# Calculate the realized absolute variation def realized_absvar(series): return np.sqrt(np.pi...
ewm_window: ExponentialMovingWindow = df["return"].ewm(halflife=self.half_life) ewm_mean: Series = ewm_window.mean() *100ewm_std: Series = ewm_window.std() *100ewm_sharpe:float= ((ewm_mean - daily_risk_free) / ewm_std)[-1] * np.sqrt(self.annual_days)else: sharpe_ratio:float...
signal_20 = df[name].rolling(window=1000).apply(lambda x: np.percentile(x, 20)) signal = np.where(signal > signal_80, 1, np.nan) signal = np.where(signal < signal_20, -1, signal) signal = pd.Series(signal, index=df.index) signal = signal.ffill() # 这一步很关键在1后面的会...
“合格投资者”指根据任何国家和地区的证券和投资法规所规定的有资格投资于私募证券投资基金的专业投资者。例如根据我国《私募投资基金监督管理暂行办法》的规定,合格投资者的标准如下: 一、具备相应风险识别能力和风险承担能力,投资于单只私募基金的金额不低于100万元且符合下列相关标准的单位和个人: 1、净资产不低于10...
Cummins Valve Push Rod 3046420 AR11780 217929 For Engine N Series US$7.10-7.40 / Piece Cummins auto diesel engine motor 6BT parts 5288587 5565911 starter motor US$150.50-160.20 / Piece Cummins Cylinder Head Gasket 4946619 4932210 4929656 for Engine ISB6.7 QSB6.7 Ser...
series): return np.sqrt(series.count())*np.sum(series**3)/(realized_volatility(series)**...
A：1）多头端以500指增和1000指增为主。其中1000指增的占比，比500指增要更高一点。股票持仓，差不...
任何设计师都曾经与 CTA 按钮打过交道。当页面中存在着一个 CTA 按钮,那就意味着此次的目标就是不断得引导用户们用手指去点击,以提升业务转化。一旦点击率达到或超出预期,那便验证了此次设计的有效性。
signal_20 = df[name].rolling(window=1000).apply(lambdax: np.percentile(x,20)) signal = np.where(signal > signal_80,1,np.nan) signal = np.where(signal < signal_20,-1,signal) signal = pd.Series(signal,index=df.index) signal = signal.ffill()#这一步很关键在1后面的会前向填充,即...
Cummins Copper Radiator for Engine NTA855-G1 G2 G3 G4 Series US$468.90-471.50 / Piece Cummins Oil Cooler Core 3918175 3974815 5583737 for Engine C8.3 L8.9 Series US$40.90-41.30 / Piece Cummins T Bolt Clamp 3978993 5528721 for Engine C8.3 L8.9 Seri...