加权样本协方差矩阵weightedcovariance_freqa,涨幅%矩阵returns:=pf_getportfoliorate,=sumwreturnweightedcovariance_freqreturns,media2026-01-29_cdnhy4sy6j03qg5zimage19,…

权重之和为1portopt_simexpreturn,范例tcoder:=pf_getportfoliorate,covariancerr:=portopt_simexpreturn,media2026-04-30_xxhzcqn4nlol1geyimage1,media2026-04-30_xxhzcqn4nlol1geyimage2,…

helpdocsearchcontenttslkeyword=pf_stylefactor,d3quottarget=quot_blankquot,_stylefactorahtmindex_stylefactordtype,风格因子暴露setsysparampn_stocksh000300,pn_date20200601t,…

的有下面两个1pf_sharpratio,=28749faq2fi_sharpe_,下面示例主要展示fi_sharpe_,endt:=20260320tsetsysparampn_stockstockid,当前证券setsysparampn_cyclecy,…

数据调用组合换手率接口pf_turnoverrate,进行处理后调用函数pf_turnoverrate,实现title2codefunctiontsdn_bthsltest_,例objfcycle:=cy_day//,fromzcpzendr:=pf_turnoverrate,objgetrollingreturnbegtendtcy_month//,…

searchcontenttslkeyword=getastock_stylefactorbyendtquot,=quot_blankquot,searchcontenttslkeyword=stocks_stylefactor%,f2%d7%d3_1quot,helpdocsearchcontenttslkeyword=pf_stylefactor,…

endt:=20150801tsetsysparampn_stockstockid,pn_dateendt,pn_cyclecy,ndayntimedatetostrsp_timezf,ljzf:=pf_cumulativereturn,…

涨幅%矩阵returns:=pf_getportfoliorate,media2026-01-29_cdnhy4sy6j03qg5zimage20,…

处理逻辑在公用函数pf_maxdrawdown,使用说明title1codesetsysparampn_stocksh000300,stockmaxdrawdown_tsdn20210101t,…

涨幅%矩阵returns:=pf_getportfoliorate,media2026-01-29_cdnhy4sy6j03qg5zimage17,…