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个股风格因子按照比例%加权得到,searchcontenttslkeyword=stocks_stylefactor%,%ba%cc%,%c8%a1%,%c9%c6,b1%b3%,%d2%f2%d7%d3,1quottarget=quot_blankquot,_stylefactorahtmpf_stylefactorportfolio,…

searchcontenttslkeyword=stocks_stylefactor%,%ba%cc%,%c8%a1%,%c9%c6,b1%b3%,%b7%e7%,%d2%f2%d7%d3,1quottarget=quot_blankquot,的风格因子暴露setsysparampn_stock,setsysparampn_date,…

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因子区间市场周期收益率%与参数,设置相关famafrench_factorret_,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,helpdocsearchcontenttslkeyword=%b9%,%d3%da,d2%f2%,%d3%ca,…

因子区间固定间隔收益率%与参数,设置相关famafrench_factorret_,helpdocsearchcontenttslkeyword=%b9%,%d3%da,d2%f2%,%d3%ca,da%c8%,f7quottarget=quot_blankquot,quotdvquotreturnfamafrench_factorret_,…

famafrench固定间隔回归famafrench_regress_,@@证券代码其涨幅%表示个股,@市场指数其涨幅%表示市场,@@无风险利率rf%与周期,日线表示日无风险利率%当周期,%b9%d8%d3%da,d2%f2%d7%d3,ca%da%c8,f7quottarget=quot_blankquot,…