++

2026-01-04 16:30:57 +08:00
parent 51a483ce22
commit 2950e9d2ce
134 changed files with 1180 additions and 47 deletions
@@ -0,0 +1,13 @@
+gross_margin = divide(fnd6_newqeventv110_spceepsq, fnd6_newqeventv110_spcedq)
+
+industry_zscore = group_zscore(gross_margin, group_sw)
+
+zscore_trend = ts_regression(industry_zscore, ts_step(1), 4, 0, 0)
+
+revenue_growth = ts_delta(fnd6_newqeventv110_spcedq, 4)
+
+signal = if_else(revenue_growth >= 0, zscore_trend, 0)
+
+ranked_signal = rank(signal)
+
+final_alpha = subtract(ranked_signal, 0.5)