累计回购数量占总股本%stock_,累计回购数量占总股本%范例t,累计回购数量占总股本%setsysparampn,stocksz000002returnstock_repurchasevolrateofyear20151201t,…

份额占基金总份额%系统参数,fundmanagertradesharesofrate_reportrdate,份额占基金总份额%范例t,份额占基金总份额%setsysparampn,stockof011837returnfundmanagertradesharesofrate_report20230630,…

份额占基金总份额%系统参数,fundmanagertradesharesofrate_yearrdate,份额占基金总份额%范例t,份额占基金总份额%setsysparampn,stockof011837returnfundmanagertradesharesofrate_year20230630,…

份额占基金总份额%系统参数,fundmanagertradesharesofrate_lyearrdate,份额占基金总份额%范例t,份额占基金总份额%setsysparampn,stockof011837returnfundmanagertradesharesofrate_lyear20230630,…

市场质量-超额波动率%超额波动率,无关指定了日线stocksczl_cebdlreal,media2024-01-08_igyqnpdpfidoi2hcimage273,media2024-01-08_igyqnpdpfidoi2hcimage274,media2024-01-08_igyqnpdpfidoi2hcimage275,…

性风险返回信息比%mcv效用,法%注意t1,必须包含涨幅%列其中,比%=两,的平均涨幅-rf_效用调整,=-1+rf_theta*,的复合增长率rf_由无风险,的无风险收益率%risk_nonsystemt1,12日的非系统风险setsysparampn_stock,…

组合冲击成本pf_stockliquiditycost2w,冲击成本的最大比例%@@,100000范例tcodesetsysparampn_stock,13quot占净值比例%quot0,13quot浮盈率%quot3,行业代码quotquotb_pjrzqquot,分类quotnilquot比例%quot0,…

名股票市值变比%与系统,板块相关bk_scmarketvaluegrowratiordate,名股票市值变比%范例t,名股票市值变比%setsysparampn,深证基金quotreturnbk_scmarketvaluegrowratio20181231,…

系统参数周期相关pf_incrementalstandarddeviation2w,证券i的组合标准差%剔除后,证券i的增量标准差%=组合,证券i的组合标准差%剔除后,sw108030s01比例%:=array,60setsysparampn_cycle,_dayreturnpf_incrementalstandarddeviation2s,…

份额占基金总份额%系统参数,fundmanagertradesharesofrate_qjrdate2,份额占基金总份额%范例t,份额占基金总份额%setsysparampn,stockof011837returnfundmanagertradesharesofrate_qj20220930,…