ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756)

ts_corr(ts_backfill(fscore_momentum,50), ts_backfill(fscore_value,50),756)

ts_corr(ts_backfill(fscore_momentum,80), ts_backfill(fscore_value,80),756)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),500)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),1000)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_std_dev(fscore_momentum,66)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_std_dev(fscore_value,66)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_zscore(fscore_momentum,66)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_zscore(fscore_value,66)

group_neutralize(ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756), pv13_h_min2_focused_sector)

group_neutralize(ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756), pv13_h_min24_500_sector)

group_neutralize(ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756), pv13_h_min22_1000_sector)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * if_else(ts_count_nans(fscore_momentum,66) > 0, 0, 1)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * if_else(ts_count_nans(fscore_value,66) > 0, 0, 1)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * sign(ts_delta(fscore_momentum,1))

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * sign(ts_delta(fscore_value,1))

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_rank(fscore_momentum,66)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_rank(fscore_value,66)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * winsorize(ts_delta(fscore_momentum,66),4)

ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * winsorize(ts_delta(fscore_value,66),4)