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,…

权重之和为1portopt_simexpreturn,范例tcoder:=pf_getportfoliorate,covariancerr:=portopt_simexpreturn,media2026-04-30_xxhzcqn4nlol1geyimage1,media2026-04-30_xxhzcqn4nlol1geyimage2,…

板块sharp指数bk_sharpmeasureindexid,=24307a参考refpf_sharpratio,…

板块jense指数bk_jensenmeasureindexid,=24307a参考refpf_jensen,…

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,…

的有下面两个1pf_sharpratio,=28749faq2fi_sharpe_,下面示例主要展示fi_sharpe_,endt:=20260320tsetsysparampn_stockstockid,当前证券setsysparampn_cyclecy,…

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//,…