天软为您找到相关结果约10084个,用时约0.00秒.
序列的平均收益pf_avggainofupt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,…
跌收益的平均值pf_avggainofdownt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,…
组合-夏普比率pf_sharpratiot,:=00025setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,…
索丁诺比率pf_sortinoratiot,:=00025setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,…
组合-alpha%pf_alphat1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_alphat,…
组合-r2pf_r2t1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_r2t,…
组合-跟踪误差pf_trackingerrort1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_trackingerrort,…
组合-信息比率pf_informationratiot1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_informationratiot,…
组合-超额收益率pf_excessreturnt1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_excessreturnt,…
列数据的相关系数pf_corrt1,31413returnpf_corrs1,…