add(ts_mean(ts_std_dev(anl4_netdebt_flag, 63), 21), ts_zscore(anl4_netdebt_flag, 21))

subtract(multiply(ts_rank(anl4_netdebt_flag, 84), ts_delta(anl4_netdebt_flag, 42)), group_mean(anl4_netdebt_flag, 1, bucket(ts_sum(anl4_netdebt_flag, 21))))

if_else(ts_std_dev(anl4_netdebt_flag, 63) < ts_mean(ts_std_dev(anl4_netdebt_flag, 63), 252), ts_corr(anl4_netdebt_flag, ts_delay(anl4_netdebt_flag, 21), 63), reverse(ts_rank(anl4_netdebt_flag, 126)))

group_neutralize(ts_av_diff(anl4_netdebt_flag, 42), bucket(ts_scale(anl4_netdebt_flag, 1, 1, 1)))

power(ts_decay_linear(anl4_netdebt_flag, 21, false), divide(ts_sum(anl4_netdebt_flag, 63), ts_mean(anl4_netdebt_flag, 63)))

multiply(ts_zscore(anl4_netdebt_flag, 84), sign(ts_delta(anl4_netdebt_flag, 21)))

ts_regression(anl4_netdebt_flag, ts_step(1), 63, 0, 0)

rank(ts_backfill(anl4_netdebt_flag, 21, 1, "NAN"), 2)

subtract(ts_quantile(anl4_netdebt_flag, 126, "gaussian"), quantile(anl4_netdebt_flag, "gaussian", 1.0))

hump(group_zscore(anl4_netdebt_flag, bucket(ts_arg_max(anl4_netdebt_flag, 21))), 0.01)

if_else(is_nan(anl4_netdebt_flag), ts_mean(anl4_netdebt_flag, 21), ts_covariance(anl4_netdebt_flag, ts_delay(anl4_netdebt_flag, 1), 42))

add(ts_count_nans(anl4_netdebt_flag, 63), reverse(ts_rank(anl4_netdebt_flag, 84)))

group_scale(ts_product(anl4_netdebt_flag, 21), bucket(ts_arg_min(anl4_netdebt_flag, 42)))

multiply(ts_mean(anl4_netdebt_flag, 126), inverse(ts_std_dev(anl4_netdebt_flag, 63)))

trade_when(ts_delta(anl4_netdebt_flag, 21) > 0, ts_sum(anl4_netdebt_flag, 42), ts_delay(anl4_netdebt_flag, 21))

ts_scale(ts_av_diff(anl4_netdebt_flag, 84), 21, 0)

subtract(ts_sum(anl4_netdebt_flag, 63), vec_avg(bucket(ts_mean(anl4_netdebt_flag, 21))))

group_rank(ts_backfill(anl4_netdebt_flag, 42, 1, "NAN"), bucket(last_diff_value(anl4_netdebt_flag, 21)))

kth_element(anl4_netdebt_flag, 126, 1)

winsorize(ts_corr(anl4_netdebt_flag, ts_decay_linear(anl4_netdebt_flag, 21, false), 63), 4)

ts_std_dev(client_retention_rate, 90) < ts_mean(ts_std_dev(client_retention_rate, 90), 270)

ts_rank(client_retention_rate, 90) > 0.8 and ts_std_dev(client_retention_rate, 90) < ts_std_dev(client_retention_rate, 270)

group_zscore(ts_std_dev(client_retention_rate, 90), sector) < -1.0

ts_scale(client_retention_rate, 90) > 0.7 and ts_std_dev(client_retention_rate, 90) < 0.05

ts_delta(ts_std_dev(client_retention_rate, 90), 90) < 0 and ts_std_dev(client_retention_rate, 90) < ts_mean(client_retention_rate, 270) * 0.1

ts_zscore(ts_std_dev(client_retention_rate, 90), 90) < -2.0

group_neutralize(ts_std_dev(client_retention_rate, 90), industry) < 0.03

ts_decay_linear(ts_std_dev(client_retention_rate, 90), 90) < ts_decay_linear(ts_std_dev(client_retention_rate, 270), 270)

ts_count_nans(client_retention_rate, 90) == 0 and ts_std_dev(client_retention_rate, 90) < 0.02

ts_arg_min(ts_std_dev(client_retention_rate, 90), 180) < 90

ts_corr(client_retention_rate, revenue_growth, 90) > 0.6 and ts_std_dev(client_retention_rate, 90) < 0.04

ts_backfill(ts_std_dev(client_retention_rate, 90), 90, 1) < ts_mean(ts_std_dev(client_retention_rate, 90), 180)

group_scale(ts_std_dev(client_retention_rate, 90), industry) < 0.3

ts_quantile(ts_std_dev(client_retention_rate, 90), 90, "gaussian") < 0.2

ts_av_diff(ts_std_dev(client_retention_rate, 90), 90) < -0.01

ts_regression(client_retention_rate, economic_cycle_index, 90, 0, 1) > 0.5 and ts_std_dev(client_retention_rate, 90) < 0.03

ts_product(ts_std_dev(client_retention_rate, 90), 90) < 1.0e-5

ts_mean(client_retention_rate, 90) > 0.8 and ts_std_dev(client_retention_rate, 90) < 0.01

ts_step(1) % 90 == 0 and ts_std_dev(client_retention_rate, 90) < 0.02

rank(ts_std_dev(client_retention_rate, 90), 0) > 0.9 and group_zscore(ts_std_dev(client_retention_rate, 90), country) < -0.5