++

2026-01-08 17:30:38 +08:00
parent 0da3254831
commit 7ac1c4d161
20 changed files with 1669 additions and 95 deletions
@@ -0,0 +1,39 @@
+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)
@@ -0,0 +1,39 @@
+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)
@@ -0,0 +1,39 @@
+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)
@@ -0,0 +1,39 @@
+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)