最大相关系数选股法

0，1，0.5

5

−1.0073072131

2.007385007

10

−0.9504963886

1.950492608

15

−1.0448375086

2.044825207

1，0，0.8

5

−0.8368234654

1.837963817

10

−0.9825242094

1.983748709

15

−1.0788469296

2.080165672

0.5，0.5，0.8

5

−0.8368294026

1.837969758

10

−0.9825242077

1.983748707

15

−1.0788469265

2.080165669

0，1，0.8

5

−0.8368294024

1.837969758

10

−0.9825242060

1.983748705

15

−1.0788469234

2.080165666