whuft / whu_fintech_workshop Goto Github PK
View Code? Open in Web Editor NEW武汉大学金融科技研讨班
武汉大学金融科技研讨班
通过设立虚拟环境,有助于在该项目中设置好环境,而不至于混淆。可以用 virtualenv,参考https://www.cnblogs.com/shyern/p/11284127.html
设置为 00 部分
第二次学习班,王梦涵的问题是:那一块代码是为了筛选出有足够收益率记录以满足能够计算出beta值的股票;按照滚动回归的算法,每只股票只要至少有60条记录就会有至少一个beta值,但是为什么他要求筛选出的股票至少要有62条记录?(而且R版本并没有进行筛选这个步骤)
测试
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