This commit is contained in:
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 @@
multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_spce, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_spce, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_spceepsq, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_spceepsq, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_newqv1300_spcedq, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqv1300_spcedq, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_spcepd12, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_spcepd12, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_spceeps12, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_spceeps12, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_glceaq, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_glceaq, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fn_def_tax_assets_liab_net_q, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fn_def_tax_assets_liab_net_q, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fn_liab_fair_val_a, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fn_liab_fair_val_a, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(multi_factor_acceleration_score_derivative, 252), assets), 126), subtract(group_rank(divide(ts_backfill(multi_factor_acceleration_score_derivative, 252), assets), sector), 0.5))