适用周期: 不限周期
公式代码:
code:=CODE()
close:=CLOSE
index:=INTRAINDEX('999999.SH','CODE')
indexc:=INTRAINDEX('999999.SH','CLOSE')
pair:=STATS_BY(code,index)
cf:=↑STATS_CORR(close,indexc)结果示例:
| pair | cf |
|---|---|
| 603963.SH-999999.SH | -0.9979893150539683 |
| 002718.SZ-999999.SH | -0.8307910816126156 |
| 600461.SH-999999.SH | -0.8232991397773989 |
| 603556.SH-999999.SH | -0.7964701314707398 |
| 301004.SZ-999999.SH | -0.7941487267037904 |
| 600863.SH-999999.SH | -0.7889461431277138 |
| 000615.SZ-999999.SH | -0.7837275071821551 |
| 002756.SZ-999999.SH | -0.7817970648573177 |
| 002124.SZ-999999.SH | -0.7801551781218815 |
| 600389.SH-999999.SH | -0.7758955041415044 |