This commit is contained in:
jack
2026-01-08 17:30:38 +08:00
parent 0da3254831
commit 7ac1c4d161
20 changed files with 1669 additions and 95 deletions
+39
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ts_delta(subtract(ts_delta(fn_comp_not_rec_a, 63), ts_delta(fn_comp_not_rec_stock_options_a, 63)), 21)
group_neutralize(ts_rank(subtract(ts_mean(fn_liab_fair_val_a, 42), ts_mean(fn_comp_not_rec_a, 42)), bucket(ts_mean(fn_comp_not_rec_stock_options_q, 21))))
ts_corr(ts_delay(fn_comp_not_rec_stock_options_a, 10), ts_delta(fn_liab_fair_val_a, 21), 63)
multiply(ts_zscore(divide(fn_comp_not_rec_a, fn_liab_fair_val_a), 42), reverse(ts_rank(fn_comp_not_rec_stock_options_q, 21)))
subtract(ts_sum(fn_comp_not_rec_a, 63), ts_sum(fn_comp_not_rec_stock_options_a, 63))
ts_regression(fn_liab_fair_val_a, fn_comp_not_rec_stock_options_q, 42, 0, 0)
if_else(ts_delta(fn_comp_not_rec_a, 21) > ts_delta(fn_comp_not_rec_stock_options_q, 21), ts_mean(fn_liab_fair_val_a, 21), reverse(ts_mean(fn_comp_not_rec_stock_options_a, 21)))
group_zscore(ts_av_diff(fn_comp_not_rec_stock_options_q, 42), bucket(ts_rank(fn_liab_fair_val_a, 21)))
ts_backfill(subtract(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_q), 21, 1, "NAN")
ts_scale(divide(fn_liab_fair_val_a, fn_comp_not_rec_stock_options_a), 42, 0.1)
add(ts_covariance(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_q, 63), ts_covariance(fn_liab_fair_val_a, fn_comp_not_rec_stock_options_a, 63))
power(ts_delta(fn_comp_not_rec_stock_options_q, 10), ts_delta(fn_liab_fair_val_a, 10))
ts_decay_linear(subtract(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_a), 21, false)
multiply(ts_arg_min(fn_liab_fair_val_a, 42), ts_arg_max(fn_comp_not_rec_stock_options_q, 42))
normalize(ts_sum(divide(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_a), 21), true, 0.0)
ts_quantile(subtract(fn_liab_fair_val_a, fn_comp_not_rec_stock_options_q), 42, "gaussian")
rank(ts_mean(add(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_a), 21), 0)
group_rank(ts_std_dev(fn_liab_fair_val_a, 42), bucket(ts_mean(fn_comp_not_rec_stock_options_q, 21)))
winsorize(ts_delta(divide(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_q), 21), 3)
ts_count_nans(subtract(fn_liab_fair_val_a, fn_comp_not_rec_stock_options_a), 42)
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subtract(ts_delta(fnd6_newqeventv110_cibegniq, 90), ts_delta(fn_comp_not_rec_a, 90))
multiply(ts_zscore(fnd6_newqeventv110_cibegniq, 180), sign(ts_delta(fn_comp_not_rec_stock_options_q, 60)))
group_neutralize(divide(ts_mean(fnd6_newqeventv110_cibegniq, 120), ts_std_dev(fnd6_newqeventv110_cibegniq, 120)), 'sector')
ts_rank(subtract(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a), 252)
group_zscore(ts_av_diff(fnd6_newqeventv110_cibegniq, 90), 'industry')
ts_decay_linear(multiply(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_stock_options_q), 60, false)
if_else(gt(ts_delta(fn_comp_not_rec_a, 30), 0), ts_zscore(fnd6_newqeventv110_cibegniq, 60), reverse(ts_std_dev(fnd6_newqeventv110_cibegniq, 90)))
ts_corr(ts_delay(fnd6_newqeventv110_cibegniq, 30), fn_comp_not_rec_stock_options_q, 120)
group_scale(subtract(ts_sum(fnd6_newqeventv110_cibegniq, 60), ts_sum(fn_comp_not_rec_stock_options_q, 60)), 'country')
signed_power(ts_delta(fnd6_newqeventv110_cibegniq, 180), 0.5)
ts_arg_max(divide(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a), 252)
group_backfill(ts_mean(fn_comp_not_rec_stock_options_q, 90), 'sector', 60)
normalize(multiply(ts_regression(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a, 120, 0, 0), 100), true)
winsorize(ts_std_dev(subtract(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_stock_options_q), 180), 3)
ts_quantile(ts_delta(fnd6_newqeventv110_cibegniq, 90), 180, 'uniform')
bucket(rank(ts_mean(fn_comp_not_rec_a, 120)), buckets="2,5,6,7,10")
ts_backfill(ts_arg_min(fnd6_newqeventv110_cibegniq, 90), 120, 1, "NAN")
invert(ts_rank(multiply(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_stock_options_q), 180))
group_mean(ts_zscore(fnd6_newqeventv110_cibegniq, 90), 'industry', 'sector')
ts_scale(subtract(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a), 252, 0)
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add(ts_rank(fn_comp_not_rec_stock_options_q, 18), ts_zscore(fnd6_spce, 18))
subtract(ts_mean(fnd6_newqeventv110_spceepsq, 18), ts_std_dev(fnd6_newqeventv110_spceepsq, 18))
multiply(ts_delta(fnd6_newqeventv110_spcedq, 18), ts_rank(fnd6_newqeventv110_glceaq, 18))
divide(ts_sum(fnd6_newqv1300_spcedq, 18), ts_sum(fnd6_newqeventv110_spceeps12, 18))
if_else(ts_zscore(fnd6_newqeventv110_spcepd12, 18) > 0, ts_mean(fnd6_newqv1300_spceepsq, 18), ts_delta(fnd6_newqeventv110_spceepsq, 18))
ts_av_diff(fnd6_newqeventv110_spcep12, 18)
power(ts_corr(fnd6_spce, fn_comp_not_rec_stock_options_a, 18), 2)
reverse(ts_rank(fn_comp_not_rec_stock_options_q, 18))
ts_regression(fnd6_newqeventv110_spceepsq, fnd6_newqeventv110_glceaq, 18, 0, 0)
group_neutralize(ts_mean(fnd6_newqeventv110_spcedq, 18), fnd6_newqeventv110_spcedq)
max(ts_delay(fnd6_spce, 18), ts_mean(fnd6_spce, 18))
min(ts_sum(fnd6_newqeventv110_spceeps12, 18), ts_product(fnd6_newqeventv110_spceepsq, 18))
ts_scale(fnd6_newqv1300_spceepsq, 18, 1)
signed_power(ts_delta(fn_comp_not_rec_stock_options_a, 18), 0.5)
log(ts_sum(fnd6_newqeventv110_spcep12, 18))
sqrt(ts_mean(fnd6_newqeventv110_glceaq, 18))
inverse(ts_std_dev(fnd6_newqeventv110_spcepd12, 18))
ts_decay_linear(fnd6_newqeventv110_spceepsq, 18, false)
ts_backfill(fnd6_newqv1300_spcedq, 18, 1, "NAN")
hump(ts_zscore(fnd6_newqeventv110_spceeps12, 18), 0.01)
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ts_zscore(fnd6_newqeventv110_spceepsq, 180)
group_neutralize(ts_delta(fnd6_newqeventv110_spcedq, 60), 'industry')
ts_rank(fnd6_newqv1300_spceepsq, 120) * ts_std_dev(fnd6_spce, 90)
ts_scale(fnd6_newqeventv110_spceeps12, 180, 0.5)
ts_corr(fnd6_newqeventv110_spcedq, fnd6_spce, 120)
group_zscore(ts_av_diff(fnd6_newqeventv110_spceepsq, 90), 'sector')
ts_decay_linear(fnd6_newqv1300_spcedq, 60, false)
ts_quantile(fnd6_newqeventv110_spcepd12, 180, 'uniform')
ts_rank(fnd6_newqeventv110_spcep12, 90) - ts_rank(fnd6_spce, 90)
group_mean(fnd6_newqeventv110_spceepsq, fnd6_spce, 'industry')
ts_delta(ts_mean(fnd6_newqv1300_spcedq, 30), 60)
ts_zscore(ts_delta(fnd6_spce, 30), 90)
ts_regression(fnd6_newqeventv110_spceepsq, fnd6_spce, 120, 0, 1)
group_scale(ts_std_dev(fnd6_newqeventv110_spcedq, 60), 'subindustry')
ts_arg_max(fnd6_newqeventv110_spceeps12, 180)
ts_backfill(fnd6_newqv1300_spceepsq, 120, 2, 'NAN')
ts_product(ts_delta(fnd6_spce, 30), 60)
ts_count_nans(fnd6_newqeventv110_spcepd12, 90)
group_rank(ts_zscore(fnd6_newqeventv110_spcedq, 60), 'country')
ts_covariance(fnd6_newqeventv110_spceepsq, fnd6_spce, 90)
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group_neutralize(ts_delta(multiply(divide(fnd6_newqeventv110_spceepsq, ts_delay(fnd6_newqeventv110_spceepsq, 90)), ts_rank(sales_ps, 120)), 'sector'), 'sector')
winsorize(subtract(ts_zscore(divide(sales_ps, ts_delay(sales_ps, 60)), 20), ts_zscore(rp_nip_ratings, 20)), 3)
ts_rank(multiply(ts_delta(fnd6_newqeventv110_spceepsq, 60), sign(ts_delta(nws18_sse, 5))), 120)
if_else(ts_delta(nws18_sse, 10) > 0, ts_sum(divide(fnd6_newqeventv110_spceepsq, sales_ps), 60), ts_delta(sales_ps, 60))
group_zscore(ts_mean(multiply(ts_delta(fnd6_spce, 30), ts_rank(nws18_sse, 60)), 90), 'industry')
quantile(add(ts_regression(sales_ps, fnd6_newqeventv110_spceepsq, 90, 0, 0), ts_corr(sales_ps, nws18_sse, 30)))
scale(ts_av_diff(divide(fnd6_newqeventv110_spceepsq, ts_delay(fnd6_newqeventv110_spceepsq, 90)), 60))
ts_sum(multiply(sign(ts_delta(fnd6_newqeventv110_spceepsq, 30)), ts_rank(rp_nip_ratings, 60)), 90)
rank(ts_backfill(multiply(ts_delta(sales_ps, 30), ts_zscore(nws18_sse, 30))))
multiply(ts_scale(divide(fnd6_newqeventv110_spceepsq, sales_ps), 60), ts_rank(ts_delta(nws18_sse, 10), 30))
hump(subtract(ts_zscore(fnd6_newqeventv110_spceepsq, 60), ts_zscore(sales_ps, 60)), 0.01)
ts_decay_linear(multiply(ts_delta(fnd6_newqeventv110_spceepsq, 30), abs(ts_delta(nws18_sse, 5))), 60, false)
if_else(ts_delta(rp_nip_ratings, 10) > ts_mean(rp_nip_ratings, 30), ts_sum(fnd6_newqeventv110_spceepsq, 60), reverse(ts_sum(sales_ps, 60)))
group_mean(divide(ts_delta(fnd6_spce, 30), ts_std_dev(sales_ps, 30)), 'equal', 'sector')
ts_covariance(divide(fnd6_newqeventv110_spceepsq, sales_ps), nws18_sse, 60)
power(ts_sum(sign(ts_delta(fnd6_newqeventv110_spceepsq, 20)), 60), ts_rank(ts_delta(nws18_sse, 10), 30))
kth_element(multiply(ts_delta(sales_ps, 30), ts_rank(rp_nip_ratings, 60), 90), 60, 1)
add(ts_product(divide(fnd6_newqeventv110_spceepsq, ts_delay(fnd6_newqeventv110_spceepsq, 30)), 60), ts_count_nans(nws18_sse, 60))
multiply(ts_arg_max(fnd6_newqeventv110_spceepsq, 60), ts_arg_min(sales_ps, 60))
subtract(ts_quantile(divide(fnd6_newqeventv110_spceepsq, sales_ps), 90, 'gaussian'), ts_quantile(nws18_sse, 90, 'uniform'))
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ts_rank(ts_delta(fnd6_newqeventv110_spceepsq, 63), 252)
ts_scale(ts_sum(fnd6_newqv1300_spceepsq, 90), 90)
group_neutralize(ts_zscore(fnd6_newqeventv110_spcedq, 126), 'sector')
ts_mean(ts_delta(fnd6_spce, 21), 63)
ts_corr(fnd6_newqv1300_spceepsq, sales_ps, 126)
ts_rank(ts_delta(ts_mean(fnd6_spce, 63), 21), 252)
ts_decay_linear(fnd6_newqeventv110_spceepsq, 63, true)
ts_regression(fnd6_newqeventv110_spceepsq, sales_ps, 126, 0, 0)
ts_std_dev(ts_delta(fnd6_newqv1300_spceepsq, 21), 126)
ts_product(ts_av_diff(fnd6_spce, 90), 21)
ts_quantile(ts_delta(fnd6_newqeventv110_spcedq, 63), 126, "uniform")
rank(ts_zscore(ts_sum(fnd6_spce, 63), 126))
ts_arg_max(ts_delta(fnd6_newqv1300_spceepsq, 21), 252)
group_rank(ts_mean(fnd6_newqeventv110_spceepsq, 63), 'industry')
ts_backfill(ts_delta(fnd6_spce, 63), 63, 1, "NAN")
ts_count_nans(ts_delta(fnd6_newqeventv110_spcedq, 21), 126)
ts_covariance(fnd6_newqv1300_spceepsq, sales_ps, 126)
ts_step(1) * ts_delta(fnd6_newqeventv110_spceepsq, 63)
normalize(ts_rank(ts_sum(fnd6_spce, 90), 252), true)
group_zscore(ts_delta(fnd6_newqv1300_spceepsq, 21), 'subindustry')
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divide(subtract(fnd6_cicurr, fn_comp_not_rec_a), ts_mean(fn_def_tax_assets_liab_net_q, 63))
not(ts_delta(fnd6_a_ltrmdmrepopliny5, 42))
ts_rank(multiply(fn_comp_not_rec_stock_options_q, forward_price_120), 126)
group_neutralize(ts_zscore(fnd6_newqv1300_ciderglq, 84), bucket(ts_step(1)))
power(add(fnd6_acdo, fnd6_newqeventv110_cicurrq, true), ts_av_diff(fn_comp_not_rec_stock_options_a, 21))
if_else(fnd6_newqv1300_cicurrq > vec_avg(fnd6_cicurr), ts_sum(fn_comp_not_rec_a, 63), reverse(ts_rank(fnd6_a_ltrmdmrepopliny5, 84)))
ts_corr(fnd6_cicurr, multi_factor_acceleration_score_derivative, 252)
kth_element(fn_def_tax_assets_liab_net_q, 21, 5)
scale(ts_backfill(fnd6_newqv1300_cicurrq, 42, 3), 2, 1, 1)
group_zscore(ts_delta(fn_comp_not_rec_stock_options_q, 63), bucket(ts_step(1), range="0,1,0.2"))
signed_power(ts_mean(fnd6_acdo, 126), ts_std_dev(fnd6_newqeventv110_cicurrq, 84))
subtract(ts_arg_max(fn_comp_not_rec_stock_options_a, 63), ts_arg_min(fn_def_tax_assets_liab_net_q, 63))
divide(ts_count_nans(fnd6_newqv1300_ciderglq, 126), ts_product(fnd6_a_ltrmdmrepopliny5, 42))
ts_regression(forward_price_120, multi_factor_acceleration_score_derivative, 252, 5, 1)
hump(rank(fnd6_cicurr, 0), 0.05)
vec_sum(ts_decay_linear(fn_comp_not_rec_a, 21, true))
group_rank(ts_scale(fnd6_newqv1300_cicurrq, 84, 0.1), densify(bucket(ts_step(1), buckets="2,5,10")))
days_from_last_change(fn_comp_not_rec_stock_options_q)
winsorize(ts_covariance(fnd6_acdo, fnd6_newqeventv110_cicurrq, 126), 3)
normalize(ts_quantile(fn_def_tax_assets_liab_net_q, 63, "uniform"), true, 0.1)
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ts_delta(divide(subtract(fnd6_acdo, fnd6_cicurr), ts_mean(fn_comp_not_rec_a, 64)), 32)
divide(subtract(fn_def_tax_assets_liab_net_q, ts_delay(fn_def_tax_assets_liab_net_q, 32)), kth_element(fn_comp_not_rec_stock_options_q, 64, 1))
sign(subtract(kth_element(fnd6_newqv1300_cicurrq, 64, 2), ts_sum(fn_comp_not_rec_stock_options_a, 32)))
ts_scale(power(divide(fnd6_newqv1300_ciderglq, fn_comp_not_rec_a), signed_power(log(fn_comp_not_rec_stock_options_q), 2)), 64)
reverse(ts_rank(divide(subtract(fnd6_acdo, fn_def_tax_assets_liab_net_q), ts_sum(fn_comp_not_rec_stock_options_q, 32)), 64))
inverse(ts_mean(subtract(ts_delta(fn_comp_not_rec_a, 16), fnd6_newqv1300_cicurrq), 32))
abs(ts_zscore(divide(fn_def_tax_assets_liab_net_q, ts_product(fn_comp_not_rec_stock_options_q, 32)), 32))
ts_backfill(divide(ts_sum(fnd6_acdo, 16), subtract(kth_element(fn_comp_not_rec_stock_options_a, 32, 1), fnd6_newqv1300_ciderglq)), 32, 1, "NAN")
ts_arg_max(sign(subtract(ts_mean(fn_comp_not_rec_a, 16), fnd6_newqv1300_cicurrq)), 32)
ts_arg_min(power(divide(fn_def_tax_assets_liab_net_q, abs(fn_comp_not_rec_stock_options_q)), 2), 32)
divide(last_diff_value(ts_av_diff(fn_comp_not_rec_a, 32), 32), ts_std_dev(fn_comp_not_rec_stock_options_q, 32))
days_from_last_change(ts_regression(fn_def_tax_assets_liab_net_q, fnd6_acdo, 32, 0, 0))
ts_corr(subtract(ts_sum(fn_comp_not_rec_stock_options_a, 16), fnd6_newqv1300_ciderglq), fnd6_newqv1300_cicurrq, 32)
ts_covariance(fn_comp_not_rec_a, ts_delay(divide(fn_def_tax_assets_liab_net_q, fnd6_acdo), 16), 32)
ts_count_nans(if_else(fn_comp_not_rec_stock_options_q > fnd6_newqv1300_cicurrq, log(fn_comp_not_rec_stock_options_a), fn_def_tax_assets_liab_net_q), 32)
ts_decay_linear(add(fn_comp_not_rec_a, ts_delta(fn_def_tax_assets_liab_net_q, 8), true), 32, false)
ts_quantile(hump(divide(reverse(fn_comp_not_rec_stock_options_q), ts_mean(fnd6_acdo, 16)), 0.01), 32, "gaussian")
ts_rank(if_else(fn_def_tax_assets_liab_net_q <= fnd6_newqv1300_ciderglq, ts_zscore(fn_comp_not_rec_stock_options_a, 16), forward_price_120), 64, 0.1)
ts_sum(min(add(fn_comp_not_rec_a, fnd6_newqv1300_cicurrq, true), max(fn_def_tax_assets_liab_net_q, fn_comp_not_rec_stock_options_q), ts_product(fnd6_acdo, 4)), 32)
ts_step(multiply(sign(subtract(fn_comp_not_rec_stock_options_a, ts_delay(fnd6_newqv1300_ciderglq, 8))), and(not(is_nan(fn_def_tax_assets_liab_net_q)), fnd6_acdo == fnd6_newqv1300_cicurrq), true))
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ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2)
ts_rank(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 252)
group_rank(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), fn_comp_not_rec_a)
group_zscore(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), fn_comp_not_rec_stock_options_q)
ts_zscore(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 60)
ts_std_dev(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 60)
reverse(ts_corr(ts_delta(fnd6_cicurr, 2), ts_delta(fnd6_acdo, 2), 60))
ts_av_diff(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 252)
group_neutralize(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), fn_def_tax_assets_liab_net_q)
ts_quantile(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 252, "uniform")
winsorize(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 3)
ts_regression(fnd6_cicurr, fnd6_acdo, 60, 0, 1)
rank(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2))
ts_scale(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 252)
group_scale(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), fn_comp_not_rec_stock_options_a)
multiply(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), ts_rank(fnd6_newqv1300_ciderglq, 252))
ts_sum(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 20)
ts_decay_linear(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 60)
ts_count_nans(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 60)
ts_arg_min(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 120)