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新价量相关性RPV因子10分组及多空对冲净值走势(2014/01-2025/10)
新价量相关性RPV因子10分组及多空对冲净值走势(2014/01-2025/10)
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图片大小:225KB
图片尺寸:1807*986
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所属报告:
【东吴证券】金工定期报告:新价量相关性因子绩效月报-251106(7页).pdf
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国股行3个月票据直贴利率均值与信贷相关性
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行业数据
2026-07-06
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2010年以来我国食用菌行业量价齐升
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行业数据
2026-07-03
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中国内地燕麦行业增速的量价拆解
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行业数据
2026-07-02
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2001年12月至今油价与我国出口相关性
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行业数据
2026-07-02
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2018年1月至今油价与我国出口相关性
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行业数据
2026-07-02
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房地产及产业链各指标相关性
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产业链
2026-06-26
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铜价增速与铜消费量增速呈现相关(%)
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行业数据
2026-06-26
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我国六氟化钨出口量(吨)、价(万元/吨)
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行业数据
2026-06-26
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2023-2025年货币市场利率抬升与10Y国债利率快速下行相关性很高
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行业数据
2026-06-25
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美国核心CPI同比增长率与布伦特原油价格存在明显正相关性
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行业数据
2026-06-25
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2008年之前,国内利率与CPI走势密切相关,之后相关性明显下降
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2026-06-25
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2023-2025年货币市场利率抬升与人民币兑美元汇率贬值相关性很高
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2026-06-25
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2014 年 1 月至 2025 年 10 月,新价量相关性 RPV 因子在全体 A 股(剔除北交所股票)中,10 分组多空对冲的年化收益为 14.38%,年化波动为 7.68%,信息比率为 1.87,月度胜率为 72.34%,最大回撤为 10.63%。聪明版日频价量相关性 SRV 因子在全体 A 股(剔除北交所股票)中,10 分组多空对冲的年化收益为 17.10%,年化波动为 6.49%,信息比率为 2.64,月度胜率为 74.47%,最大回撤为 3.93%。
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【东吴证券】金工定期报告:新价量相关性因子绩效月报-251106(7页).pdf
价量相关性因子10分组多空对冲绩效指标(2014/01-2025/10)
新价量相关性因子多头净值10月走势
聪明版日频价量相关性SRV因子10分组及多空对冲净值走势(2014/01-2025/10)
新价量相关性RPV因子10分组及多空对冲净值走势(2014/01-2025/10)
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