利用Matlab计算有效前沿
利用Matlab计算有效前沿
三一重工月份月开盘价月收盘价月收益率601601
保险1
2
3
4
5
6
7
8
9
10
11
12
11.38
13.82
13.63
16.87
17.83
17.35
22.28
27.77
18.58
22.7
23.8
24.6
13.7
13.58
16.78
17.55
17.15
22.38
27.77
19.61
22.27
24.47
24.57
25.
2
0.203866
-0.01737
0.231108
0.040308
-0.03814
0.289914
0.246409
-0.29384
0.198601
0.077974
0.032353
0.041463
宝钢股份月份月开盘价月收盘价月收益率600019
钢铁1
2
3
4
5
6
7
8
9
10
11
12
4.75
5.54
5.3
5.75
5.83
6.14
7.02
9.69
6.41
6.
5
6.7
8.2
5.48
5.25
5.74
5.78
6.11
7.04
9.63
6.42
6.46
6.84
8.17
9.66
0.153684
-0.05235
0.083019
0.005217
0.048027
0.14658
0.371795
-0.33746
0.0078
0.028571
0.219403
0.178049
强生控股月份月开盘价月收盘价月收益率600662
运输物流1
2
3
4
5
6
7
8
9
10
11
12
3.67
4.52
5.18
6.11
6.26
6.29
6.62
7.01
6.1
6.18
6.5
8.21
4.57
5.17
6.1
6.3
6.24
6.6
6.94
6.07
6.11
6.65
8.25
8.59
0.245232
0.143805
0.177606
0.031097
-0.00319
0.049285
0.048338
-0.13409
0.001639
0.076052
0.269231
0.046285
海通证券月份月开盘价月收盘价月收益率600837
券商1
2
3
4
5
6
7
8
9
10
11
12
8.25
11.52
11.1
14.15
12.88
14.3
16.35
19.25
12.65
13.4
13.74
16
11.46
11.24
14.09
12.79
14.15
16.45
18.94
12.8
13.19
14.15
16.06
19.19
0.389091
-0.02431
0.269369
-0.09611
0.098602
0.15035
0.15841
-0.33506
0.042688
0.05597
0.16885
0.199375
东风科技月份月开盘价月收盘价月收益率600081
汽车1
2
3
4
5
6
7
8
9
10
11
12
3.39
3.8
3.75
4.5
4.59
5.78
6.45
6.64
5.03
5.98
6.48
7.82
3.83
3.83
.48
4.59
5.77
6.48
6.63
5.1
5.9
6.64
6.4
8.51
0.129794
0.007895
0.194667
0.02
0.257081
0.121107
0.027907
-0.23193
0.172962
0.110368
-0.01235
0.088235
第一医药月份月开盘价月收盘价月收益率600833
医药1
2
3
4
5
6
7
8
9
10
11
12
5.23
.95
6
7.02
7.75
7.99
7.93
8.83
8
8.31
9.67
10.39
5.94
6
7
7.85
7.99
7.91
8.81
8.05
8.29
9.72
10.39
11.24
0.135755
0.008403
0.166667
0.118234
0.030968
-0.01001
0.110971
-0.08834
0.03625
0.169675
0.074457
0.081809
浦发银行月份月开盘价月收盘价月收益率600000
银行1
2
3
4
5
6
7
8
9
10
11
12
13.51
16.8
17.79
22.05
23.27
26.05
23.06
27.35
17.76
20.16
21.2
21.88
16.69
17.78
21.92
23.17
25.65
23.02
27.17
17.84
19.65
21.74
22.02
21.69
0.235381