ytzzzzz / barra_cne5 Goto Github PK
View Code? Open in Web Editor NEWProvide risk forecasts by Barra China Equity Model
barra_cne5's Issues
hi,写的不错呀。关注中……
看你正在实现barra的结构化风险模型，代码质量很高啊，
期待与你的交流，我们互换个联系方式吧？
Calculations delayed by one day
我很欣赏你在RSTR函数中注意到了计算结果和时间对应，所以rstr向量赋值的时候使用了t-1.但是相同的原理适用于DASTD,CMRA等函数，为什么在这些函数里你没有使用t-1进行赋值呢？
CMRA算法有问题
计算最终结果的时候不应该再log了吧，直接max(Z)-min(Z)
关于Barra的regression.py的问题
您好，首先感谢您无私奉献了Barra的计算框架，但是我仍有一些问题想要请教您，就是在regression.py的文件中，我不太明白pridict_data是什么，应该放哪个参数进去，还希望您可以帮我解答这个问题，万分感谢！
final package
Hi thanks very much for selfless contribution, on learning ur code I found a package
named final is missing in UIconnect.py, could you please give me to see or could you please show me where I can find it?thx a lot!!!
x x x
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