

reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))

reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdingmap, 60), lookback=60), exchange))

multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), inverse(pv64_dif_fund_turnover))

multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_delta(pv87_holdings, 1))

group_rank(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), exchange)

group_zscore(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), exchange)

winsorize(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), std=4)

ts_rank(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60)

quantile(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), driver=gaussian)

if_else(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)

if_else(ts_delta(pv87_holdings, 1) > 0, reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)

if_else(and(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), ts_delta(pv87_holdings, 1) > 0), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)

if_else(or(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), ts_delta(pv87_holdings, 1) > 0), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)

if_else(not(pv64_dif_fund_turnover > ts_mean(pv64_dif_fund_turnover, 60)), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)

if_else(is_nan(pv87_holdings), 0, reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

to_nan(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), value=0)

hump(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), hump=0.01)

ts_decay_linear(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 60)

ts_zscore(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60)

ts_scale(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60)

divide(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_std_dev(pv87_holdings, 60))

subtract(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_min(pv87_holdings, 60))

divide(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_sum(pv87_holdings, 60))

power(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_product(pv87_holdings, 60))

ts_av_diff(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60)

ts_covariance(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), pv64_dif_fund_turnover, 60)

ts_regression(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), pv64_dif_fund_turnover, 60)

multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_count_nans(pv87_holdings, 60))

kth_element(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60, 1)

last_diff_value(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60)

days_from_last_change(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60))

ts_arg_max(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60)

ts_arg_min(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60)

multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_step(1))

vec_avg(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

reduce_avg(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

reduce_max(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

reduce_min(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

reduce_sum(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

reduce_stddev(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

reduce_range(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

reduce_skewness(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

reduce_kurtosis(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

reduce_powersum(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), constant=2)

reduce_percentage(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), percentage=0.5)

reduce_choose(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), nth=1)

reduce_count(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), threshold=0)

reduce_ir(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

reduce_norm(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))

trade_when(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)