++

2026-01-04 16:30:57 +08:00
parent 51a483ce22
commit 2950e9d2ce
134 changed files with 1180 additions and 47 deletions
@@ -0,0 +1,41 @@
+subtract(implied_volatility_call_120, implied_volatility_put_90)
+
+scale(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 1)
+
+ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10)
+
+scale(divide(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_mean(implied_volatility_call_120, 10)), 1)
+
+ts_sum(divide(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_mean(implied_volatility_call_120, 10)), 10)
+
+scale(ts_sum(divide(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_mean(implied_volatility_call_120, 10)), 10), 1)
+
+multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), news_max_up_amt)
+
+scale(multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), news_max_up_amt), 1)
+
+ts_zscore(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20)
+
+scale(ts_zscore(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20), 1)
+
+divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_std_dev(subtract(implied_volatility_call_120, implied_volatility_put_90), 10))
+
+scale(divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_std_dev(subtract(implied_volatility_call_120, implied_volatility_put_90), 10)), 1)
+
+if_else(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10) > 0, ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 0)
+
+scale(if_else(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10) > 0, ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 0), 1)
+
+ts_sum(if_else(subtract(implied_volatility_call_120, implied_volatility_put_90) > 0, subtract(implied_volatility_call_120, implied_volatility_put_90), 0), 10)
+
+scale(ts_sum(if_else(subtract(implied_volatility_call_120, implied_volatility_put_90) > 0, subtract(implied_volatility_call_120, implied_volatility_put_90), 0), 10), 1)
+
+multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_delta(implied_volatility_call_120, 5))
+
+scale(multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_delta(implied_volatility_call_120, 5)), 1)
+
+ts_sum(multiply(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_delta(implied_volatility_call_120, 5)), 10)
+
+scale(ts_sum(multiply(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_delta(implied_volatility_call_120, 5)), 10), 1)
+
+divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_mean(fn_comp_not_rec_stock_options_q, 10))