++

2026-01-13 17:42:43 +08:00
parent 32f27b6baf
commit 2279addf83
31 changed files with 2949 additions and 161 deletions
@@ -0,0 +1,39 @@
+group_neutralize(ts_decay_linear(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), 252, false), bucket(rank(forward_price_120)))
+
+multiply(ts_rank(ts_delta(news_max_up_amt, 21), 63), sign(ts_av_diff(anl4_netdebt_flag, 42)))
+
+if_else(fnd2_a_ltrmdmrepopliny5 > ts_mean(fnd2_a_ltrmdmrepopliny5, 84), ts_zscore(forward_price_120, 126), reverse(ts_zscore(forward_price_120, 126)))
+
+group_zscore(ts_sum(fnd6_newqeventv110_cibegniq, 42), bucket(rank(ts_decay_linear(news_max_up_amt, 63, false))))
+
+ts_regression(forward_price_120, fnd6_newqeventv110_cibegniq, 84, 0, 0)
+
+multiply(ts_scale(anl4_netdebt_flag, 63), rank(ts_delta(fnd2_a_ltrmdmrepopliny5, 21)))
+
+group_neutralize(ts_corr(forward_price_120, news_max_up_amt, 42), bucket(ts_rank(fnd6_newqeventv110_cibegniq, 21)))
+
+if_else(ts_mean(anl4_netdebt_flag, 63) > 0, ts_av_diff(fnd2_a_ltrmdmrepopliny5, 84), ts_backfill(fnd2_a_ltrmdmrepopliny5, 42))
+
+multiply(ts_decay_linear(ts_std_dev(fnd6_newqeventv110_cibegniq, 42), 126, false), zscore(forward_price_120))
+
+group_rank(ts_delta(news_max_up_amt, 21), bucket(ts_rank(anl4_netdebt_flag, 63)))
+
+ts_sum(multiply(ts_zscore(fnd2_a_ltrmdmrepopliny5, 84), sign(ts_delta(forward_price_120, 21))), 42)
+
+if_else(ts_rank(fnd6_newqeventv110_cibegniq, 63) > 0.5, ts_covariance(news_max_up_amt, anl4_netdebt_flag, 42), reverse(ts_covariance(news_max_up_amt, anl4_netdebt_flag, 42)))
+
+group_scale(ts_backfill(fnd2_a_ltrmdmrepopliny5, 21), bucket(ts_mean(forward_price_120, 84)))
+
+multiply(ts_quantile(fnd6_newqeventv110_cibegniq, 63), rank(ts_av_diff(news_max_up_amt, 42)))
+
+ts_regression(anl4_netdebt_flag, forward_price_120, 126, 0, 1)
+
+group_neutralize(ts_delta(fnd2_a_ltrmdmrepopliny5, 21), bucket(ts_scale(fnd6_newqeventv110_cibegniq, 63)))
+
+if_else(ts_mean(news_max_up_amt, 42) > ts_delay(news_max_up_amt, 21), ts_std_dev(anl4_netdebt_flag, 84), ts_sum(anl4_netdebt_flag, 84))
+
+multiply(ts_decay_linear(ts_corr(forward_price_120, fnd2_a_ltrmdmrepopliny5, 63), 126, false), zscore(fnd6_newqeventv110_cibegniq))
+
+group_zscore(ts_product(news_max_up_amt, 21), bucket(ts_rank(anl4_netdebt_flag, 42)))
+
+ts_sum(if_else(fnd6_newqeventv110_cibegniq > ts_mean(fnd6_newqeventv110_cibegniq, 63), ts_delta(forward_price_120, 21), reverse(ts_delta(forward_price_120, 21))), 84)
@@ -0,0 +1,20 @@
+group_neutralize(ts_decay_linear(ts_std_dev(divide(fnd6_newqeventv110_cibegniq,forward_price_120),63),252),subindustry)
+group_neutralize(ts_delta(ts_zscore(ts_sum(fnd6_newqeventv110_cibegniq,126),63),21),subindustry)
+group_neutralize(multiply(ts_rank(ts_av_diff(fnd6_newqeventv110_cibegniq,63),126),sign(ts_delta(forward_price_120,21))),subindustry)
+group_neutralize(ts_corr(ts_decay_linear(fnd6_newqeventv110_cibegniq,126),forward_price_120,63),subindustry)
+group_neutralize(divide(ts_mean(fnd6_newqeventv110_cibegniq,63),ts_std_dev(forward_price_120,126)),subindustry)
+group_neutralize(ts_rank(ts_backfill(fnd6_newqeventv110_cibegniq,63),252),subindustry)
+group_neutralize(subtract(ts_product(fnd6_newqeventv110_cibegniq,63),ts_mean(forward_price_120,126)),subindustry)
+group_neutralize(power(ts_delta(fnd6_newqeventv110_cibegniq,21),ts_rank(forward_price_120,63)),subindustry)
+group_neutralize(ts_scale(ts_sum(fnd6_newqeventv110_cibegniq,126),252),subindustry)
+group_neutralize(if_else(ts_arg_max(fnd6_newqeventv110_cibegniq,63)>ts_arg_min(forward_price_120,63),ts_mean(fnd6_newqeventv110_cibegniq,126),ts_std_dev(forward_price_120,126)),subindustry)
+group_neutralize(ts_regression(fnd6_newqeventv110_cibegniq,forward_price_120,63,0,0),subindustry)
+group_neutralize(ts_quantile(divide(fnd6_newqeventv110_cibegniq,forward_price_120),63),subindustry)
+group_neutralize(signed_power(ts_covariance(fnd6_newqeventv110_cibegniq,forward_price_120,126),ts_delta(forward_price_120,21)),subindustry)
+group_neutralize(ts_count_nans(fnd6_newqeventv110_cibegniq,63),subindustry)
+group_neutralize(ts_decay_linear(ts_zscore(fnd6_newqeventv110_cibegniq,126),252),subindustry)
+group_neutralize(ts_backfill(ts_av_diff(fnd6_newqeventv110_cibegniq,63),126),subindustry)
+group_neutralize(ts_step(ts_delta(fnd6_newqeventv110_cibegniq,21)),subindustry)
+group_neutralize(ts_arg_min(ts_mean(fnd6_newqeventv110_cibegniq,63),126),subindustry)
+group_neutralize(ts_arg_max(ts_std_dev(forward_price_120,63),126),subindustry)
+group_neutralize(ts_rank(ts_corr(fnd6_newqeventv110_cibegniq,forward_price_120,63),252),subindustry)
@@ -0,0 +1,39 @@
+ts_rank(fnd6_capxv, 252)
+
+ts_scale(fnd6_ciother, 252)
+
+ts_zscore(sales_ps, 252)
+
+group_zscore(fnd6_newqeventv110_spcedq, pv13_h_min2_focused_sector)
+
+group_rank(fnd6_newqv1300_ciotherq, pv13_h_min22_1000_sector)
+
+ts_std_dev(fscore_bfl_total, 126)
+
+ts_decay_linear(multi_factor_acceleration_score_derivative, 60)
+
+ts_corr(anl4_netdebt_flag, min_reported_eps_guidance, 90)
+
+ts_covariance(sg_and_admin_min_guidance_value, fn_def_tax_assets_liab_net_q, 180)
+
+ts_mean(fn_def_tax_liab_a, 60)
+
+ts_sum(fn_liab_fair_val_a, 120)
+
+ts_arg_max(fn_op_lease_min_pay_due_in_2y_a, 252)
+
+ts_arg_min(fn_treasury_stock_shares_a, 126)
+
+ts_av_diff(fnd6_capxv, 90)
+
+ts_quantile(fnd6_ciother, 252, "uniform")
+
+ts_regression(sales_ps, fscore_bfl_total, 180, 0, 1)
+
+ts_product(multi_factor_acceleration_score_derivative, 30)
+
+ts_backfill(anl4_netdebt_flag, 60, 1, "NAN")
+
+ts_delay(min_reported_eps_guidance, 5)
+
+ts_delta(sg_and_admin_min_guidance_value, 20)
@@ -0,0 +1,39 @@
+multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv)
+
+ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750)
+
+group_neutralize(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), pv13_h_min2_focused_sector)
+
+rank(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750))
+
+group_rank(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), pv13_h_min2_focused_sector)
+
+ts_scale(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), 750)
+
+group_scale(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), pv13_h_min2_focused_sector)
+
+ts_zscore(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), 750)
+
+group_zscore(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), pv13_h_min2_focused_sector)
+
+ts_decay_linear(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), 750)
+
+ts_arg_max(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), 750)
+
+ts_arg_min(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), 750)
+
+ts_av_diff(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), 750)
+
+ts_std_dev(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), 750)
+
+ts_sum(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), 750)
+
+ts_corr(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), sales_ps, 750)
+
+ts_covariance(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), sales_ps, 750)
+
+ts_regression(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), sales_ps, 750, 0, 0)
+
+ts_quantile(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), 750, "gaussian")
+
+ts_rank(ts_mean(multiply(subtract(fnd6_oiadps, fnd6_spce), fnd6_capxv), 750), 750)
@@ -0,0 +1,39 @@
+rank(ts_decay_linear(group_zscore(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 252)), buckets = "2,5,6,7,10")), 252))
+
+rank(ts_decay_linear(group_neutralize(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 252)), buckets = "2,5,6,7,10")), 252))
+
+ts_rank(group_zscore(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 252)), buckets = "2,5,6,7,10")), 252)
+
+ts_rank(group_neutralize(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 252)), buckets = "2,5,6,7,10")), 252)
+
+rank(ts_decay_linear(group_zscore(ts_std_dev(fnd6_newqeventv110_cibegniq, 126), bucket(rank(ts_rank(forward_price_120, 252)), buckets = "2,5,6,7,10")), 252))
+
+rank(ts_decay_linear(group_neutralize(ts_std_dev(fnd6_newqeventv110_cibegniq, 126), bucket(rank(ts_rank(forward_price_120, 252)), buckets = "2,5,6,7,10")), 252))
+
+ts_rank(group_zscore(ts_std_dev(fnd6_newqeventv110_cibegniq, 126), bucket(rank(ts_rank(forward_price_120, 252)), buckets = "2,5,6,7,10")), 252)
+
+ts_rank(group_neutralize(ts_std_dev(fnd6_newqeventv110_cibegniq, 126), bucket(rank(ts_rank(forward_price_120, 252)), buckets = "2,5,6,7,10")), 252)
+
+rank(ts_decay_linear(group_zscore(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 126)), buckets = "2,5,6,7,10")), 252))
+
+rank(ts_decay_linear(group_neutralize(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 126)), buckets = "2,5,6,7,10")), 252))
+
+ts_rank(group_zscore(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 126)), buckets = "2,5,6,7,10")), 252)
+
+ts_rank(group_neutralize(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 126)), buckets = "2,5,6,7,10")), 252)
+
+rank(ts_decay_linear(group_zscore(ts_std_dev(fnd6_newqeventv110_cibegniq, 126), bucket(rank(ts_rank(forward_price_120, 126)), buckets = "2,5,6,7,10")), 252))
+
+rank(ts_decay_linear(group_neutralize(ts_std_dev(fnd6_newqeventv110_cibegniq, 126), bucket(rank(ts_rank(forward_price_120, 126)), buckets = "2,5,6,7,10")), 252))
+
+ts_rank(group_zscore(ts_std_dev(fnd6_newqeventv110_cibegniq, 126), bucket(rank(ts_rank(forward_price_120, 126)), buckets = "2,5,6,7,10")), 252)
+
+ts_rank(group_neutralize(ts_std_dev(fnd6_newqeventv110_cibegniq, 126), bucket(rank(ts_rank(forward_price_120, 126)), buckets = "2,5,6,7,10")), 252)
+
+rank(ts_decay_linear(group_zscore(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 63)), buckets = "2,5,6,7,10")), 252))
+
+rank(ts_decay_linear(group_neutralize(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 63)), buckets = "2,5,6,7,10")), 252))
+
+ts_rank(group_zscore(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 63)), buckets = "2,5,6,7,10")), 252)
+
+ts_rank(group_neutralize(ts_std_dev(fnd6_newqeventv110_cibegniq, 63), bucket(rank(ts_rank(forward_price_120, 63)), buckets = "2,5,6,7,10")), 252)