ts_delta(sales_ps, 30)

ts_rank(debt_lt, 60)

ts_zscore(implied_volatility_mean_skew_120, 90)

group_zscore(sales_ps, pv13_h_min2_3000_sector)

ts_corr(sales_ps, debt_lt, 60)

ts_mean(forward_price_120, 30)

subtract(sales_ps, ts_mean(sales_ps, 60))

divide(sales_ps, debt_lt)

ts_regression(sales_ps, ts_step(1), 60, 0, 0)

if_else(ts_delta(sales_ps, 30) > 0, 1, -1)

log(sales_ps)

ts_sum(sales_ps, 30)

ts_product(sales_ps, 30)

ts_quantile(sales_ps, 60, "gaussian")

ts_count_nans(sales_ps, 60)

ts_covariance(sales_ps, debt_lt, 60)

multiply(sales_ps, 0.01)

add(sales_ps, ts_delay(sales_ps, 30))

power(sales_ps, 2)

ts_scale(sales_ps, 60)

ts_std_dev(sales_ps, 60)

normalize(sales_ps)

quantile(sales_ps)

rank(sales_ps)

scale(sales_ps)

winsorize(sales_ps, 4)

ts_delta(forward_price_120, 10)

ts_rank(option_breakeven_180, 30)

group_neutralize(debt_lt, pv13_h_min2_3000_sector)