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Das ist eine Matrix. Hier gibt es 3 Schritte:
- Sammeln der Daten. Aus dem Bauch heraus: Man benötigt die deltas aller Einzelsecurities und des Gesamten (Ist das die Summe? Wohl nein, denn deltas sind…
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static approach does not consider the specific market or the recent lengths of the
dominant sine wave.
Spectral analysis will help to identify the dominant cycle, and thus d…
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【资产估值方法】
1. 资本资产定价模型:kce=RFR+β[E(Rmarket)-RFR]
2. 股利贴现模型:kce=(D1/P0)+g
3. 债券利率加上风险溢价模型:kce=风险溢价+公司长期债券利率
典型考题:
[Single choice] A company’s stock beta equals 1.2, risk-f…
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Hello, this seems like a nice work.
I have some questions though.
When you're comparing on the test data what does refer the market value?
In your perspective do you think this is a good approach?
…
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Hi,
Thank you for developing this package.
I was playing a bit with it and I am wondering how to increase the number of points computed to draw the efficient frontier?
With my input, only 9 poin…
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I am working with a Python virtual environment
```
$ pip list | grep numpy
numpy 2.0.1
```
My code
```Python
# pip3 install virtualenv
# python3 -m venv myenv
# ~/.loc…
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I am having problem with running apply.paramset with doParallel/doSnow, i have tried it in Windows 10 and Linux. Reproducible example as follow:
```library(quantstrat)
Sys.setenv(TZ = "UTC")
…
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### Expected Behavior
Graph should not be empty
### Actual Behavior
There are also tons of warnings in the console...
```
/Users/lennard/opt/miniconda3/envs/torch/lib/python3.9/site-packages/…
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Dear Zipline Maintainers,
Before I tell you about my issue, let me describe my environment:
# Environment
* Operating System: Linux 4.15.0-45-generic #48-Ubuntu SMP Tue Jan 29 16:28:13 UT…
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Market Capitalization (市值), Price-to-Earnings (P/E, 市盈率), Price-to-Book (P/B, 市净率), and Price-to-Sales (P/S, 市销率).
I use the monthly report of the market to do the backtest.
Settings:
Use the CSI 3…