python实现:单期brison业绩归因及示例
一、定义一个组合和基准,收益率和权重情况举例import pandas as pdcln = ['return_bench_i', 'return_portf_i', 'weight_bench_i', 'weight_portf_i']idx = ['cash', 'equity', 'bond', 'commodity']df = pd.DataFrame(index = idx, columns= cln)df['return_bench_i'] = [0, 0.2, 0.01, 0.12
原创
2020-12-25 17:00:22 ·
2981 阅读 ·
4 评论