Commit b35ee2b1 authored by Dr.李's avatar Dr.李

update alpha-mind work flow doc

parent 30a1dadb
......@@ -59,9 +59,17 @@
根据$\bar Y$计算得到预期收益$r$。
## 计算股票协方差举证
## 计算股票协方差矩阵
根据对应的``risk_model``,从``risk_cov_*``表中取出对应的风险因子协方差矩阵,根据对应的``risk_exposure``,计算得到股票协方差矩阵$C$。
根据对应的``risk_model``,从``risk_cov_*``表中取出对应的风险因子协方差矩阵,根据对应的``risk_exposure``以及``specific_risk_*``计算得到股票协方差矩阵$C$:
$$ C = E^T \times RC \times E + SR $$
其中:
* $E$为股票的``risk_exposure``;
* $RC$为风险因子的协方差矩阵;
* $SR$为股票的``specific_risk``
## 计算组合
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