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21模型简介famafrench_regress_,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,…
famafrench固定间隔回归famafrench_regress_,f7quottarget=quot_blankquot,quotdvquotreturnfamafrench_regress_,media2026-01-29_ou8akcyqcy3zzlkbimage7,…
ts_stylefactor函数,的因子处理框架tsmf_processfactors不仅,后的风格因子ts_stylefactorendt,factorsquottarget=quot_blankquot,…
searchcontenttslkeyword=ts_stylefactorquot,=quot_blankquot,stylefactoahtmrgetastock_stylefactorbyendtendt,tdlncaptdtdtsmf_tsdefinedvaluetd,…
searchcontenttslkeyword=getastock_stylefactorbyendt%,f2quottarget=quot_blankquot,_stylefactorbyendtahtmstocks_stylefactorstocks,//不填充returnstocks_stylefactorstocks,…
searchcontenttslkeyword=stocks_stylefactor%,f2%d7%d3_1quot,=quot_blankquot,_stylefactorahtmpf_stylefactorportfolio,…
searchcontenttslkeyword=pf_stylefactor%,d3quottarget=quot_blankquot,_stylefactorahtmindex_stylefactordtype,风格因子暴露setsysparampn_stocksh000300,…
与特质收益率rm_getfactorreturnbystocksstocks,因子暴露调用模型stocks_stylefactor可,standarizetype:=1returnrm_getfactorreturnbystocksstocks,media2026-01-29_ganl5bqtxt5ehsxqimage1,…
指数周期时间相关index_rm_,范例tcodesetsysparampn_stockquot,quotsetsysparampn_date20201223t,pn_cyclecy,…
相关底层调用模型index_rm_,index_rm_,dtype:=3setsysparampn_stockindexid,pn_dateendt,…