风险因子协方差矩阵表_试用 (cne5_factor_covariance_trial)
数据描述: 试用数据,历史范围:2023-01-01至2023-12-31
文档
用例
表结构
字段 | 字段类型 | 字段描述 |
instrument | string | - |
ID | int64 | - |
AUTO | double | - |
BANK | double | - |
BETA | double | - |
BTOP | double | - |
CHEM | double | - |
SIZE | double | - |
MEDIA | double | - |
CONMAT | double | - |
GROWTH | double | - |
HEALTH | double | - |
MINING | double | - |
RESVOL | double | - |
SIZENL | double | - |
AERODEF | double | - |
COUNTRY | double | - |
date | timestamp[ns] | - |
TELECOM | double | - |
TEXTILE | double | - |
COMPUTER | double | - |
EARNYILD | double | - |
HOUSEAPP | double | - |
LEVERAGE | double | - |
LIQUIDTY | double | - |
MOMENTUM | double | - |
BUILDDECO | double | - |
FACTOR_ID | int64 | - |
FOODBEVER | double | - |
IRONSTEEL | double | - |
UTILITIES | double | - |
AGRIFOREST | double | - |
COMMETRADE | double | - |
LEISERVICE | double | - |
LIGHTINDUS | double | - |
MACHIEQUIP | double | - |
REALESTATE | double | - |
ELECTRONICS | double | - |
NONFERMETAL | double | - |
NONBANKFINAN | double | - |
CONGLOMERATES | double | - |
TRANSPORTATION | double | - |
ELECEQP | double | - |
表名cne5_factor_covariance_trial
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