multiply(ts_delta(close, 20), group_rank(ts_delta(close, 20), industry)) if_else(ts_rank(ts_std_dev(returns, 20), 60) > 0.7, ts_delta(close, 5), ts_delta(close, 20)) group_neutralize(multiply(ts_corr(ts_delay(group_mean(returns, 1, industry), 1), returns, 30), ts_delta(close, 10)), industry) multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 20)), 10)), ts_delta(close, 20)) ts_regression(close, ts_step(1), 30, 0, 1) group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4")) ts_corr(ts_delay(close, 1), group_mean(close, 1, industry), 30) ts_zscore(volume, 20) group_scale(ts_delta(close, 20), industry) ts_rank(ts_delta(close, 10), 60) ts_std_dev(returns, 60) multiply(ts_delta(close, 20), ts_rank(ts_delta(close, 20), 60)) group_zscore(ts_delta(close, 20), industry) if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 5), ts_delta(close, 20)) ts_mean(ts_delta(close, 5), 20) ts_arg_max(ts_delta(close, 20), 60) ts_quantile(ts_delta(close, 20), 60, "gaussian") ts_backfill(ts_delta(close, 20), 30, 1) ts_decay_linear(ts_delta(close, 20), 30, false) ts_av_diff(ts_delta(close, 20), 20) ts_sum(ts_delta(close, 20), 20) ts_product(ts_delta(close, 20), 20) ts_count_nans(ts_delta(close, 20), 20) ts_covariance(ts_delta(close, 20), volume, 30) ts_corr(ts_delta(close, 20), volume, 30) ts_delay(ts_delta(close, 20), 5) ts_scale(ts_delta(close, 20), 20) ts_arg_min(ts_delta(close, 20), 60) winsorize(ts_delta(close, 20), 4) normalize(ts_delta(close, 20), true, 0.0) rank(ts_delta(close, 20), 2) scale(ts_delta(close, 20), 1, 1, 1) trade_when(ts_delta(close, 20) > 0, ts_delta(close, 20), NaN) group_backfill(ts_delta(close, 20), industry, 30, 4.0) hump(ts_delta(close, 20), 0.01) days_from_last_change(ts_delta(close, 20)) last_diff_value(ts_delta(close, 20), 30) kth_element(ts_delta(close, 20), 30, 1) is_nan(ts_delta(close, 20)) not(is_nan(ts_delta(close, 20))) and(ts_delta(close, 20) > 0, volume > ts_mean(volume, 20)) or(ts_delta(close, 20) > 0, volume > ts_mean(volume, 20)) ts_delta(close, 20) > ts_mean(ts_delta(close, 20), 60) ts_delta(close, 20) >= ts_mean(ts_delta(close, 20), 60) ts_delta(close, 20) == ts_mean(ts_delta(close, 20), 60) ts_delta(close, 20) != ts_mean(ts_delta(close, 20), 60) ts_delta(close, 20) < ts_mean(ts_delta(close, 20), 60) ts_delta(close, 20) <= ts_mean(ts_delta(close, 20), 60) multiply(ts_delta(close, 20), group_neutralize(ts_delta(close, 20), industry)) multiply(ts_delta(close, 20), ts_rank(ts_delta(close, 20), 60)) multiply(ts_delta(close, 20), ts_std_dev(returns, 20)) multiply(ts_delta(close, 20), ts_zscore(volume, 20)) multiply(ts_delta(close, 20), bucket(rank(volume), range="0,3,0.4")) multiply(ts_delta(close, 20), group_scale(ts_delta(close, 20), industry)) multiply(ts_delta(close, 20), group_rank(ts_delta(close, 20), industry)) multiply(ts_delta(close, 20), ts_corr(ts_delay(close, 1), group_mean(close, 1, industry), 30)) multiply(ts_delta(close, 20), ts_regression(close, ts_step(1), 30, 0, 1)) multiply(ts_delta(close, 20), ts_av_diff(ts_delta(close, 20), 20)) multiply(ts_delta(close, 20), ts_scale(ts_delta(close, 20), 20)) multiply(ts_delta(close, 20), ts_arg_max(ts_delta(close, 20), 60)) multiply(ts_delta(close, 20), ts_arg_min(ts_delta(close, 20), 60)) multiply(ts_delta(close, 20), winsorize(ts_delta(close, 20), 4)) multiply(ts_delta(close, 20), normalize(ts_delta(close, 20), true, 0.0)) multiply(ts_delta(close, 20), rank(ts_delta(close, 20), 2)) multiply(ts_delta(close, 20), scale(ts_delta(close, 20), 1, 1, 1)) multiply(ts_delta(close, 20), trade_when(ts_delta(close, 20) > 0, ts_delta(close, 20), NaN)) multiply(ts_delta(close, 20), group_backfill(ts_delta(close, 20), industry, 30, 4.0)) multiply(ts_delta(close, 20), hump(ts_delta(close, 20), 0.01)) multiply(ts_delta(close, 20), days_from_last_change(ts_delta(close, 20))) multiply(ts_delta(close, 20), last_diff_value(ts_delta(close, 20), 30)) multiply(ts_delta(close, 20), kth_element(ts_delta(close, 20), 30, 1)) multiply(ts_delta(close, 20), is_nan(ts_delta(close, 20))) multiply(ts_delta(close, 20), not(is_nan(ts_delta(close, 20)))) multiply(ts_delta(close, 20), and(ts_delta(close, 20) > 0, volume > ts_mean(volume, 20))) multiply(ts_delta(close, 20), or(ts_delta(close, 20) > 0, volume > ts_mean(volume, 20))) multiply(ts_delta(close, 20), ts_delta(close, 20) > ts_mean(ts_delta(close, 20), 60)) multiply(ts_delta(close, 20), ts_delta(close, 20) >= ts_mean(ts_delta(close, 20), 60)) multiply(ts_delta(close, 20), ts_delta(close, 20) == ts_mean(ts_delta(close, 20), 60)) multiply(ts_delta(close, 20), ts_delta(close, 20) != ts_mean(ts_delta(close, 20), 60)) multiply(ts_delta(close, 20), ts_delta(close, 20) < ts_mean(ts_delta(close, 20), 60)) multiply(ts_delta(close, 20), ts_delta(close, 20) <= ts_mean(ts_delta(close, 20), 60))