multiply(group_neutralize(ts_corr(ts_delay(group_mean(returns, 1, industry), 5), group_mean(returns, 1, industry), 20), subindustry), ts_delta(close, 10)) multiply(if_else(rank(volume) > 0.7, ts_delta(close, 5), reverse(ts_delta(close, 20))), ts_zscore(returns, 60)) multiply(group_neutralize(ts_corr(ts_delay(group_mean(returns, 1, industry), 5), group_mean(returns, 1, industry), 20), subindustry), ts_delta(close, 10)) multiply(if_else(rank(volume) > 0.7, ts_delta(close, 5), reverse(ts_delta(close, 20))), ts_zscore(returns, 60)) multiply(ts_corr(group_mean(close, 1, industry), group_mean(close, 1, sector), 30), group_zscore(ts_regression(close, ts_step(1), 20, 0, 1), industry)) multiply(ts_rank(ts_delta(close, 20), 60), ts_zscore(divide(volume, ts_mean(volume, 60)), 20)) multiply(reverse(rank(ts_rank(divide(volume, ts_mean(volume, 20)), 10))), ts_delta(close, 20)) divide(ts_delta(close, 20), if_else(ts_std_dev(returns, 20) > 0.02, ts_std_dev(returns, 5), ts_std_dev(returns, 20))) group_neutralize(multiply(ts_corr(ts_delay(group_mean(returns, 1, industry), 5), group_mean(returns, 1, industry), 30), ts_delta(close, 10)), subindustry) multiply(ts_rank(ts_delta(close, 20), 60), group_scale(divide(volume, ts_mean(volume, 20)), industry)) multiply(if_else(rank(volume) > 0.7, ts_delta(close, 5), reverse(ts_delta(close, 20))), ts_zscore(returns, 60)) divide(ts_delta(close, 20), if_else(ts_std_dev(returns, 20) > 0.02, ts_std_dev(returns, 5), ts_std_dev(returns, 20))) multiply(ts_corr(group_mean(close, 1, industry), group_mean(close, 1, sector), 30), group_zscore(ts_regression(close, ts_step(1), 20, 0, 1), industry)) multiply(ts_rank(ts_delta(close, 20), 60), ts_zscore(divide(volume, ts_mean(volume, 60)), 20)) multiply(reverse(rank(ts_rank(divide(volume, ts_mean(volume, 20)), 10))), ts_delta(close, 20)) multiply(ts_corr(rank(volume), ts_rank(close, 60), 20), group_neutralize(ts_delta(close, 20), industry)) multiply(if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.8, ts_delta(close, 5), ts_delta(close, 60)), ts_zscore(volume, 20)) multiply(group_rank(ts_delta(close, 10), industry), divide(volume, ts_mean(volume, 20))) multiply(ts_corr(ts_delay(group_mean(returns, 1, industry), 5), group_mean(returns, 1, industry), 20), group_mean(divide(volume, ts_mean(volume, 20)), 1, bucket(rank(volume), range="0,3,0.4"))) multiply(ts_corr(group_mean(close, 1, industry), close, 20), group_neutralize(ts_regression(close, ts_step(1), 10, 0, 1), industry))