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系统参数时间相关bk_stepsaleamountpercentbkname,td成交金额元tdtd1tdtr,金额比例%setsysparampn_date20240408t,bk_stepsaleamountpercentquot,…
media2024-03-20_wefcpvnqqtg5qgjaimage230,quotimg其中1a0,30<=x<=14b,b为贝塔函数sf_incompletebetaa,要求0<=x<=1@@,x:=025sf_incompletebetaa,16943code参考refsf_betaref,…
mi与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate和,real@@实数算法1a=,平滑移动平均权重为1范例t,…
程度与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate复权,real@@实数算法1ex=,…
分组最大的为第1组b,按行业gname分层mf_wtgroup_,自有比例分配tdtd1tdtr,0quot因子值quot136quot,下期收益quot-109quot,ifnormalize:=1returnmf_wtgroup_,media2026-04-30_uam6rabf1fj6th0yimage10,…
在1-alpha,下置信区间上置信区间estimate_snux,显著性水平实数在01之间@,3847returnestimate_snux,media2024-03-20_wefcpvnqqtg5qgjaimage314,quotimg参考refestimate_tnuref,…
即基尼系数pf_ginicoefficientpfdata,s:=arrays01代码:=,sh600000sh600028s01行业代码,arraysw101190sw108030s01比例%,array4060returnpf_ginicoefficients,…
media2026-01-29_cdnhy4sy6j03qg5zimage14,media2026-01-29_cdnhy4sy6j03qg5zimage12,media2026-01-29_cdnhy4sy6j03qg5zimage15,media2026-01-29_cdnhy4sy6j03qg5zimage16,…
%系统参数证券代码fundmanagertradesharesofrate_reportrdate,trtd分红tdtd1tdtr,总份额%setsysparampn_stockof011837,fundmanagertradesharesofrate_report20230630,…
因子的bl模型tsfactorportfoliooptimizer_blattachment,35957attachmenttitle1摘要title11bl模型,bl框架说明tsfactorportfoliooptimizer_bl,…