main
parent
51a483ce22
commit
2950e9d2ce
@ -0,0 +1,39 @@ |
||||
multiply(ts_delta(divide(fn_treasury_stock_shares_a, ts_mean(fn_treasury_stock_shares_a, 60)), 10), ts_rank(ts_zscore(nws12_allz_result2, 20), 100)) |
||||
|
||||
subtract(group_rank(ts_mean(fnd2_a_frtandfixturesg, 30), pv13_h_min2_focused_sector), rank(ts_delta(nws12_mainz_tonhigh, 5))) |
||||
|
||||
multiply(ts_av_diff(fn_def_tax_assets_liab_net_q, 40), power(ts_corr(fn_liab_fair_val_a, nws12_afterhsz_tonhigh, 20), 2)) |
||||
|
||||
add(ts_scale(ts_sum(news_max_up_amt, 10), 5), reverse(ts_regression(fn_comp_not_rec_stock_options_q, fscore_bfl_total, 30, 0, 0))) |
||||
|
||||
if_else(ts_arg_min(fn_def_tax_liab_a, 15) > 5, ts_backfill(multi_factor_acceleration_score_derivative, 8), ts_delay(nws18_sse, 3)) |
||||
|
||||
group_neutralize(ts_rank(ts_decay_linear(rp_nip_ratings, 10), pv13_h_min52_1k_sector), pv13_h_min24_500_sector) |
||||
|
||||
multiply(sign(ts_delta(anl4_netdebt_flag, 8)), sqrt(ts_count_nans(fn_comp_not_rec_stock_options_a, 25))) |
||||
|
||||
subtract(ts_mean(group_zscore(fnd2_a_frtandfixturesg, pv13_h_min22_1000_sector), 20), ts_quantile(news_max_up_amt, 15)) |
||||
|
||||
add(ts_step(1), multiply(ts_covariance(nws12_allz_result2, fn_treasury_stock_shares_a, 30), hump(ts_std_dev(fscore_bfl_total, 10)))) |
||||
|
||||
if_else(ts_breakout(fn_def_tax_assets_liab_net_q, 8) > 0.15, reverse(ts_zscore(fn_liab_fair_val_a, 20)), ts_mean(rp_nip_ratings, 10)) |
||||
|
||||
multiply(ts_backfill(fn_comp_not_rec_stock_options_q, 5), power(ts_rank(ts_delay(nws18_sse, 2), 50), ts_arg_max(fn_def_tax_liab_a, 12))) |
||||
|
||||
group_scale(ts_sum(ts_av_diff(multi_factor_acceleration_score_derivative, 15), pv13_h_min2_1k_sector), pv13_h_min2_focused_sector) |
||||
|
||||
subtract(ts_product(ts_delta(anl4_netdebt_flag, 6), 10), rank(ts_corr(nws12_mainz_tonhigh, news_max_up_amt, 25))) |
||||
|
||||
add(zscore(ts_mean(fnd2_a_frtandfixturesg, 40)), ts_scale(ts_rank(ts_decay_linear(fscore_bfl_total, 8), 60), 2)) |
||||
|
||||
multiply(signed_power(ts_regression(fn_treasury_stock_shares_a, nws12_afterhsz_tonhigh, 20, 0, 1), 0.5), group_mean(ts_zscore(rp_nip_ratings, 15), 1, pv13_h_min24_500_sector)) |
||||
|
||||
if_else(ts_count_nans(fn_liab_fair_val_a, 10) < 5, ts_sum(ts_delta(fn_comp_not_rec_stock_options_a, 4), 8), reverse(ts_mean(nws12_allz_result2, 15))) |
||||
|
||||
subtract(ts_rank(ts_std_dev(multi_factor_acceleration_score_derivative, 20), 30), quantile(ts_backfill(anl4_netdebt_flag, 12))) |
||||
|
||||
multiply(ts_delay(ts_covariance(fn_def_tax_assets_liab_net_q, nws18_sse, 18), 2), sqrt(ts_scale(ts_sum(fnd2_a_frtandfixturesg, 10), 3))) |
||||
|
||||
add(group_zscore(ts_mean(fn_treasury_stock_shares_a, 25), pv13_h_min52_1k_sector), power(ts_av_diff(rp_nip_ratings, 12), 2)) |
||||
|
||||
subtract(ts_quantile(ts_delta(news_max_up_amt, 6), 15), rank(ts_breakout(fn_comp_not_rec_stock_options_q, 8))) |
||||
@ -0,0 +1,39 @@ |
||||
ts_delta(divide(fn_def_tax_assets_liab_net_q, add(fn_def_tax_assets_liab_net_q, fn_def_tax_liab_a)), 8) |
||||
|
||||
ts_rank(ts_delta(fn_liab_fair_val_a, 4), 20) |
||||
|
||||
group_zscore(ts_sum(fn_comp_not_rec_stock_options_a, 12), pv13_h_min2_focused_sector) |
||||
|
||||
ts_mean(ts_delta(fn_treasury_stock_shares_a, 4), 8) |
||||
|
||||
ts_corr(ts_delay(fn_def_tax_liab_a, 4), ts_delta(fn_def_tax_assets_liab_net_q, 4), 12) |
||||
|
||||
ts_scale(ts_delta(fn_comp_not_rec_stock_options_q, 8), 16) |
||||
|
||||
group_neutralize(ts_zscore(fn_liab_fair_val_a, 20), pv13_h_min52_1k_sector) |
||||
|
||||
ts_regression(fn_def_tax_assets_liab_net_q, ts_delay(fn_def_tax_liab_a, 4), 12, 0, 0) |
||||
|
||||
ts_av_diff(ts_delay(fn_comp_not_rec_stock_options_a, 2), 8) |
||||
|
||||
ts_quantile(ts_delta(fn_treasury_stock_shares_a, 4), 12, "uniform") |
||||
|
||||
ts_std_dev(ts_delta(fn_def_tax_assets_liab_net_q, 4), 8) |
||||
|
||||
group_rank(ts_sum(fn_liab_fair_val_a, 4), pv13_h_min24_500_sector) |
||||
|
||||
ts_decay_linear(ts_delta(fn_def_tax_liab_a, 4), 12, false) |
||||
|
||||
ts_product(ts_arg_max(fn_comp_not_rec_stock_options_q, 12), 4) |
||||
|
||||
ts_count_nans(ts_delta(fn_treasury_stock_shares_a, 4), 8) |
||||
|
||||
ts_covariance(fn_def_tax_assets_liab_net_q, fn_def_tax_liab_a, 12) |
||||
|
||||
ts_step(1) |
||||
|
||||
ts_backfill(ts_delta(fn_liab_fair_val_a, 4), 8, 1, "NAN") |
||||
|
||||
ts_rank(ts_mean(ts_delta(fn_comp_not_rec_stock_options_a, 4), 4), 20) |
||||
|
||||
group_scale(ts_delta(fn_def_tax_assets_liab_net_q, 8), pv13_h_min22_1000_sector) |
||||
@ -0,0 +1,25 @@ |
||||
reverse(ts_delta(customer_acquisition_cost, 63)) |
||||
multiply(ts_delta(customer_acquisition_cost, 63), reverse(ts_mean(customer_acquisition_cost, 126))) |
||||
divide(ts_delta(customer_acquisition_cost, 63), ts_std_dev(customer_acquisition_cost, 126)) |
||||
subtract(ts_delta(customer_acquisition_cost, 63), ts_mean(customer_acquisition_cost, 252)) |
||||
|
||||
if_else(ts_delta(customer_acquisition_cost, 63) > multiply(ts_mean(customer_acquisition_cost, 126), 1.2), -1, ts_delta(customer_acquisition_cost, 63)) |
||||
multiply(ts_delta(customer_acquisition_cost, 63), sign(subtract(ts_delta(customer_acquisition_cost, 63), ts_mean(customer_acquisition_cost, 252)))) |
||||
|
||||
ts_zscore(ts_delta(customer_acquisition_cost, 63), 126) |
||||
multiply(ts_rank(customer_acquisition_cost, 63), reverse(ts_delta(customer_acquisition_cost, 63))) |
||||
add(ts_delta(customer_acquisition_cost, 63), multiply(ts_mean(customer_acquisition_cost, 126), -1)) |
||||
|
||||
power(ts_delta(customer_acquisition_cost, 63), 0.5) |
||||
multiply(ts_delta(customer_acquisition_cost, 63), log(ts_mean(customer_acquisition_cost, 126))) |
||||
divide(ts_delta(customer_acquisition_cost, 63), ts_sum(customer_acquisition_cost, 126)) |
||||
subtract(ts_delta(customer_acquisition_cost, 63), ts_min(customer_acquisition_cost, 252)) |
||||
|
||||
multiply(ts_delta(customer_acquisition_cost, 63), if_else(ts_delta(customer_acquisition_cost, 63) > 0, -1, 1)) |
||||
ts_scale(ts_delta(customer_acquisition_cost, 63), 126) |
||||
multiply(ts_delta(customer_acquisition_cost, 63), reverse(ts_zscore(customer_acquisition_cost, 126))) |
||||
|
||||
add(ts_delta(customer_acquisition_cost, 63), multiply(ts_std_dev(customer_acquisition_cost, 126), -1)) |
||||
divide(ts_delta(customer_acquisition_cost, 63), ts_max(customer_acquisition_cost, 252)) |
||||
multiply(ts_delta(customer_acquisition_cost, 63), sqrt(ts_mean(customer_acquisition_cost, 126))) |
||||
reverse(ts_sum(ts_delta(customer_acquisition_cost, 21), 3)) |
||||
@ -0,0 +1,39 @@ |
||||
ts_delta(customer_acquisition_cost, 63) |
||||
|
||||
ts_delta(customer_acquisition_cost, 63) > ts_mean(ts_delta(customer_acquisition_cost, 63), 189) * 1.2 |
||||
|
||||
-1 * if_else(ts_delta(customer_acquisition_cost, 63) > ts_mean(ts_delta(customer_acquisition_cost, 63), 189) * 1.2, 1, 0) |
||||
|
||||
bucket(rank(customer_acquisition_cost), buckets="2,5,6,7,10") |
||||
|
||||
group_zscore(ts_delta(customer_acquisition_cost, 63), market_penetration_group) |
||||
|
||||
group_rank(ts_delta(customer_acquisition_cost, 63), market_penetration_group) |
||||
|
||||
group_scale(ts_delta(customer_acquisition_cost, 63), market_penetration_group) |
||||
|
||||
ts_zscore(ts_delta(customer_acquisition_cost, 63), 189) |
||||
|
||||
ts_rank(ts_delta(customer_acquisition_cost, 63), 189) |
||||
|
||||
ts_scale(ts_delta(customer_acquisition_cost, 63), 189) |
||||
|
||||
group_neutralize(ts_delta(customer_acquisition_cost, 63), market_penetration_group) |
||||
|
||||
multiply(ts_delta(customer_acquisition_cost, 63), -1, filter=true) |
||||
|
||||
ts_av_diff(customer_acquisition_cost, 189) |
||||
|
||||
divide(ts_delta(customer_acquisition_cost, 63), ts_mean(customer_acquisition_cost, 189)) |
||||
|
||||
ts_std_dev(ts_delta(customer_acquisition_cost, 63), 189) |
||||
|
||||
ts_corr(ts_delta(customer_acquisition_cost, 63), ts_delta(forward_price_120, 63), 189) |
||||
|
||||
ts_regression(ts_delta(customer_acquisition_cost, 63), ts_delta(forward_price_120, 63), 189, rettype=0) |
||||
|
||||
ts_decay_linear(ts_delta(customer_acquisition_cost, 63), 189, dense=false) |
||||
|
||||
group_backfill(ts_delta(customer_acquisition_cost, 63), market_penetration_group, 189) |
||||
|
||||
ts_quantile(ts_delta(customer_acquisition_cost, 63), 189, driver="gaussian") |
||||
@ -0,0 +1,20 @@ |
||||
ts_backfill(fnd6_newa2v1300_oiadp, 60) |
||||
multiply(ts_delta(fnd6_newqeventv110_cipenq, 5), ts_rank(ts_zscore(fnd6_newqv1300_cipenq, 30), 10)) |
||||
group_neutralize(ts_mean(fscore_total, 20), vec_avg(multi_factor_acceleration_score_derivative)) |
||||
subtract(ts_av_diff(nws12_afterhsz_tonhigh, 10), ts_av_diff(nws12_allz_result2, 10)) |
||||
divide(ts_sum(nws12_mainz_tonhigh, 15), ts_std_dev(rp_nip_ratings, 15)) |
||||
add(power(fn_comp_not_rec_a, 0.5), sqrt(abs(fn_comp_not_rec_stock_options_a))) |
||||
max(ts_delay(fn_comp_not_rec_stock_options_q, 3), ts_delay(fn_def_tax_assets_liab_net_q, 3)) |
||||
if_else(ts_rank(fn_entity_common_stock_shares_out_a, 20) > 0.5, fn_entity_common_stock_shares_out_q, 0) |
||||
ts_corr(fn_liab_fair_val_a, fn_liab_fair_val_l1_a, 30) |
||||
min(ts_product(fn_liab_fair_val_l1_q, 5), ts_product(fn_liab_fair_val_l2_a, 5)) |
||||
reverse(ts_regression(fn_liab_fair_val_l2_q, fn_oth_income_loss_fx_transaction_and_tax_translation_adj_q, 20, 0, 1)) |
||||
signed_power(ts_delta(fn_treasury_stock_shares_a, 10), ts_scale(fnd2_a_fedstyitxrt, 10)) |
||||
group_zscore(ts_backfill(forward_price_120, 30), bucket(rank(ts_mean(fscore_total, 20)), range="0,1,0.2")) |
||||
ts_decay_linear(multi_factor_acceleration_score_derivative, 10, true) |
||||
quantile(ts_covariance(nws12_afterhsz_tonhigh, nws12_allz_result2, 15), "gaussian", 1.0) |
||||
trade_when(ts_step(1) > 5, ts_arg_max(nws12_mainz_tonhigh, 10), rp_nip_ratings) |
||||
vec_sum(kth_element(fn_comp_not_rec_a, 5, 2)) |
||||
hump(ts_count_nans(fn_comp_not_rec_stock_options_a, 20), 0.01) |
||||
winsorize(days_from_last_change(fn_comp_not_rec_stock_options_q), 3) |
||||
last_diff_value(fn_def_tax_assets_liab_net_q, 7) |
||||
@ -0,0 +1,39 @@ |
||||
ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN") |
||||
|
||||
divide(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), group_mean(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), sector)) |
||||
|
||||
ts_delta(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 20) |
||||
|
||||
group_zscore(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), industry) |
||||
|
||||
ts_rank(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 126) |
||||
|
||||
ts_zscore(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 63) |
||||
|
||||
group_scale(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), industry) |
||||
|
||||
ts_decay_linear(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 90, dense=false) |
||||
|
||||
ts_mean(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 60) |
||||
|
||||
ts_std_dev(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 120) |
||||
|
||||
ts_corr(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), forward_price_120, 90) |
||||
|
||||
ts_quantile(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 252, driver="gaussian") |
||||
|
||||
ts_arg_max(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 180) |
||||
|
||||
ts_arg_min(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 180) |
||||
|
||||
ts_scale(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 252, constant=0) |
||||
|
||||
group_neutralize(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), subindustry) |
||||
|
||||
ts_av_diff(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 90) |
||||
|
||||
hump(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), hump=0.01) |
||||
|
||||
ts_regression(forward_price_120, ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 120, lag=0, rettype=0) |
||||
|
||||
multi_factor_acceleration_score_derivative * ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN") |
||||
@ -0,0 +1,39 @@ |
||||
ts_backfill(fnd6_newa2v1300_oiadp, 250, 1) |
||||
ts_backfill(fn_entity_common_stock_shares_out_q, 250, 1) |
||||
ts_backfill(fn_treasury_stock_shares_a, 250, 1) |
||||
|
||||
divide(ts_backfill(fnd6_newa2v1300_oiadp, 250, 1), group_mean(ts_backfill(fnd6_newa2v1300_oiadp, 250, 1), 1, bucket(fn_comp_not_rec_a, buckets = "2,5,6,7,10"))) |
||||
|
||||
ts_delta(ts_backfill(fn_liab_fair_val_l1_q, 250, 1), 60) |
||||
|
||||
ts_rank(divide(fn_comp_not_rec_stock_options_a, fn_entity_common_stock_shares_out_q), 120, 0) |
||||
|
||||
group_zscore(ts_backfill(fn_def_tax_assets_liab_net_q, 250, 1), bucket(ts_backfill(fn_treasury_stock_shares_a, 250, 1), buckets = "2,5,6,7,10")) |
||||
|
||||
ts_corr(ts_backfill(fn_liab_fair_val_l2_a, 250, 1), ts_backfill(fn_liab_fair_val_l1_a, 250, 1), 60) |
||||
|
||||
multiply(sign(ts_delta(ts_backfill(fnd6_newqv1300_cipenq, 250, 1), 30)), ts_std_dev(ts_backfill(fn_comp_not_rec_stock_options_q, 250, 1), 60)) |
||||
|
||||
if_else(ts_backfill(fscore_total, 250, 1) > group_mean(ts_backfill(fscore_total, 250, 1), 1, bucket(fn_comp_not_rec_a, buckets = "2,5,6,7,10")), ts_sum(ts_backfill(multi_factor_acceleration_score_derivative, 250, 1), 30), reverse(ts_sum(ts_backfill(multi_factor_acceleration_score_derivative, 250, 1), 30))) |
||||
|
||||
subtract(ts_mean(ts_backfill(nws12_afterhsz_tonhigh, 250, 1), 60), ts_mean(ts_backfill(nws12_mainz_tonhigh, 250, 1), 60)) |
||||
|
||||
ts_av_diff(ts_backfill(rp_nip_ratings, 250, 1), 30) |
||||
|
||||
add(ts_backfill(fn_oth_income_loss_fx_transaction_and_tax_translation_adj_q, 250, 1), ts_backfill(fnd2_a_fedstyitxrt, 250, 1)) |
||||
|
||||
power(divide(ts_backfill(fn_entity_common_stock_shares_out_a, 250, 1), ts_backfill(fn_treasury_stock_shares_a, 250, 1)), 0.5) |
||||
|
||||
ts_zscore(ts_backfill(fn_liab_fair_val_a, 250, 1), 120) |
||||
|
||||
group_neutralize(ts_backfill(forward_price_120, 250, 1), bucket(ts_backfill(fn_comp_not_rec_stock_options_a, 250, 1), buckets = "2,5,6,7,10")) |
||||
|
||||
ts_regression(ts_backfill(fnd6_newa2v1300_oiadp, 250, 1), ts_backfill(fn_entity_common_stock_shares_out_q, 250, 1), 60, 0, 1) |
||||
|
||||
log(divide(ts_backfill(fn_def_tax_assets_liab_net_q, 250, 1), ts_backfill(fn_comp_not_rec_a, 250, 1))) |
||||
|
||||
ts_scale(ts_backfill(nws12_allz_result2, 250, 1), 60, 0.01) |
||||
|
||||
signed_power(ts_delta(ts_backfill(fscore_total, 250, 1), 30), 2) |
||||
|
||||
inverse(ts_mean(ts_backfill(fn_liab_fair_val_l2_q, 250, 1), 60)) |
||||
@ -0,0 +1,39 @@ |
||||
ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1) |
||||
|
||||
divide(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_mean(fnd6_newa2v1300_oiadp, 60)) |
||||
|
||||
ts_delta(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 5) |
||||
|
||||
ts_rank(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 60) |
||||
|
||||
ts_zscore(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30) |
||||
|
||||
group_mean(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), sector, industry) |
||||
|
||||
group_neutralize(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry) |
||||
|
||||
group_scale(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), sector) |
||||
|
||||
group_zscore(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry) |
||||
|
||||
ts_decay_linear(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 10) |
||||
|
||||
ts_corr(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_delay(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 1), 20) |
||||
|
||||
ts_quantile(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 60, driver="gaussian") |
||||
|
||||
ts_scale(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30) |
||||
|
||||
ts_std_dev(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 20) |
||||
|
||||
ts_sum(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 10) |
||||
|
||||
ts_av_diff(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 20) |
||||
|
||||
ts_arg_max(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30) |
||||
|
||||
ts_arg_min(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30) |
||||
|
||||
ts_regression(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_delay(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 1), 20, rettype=0) |
||||
|
||||
group_backfill(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry, 20, std=4) |
||||
Some files were not shown because too many files have changed in this diff Show More
Loading…
Reference in new issue