group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(bid1_volume, bid1_price, 5), ts_regression(ask1_volume, ask1_price, 5))), 5), divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))))), industry_grouping_level10_top3000_2) zscore(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid2_volume, bid2_price, 5), ts_regression(ask2_volume, ask2_price, 5))), 2), 5), sqrt(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price))))) group_neutralize(normalize(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid3_volume, bid3_price, 5), ts_regression(ask3_volume, ask3_price, 5)))), 5), power(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price), 1.5))), pca_industry_grouping_method2_2) rank(multiply(ts_decay_linear(log(1+abs(subtract(ts_regression(bid4_volume, bid4_price, 5), ts_regression(ask4_volume, ask4_price, 5)))), 5), inverse(1+abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price)))) group_zscore(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid5_volume, bid5_price, 5), ts_regression(ask5_volume, ask5_price, 5))), 0.5), 5), sign(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))))*abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))))), top1500_pca_factor1_grouping5) zscore(winsorize(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid1_3_volume), vec_avg(bid1_3_price), 5), ts_regression(vec_sum(ask1_3_volume), vec_avg(ask1_3_price), 5))), 5), multiply(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price), ts_rank(volume, 5))), 3) group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid3_5_volume), vec_avg(bid3_5_price), 5), ts_regression(vec_sum(ask3_5_volume), vec_avg(ask3_5_price), 5))), 5), divide(1, 1+abs(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume)))))), top2000_factor3_group50_score) normalize(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid1_volume, bid1_price, 3), ts_regression(ask1_volume, ask1_price, 3))), 3), 5), abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), last_closing_price)))) zscore(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid2_volume, bid2_price, 3), ts_regression(ask2_volume, ask2_price, 3)))+1), 5), power(abs(divide(subtract(latest_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), latest_closing_price)), 0.5))) group_zscore(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid3_volume, bid3_price, 3), ts_regression(ask3_volume, ask3_price, 3)))), 5), ts_zscore(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), last_closing_price)), 5)), pca_industry_grouping_method4_10) rank(multiply(ts_decay_linear(abs(subtract(ts_regression(bid4_volume, bid4_price, 3), ts_regression(ask4_volume, ask4_price, 3))), 5), multiply(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price)), ts_mean(volume, 5)))) group_neutralize(normalize(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid5_volume, bid5_price, 3), ts_regression(ask5_volume, ask5_price, 3))), 2), 5), inverse(1+ts_std_dev(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price), 5)))), industry_grouping_level5_top1500) zscore(multiply(ts_decay_linear(power(abs(subtract(ts_regression(vec_sum(bid1_2_volume), vec_avg(bid1_2_price), 5), ts_regression(vec_sum(ask1_2_volume), vec_avg(ask1_2_price), 5))), 0.5), 5), abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price)*sign(ts_delta(last_closing_price, 1)))) group_rank(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid4_5_volume), vec_avg(bid4_5_price), 5), ts_regression(vec_sum(ask4_5_volume), vec_avg(ask4_5_price), 5))), 5), divide(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), 1+ts_quantile(volume, 5))), top1500_pca_factor1_grouping50) normalize(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid1_volume, bid1_price, 4), ts_regression(ask1_volume, ask1_price, 4)))+2), 5), power(abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price), 2))) zscore(winsorize(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid2_volume, bid2_price, 4), ts_regression(ask2_volume, ask2_price, 4)))), 5), multiply(abs(divide(subtract(latest_closing_price, (vec_sum(ask1_5_price*ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), ts_rank(last_closing_price, 5))), 4) group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(bid3_volume, bid3_price, 4), ts_regression(ask3_volume, ask3_price, 4))), 5), inverse(1+abs(subtract(latest_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))))))), top2000_factor2_group10_score) rank(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid4_volume, bid4_price, 4), ts_regression(ask4_volume, ask4_price, 4))), 1.5), 5), abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), latest_closing_price)*ts_mean(volume, 3)))) group_zscore(normalize(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid5_volume, bid5_price, 4), ts_regression(ask5_volume, ask5_price, 4))), 0.5), 5), ts_zscore(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), last_closing_price)), 3))), resampled_pca_factor_9) zscore(multiply(ts_decay_linear(log(abs(subtract(ts_regression(vec_sum(bid1_4_volume), vec_avg(bid1_4_price), 5), ts_regression(vec_sum(ask1_4_volume), vec_avg(ask1_4_price), 5)))+1), 5), divide(1, 1+ts_std_dev(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price), 3)))) group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid2_5_volume), vec_avg(bid2_5_price), 5), ts_regression(vec_sum(ask2_5_volume), vec_avg(ask2_5_price), 5))), 5), multiply(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price), ts_count_nans(volume, 5)))), pca_industry_grouping_method2_5) normalize(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid1_volume, bid1_price, 2), ts_regression(ask1_volume, ask1_price, 2)))), 5), power(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), 3))) zscore(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid2_volume, bid2_price, 2), ts_regression(ask2_volume, ask2_price, 2))), 2), 5), abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), last_closing_price)*sign(ts_delta(volume, 1)))) group_rank(multiply(ts_decay_linear(abs(subtract(ts_regression(bid3_volume, bid3_price, 2), ts_regression(ask3_volume, ask3_price, 2))), 5), inverse(1+ts_quantile(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), latest_closing_price)), 5))), top1500_pca_factor2_grouping50) group_neutralize(normalize(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid4_volume, bid4_price, 2), ts_regression(ask4_volume, ask4_price, 2)))+2), 5), multiply(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), last_closing_price), ts_sum(volume, 3))))), industry_grouping_level50_top2000) zscore(winsorize(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid5_volume, bid5_price, 2), ts_regression(ask5_volume, ask5_price, 2))), 3), 5), ts_zscore(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price)), 4)), 2) rank(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid1_5_volume), vec_avg(bid1_5_price), 4), ts_regression(vec_sum(ask1_5_volume), vec_avg(ask1_5_price), 4))), 5), divide(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), 1+ts_mean(last_closing_price, 3)))) group_zscore(zscore(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid1_volume, bid1_price, 6), ts_regression(ask1_volume, ask1_price, 6))), 0.5), 5), abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price))), resampled_pca_factor_2) normalize(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid2_volume, bid2_price, 6), ts_regression(ask2_volume, ask2_price, 6)))), 5), power(abs(divide(subtract(latest_closing_price, (vec_sum(ask1_5_price*ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), 1.5))) group_neutralize(rank(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid3_volume, bid3_price, 6), ts_regression(ask3_volume, ask3_price, 6)))+1), 5), inverse(1+abs(subtract(latest_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))))))), top2000_factor4_group10_score) zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(bid4_volume, bid4_price, 6), ts_regression(ask4_volume, ask4_price, 6))), 5), multiply(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), last_closing_price), ts_rank(volume, 3)))) group_rank(normalize(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid5_volume, bid5_price, 6), ts_regression(ask5_volume, ask5_price, 6))), 2), 5), ts_std_dev(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price)), 5))), pca_industry_grouping_method4_20) winsorize(zscore(multiply(ts_decay_linear(power(abs(subtract(ts_regression(vec_sum(bid2_4_volume), vec_avg(bid2_4_price), 5), ts_regression(vec_sum(ask2_4_volume), vec_avg(ask2_4_price), 5))), 3), 5), abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price)*ts_delta(last_closing_price, 2))), 3) group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid1_3_volume), vec_avg(bid1_3_price, 4), ts_regression(vec_sum(ask1_3_volume), vec_avg(ask1_3_price), 4))), 5), divide(1, 1+ts_quantile(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price)), 3)))), pca_industry_grouping_method2_50) rank(multiply(ts_decay_linear(log(abs(subtract(ts_regression(vec_sum(bid3_5_volume), vec_avg(bid3_5_price, 3), ts_regression(vec_sum(ask3_5_volume), vec_avg(ask3_5_price, 3)))+2), 5), multiply(abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), last_closing_price), ts_sum(volume, 5))))) normalize(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid1_volume, bid1_price, 1), ts_regression(ask1_volume, ask1_price, 1)))), 5), power(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), latest_closing_price), 0.5))) group_zscore(rank(multiply(ts_decay_linear(abs(subtract(ts_regression(bid2_volume, bid2_price, 1), ts_regression(ask2_volume, ask2_price, 1))), 5), inverse(1+ts_mean(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price)), 5)))), top2000_factor3_group2_score) zscore(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid3_volume, bid3_price, 1), ts_regression(ask3_volume, ask3_price, 1))), 0.5), 5), ts_zscore(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price)), 2))) group_neutralize(normalize(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid4_volume, bid4_price, 1), ts_regression(ask4_volume, ask4_price, 1))), 2), 5), multiply(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), ts_count_nans(last_closing_price, 3))))), top1500_pca_factor1_grouping10) rank(winsorize(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid5_volume, bid5_price, 1), ts_regression(ask5_volume, ask5_price, 1)))+1), 5), abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price)*sign(ts_delta(volume, 2))), 4)) zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid1_2_volume), vec_avg(bid1_2_price, 6), ts_regression(vec_sum(ask1_2_volume), vec_avg(ask1_2_price, 6))), 5), power(abs(divide(subtract(last_closing_price, (vec_sum(ask1_5_price*ask1_5_volume))/vec_sum(ask1_5_volume))), last_closing_price), 3))) group_rank(zscore(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(vec_sum(bid4_5_volume), vec_avg(bid4_5_price, 4), ts_regression(vec_sum(ask4_5_volume), vec_avg(ask4_5_price, 4))), 5), inverse(1+ts_std_dev(abs(divide(subtract(latest_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), latest_closing_price)), 2))), top1500_pca_factor2_grouping10) group_neutralize(normalize(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid1_volume, bid1_price, 5), ts_regression(ask1_volume, ask1_price, 5))), 3), 5), multiply(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), last_closing_price), ts_rank(last_closing_price, 2))))), top2000_factor4_group2_score) winsorize(rank(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid2_volume, bid2_price, 5), ts_regression(ask2_volume, ask2_price, 5))), 1.5), 5), ts_quantile(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price)), 2))), 3) zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid1_5_volume), vec_avg(bid1_5_price, 6), ts_regression(vec_sum(ask1_5_volume), vec_avg(ask1_5_price, 6))), 5), divide(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price), 1+ts_delta(volume, 5)))) group_neutralize(zscore(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid3_volume, bid3_price, 5), ts_regression(ask3_volume, ask3_price, 5)))+2), 5), abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), last_closing_price)*ts_mean(last_closing_price, 2)))), resampled_pca_factor_5) rank(divide(anl69_best_eps_chg_pct,quarterly_eps_excluding_extraordinary)) zscore(multiply(anl14_mean_eps_fy1,market_capitalization_latest)) normalize(add(anl69_eps_best_eeps_cur_yr,anl69_eps_best_eeps_nxt_yr)) scale(group_mean(anl14_median_eps_fy1,quarterly_cash_per_share,industry_grouping_level2_top1500)) bucket(rank(divide(anl69_best_eps_median,anl14_numofests_eps_fp1)),range="0,1,0.2") vec_avg(array(anl69_eps_best_eps_4wk_chg,anl69_epss_best_eps_gaap_4wk_chg)) vec_sum(array(quarterly_eps_excl_extraordinary_2,quarterly_eps_incl_extraordinary)) group_scale(anl14_stddev_eps_fy5,sta2_top500_fact1_c5) abs(subtract(anl69_net_best_eeps_cur_yr,anl69_net_best_eeps_nxt_yr)) log(max(anl14_high_eps_fy1,anl14_low_eps_fy1)) sqrt(min(quarterly_cash_flow_per_share_2,quarterly_free_cash_flow_per_share_alt)) power(anl69_best_eps_chg_pct,2) inverse(anl14_numofests_epsrep_fp1) sign(divide(anl69_eps_best_eps_gaap,quarterly_book_value_per_share_2)) signed_power(quarterly_return_on_equity_percent,3) reduce_avg(anl14_median_epsrep_fp1) reduce_max(anl69_eps_best_eps_numest) reduce_min(anl14_stddev_epsrep_fy1) reduce_sum(quarterly_total_revenue) reduce_stddev(anl14_mean_eps_fy3) group_backfill(anl69_cps_best_eeps_cur_yr,exchange,30) days_from_last_change(anl69_eps_expected_report_dt) hump(anl14_actvalue_epsrep_fp0,0.02) kth_element(quarterly_ebit_4,60,3) last_diff_value(market_capitalization_latest,30) trade_when(anl69_best_eps_chg_pct>0,anl69_eps_best_eeps_nxt_yr,nan) is_nan(anl14_low_epsrep_fp1) not(anl69_eps_best_fperiod_override==0) and(anl14_numofests_eps_fp1>5,anl69_best_eps_chg_pct>0) or(anl14_stddev_eps_fp1<0.1,anl69_eps_best_eps_lo>0) rank(group_zscore(anl69_roa_best_eeps_nxt_yr,top2000_factor1_group20_score)) zscore(divide(fnd6_newqus_epspiq,quarterly_common_shares_outstanding_quarter_2)) normalize(multiply(anl14_mean_epsrep_fy2,quarterly_revenue_per_share)) scale_down(anl69_sales_best_eeps_nxt_yr,0.1) vector_neut(anl69_ebit_best_eeps_nxt_yr,industry_grouping_level50_top2000) quantile(anl14_median_eps_fp5,driver="uniform") reduce_ir(anl69_best_eps_gaap_4wk_dn) reduce_kurtosis(anl14_mean_eps_fp3) reduce_skewness(anl69_eps_best_eps_gaap_stddev) reduce_range(quarterly_operating_margin_percent) reduce_percentage(anl14_numofests_eps_fy5,0.7) reduce_powersum(anl69_best_eps_chg_pct,3) reduce_norm(anl14_stddev_eps_fp2) reduce_choose(anl69_epss_best_eeps_nxt_yr,2) reduce_count(anl14_numofests_epsrep_fy5,10) self_corr(anl69_eps_best_eps_4wk_chg) universe_size densify(sta2_top3000_fact1_c20) to_nan(anl14_low_eps_fy5,value=0) rank(divide(fnd31_coreepsp,anl69_pe_best_eeps_cur_yr)) rank(subtract(ts_mean(anl14_mean_eps_fy3, 20), ts_mean(anl14_median_eps_fy1, 20))) group_neutralize(ts_delta(anl69_eps_best_eps, 5), industry_grouping_level2_top1500) ts_rank(divide(anl69_eps_best_eps_gaap, anl69_eps_best_eps_4wk_chg), 10) subtract(ts_sum(anl14_numofests_eps_fy2, 60), ts_sum(anl14_numofests_epsrep_fp1, 60)) ts_corr(anl69_best_eps_chg_pct, quarterly_eps_excluding_extraordinary, 30) group_zscore(ts_mean(quarterly_operating_margin_percent, 20), industry_grouping_level10_top2000) multiply(sign(ts_delta(anl14_stddev_eps_fy5, 5)), ts_rank(quarterly_asset_turnover, 15)) ts_regression(anl69_sales_best_eeps_nxt_yr, quarterly_total_revenue, 20, 0, 0) if_else(ts_mean(anl14_low_eps_fy1, 10) > ts_mean(anl14_high_eps_fy5, 10), ts_std_dev(quarterly_return_on_equity_percent, 20), ts_std_dev(quarterly_return_on_assets_percent, 20)) subtract(ts_decay_linear(anl69_pe_best_eeps_cur_yr, 10), ts_decay_linear(quarterly_pe_ratio_high_2, 10)) ts_av_diff(anl69_roe_best_cur_fiscal_year_period, 5) divide(ts_product(anl69_dps_best_eeps_cur_yr, 5), ts_product(quarterly_dividend_per_share, 5)) ts_backfill(anl69_cps_best_eeps_cur_yr, 5, 1, "NAN") signed_power(ts_zscore(quarterly_free_cash_flow_2, 30), 0.5) ts_count_nans(anl69_epss_best_eps_gaap, 20) ts_covariance(quarterly_ebit_value, quarterly_net_income_to_common, 25) group_rank(ts_sum(quarterly_total_debt, 40), industry_grouping_level50_top2000) abs(ts_delta(anl14_median_epsrep_fp4, 3)) winsorize(ts_quantile(quarterly_gross_margin_percent, 20, "gaussian"), 3) ts_arg_max(anl69_roa_best_eeps_nxt_yr, 15) ts_arg_min(anl69_net_best_eeps_nxt_yr, 15) add(ts_mean(quarterly_cash_per_share_amt, 30), ts_mean(quarterly_book_value_per_share_2, 30)) subtract(rank(anl69_eps_best_eps_lo), rank(anl69_eps_best_eps_gaap)) ts_scale(quarterly_current_assets, 20, 0.01) divide(ts_std_dev(quarterly_long_term_debt_to_equity, 40), ts_std_dev(quarterly_total_debt_to_equity_ratio, 40)) ts_rank(anl69_best_eps_median, 30) multiply(ts_corr(anl14_mean_eps_fp2, anl14_mean_epsrep_fp2, 20), ts_corr(quarterly_asset_turnover_2, quarterly_revenue_per_share, 20)) if_else(ts_min(anl69_eps_best_eps_gaap_stddev, 10) < 0, ts_max(quarterly_operating_margin_percent_2, 10), ts_min(quarterly_operating_margin_percent_3, 10)) group_neutralize(ts_delta(quarterly_inventory_turnover_ratio, 5), exchange) subtract(ts_sum(anl14_numofests_eps_fp4, 50), ts_sum(anl14_numofests_epsrep_fp3, 50)) ts_regression(anl69_ndebt_best_eeps_cur_yr, quarterly_total_debt_to_assets, 25, 0, 1) abs(ts_av_diff(quarterly_quick_ratio_prior, 10)) divide(ts_product(quarterly_depreciation_expense, 8), ts_product(quarterly_depreciation_expense_2, 8)) ts_backfill(quarterly_total_liabilities_3, 10, 1, "NAN") signed_power(ts_zscore(quarterly_net_loans_change_percent, 35), 0.3) ts_count_nans(quarterly_total_share_capital, 15) ts_covariance(quarterly_earnings_before_tax_3, quarterly_ebit_4, 20) group_rank(ts_sum(quarterly_long_term_debt_3, 30), industry_grouping_level20_top3000_2) abs(ts_delta(anl69_cpss_best_eeps_nxt_yr, 4)) winsorize(ts_quantile(quarterly_return_on_investment_percent, 25, "uniform"), 2.5) ts_arg_max(quarterly_reinvestment_rate, 12) ts_arg_min(quarterly_reinvestment_rate_3, 12) add(ts_mean(quarterly_cash_flow_per_share_2, 25), ts_mean(quarterly_cash_flow_per_share_3, 25)) subtract(rank(quarterly_price_to_sales_ratio_3), rank(quarterly_price_to_cash_flow_per_share_2)) ts_scale(quarterly_total_assets_db, 15, -0.01) divide(ts_std_dev(quarterly_interest_coverage_ratio, 30), ts_std_dev(quarterly_debt_service_to_eps_2, 30)) ts_rank(quarterly_net_income_2, 40) multiply(ts_corr(anl69_epss_best_eps, anl69_epss_best_eps_gaap, 15), ts_corr(quarterly_revenue_per_employee_3, quarterly_revenue_per_share_2, 15)) if_else(ts_min(anl69_roe_best_cur_fiscal_qtr_period, 8) > 0, ts_max(quarterly_total_shareholder_equity, 8), ts_min(quarterly_total_liabilities_4, 8)) group_neutralize(ts_delta(quarterly_asset_turnover, 6), industry_grouping_level2_top3000_2) subtract(ts_sum(anl14_stddev_eps_fp3, 45), ts_sum(anl14_stddev_epsrep_fy1, 45)) ts_regression(anl69_saless_best_eeps_cur_yr, quarterly_sales_best_eeps_nxt_yr, 22, 0, 2) abs(ts_av_diff(quarterly_current_liabilities_2, 12)) divide(ts_product(quarterly_cost_of_goods_sold, 7), ts_product(quarterly_cost_of_goods_sold_3, 7)) ts_backfill(quarterly_common_equity_value, 9, 1, "NAN") signed_power(ts_zscore(quarterly_free_cash_flow_per_share_prior, 28), 0.4) ts_count_nans(quarterly_total_debt_to_capital_2, 18) ts_covariance(quarterly_return_on_average_assets, quarterly_return_on_investment, 22) group_rank(ts_sum(quarterly_accumulated_depreciation_2, 35), industry_grouping_level50_top2000) abs(ts_delta(anl69_dpss_best_eeps_cur_yr, 6)) winsorize(ts_quantile(quarterly_long_term_debt_to_total_capital, 30, "cauchy"), 3.5) ts_arg_max(quarterly_net_loans_2, 18) ts_arg_min(quarterly_net_loans_3, 18)