multiply(ts_corr(ts_delay(group_mean(returns, 1, industry), 1), group_mean(returns, 1, industry), 20), ts_delta(close, 10))

group_neutralize(multiply(ts_rank(ts_delta(close, 20), 60), bucket(rank(volume), range="0,3,0.4")), industry)

if_else(ts_std_dev(returns, 20) > 0.02, ts_delta(close, 5), ts_delta(close, 20))

multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 20)), 10)), ts_delta(close, 20))

group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))

ts_corr(ts_delay(ts_delta(close, 5), 1), ts_delta(close, 5), 10)

group_zscore(ts_delta(close, 20), industry)

multiply(ts_std_dev(returns, 60), ts_rank(ts_delta(close, 20), 60))

ts_regression(ts_delta(close, 20), ts_step(1), 30, 0, 1)

group_rank(ts_delta(close, 20), industry)

ts_decay_linear(ts_delta(close, 20), 30)

multiply(ts_zscore(volume, 20), ts_delta(close, 20))

group_scale(ts_rank(ts_delta(close, 20), 60), industry)

ts_av_diff(ts_delta(close, 20), 60)

if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 20))

ts_corr(group_mean(ts_delta(close, 10), 1, industry), group_mean(ts_delta(close, 10), 1, industry), 30)

ts_mean(ts_delta(close, 20), 20)

ts_scale(ts_delta(close, 20), 20)

ts_quantile(ts_delta(close, 20), 60)

winsorize(ts_delta(close, 20), std=4)

hump(ts_delta(close, 20), hump=0.01)

ts_count_nans(ts_delta(close, 20), 60)

ts_backfill(ts_delta(close, 20), lookback=30, k=1)

ts_product(ts_delta(close, 20), 20)

ts_sum(ts_delta(close, 20), 20)

ts_arg_max(ts_delta(close, 20), 60)

ts_arg_min(ts_delta(close, 20), 60)

ts_covariance(ts_delta(close, 20), ts_delta(close, 20), 30)

ts_decay_linear(ts_zscore(volume, 20), 30)

group_backfill(ts_delta(close, 20), industry, 30, std=4.0)

ts_rank(ts_zscore(volume, 20), 60)

normalize(ts_delta(close, 20), useStd=true, limit=0.0)

quantile(ts_delta(close, 20), driver="gaussian", sigma=1.0)

rank(ts_delta(close, 20), rate=2)

scale(ts_delta(close, 20), scale=1, longscale=1, shortscale=1)

zscore(ts_delta(close, 20))

vec_avg(ts_delta(close, 20))

vec_sum(ts_delta(close, 20))

bucket(rank(ts_delta(close, 20)), range="0,3,0.4")

trade_when(ts_delta(close, 20), ts_std_dev(returns, 20) > 0.02, ts_delta(close, 5))

multiply(ts_corr(ts_delay(ts_delta(close, 5), 1), ts_delta(close, 5), 10), ts_delta(close, 20))

group_mean(ts_delta(close, 20), 1, industry)

group_neutralize(ts_delta(close, 20), industry)

group_rank(ts_delta(close, 20), industry)

group_scale(ts_delta(close, 20), industry)

group_zscore(ts_delta(close, 20), industry)

ts_regression(ts_delta(close, 20), ts_step(1), 30, 0, 1)

ts_std_dev(ts_delta(close, 20), 20)

ts_mean(ts_delta(close, 20), 20)

ts_sum(ts_delta(close, 20), 20)

ts_product(ts_delta(close, 20), 20)

ts_corr(ts_delta(close, 20), ts_delta(close, 20), 30)

ts_covariance(ts_delta(close, 20), ts_delta(close, 20), 30)

ts_decay_linear(ts_delta(close, 20), 30)

ts_delay(ts_delta(close, 20), 1)

ts_delta(ts_delta(close, 5), 5)

ts_av_diff(ts_delta(close, 20), 60)

ts_scale(ts_delta(close, 20), 20)

ts_quantile(ts_delta(close, 20), 60)

ts_rank(ts_delta(close, 20), 60)

ts_zscore(ts_delta(close, 20), 20)

winsorize(ts_delta(close, 20), std=4)

hump(ts_delta(close, 20), hump=0.01)

ts_backfill(ts_delta(close, 20), lookback=30, k=1)

ts_count_nans(ts_delta(close, 20), 60)

ts_arg_max(ts_delta(close, 20), 60)

ts_arg_min(ts_delta(close, 20), 60)

ts_regression(ts_delta(close, 20), ts_step(1), 30, 0, 1)

group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, industry)

group_neutralize(ts_regression(close, ts_step(1), 30, 0, 1), industry)

group_rank(ts_regression(close, ts_step(1), 30, 0, 1), industry)

group_scale(ts_regression(close, ts_step(1), 30, 0, 1), industry)

group_zscore(ts_regression(close, ts_step(1), 30, 0, 1), industry)

ts_corr(ts_delay(group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, industry), 1), group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, industry), 20)

multiply(ts_corr(ts_delay(group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, industry), 1), group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, industry), 20), ts_regression(close, ts_step(1), 30, 0, 1))

if_else(ts_std_dev(returns, 20) > 0.02, ts_regression(close, ts_step(1), 10, 0, 1), ts_regression(close, ts_step(1), 30, 0, 1))

multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 20)), 10)), ts_regression(close, ts_step(1), 30, 0, 1))

ts_mean(ts_regression(close, ts_step(1), 30, 0, 1), 20)

ts_sum(ts_regression(close, ts_step(1), 30, 0, 1), 20)

ts_product(ts_regression(close, ts_step(1), 30, 0, 1), 20)

ts_std_dev(ts_regression(close, ts_step(1), 30, 0, 1), 20)

ts_zscore(ts_regression(close, ts_step(1), 30, 0, 1), 20)

ts_rank(ts_regression(close, ts_step(1), 30, 0, 1), 60)

ts_scale(ts_regression(close, ts_step(1), 30, 0, 1), 20)

ts_quantile(ts_regression(close, ts_step(1), 30, 0, 1), 60)

ts_corr(ts_regression(close, ts_step(1), 30, 0, 1), ts_regression(close, ts_step(1), 30, 0, 1), 30)

ts_covariance(ts_regression(close, ts_step(1), 30, 0, 1), ts_regression(close, ts_step(1), 30, 0, 1), 30)

ts_decay_linear(ts_regression(close, ts_step(1), 30, 0, 1), 30)

ts_delay(ts_regression(close, ts_step(1), 30, 0, 1), 1)

ts_delta(ts_regression(close, ts_step(1), 30, 0, 1), 5)

ts_av_diff(ts_regression(close, ts_step(1), 30, 0, 1), 60)

ts_backfill(ts_regression(close, ts_step(1), 30, 0, 1), lookback=30, k=1)

ts_count_nans(ts_regression(close, ts_step(1), 30, 0, 1), 60)

ts_arg_max(ts_regression(close, ts_step(1), 30, 0, 1), 60)

ts_arg_min(ts_regression(close, ts_step(1), 30, 0, 1), 60)

winsorize(ts_regression(close, ts_step(1), 30, 0, 1), std=4)

hump(ts_regression(close, ts_step(1), 30, 0, 1), hump=0.01)

normalize(ts_regression(close, ts_step(1), 30, 0, 1), useStd=true, limit=0.0)

quantile(ts_regression(close, ts_step(1), 30, 0, 1), driver="gaussian", sigma=1.0)

rank(ts_regression(close, ts_step(1), 30, 0, 1), rate=2)

scale(ts_regression(close, ts_step(1), 30, 0, 1), scale=1, longscale=1, shortscale=1)

zscore(ts_regression(close, ts_step(1), 30, 0, 1))

vec_avg(ts_regression(close, ts_step(1), 30, 0, 1))

vec_sum(ts_regression(close, ts_step(1), 30, 0, 1))

bucket(rank(ts_regression(close, ts_step(1), 30, 0, 1)), range="0,3,0.4")

trade_when(ts_regression(close, ts_step(1), 30, 0, 1), ts_std_dev(returns, 20) > 0.02, ts_regression(close, ts_step(1), 10, 0, 1))