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风格因子基于业绩fund_pf_,3个主题returnfund_pf_,media2026-01-26_ihpsb5731b67urbpimage16,…
整年度持有期fund_pf_,持有3年returnfund_pf_,media2024-06-05_meigvia88ucgkcdkimage1,…
helpdocsearchcontenttslkeyword=pf_stylefactor,d3quottarget=quot_blankquot,_stylefactorahtmindex_stylefactordtype,风格因子暴露setsysparampn_stocksh000300,pn_date20200601t,…
加权样本协方差矩阵weightedcovariance_freqa,涨幅%矩阵returns:=pf_getportfoliorate,=sumwreturnweightedcovariance_freqreturns,media2026-01-29_cdnhy4sy6j03qg5zimage19,…
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,…
板块sharp指数bk_sharpmeasureindexid,hlk391476644quottarget=quot_blankquot,alphaahtm参考refpf_sharpratio,…
板块treynor指数bk_treynormeasureindexid,hlk391476644quottarget=quot_blankquot,alphaahtm参考refpf_standarddeviation,…
一期的相关系数矩阵correlm_ewma,涨幅%矩阵returns:=pf_getportfoliorate,endt11returncorrelm_ewmreturns,media2026-01-29_cdnhy4sy6j03qg5zimage30,…
一期的协方差矩阵covariance_ewma,media2026-01-29_cdnhy4sy6j03qg5zimage22,eequottarget=quot_blankquot,涨幅%矩阵returns:=pf_getportfoliorate,endt11returncovariance_ewmreturns,…