This commit is contained in:
jack
2026-01-20 17:15:01 +08:00
parent 8355ed8895
commit ff1345da2e
16 changed files with 5710 additions and 40 deletions
@@ -0,0 +1,5 @@
if_else(and(ts_delta(fnd3_q_revenue,60) > 0, ts_rank(fnd3_q_revenue,250) > 0.8), -1, if_else(and(ts_delta(fnd3_q_revenue,60) < 0, ts_rank(fnd3_q_revenue,250) < 0.2), 1, 0))
group_neutralize(if_else(and(ts_delta(fnd3_q_revenue,60) > 0, ts_rank(fnd3_q_revenue,250) > 0.8), -1, if_else(and(ts_delta(fnd3_q_revenue,60) < 0, ts_rank(fnd3_q_revenue,250) < 0.2), 1, 0)), top_500_equity_grouping_50_clusters)
if_else(and(divide(ts_delta(fnd3_q_revenue,60), ts_delay(fnd3_q_revenue,60)) > 0, ts_rank(fnd3_q_revenue,250) > 0.8), -1, if_else(and(divide(ts_delta(fnd3_q_revenue,60), ts_delay(fnd3_q_revenue,60)) < 0, ts_rank(fnd3_q_revenue,250) < 0.2), 1, 0))