocsearchcontenttslkeyword=%bf%,%bf%bf%,%d4%c8%,%d6%d8,cf%c2%,%b1%be%b7%bd,eequottarget=quot_blankquot,方差范例tcodesp_spn,…