Main Content

本页翻译不是最新的。点击此处可查看最新英文版本。

数据转换

转换数据,包括对约束、协方差和持仓量的转换

函数

abs2activeConvert constraints from absolute to active format
active2absConvert constraints from active to absolute format
arith2geomArithmetic to geometric moments of asset returns
boxcox博克斯-考克斯变换
corr2cov将标准差和相关性转换为协方差
cov2corr将协方差转换为标准差和相关系数
nearcorrCompute nearest correlation matrix by minimizing Frobenius distance (自 R2019b 起)
covarianceShrinkageEstimate covariance matrix using shrinkage estimators (自 R2023a 起)
covarianceDenoisingEstimate covariance matrix using denoising (自 R2023a 起)
geom2arithGeometric to arithmetic moments of asset returns
holdings2weightsPortfolio holdings into weights
movavg金融时间序列的移动平均线
ret2tick将收益序列转换为价格序列
tick2ret将价格序列转换为收益序列
dateaxis将序列-日期轴标签转换为日历-日期轴标签
weights2holdingsPortfolio values and weights into holdings

主题

  • Returns with Negative Prices

    Learn how Financial Toolbox™ functions treat negative prices and how to interpret results involving negative prices.