文件名称:multifactor
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%% 多因子选股模型
%V1.0
%将确定好的多因子(暂时还不支持自动选取适合的多因子),计算每只股票的得分,根据股票的得分划分为n个区间
%数据按列分别为stk,date,close,totalsize(总市值),lsize(流通市值),ret(收益率)
%目前版本的多因子只有总市值一个,以后如果因子变多只需要加在close之后(第四列)和lsize之前(end-3列)(% multi factor model
%V1.0
% will determine a good multi factor (not yet supported by automatically choosing the appropriate multi factor), calculate the score of each stock, according to the stock score is divided into n intervals
% data by column are STK, date, close, totalsize (total market value), lSize (market capitalization), RET (yield)
% of the current version is only one of the total market capitalization, and later if the factor becomes larger, it only needs to be added after close (fourth columns) and before lSize (end-3 column))
%V1.0
%将确定好的多因子(暂时还不支持自动选取适合的多因子),计算每只股票的得分,根据股票的得分划分为n个区间
%数据按列分别为stk,date,close,totalsize(总市值),lsize(流通市值),ret(收益率)
%目前版本的多因子只有总市值一个,以后如果因子变多只需要加在close之后(第四列)和lsize之前(end-3列)(% multi factor model
%V1.0
% will determine a good multi factor (not yet supported by automatically choosing the appropriate multi factor), calculate the score of each stock, according to the stock score is divided into n intervals
% data by column are STK, date, close, totalsize (total market value), lSize (market capitalization), RET (yield)
% of the current version is only one of the total market capitalization, and later if the factor becomes larger, it only needs to be added after close (fourth columns) and before lSize (end-3 column))
(系统自动生成,下载前可以参看下载内容)
下载文件列表
multifactor
multifactor\TRD_Mnth[DES][xls].txt
multifactor\factor.mat
multifactor\factor.xlsx
multifactor\factor1.mat
multifactor\factor1old.mat
multifactor\multifactor.m
multifactor\multifactorV2.m
multifactor\multifactorV3.m
multifactor\sma.m
multifactor\多因子.zip
multifactor\新建 Microsoft Office Excel 97-2003 工作表.xls
multifactor\TRD_Mnth[DES][xls].txt
multifactor\factor.mat
multifactor\factor.xlsx
multifactor\factor1.mat
multifactor\factor1old.mat
multifactor\multifactor.m
multifactor\multifactorV2.m
multifactor\multifactorV3.m
multifactor\sma.m
multifactor\多因子.zip
multifactor\新建 Microsoft Office Excel 97-2003 工作表.xls