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2023-02-23

2023-02-23

作者: AustinPup | 来源:发表于2023-02-22 08:02 被阅读0次

====== 02-23统计结果(波动率0.0) =====
linerlt: 1/246. f(x) = 0.1220 + 0.0092x code=006626, name=山西证券超短, wave=0.3, year=0.9, week=0.09
linerlt: 2/246. f(x) = 0.1346 + 0.0080x code=970004, name=安信瑞鸿中短, wave=0.37, year=0.85, week=0.1
linerlt: 3/246. f(x) = 0.1367 + 0.0080x code=013065, name=国泰利泽90, wave=0.36, year=0.84, week=0.09
linerlt: 4/246. f(x) = - 0.0055 + 0.0145x code=013236, name=长信30天滚, wave=0.39, year=0.84, week=0.08
linerlt: 5/246. f(x) = 0.1600 + 0.0064x code=003545, name=东兴兴利债券, wave=0.39, year=0.84, week=0.09
linerlt: 6/246. f(x) = 0.1220 + 0.0081x code=006627, name=山西证券超短, wave=0.29, year=0.84, week=0.08

====== 02-23统计结果(波动率1.0) =====
linerlt: 1/1516. f(x) = - 3.1778 + 0.2010x code=550013, name=中信保诚景华, wave=0.44, year=15.28, week=0.03
linerlt: 2/1516. f(x) = - 2.8069 + 0.1780x code=010933, name=中银稳汇短债, wave=0.51, year=13.64, week=0.04
linerlt: 3/1516. f(x) = 0.0281 + 0.0236x code=270044, name=广发双债添利, wave=1.03, year=1.6, week=0.06
linerlt: 4/1516. f(x) = 0.0272 + 0.0231x code=009267, name=广发双债添利, wave=1.02, year=1.58, week=0.06
linerlt: 5/1516. f(x) = 0.0280 + 0.0225x code=270045, name=广发双债添利, wave=1.03, year=1.55, week=0.05
linerlt: 6/1516. f(x) = - 0.0666 + 0.0145x code=970059, name=安信瑞盈3个, wave=1.06, year=1.55, week=-0.01

====== 02-23统计结果(波动率2.0) =====
linerlt: 1/258. f(x) = - 0.2041 + 0.0236x code=160622, name=鹏华丰利债券, wave=2.4, year=2.52, week=-0.1
linerlt: 2/258. f(x) = - 0.4588 + 0.0645x code=000355, name=南方丰元信用, wave=1.74, year=2.37, week=0.09
linerlt: 3/258. f(x) = - 0.4615 + 0.0633x code=000356, name=南方丰元信用, wave=1.74, year=2.3, week=0.08
linerlt: 4/258. f(x) = - 0.1907 + 0.0228x code=233005, name=大摩强收益债, wave=2.32, year=2.22, week=0.05
linerlt: 5/258. f(x) = - 0.2620 + 0.0249x code=008571, name=金信民达纯债, wave=1.64, year=2.15, week=-0.1
linerlt: 6/258. f(x) = - 0.2612 + 0.0242x code=008572, name=金信民达纯债, wave=1.64, year=2.11, week=-0.11

====== 02-23统计结果(波动率3.0) =====
linerlt: 1/345. f(x) = - 0.8817 + 0.0455x code=004025, name=融通收益增强, wave=3.24, year=2.96, week=-0.07
linerlt: 2/345. f(x) = - 0.8822 + 0.0441x code=004026, name=融通收益增强, wave=3.25, year=2.9, week=-0.08
linerlt: 3/345. f(x) = 0.2575 + 0.0191x code=010830, name=国泰通利9个, wave=3.08, year=2.86, week=0.11
linerlt: 4/345. f(x) = 0.2561 + 0.0173x code=010831, name=国泰通利9个, wave=3.07, year=2.77, week=0.1
linerlt: 5/345. f(x) = 0.4437 + 0.0183x code=013101, name=华夏稳福六个, wave=3.32, year=2.75, week=0.17
linerlt: 6/345. f(x) = 0.4493 + 0.0175x code=013102, name=华夏稳福六个, wave=3.33, year=2.7, week=0.17

====== 02-23统计结果(波动率4.0) =====
linerlt: 1/514. f(x) = - 0.0965 + 0.0345x code=001189, name=广发聚宝混合, wave=4.16, year=3.7, week=-0.03
linerlt: 2/514. f(x) = - 0.0991 + 0.0333x code=007848, name=广发聚宝混合, wave=4.15, year=3.63, week=-0.04
linerlt: 3/514. f(x) = - 0.7171 + 0.0265x code=008529, name=汇安信利债券, wave=3.72, year=3.41, week=-0.38
linerlt: 4/514. f(x) = 0.1543 + 0.0276x code=009135, name=广发恒隆一年, wave=3.94, year=3.41, week=0.14
linerlt: 5/514. f(x) = 0.1439 + 0.0274x code=009136, name=广发恒隆一年, wave=3.94, year=3.39, week=0.13
linerlt: 6/514. f(x) = - 0.7198 + 0.0253x code=008530, name=汇安信利债券, wave=3.71, year=3.35, week=-0.39

====== 02-23统计结果(波动率17.0) =====
linerlt: 1/183. f(x) = - 0.3327 + 0.2268x code=001657, name=长安鑫富领先, wave=16.95, year=12.41, week=1.11
linerlt: 2/183. f(x) = - 2.6148 + 0.1474x code=002597, name=兴业成长动力, wave=16.67, year=11.88, week=-2.09
linerlt: 3/183. f(x) = 1.8995 + 0.1180x code=257010, name=国联安小盘精, wave=17.3, year=10.38, week=1.9
linerlt: 4/183. f(x) = - 0.8336 + 0.1515x code=003132, name=德邦新回报灵, wave=17.38, year=10.29, week=0.64
linerlt: 5/183. f(x) = - 4.8157 + 0.1350x code=001103, name=前海开源工业, wave=17.2, year=10.13, week=-2.79
linerlt: 6/183. f(x) = 0.1014 + 0.1402x code=011574, name=鹏华领航一年, wave=16.88, year=9.76, week=1.84

====== 02-23统计结果(波动率18.0) =====
linerlt: 1/316. f(x) = 0.5029 + 0.1484x code=001250, name=天弘新活力混, wave=18.29, year=13.7, week=2.65
linerlt: 2/316. f(x) = - 0.3090 + 0.1579x code=001186, name=富国文体健康, wave=18.25, year=11.14, week=0.68
linerlt: 3/316. f(x) = - 0.3361 + 0.1559x code=011125, name=富国文体健康, wave=18.24, year=11.02, week=0.64
linerlt: 4/316. f(x) = - 0.6831 + 0.1713x code=006167, name=德邦乐享生活, wave=18.32, year=11.02, week=1.09
linerlt: 5/316. f(x) = - 0.6775 + 0.1704x code=006168, name=德邦乐享生活, wave=18.32, year=10.98, week=1.09
linerlt: 6/316. f(x) = - 0.1309 + 0.1481x code=001152, name=融通新区域新, wave=17.92, year=10.88, week=1.66

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