矩阵与相关系数矩阵pf_trackingerror2_,arraybegttdatetimeendttdatetimecorrarraycov,日期截止时间@@corr@@,…

大倒小排列mt_decompose_,一个方阵当有qr_type参数,范例01codeh:=corrrand100,mt_decompose_,media2024-03-20_wefcpvnqqtg5qgjaimage182,范例02codeh:=corrrand100,范例03codeh:=corrrand100,…

参差与系统股票pn_stock当前,pn_date相关,realbetarealresidualrealcorrrealarray,@实数类型@@corr@@,…

系统参数周期相关pf_standarddeviation2w,tdatetimemintradedaysintegermethodfornoenoughdataintegercorrarraycov,证券替代方法@@corr@@,array4060setsysparampn_cyclecy,dayreturnpf_standarddeviation2s,…

上三角矩阵umt_decompose_,范例tcodeh:=corrrand100,mt_decompose_,media2024-03-20_wefcpvnqqtg5qgjaimage180,quotimg参考refmt_decompose_,…

超额收益率的波动pf_trackingerror2wp,tdatetimemintradedaysintegermethodfornoenoughdataintegercorrarraycov,tbodytablehtm@@corr@@,quotsw801180quotreturnpf_trackingerror2w1,…

media2024-01-05_ci2sdwbmxlnsfxvnimage94,media2024-01-05_ci2sdwbmxlnsfxvnimage95,media2024-01-05_ci2sdwbmxlnsfxvnimage96,media2024-01-05_ci2sdwbmxlnsfxvnimage97,…

=q*rmt_decompose_,范例tcodeh:=corrrand100,mt_decompose_,…

计算特征值及特征向量mt_decompose_,范例tcodeh:=corrrand100,mt_decompose_,media2024-03-20_wefcpvnqqtg5qgjaimage185,quotimg参考refmt_decompose_,…

计算组合的varpf_varbymontecarlow,个股票的权重4corr二维数字,个数为n3对corr进行cholesky,三角矩阵为l有corr=l,newa的相关系数近似于corr6newa,fromt2endreturnpf_varvsbenchmarkvars1,…