reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)) reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdingmap, 60), lookback=60), exchange)) multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), inverse(pv64_dif_fund_turnover)) multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_delta(pv87_holdings, 1)) group_rank(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), exchange) group_zscore(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), exchange) winsorize(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), std=4) ts_rank(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60) quantile(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), driver=gaussian) if_else(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0) if_else(ts_delta(pv87_holdings, 1) > 0, reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0) if_else(and(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), ts_delta(pv87_holdings, 1) > 0), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0) if_else(or(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), ts_delta(pv87_holdings, 1) > 0), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0) if_else(not(pv64_dif_fund_turnover > ts_mean(pv64_dif_fund_turnover, 60)), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0) if_else(is_nan(pv87_holdings), 0, reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) to_nan(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), value=0) hump(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), hump=0.01) ts_decay_linear(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 60) ts_zscore(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60) ts_scale(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60) divide(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_std_dev(pv87_holdings, 60)) subtract(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_min(pv87_holdings, 60)) divide(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_sum(pv87_holdings, 60)) power(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_product(pv87_holdings, 60)) ts_av_diff(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60) ts_covariance(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), pv64_dif_fund_turnover, 60) ts_regression(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), pv64_dif_fund_turnover, 60) multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_count_nans(pv87_holdings, 60)) kth_element(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60, 1) last_diff_value(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60) days_from_last_change(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)) ts_arg_max(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60) ts_arg_min(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60) multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_step(1)) vec_avg(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) reduce_avg(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) reduce_max(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) reduce_min(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) reduce_sum(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) reduce_stddev(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) reduce_range(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) reduce_skewness(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) reduce_kurtosis(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) reduce_powersum(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), constant=2) reduce_percentage(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), percentage=0.5) reduce_choose(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), nth=1) reduce_count(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), threshold=0) reduce_ir(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) reduce_norm(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))) trade_when(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)