一期的相关系数矩阵correlm_ewma,alphatypeintegeradjustboolmatrixa@@,%矩阵returns:=pf_getportfolioratestocks,endt11returncorrelm_ewmreturns,media2026-01-29_cdnhy4sy6j03qg5zimage30,…

一期的协方差矩阵covariance_ewma,adjustboolbiasedboolmatrixa@@,media2026-01-29_cdnhy4sy6j03qg5zimage22,img修正后的htmahref=,eequottarget=quot_blankquot,偏的加权样本方差ahtm默认,…

media2024-03-20_wefcpvnqqtg5qgjaimage169,quotimgig_simpson_,stringvarvdoubleintegera@@,积分结果范例tcodea:=1,:=quotfun1quotig_simpson_,refintegralrefrefig_trapezoid_,…

media2024-03-20_wefcpvnqqtg5qgjaimage170,quotimgig_simpson_,stringvarvdoubleintegera@@,积分结果范例tcodea:=1,:=quotfquotig_simpson_,refintegralrefrefig_simpson_,…

ldl分解基础函数如果a正定l,d*l=amt_,_ldlarap,分解结果的行列信息a如果为,中提取参考refmt_decompose_,refcholrefrefmt_decompose_,refrefmt_decompose_,refrefmt_decompose_,…

板块jense指数bk_jensenmeasureindexid,范例t可参考htmahref=,hlk391476644quottarget=quot_blankquot,_alphaahtm参考,pf_jensenref,…

板块sharp指数bk_sharpmeasureindexid,范例t可参考htmahref=,hlk391476644quottarget=quot_blankquot,_alphaahtm参考,pf_sharpratioref,…

个数列因子个数standarize_iisample,0a:=rand55a:=standarize,iia7return,media2024-03-20_wefcpvnqqtg5qgjaimage194,…

与指数的相关系数bk_correlationindexid,范例t可参考htmahref=,hlk391476644quottarget=quot_blankquot,_alphaahtm参考,…

率%板块为pn_bk设置,板块的个股个数bk_dividendyield3reportdate,:=inttodate20120830setsysparampn_dated,mybkquotstkarrsetsysparampn_bkmyhs300,参考refbk_htmahref=,quot_blankquotdividendyieldahtmref,…