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This commit is contained in:
@@ -0,0 +1,59 @@
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if_else(fnd6_newqv1300_seqq != 0, divide(goodwill, fnd6_newqv1300_seqq), 0)
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rank(if_else(fnd6_newqv1300_seqq != 0, divide(goodwill, fnd6_newqv1300_seqq), 0))
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group_neutralize(goodwill, pv13_hierarchy_min10_top3000_513_sector)
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ts_delta(goodwill, 252)
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ts_zscore(ts_delta(goodwill, 63), 252)
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divide(ts_delta(sales_ps, 63), ts_delay(sales_ps, 63))
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rank(divide(ts_delta(sales_ps, 63), ts_delay(sales_ps, 63)))
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divide(ts_delta(income, 63), abs(ts_delay(income, 63)))
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ts_zscore(income, 252)
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divide(subtract(income, anl4_ebit_median), abs(anl4_ebit_median))
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divide(forward_price_120, earnings_per_share_nongaap_value)
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divide(divide(forward_price_120, earnings_per_share_nongaap_value), group_mean(divide(forward_price_120, earnings_per_share_nongaap_value), 1, pv13_hierarchy_min10_top3000_513_sector))
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subtract(divide(forward_price_120, earnings_per_share_nongaap_value), group_mean(divide(forward_price_120, earnings_per_share_nongaap_value), 1, pv13_hierarchy_min10_top3000_513_sector))
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nws18_sse
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ts_delta(nws18_sse, 1)
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ts_mean(nws18_sse, 21)
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ts_delta(forward_price_120, 1)
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ts_std_dev(divide(ts_delta(forward_price_120, 1), ts_delay(forward_price_120, 1)), 252)
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ts_sum(divide(ts_delta(forward_price_120, 1), ts_delay(forward_price_120, 1)), 63)
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divide(ts_delta(forward_price_120, 1), ts_std_dev(forward_price_120, 252))
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ts_mean(news_tot_ticks, 21)
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ts_corr(nws18_sse, divide(ts_delta(forward_price_120, 1), ts_delay(forward_price_120, 1)), 21)
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divide(goodwill, sales_ps)
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divide(sales_ps, fnd6_newqv1300_ppentq)
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divide(fnd6_dlto, fnd6_newqv1300_seqq)
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divide(income, fnd6_nxints)
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fnd6_spis
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ts_delta(anl4_ebit_median, 1)
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ts_rank(goodwill, 252)
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group_zscore(income, pv13_hierarchy_min10_top3000_513_sector)
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@@ -0,0 +1,67 @@
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multiply(-1,multiply(if_else(greater(ts_sum(greater(ts_zscore(parkinson_volatility_30,60),2),22),10),ts_mean(subtract(divide(ts_delta(vwap,1),ts_delay(vwap,1)),group_mean(divide(ts_delta(vwap,1),ts_delay(vwap,1)),1,pv13_hierarchy_min30_sector)),22),0),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector)))
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ts_zscore(parkinson_volatility_30,60)
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group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector)
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ts_mean(ts_delta(vwap,1),22)
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subtract(divide(ts_delta(vwap,1),ts_delay(vwap,1)),group_mean(divide(ts_delta(vwap,1),ts_delay(vwap,1)),1,pv13_hierarchy_min30_sector))
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ts_corr(vwap,parkinson_volatility_30,30)
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ts_rank(vwap,22)
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group_rank(fscore_bfl_total,pv13_hierarchy_min30_sector)
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ts_std_dev(divide(ts_delta(vwap,1),ts_delay(vwap,1)),20)
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multiply(ts_zscore(parkinson_volatility_30,60),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector))
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if_else(greater(ts_mean(ts_delta(vwap,1),20),0),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector),0)
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ts_sum(greater(ts_delta(vwap,1),0),10)
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group_mean(divide(ts_delta(vwap,1),ts_delay(vwap,1)),1,pv13_hierarchy_min30_sector)
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ts_av_diff(vwap,5)
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subtract(ts_mean(vwap,10),ts_mean(vwap,30))
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multiply(ts_rank(vwap,20),group_rank(fscore_bfl_total,pv13_hierarchy_min30_sector))
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ts_delta(parkinson_volatility_30,5)
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if_else(less(ts_zscore(parkinson_volatility_30,60),-2),ts_mean(ts_delta(vwap,1),10),0)
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group_scale(fscore_bfl_total,pv13_hierarchy_min30_sector)
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ts_covariance(vwap,parkinson_volatility_30,30)
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multiply(sign(ts_delta(vwap,1)),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector))
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ts_decay_linear(divide(ts_delta(vwap,1),ts_delay(vwap,1)),10)
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subtract(ts_mean(vwap,5),ts_mean(vwap,20))
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if_else(greater(ts_sum(less(ts_delta(vwap,1),0),5),1),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector),0)
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ts_product(divide(ts_delta(vwap,1),ts_delay(vwap,1)),5)
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multiply(ts_zscore(vwap,20),ts_zscore(parkinson_volatility_30,20))
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group_neutralize(divide(ts_delta(vwap,1),ts_delay(vwap,1)),pv13_hierarchy_min30_sector)
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ts_backfill(vwap,5)
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if_else(greater(ts_std_dev(divide(ts_delta(vwap,1),ts_delay(vwap,1)),10),0.05),1,0)
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multiply(ts_mean(ts_delta(vwap,1),10),group_mean(fscore_bfl_total,1,pv13_hierarchy_min30_sector))
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ts_arg_max(vwap,10)
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ts_arg_min(vwap,10)
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subtract(ts_max(vwap,10),ts_min(vwap,10))
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multiply(if_else(greater(ts_delta(vwap,1),0),1,-1),group_zscore(fscore_bfl_total,pv13_hierarchy_min30_sector))
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@@ -0,0 +1,59 @@
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ts_zscore(goodwill / fnd6_newqv1300_seqq, 252)
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ts_rank(goodwill / fnd6_newqv1300_seqq, 252)
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ts_delta(sales_growth, 60)
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ts_mean(fnd6_newqv1300_cshoq, 90)
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ts_std_dev(fnd6_newqv1300_cshoq, 120)
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ts_corr(sales_growth, fnd6_newqv1300_cshoq, 180)
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ts_av_diff(goodwill / fnd6_newqv1300_seqq, 252)
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ts_quantile(goodwill / fnd6_newqv1300_seqq, 252)
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ts_arg_max(fnd6_newqv1300_cshoq, 180)
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ts_arg_min(sales_growth, 180)
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ts_sum(fnd6_newqv1300_cshoq, 60)
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ts_delay(goodwill / fnd6_newqv1300_seqq, 30)
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ts_product(sales_growth, 30)
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ts_scale(goodwill / fnd6_newqv1300_seqq, 252)
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ts_backfill(fnd6_newqv1300_cshoq, 90)
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ts_count_nans(sales_growth, 120)
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ts_covariance(goodwill / fnd6_newqv1300_seqq, sales_growth, 180)
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ts_regression(sales_growth, fnd6_newqv1300_cshoq, 252, 0, 0)
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ts_step(1)
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ts_decay_linear(fnd6_newqv1300_cshoq, 90)
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ts_rank(sales_growth, 180)
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ts_zscore(fnd6_newqv1300_cshoq, 120)
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ts_mean(sales_growth, 90)
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ts_std_dev(sales_growth, 180)
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ts_delta(goodwill / fnd6_newqv1300_seqq, 60)
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ts_corr(fnd6_newqv1300_cshoq, sales_growth, 120)
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ts_av_diff(sales_growth, 180)
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ts_quantile(fnd6_newqv1300_cshoq, 252)
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ts_arg_max(sales_growth, 120)
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ts_arg_min(goodwill / fnd6_newqv1300_seqq, 120)
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@@ -0,0 +1,59 @@
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ts_zscore(add(fnd6_ciother, fnd6_cibegni), 20)
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ts_rank(subtract(fnd6_newqv1300_fcaq, fnd6_newqv1300_rdipaq), 30)
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group_zscore(divide(fnd6_mfma1_dpc, fnd6_newa2v1300_ppegt), pv13_hierarchy_min30_sector)
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ts_scale(ts_delta(fnd6_optvolq, 5), 10)
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ts_mean(ts_av_diff(fnd6_newa1v1300_epsfx, 15), 20)
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ts_std_dev(ts_corr(fnd6_optdr, fnd6_optlife, 25), 10)
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ts_arg_max(ts_sum(fnd6_newqeventv110_gdwliaq, 10), 20)
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ts_arg_min(ts_product(fnd6_cld4, 5), 15)
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ts_backfill(ts_delay(fnd6_newqv1300_invfgq, 3), 5, 1)
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ts_quantile(ts_rank(fnd6_newqeventv110_wdpq, 20), 30)
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ts_covariance(fnd6_newa2v1300_txt, fnd6_newa1v1300_dvc, 25)
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ts_regression(fnd6_txdfo, fnd6_optprcey, 20, 0, 0)
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ts_decay_linear(fnd6_newqeventv110_aociderglq, 15, false)
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ts_count_nans(ts_delta(fnd6_optprcca, 5), 10)
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ts_sum(ts_zscore(fnd6_newqv1300_ciotherq, 20), 15)
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ts_product(ts_scale(fnd6_mrcta, 10), 5)
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ts_delay(ts_mean(fnd6_newqeventv110_gdwlipq, 20), 3)
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ts_delta(ts_std_dev(fnd6_newa2v1300_ppegt, 15), 5)
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ts_rank(ts_corr(fnd6_optvolq, fnd6_optdr, 20), 25)
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ts_av_diff(ts_sum(fnd6_newqeventv110_pnrshoq, 10), 15)
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ts_quantile(ts_delta(fnd6_newqv1300_fcaq, 5), 20)
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ts_arg_max(ts_mean(fnd6_newa1v1300_epsfx, 10), 15)
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ts_arg_min(ts_std_dev(fnd6_newqeventv110_gdwliaq, 20), 25)
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ts_backfill(ts_delay(fnd6_newqv1300_invfgq, 5), 10, 1)
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ts_covariance(fnd6_txdfo, fnd6_optprcey, 30)
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ts_regression(fnd6_newa2v1300_txt, fnd6_newa1v1300_dvc, 25, 0, 0)
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ts_decay_linear(fnd6_newqeventv110_wdpq, 20, false)
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ts_count_nans(ts_delta(fnd6_optprcca, 10), 15)
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ts_sum(ts_zscore(fnd6_newqv1300_ciotherq, 25), 20)
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ts_product(ts_scale(fnd6_mrcta, 15), 10)
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@@ -0,0 +1,59 @@
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group_neutralize(ts_rank(divide(goodwill, fnd6_newqv1300_seqq), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_zscore(divide(fnd6_newqeventv110_gdwliaq, ts_sum(fnd6_newqeventv110_gdwliaq, 252)), 63), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_delta(divide(goodwill, fnd6_newqv1300_seqq), 63), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_corr(divide(goodwill, fnd6_newqv1300_seqq), fnd6_newqv1300_oiadpq, 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_av_diff(divide(goodwill, fnd6_newqv1300_seqq), 63), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(if_else(ts_sum(fnd6_newqeventv110_gdwliaq, 252) > 0, ts_zscore(fnd6_newqeventv110_gdwliaq, 63), 0), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_delta(divide(fnd6_newqeventv110_gdwliaq, ts_sum(fnd6_newqeventv110_gdwliaq, 252)), 21), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_corr(divide(goodwill, fnd6_newqv1300_seqq), sales_growth, 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_std_dev(divide(goodwill, fnd6_newqv1300_seqq), 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_sum(if_else(fnd6_newqeventv110_gdwliaq > 0, 1, 0), 252), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(divide(ts_sum(fnd6_newqeventv110_gdwliaq, 252), ts_sum(goodwill, 252)), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_corr(divide(goodwill, fnd6_newqv1300_seqq), fnd6_newqv1300_spiq, 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_delta(divide(goodwill, fnd6_newqv1300_ppentq), 63), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_zscore(divide(goodwill, fnd6_newqv1300_seqq), 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_av_diff(divide(goodwill, fnd6_newqv1300_seqq), 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_corr(divide(goodwill, fnd6_newqv1300_seqq), income, 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_delta(divide(goodwill, fnd6_newqv1300_seqq), 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_sum(divide(goodwill, fnd6_newqv1300_seqq), 252), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_corr(divide(goodwill, fnd6_newqv1300_seqq), fnd6_newqv1300_intanoq, 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_std_dev(divide(fnd6_newqeventv110_gdwliaq, ts_sum(fnd6_newqeventv110_gdwliaq, 252)), 63), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_zscore(divide(fnd6_newqeventv110_gdwliaq, ts_sum(fnd6_newqeventv110_gdwliaq, 252)), 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_av_diff(divide(fnd6_newqeventv110_gdwliaq, ts_sum(fnd6_newqeventv110_gdwliaq, 252)), 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_corr(divide(goodwill, fnd6_newqv1300_seqq), fnd6_newqv1300_cshoq, 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_delta(divide(goodwill, fnd6_newqv1300_seqq), 252), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_sum(divide(fnd6_newqeventv110_gdwliaq, ts_sum(fnd6_newqeventv110_gdwliaq, 252)), 252), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_corr(divide(goodwill, fnd6_newqv1300_seqq), fnd6_newqv1300_aocisecglq, 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_std_dev(divide(goodwill, fnd6_newqv1300_seqq), 252), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_zscore(divide(goodwill, fnd6_newqv1300_seqq), 252), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_av_diff(divide(goodwill, fnd6_newqv1300_seqq), 252), 252), pv13_hierarchy_min10_top3000_513_sector)
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group_neutralize(ts_rank(ts_corr(divide(goodwill, fnd6_newqv1300_seqq), fnd6_newqv1300_dpq, 126), 252), pv13_hierarchy_min10_top3000_513_sector)
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@@ -0,0 +1,59 @@
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group_neutralize(ts_rank(divide(ts_sum(if_else(ts_delta(vwap, 5) < 0, ts_delta(vwap, 5), 0), 22), ts_sum(abs(ts_delta(vwap, 5)), 22)), 44), pv13_hierarchy_min30_sector)
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group_neutralize(ts_rank(ts_sum(if_else(ts_delta(vwap, 5) < 0, 1, 0), 22), 44), pv13_hierarchy_min30_sector)
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group_neutralize(ts_rank(ts_corr(vwap, ts_sum(vwap, 22), 44), 44), pv13_hierarchy_min30_sector)
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group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
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group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
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group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
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group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
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|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
|
||||
group_neutralize(ts_rank(ts_corr(ts_rank(vwap, 44), ts_rank(ts_sum(vwap, 22), 44), 44), 44), pv13_hierarchy_min30_sector)
|
||||
@@ -0,0 +1,61 @@
|
||||
group_zscore(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_f3_513_sector)
|
||||
|
||||
group_neutralize(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_f3_513_sector)
|
||||
|
||||
ts_zscore(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
|
||||
|
||||
ts_rank(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
|
||||
|
||||
group_rank(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_f3_513_sector)
|
||||
|
||||
ts_mean(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
|
||||
|
||||
ts_std_dev(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
|
||||
|
||||
divide(ts_std_dev(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504), ts_mean(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504))
|
||||
|
||||
ts_delta(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 63)
|
||||
|
||||
ts_regression(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), ts_step(1), 504, 0, 1)
|
||||
|
||||
ts_av_diff(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
|
||||
|
||||
group_zscore(ts_mean(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504), pv13_hierarchy_f3_513_sector)
|
||||
|
||||
group_neutralize(ts_std_dev(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504), pv13_hierarchy_f3_513_sector)
|
||||
|
||||
multiply(group_zscore(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_f3_513_sector), -1)
|
||||
|
||||
ts_zscore(ts_delta(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 63), 504)
|
||||
|
||||
group_zscore(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_min2_focused_pureplay_3000_513_sector)
|
||||
|
||||
multiply(divide(fnd6_newqv1300_invoq, est_sales), 365)
|
||||
|
||||
group_zscore(fnd6_newqv1300_invoq, pv13_hierarchy_f3_513_sector)
|
||||
|
||||
ts_zscore(fnd6_newqv1300_invoq, 504)
|
||||
|
||||
divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt)
|
||||
|
||||
group_zscore(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), pv13_hierarchy_f3_513_sector)
|
||||
|
||||
ts_mean(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 504)
|
||||
|
||||
ts_std_dev(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 504)
|
||||
|
||||
multiply(ts_rank(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 504), -1)
|
||||
|
||||
ts_quantile(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
|
||||
|
||||
group_scale(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_f3_513_sector)
|
||||
|
||||
normalize(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25))
|
||||
|
||||
quantile(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25))
|
||||
|
||||
scale(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25))
|
||||
|
||||
winsorize(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 4)
|
||||
|
||||
zscore(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25))
|
||||
@@ -0,0 +1,65 @@
|
||||
group_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector)
|
||||
|
||||
group_zscore(ts_mean(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector)
|
||||
|
||||
subtract(group_zscore(ts_mean(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector), group_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector))
|
||||
|
||||
ts_rank(ts_std_dev(fnd6_newqv1300_invoq, 504), 126)
|
||||
|
||||
ts_rank(ts_mean(fnd6_newqv1300_invoq, 504), 126)
|
||||
|
||||
subtract(ts_rank(ts_mean(fnd6_newqv1300_invoq, 504), 126), ts_rank(ts_std_dev(fnd6_newqv1300_invoq, 504), 126))
|
||||
|
||||
ts_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), 252)
|
||||
|
||||
ts_zscore(ts_mean(fnd6_newqv1300_invoq, 504), 252)
|
||||
|
||||
subtract(ts_zscore(ts_mean(fnd6_newqv1300_invoq, 504), 252), ts_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), 252))
|
||||
|
||||
ts_delta(ts_mean(fnd6_newqv1300_invoq, 504), 63)
|
||||
|
||||
ts_delta(ts_std_dev(fnd6_newqv1300_invoq, 504), 63)
|
||||
|
||||
subtract(ts_delta(ts_mean(fnd6_newqv1300_invoq, 504), 63), ts_delta(ts_std_dev(fnd6_newqv1300_invoq, 504), 63))
|
||||
|
||||
ts_corr(ts_mean(fnd6_newqv1300_invoq, 504), ts_std_dev(fnd6_newqv1300_invoq, 504), 252)
|
||||
|
||||
ts_covariance(ts_mean(fnd6_newqv1300_invoq, 504), ts_std_dev(fnd6_newqv1300_invoq, 504), 252)
|
||||
|
||||
divide(ts_mean(fnd6_newqv1300_invoq, 504), ts_std_dev(fnd6_newqv1300_invoq, 504))
|
||||
|
||||
ts_av_diff(ts_mean(fnd6_newqv1300_invoq, 504), 504)
|
||||
|
||||
ts_av_diff(ts_std_dev(fnd6_newqv1300_invoq, 504), 504)
|
||||
|
||||
subtract(ts_av_diff(ts_mean(fnd6_newqv1300_invoq, 504), 504), ts_av_diff(ts_std_dev(fnd6_newqv1300_invoq, 504), 504))
|
||||
|
||||
ts_quantile(ts_mean(fnd6_newqv1300_invoq, 504), 504)
|
||||
|
||||
ts_quantile(ts_std_dev(fnd6_newqv1300_invoq, 504), 504)
|
||||
|
||||
subtract(ts_quantile(ts_mean(fnd6_newqv1300_invoq, 504), 504), ts_quantile(ts_std_dev(fnd6_newqv1300_invoq, 504), 504))
|
||||
|
||||
ts_sum(ts_mean(fnd6_newqv1300_invoq, 504), 126)
|
||||
|
||||
ts_sum(ts_std_dev(fnd6_newqv1300_invoq, 504), 126)
|
||||
|
||||
subtract(ts_sum(ts_mean(fnd6_newqv1300_invoq, 504), 126), ts_sum(ts_std_dev(fnd6_newqv1300_invoq, 504), 126))
|
||||
|
||||
ts_product(ts_mean(fnd6_newqv1300_invoq, 504), 63)
|
||||
|
||||
ts_product(ts_std_dev(fnd6_newqv1300_invoq, 504), 63)
|
||||
|
||||
divide(ts_product(ts_mean(fnd6_newqv1300_invoq, 504), 63), ts_product(ts_std_dev(fnd6_newqv1300_invoq, 504), 63))
|
||||
|
||||
ts_arg_min(ts_mean(fnd6_newqv1300_invoq, 504), 504)
|
||||
|
||||
ts_arg_max(ts_std_dev(fnd6_newqv1300_invoq, 504), 504)
|
||||
|
||||
subtract(ts_arg_min(ts_mean(fnd6_newqv1300_invoq, 504), 504), ts_arg_max(ts_std_dev(fnd6_newqv1300_invoq, 504), 504))
|
||||
|
||||
ts_count_nans(fnd6_newqv1300_invoq, 504)
|
||||
|
||||
ts_backfill(fnd6_newqv1300_invoq, 504)
|
||||
|
||||
subtract(ts_backfill(fnd6_newqv1300_invoq, 504), ts_count_nans(fnd6_newqv1300_invoq, 504))
|
||||
@@ -0,0 +1,57 @@
|
||||
ts_delta(sales_ps, 30)
|
||||
|
||||
ts_rank(debt_lt, 60)
|
||||
|
||||
ts_zscore(implied_volatility_mean_skew_120, 90)
|
||||
|
||||
group_zscore(sales_ps, pv13_h_min2_3000_sector)
|
||||
|
||||
ts_corr(sales_ps, debt_lt, 60)
|
||||
|
||||
ts_mean(forward_price_120, 30)
|
||||
|
||||
subtract(sales_ps, ts_mean(sales_ps, 60))
|
||||
|
||||
divide(sales_ps, debt_lt)
|
||||
|
||||
ts_regression(sales_ps, ts_step(1), 60, 0, 0)
|
||||
|
||||
if_else(ts_delta(sales_ps, 30) > 0, 1, -1)
|
||||
|
||||
log(sales_ps)
|
||||
|
||||
ts_sum(sales_ps, 30)
|
||||
|
||||
ts_product(sales_ps, 30)
|
||||
|
||||
ts_quantile(sales_ps, 60, "gaussian")
|
||||
|
||||
ts_count_nans(sales_ps, 60)
|
||||
|
||||
ts_covariance(sales_ps, debt_lt, 60)
|
||||
|
||||
multiply(sales_ps, 0.01)
|
||||
|
||||
add(sales_ps, ts_delay(sales_ps, 30))
|
||||
|
||||
power(sales_ps, 2)
|
||||
|
||||
ts_scale(sales_ps, 60)
|
||||
|
||||
ts_std_dev(sales_ps, 60)
|
||||
|
||||
normalize(sales_ps)
|
||||
|
||||
quantile(sales_ps)
|
||||
|
||||
rank(sales_ps)
|
||||
|
||||
scale(sales_ps)
|
||||
|
||||
winsorize(sales_ps, 4)
|
||||
|
||||
ts_delta(forward_price_120, 10)
|
||||
|
||||
ts_rank(option_breakeven_180, 30)
|
||||
|
||||
group_neutralize(debt_lt, pv13_h_min2_3000_sector)
|
||||
@@ -0,0 +1,30 @@
|
||||
ts_delta(fnd6_newqv1300_cibegniq, 12) / ts_mean(fnd6_newqv1300_cibegniq, 12)
|
||||
ts_rank(fnd6_newqv1300_ivstq, 240) * ts_scale(fnd6_newqv1300_ivstq, 120)
|
||||
group_zscore(fnd6_newqv1300_lltq, pv13_h_min2_3000_sector)
|
||||
ts_arg_min(fnd6_newqv1300_intanq, 60) - ts_arg_max(fnd6_newqv1300_intanq, 60)
|
||||
ts_corr(fnd6_newqv1300_optrfrq, fnd6_newqv1300_miiq, 90)
|
||||
ts_std_dev(fnd6_newqv1300_aqpl1q, 180) / ts_mean(fnd6_newqv1300_aqpl1q, 180)
|
||||
ts_quantile(fnd6_newqv1300_oepsxq, 240, "gaussian") * ts_zscore(fnd6_newqv1300_oepsxq, 120)
|
||||
ts_backfill(fnd6_newqv1300_txach, 30, 1, "NAN") + ts_delay(fnd6_newqv1300_txach, 5)
|
||||
ts_sum(fnd6_newqv1300_ciotherq, 60) / ts_sum(fnd6_newqv1300_cibegniq, 60)
|
||||
ts_av_diff(fnd6_newqv1300_spceepsp12, 90) * ts_rank(fnd6_newqv1300_spceepsp12, 90)
|
||||
group_scale(fnd6_newqv1300_fcaq, pv13_r2_min20_1000_sector)
|
||||
ts_decay_linear(fnd6_newqv1300_lltq, 120, false) - ts_decay_linear(fnd6_newqv1300_ivstq, 120, false)
|
||||
ts_count_nans(fnd6_newqv1300_aociotherq, 30) > 5 ? 0 : fnd6_newqv1300_aociotherq
|
||||
ts_product(fnd6_newqv1300_prclq, 20) / ts_product(fnd6_newqv1300_prclq, 10)
|
||||
ts_regression(fnd6_newqv1300_oepsxq, fnd6_newqv1300_spceepsp12, 180, 0, 0)
|
||||
ts_mean(fnd6_newqv1300_xaccq, 60) * ts_std_dev(fnd6_newqv1300_xaccq, 60)
|
||||
group_neutralize(fnd6_newqv1300_txdba, pv13_h_min24_500_sector)
|
||||
ts_delta(fnd6_newqv1300_cptmfmq_dpq, 30) / ts_delay(fnd6_newqv1300_cptmfmq_dpq, 30)
|
||||
ts_rank(fnd6_newqv1300_xpr, 120) * ts_scale(fnd6_newqv1300_xpr, 60)
|
||||
ts_zscore(fnd6_newqv1300_sppe, 90) + ts_zscore(fnd6_newqv1300_sppe, 180)
|
||||
ts_arg_max(fnd6_newqv1300_fato, 120) - ts_arg_min(fnd6_newqv1300_fato, 120)
|
||||
ts_covariance(fnd6_newqv1300_lltq, fnd6_newqv1300_ivstq, 90) / ts_std_dev(fnd6_newqv1300_lltq, 90)
|
||||
ts_sum(fnd6_newqv1300_txach, 30) / ts_sum(fnd6_newqv1300_txach, 60)
|
||||
ts_scale(fnd6_newqv1300_ciotherq, 120) * ts_rank(fnd6_newqv1300_ciotherq, 120)
|
||||
ts_backfill(fnd6_newqv1300_aqpl1q, 20, 1, "NAN") - ts_delay(fnd6_newqv1300_aqpl1q, 10)
|
||||
ts_mean(fnd6_newqv1300_intanq, 90) / ts_mean(fnd6_newqv1300_intanq, 180)
|
||||
ts_quantile(fnd6_newqv1300_oepsxq, 240, "uniform") * ts_zscore(fnd6_newqv1300_oepsxq, 120)
|
||||
ts_delta(fnd6_newqv1300_txdba, 60) / ts_mean(fnd6_newqv1300_txdba, 60)
|
||||
ts_corr(fnd6_newqv1300_sppe, fnd6_newqv1300_xpr, 90) * ts_std_dev(fnd6_newqv1300_sppe, 90)
|
||||
ts_rank(fnd6_newqv1300_lltq, 120) * ts_scale(fnd6_newqv1300_lltq, 60)
|
||||
Reference in New Issue
Block a user