前后换手率变动指标et_hsl_,nmctyperealn@@,变动指标codesetsysparampn_stockquot,quotsetsysparampn_date20230426t,:=0r:=et_hsl_,…

前后收益率变动指标et_zf_,nmctyperealn@@,变动指标codesetsysparampn_stockquot,quotsetsysparampn_date20230426t,:=0r:=et_zf_,…

index_ta_,_rankstdnintegerlevel,因子仅支持行业指数n@@,动量因子codesetsysparampn_stockquot,quotsetsysparampn_date20230105t,pn_cyclecy,…

股票成交金额变化et_amount_,mintegerctypeintegerrealn@@,@@整型t0-n日@,m日比t0-n日成交金额,tcodesetsysparampn_stockquot,quotsetsysparampn_date20230426t,:=0r:=et_amount_,…

流入方向相关性矩阵stocks_assoc_,netinflowdirecorrstocksarrayrsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,矩阵范例tcodesp_spn,cycle:=cy_10mn:=5,inflowdirecorrstocksrsp_cyclenminncode,…

占比相关性矩阵stocks_assoc_,netinflowratiocorrstocksarrayrsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,矩阵范例tcodesp_spn,cycle:=cy_10mn:=5,inflowratiocorrstocksrsp_cyclenminncode,…

成交金额变动指标et_amount_,nmctyperealn@@,变动指标codesetsysparampn_stockquot,quotsetsysparampn_date20230426t,:=0r:=et_amount_,…

indexs_ta_,_rankstdnintegerlevel,指数截面动量因子n@@,动量因子codesetsysparampn_date20230105t,pn_cyclecy,dayreturnindexs_ta_,…

涨幅++相关性矩阵stocks_assoc_,_zfcorr_ppstocks,rsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,cycle:=cy_10mn:=5,ppstocksrsp_cyclenminncode,…

涨幅--相关性矩阵stocks_assoc_,_zfcorr_nnstocks,rsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,cycle:=cy_10mn:=5,nnstocksrsp_cyclenminncode,…