数与系统参数pn_bk相关,td十大流通股东tdtd1tdtr,减持家数setsysparampn_bkquot,quotreturnbk_stocksmshreducenumbersquot,…

数与系统参数pn_bk相关,td十大流通股东tdtd1tdtr,增持家数setsysparampn_bkquot,quotreturnbk_stocksmshincreasenumbersquot,…

框架计算区间内fama_french多因子,框架tsmultifactor更新版fama_french_,市净率%倒数tdtd1stockpnaendt,td1tdtd,tdstockzf2220tdtd1tdtd,netequityreturnrdatetdtd1tdtd,分3组returnfama_french_,…

市值变比%bk_ccassmarketvaluechangegrowratiobyparticipant2,主要是券商tdtd1tdtr,td全部tdtd-1tdtr,变比%returnbk_ccassmarketvaluechangegrowratiobyparticipant2,hg000002hg000004quot20230519t1//结果,…

差z-spreadbond_zspreadendt,含义tdtrtrtd1tdtd,p=t=1ncft1+ft,范例tcodesetsysparampn_stocksh194037,:=20230103treturnbond_zspreadendt,2//117code,…

pb最近12个月stockspb_12stockarr,只考虑a股tdtd1tdtr,:=inttodate20170903setsysparampn_dateendt,getbkbydatesh000300endtreturnstockspb_12stks,01code结果,全部总股本加权tdtd161td,…

训练集上的max_error将为,max_errory,truey_predsample,weightrealy_true@,:=array3271y_,:=array9271sample_,:=array123,…

平均与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate和,real@@实数算法1若收盘价,…

均值bs压缩估计framemean_bsdata,实数压缩系数0到1缺省时,codedata:=randn01503,framemean_bsdata,…

协方差lw压缩估计framecov_lwdata,实数压缩系数0到1缺省时,randn0041001x2:=,1101001x:=,|x2returnframecov_lwx,…