++

2026-01-04 16:30:57 +08:00
parent 51a483ce22
commit 2950e9d2ce
134 changed files with 1180 additions and 47 deletions
@@ -0,0 +1,19 @@
+ts_backfill(fnd6_drc, 252)
+
+divide(ts_backfill(fnd6_drc, 252), assets)
+
+group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector)
+
+group_zscore(divide(ts_backfill(fnd6_drc, 252), assets), industry)
+
+rank(group_scale(divide(ts_backfill(fnd6_drc, 252), assets), sector))
+
+ts_zscore(divide(ts_backfill(fnd6_drc, 252), assets), 252)
+
+group_neutralize(divide(ts_backfill(fnd6_drc, 252), assets), country)
+
+multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 252), 1)
+
+group_mean(divide(ts_backfill(fnd6_drc, 252), assets), sector, 1)
+
+winsorize(group_zscore(divide(ts_backfill(fnd6_drc, 252), assets), industry), 3)