- Category:
- matlab
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[Matlab]
[源码]
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- 19.81mb
- Update:
- 2017-08-30
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- Uploaded by:
- zwc
Description: % 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)
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File list (Check if you may need any files):
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
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