请问如下代码怎么写
两个问题:
1. 对以下股票以月为基础,根据特质波动率排序,基于特质波动率构建五个价值加权投资组合,G1/G2....G5;
2.估计每月的超额收益,即组合价差法:G1-G5为最高特质波动率组收益-最低特质波动率组收益;这一步骤代码怎么做呢
最终结果是想得到IVOL与股票收益的关系
stkcd 证券代码 R_Rf IVOL ym1 IVOL10
600095 600095 -.010524 .0479636 2000m1 1
600149 600149 -.052458 .0291876 2000m1 1
600638 600638 -.009797 .0408964 2000m1 1
600051 600051 -.017474 .0447722 2000m1 1
600812 600812 .019078 .0383539 2000m1 1
600190 600190 .002139 .0431384 2000m1 1
600182 600182 .018767 .0337879 2000m1 1
600746 600746 -.036557 .047838 2000m1 1
600860 600860 -.022349 .0461915 2000m1 1
22 000022 .006333 .034801 2000m1 1
826 000826 -.004806 .0410779 2000m1 1
600881 600881 -.029631 .0495455 2000m1 1
609 000609 .016732 .0461739 2000m1 1
541 000541 .003408 .0453688 2000m1 1
835 000835 .021223 .0470022 2000m1 1
600639 600639 .000866 .0331728 2000m1 1
708 000708 -.016903 .0421961 2000m1 1
600667 600667 .020931 .0465222 2000m1 1
600115 600115 -.027221 .0393577 2000m1 1
600003 600003 -.000061 .0378863 2000m1 1
600808 600808 .007631 .0492221 2000m1 1
600167 600167 .004043 .0359425 2000m1 1
912 000912 .025545 .0391498 2000m1 1
798 000798 -.014839 .038915 2000m1 1
600612 600612 .01409 .0496678 2000m1 1
782 000782 .013661 .0454295 2000m1 1
818 000818 -.028632 .0465546 2000m1 1
916 000916 -.012061 .0490217 2000m1 1
923 000923 -.054826 .0464889 2000m1 1
600896 600896 .016941 .0359694 2000m1 1
600699 600699 .027099 .0409975 2000m1 1
632 000632 .01409 .0415377 2000m1 1
426 000426 -.016153 .0398301 2000m1 1