group_neutralize(ts_mean(anl40_turnoverrate, 252), industry) group_zscore(ts_mean(anl40_turnoverrate, 252), industry) zscore(ts_mean(anl40_turnoverrate, 252)) rank(ts_mean(anl40_turnoverrate, 252)) ts_rank(anl40_turnoverrate, 252) group_neutralize(ts_backfill(anl40_turnoverrate, lookback=252, k=1), industry) group_neutralize(ts_delay(anl40_turnoverrate, 21), industry) group_neutralize(ts_delta(anl40_turnoverrate, 21), industry) group_neutralize(ts_mean(anl40_turnoverrate, 252) * inverse(fnd17_qroepct), industry) group_neutralize(ts_mean(anl40_turnoverrate, 252) * zscore(pv87_price_volatility_estimate_mean), industry) if_else(fnd17_qroepct > 0, group_neutralize(ts_mean(anl40_turnoverrate, 252), industry), NaN) trade_when(pv87_price_volatility_estimate_mean < ts_mean(pv87_price_volatility_estimate_mean, 252), group_neutralize(ts_mean(anl40_turnoverrate, 252), industry), NaN) group_neutralize(ts_mean(anl40_turnoverrate, 252), industry) + zscore(fnd17_qroepct) group_neutralize(ts_mean(anl40_turnoverrate, 252), industry) - zscore(pv87_price_volatility_estimate_mean) multiply(group_neutralize(ts_mean(anl40_turnoverrate, 252), industry), rank(fnd17_qroepct)) multiply(group_neutralize(ts_mean(anl40_turnoverrate, 252), industry), rank(pv87_price_volatility_estimate_mean)) group_neutralize(ts_mean(anl40_turnoverrate, 252) / ts_mean(fnd17_qroepct, 252), industry) group_neutralize(ts_mean(anl40_turnoverrate, 252) * ts_mean(pv87_price_volatility_estimate_mean, 252), industry) group_neutralize(log(ts_mean(anl40_turnoverrate, 252)), industry) group_neutralize(sqrt(ts_mean(anl40_turnoverrate, 252)), industry) group_neutralize(power(ts_mean(anl40_turnoverrate, 252), 2), industry) group_neutralize(inverse(ts_mean(anl40_turnoverrate, 252)), industry) group_neutralize(ts_mean(anl40_turnoverrate, 252), sector) group_neutralize(ts_mean(anl40_turnoverrate, 252), country) group_scale(ts_mean(anl40_turnoverrate, 252), industry) group_rank(ts_mean(anl40_turnoverrate, 252), industry) normalize(ts_mean(anl40_turnoverrate, 252)) quantile(ts_mean(anl40_turnoverrate, 252), driver=gaussian) scale(ts_mean(anl40_turnoverrate, 252)) winsorize(ts_mean(anl40_turnoverrate, 252), std=4) multiply(group_neutralize(ts_mean(anl40_turnoverrate, 252), industry), zscore(fnd17_aroepct)) multiply(group_neutralize(ts_mean(anl40_turnoverrate, 252), industry), zscore(pv87_price_volatility_estimate_high)) multiply(group_neutralize(ts_mean(anl40_turnoverrate, 252), industry), zscore(pv87_price_volatility_estimate_median)) group_neutralize(ts_rank(anl40_turnoverrate, 252), industry) group_neutralize(ts_zscore(anl40_turnoverrate, 252), industry) group_neutralize(ts_backfill(anl40_turnoverrate, lookback=252, k=1), industry) group_neutralize(ts_delay(anl40_turnoverrate, 63), industry) group_neutralize(ts_delta(anl40_turnoverrate, 63), industry) group_neutralize(ts_mean(anl40_turnoverrate, 126), industry) group_neutralize(ts_mean(anl40_turnoverrate, 504), industry) group_neutralize(ts_mean(anl40_turnoverrate, 252), industry) + group_neutralize(ts_mean(fnd17_qroepct, 252), industry) group_neutralize(ts_mean(anl40_turnoverrate, 252), industry) - group_neutralize(ts_mean(pv87_price_volatility_estimate_mean, 252), industry) multiply(group_neutralize(ts_mean(anl40_turnoverrate, 252), industry), group_neutralize(ts_mean(fnd17_qroepct, 252), industry)) divide(group_neutralize(ts_mean(anl40_turnoverrate, 252), industry), group_neutralize(ts_mean(pv87_price_volatility_estimate_mean, 252), industry)) group_neutralize(signed_power(ts_mean(anl40_turnoverrate, 252), 2), industry) group_neutralize(hump(ts_mean(anl40_turnoverrate, 252)), industry) group_neutralize(ts_decay_linear(ts_mean(anl40_turnoverrate, 252), 252), industry) group_neutralize(ts_product(anl40_turnoverrate, 21), industry) group_neutralize(ts_av_diff(anl40_turnoverrate, 252), industry)