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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,…
板块jense指数bk_jensenmeasureindexid,hlk391476644quottarget=quot_blankquot,alphaahtm参考refpf_jensen,…
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,…
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//,…
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,…
涨幅%矩阵returns:=pf_getportfoliorate,media2026-01-29_cdnhy4sy6j03qg5zimage18,…
endt:=20150801tsetsysparampn_stockstockid,pn_dateendt,pn_cyclecy,ndayntimedatetostrsp_timezf,ljzf:=pf_cumulativereturn,…