sh000001sh000300sh600000//涨幅%矩阵returns,pf_getportfolioratestocks,media2026-01-29_cdnhy4sy6j03qg5zimage18,…

:=stockarrisetsysparampn_stockstockid,stocknamestockidtn涨幅%:=tmp,计算组合收益率t2:=pf_percent,t:=select1涨幅%2比例,endreturnstocksexpectedreturnt涨幅%t比例,…

:=stockarrisetsysparampn_stockstockid,残差标准差t2:=pf_percent,select1residual2比例%fromt,stocksalphatresidualt比例%//结果,…

:=stockarrisetsysparampn_stockstockid,计算组合betat2:=pf_percent,select1beta2比例%fromt,stocksbetatbetat比例%//结果,…

:=stockarrisetsysparampn_stockstockid,计算组合alphat2:=pf_percent,select1alpha2比例%fromt,stocksalphatalphat比例%//结果,…

的比较基准是50%*中,全债指数+20%*三年,一个函数基金超额收益率%定义,计算基金的超额收益率%参数,时间with*arraypn_stockfundid,计算区间收益率indexzf:=pf_cumulativereturn,…

资产权重codesetsysparampn_cyclecy,dayr:=pf_getportfoliorate,media2024-04-18_gdwn4jnx1mhkwq0uimage1,media2024-04-18_gdwn4jnx1mhkwq0uimage2,资产组合codesetsysparampn_cyclecy,…

38309attachmentcodefunctiontsfl_tsbacktesting_,例objfcycle:=cy_day//,objgetrollingreturnbegtendtcy_month//,:=1ti比例%:=bl,i开仓费率%:=ffeerate,i平仓费率%:=ffeerate,…

var历史模拟法bk_varbegt,新建分类stockarrsetsysparampn_bkmybk,bk_varinttodate,29253code参考refpf_standarddeviation,…

板块标准差系统风险bk_stddevindexid,hlk391476644quottarget=quot_blankquot,alphaahtm参考refpf_standarddeviation,…