ts_arg_max(returns, 60)
rank(ts_count_nans(returns, 60))
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 120, "gaussian")), 120), 60)
zscore(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),divide(returns,100),0),60),subindustry))
rank(ts_step(1))
ts_std_dev(ts_mean(volume, 60), 60)
ts_product(divide(ts_mean(volume, 60), cap), 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), rank(ttm_return_on_equity_percent))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_assets_percent_2)
rank(ts_product(returns, 60))
vec_sum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
rank(subtract(ts_sum(returns, 60), ts_sum(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
ts_step(1)
quantile(ts_delta(returns, 60), driver="gaussian", sigma=1.0)
ts_count_nans(divide(ts_mean(volume, 60), cap), 60)
group_zscore(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
ts_corr(returns, returns, 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), anl45_risk_free_rate)
ts_min(divide(ts_mean(volume, 60), cap), 60)
ts_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_equity_percent)
rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),log(abs(returns)+2),0),60),subindustry))
subtract(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), rank(quarterly_return_on_assets_percent))
group_zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),signed_power(returns,2.5),0),60)),country)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent)
-rank(ts_std_dev(if_else(ts_rank(returns,60)<0.05,returns,NaN),60))
zscore(normalize(ts_mean(if_else(returns < ts_quantile(returns,50,uniform),min(returns,-0.1),0),50)))
zscore(ts_mean(if_else(returns < ts_quantile(returns,40,uniform),power(abs(returns),1.5),0),40))
group_neutralize(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
reverse(rank(ts_std_dev(if_else(returns < ts_min(returns, 60), returns, NaN), 60)))
normalize(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),sqrt(abs(returns))*sign(returns),0),60),industry))
rank(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60)))
reverse(rank(ts_std_dev(if_else(returns < ts_mean(returns, 120), returns, NaN), 60)))
ts_arg_max(divide(ts_mean(volume, 60), cap), 60)
quantile(ts_corr(returns, returns, 60), driver="gaussian", sigma=1.0)
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), multiply(ts_std_dev(returns, 60), 1.5)), returns, NaN), 60)))
zscore(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,50,cauchy),returns,0),50),country))
zscore(ts_mean(if_else(returns < ts_quantile(returns,65,gaussian),ts_av_diff(returns,15),0),65))
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 60), 60)
rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),inverse(abs(returns)+1),0),60))
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 30), 60)
reverse(rank(ts_std_dev(if_else(returns < -0.01, returns, NaN), 60)))
rank(ts_sum(returns, 60))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_average_equity)
ts_quantile(divide(ts_mean(volume, 60), cap), 60)
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 120)))
if_else(and(rank(ts_scale(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
ts_delta(returns, 60)
reverse(rank(ts_std_dev(if_else(ts_delay(returns, 1) < 0, ts_delay(returns, 1), NaN), 60)))
ts_corr(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60)
rank(divide(ts_mean(volume, 60), cap))
if_else(and(rank(ts_mean(divide(volume,fnd17_float),40))<0.1,ts_arg_max(ts_sum(group_mean(returns,cap,market),5)<-0.04,150)<=30),ts_sum(returns,30),0)
rank(ts_mean(if_else(returns < ts_quantile(returns,95,gaussian),subtract(0,returns),0),95))
normalize(group_rank(abs(ts_mean(if_else(returns < ts_quantile(returns,70,gaussian),returns,0),70)),country))
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60)))
ts_rank(divide(ts_mean(volume, 60), cap), 60)
ts_av_diff(ts_mean(volume, 60), 60)
ts_corr(divide(ts_mean(volume, 60), cap), returns, 60)
rank(subtract(ts_mean(returns, 60), ts_mean(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
ts_decay_linear(divide(ts_mean(volume, 60), cap), 60)
ts_quantile(ts_mean(volume, 60), 60)
ts_backfill(ts_mean(volume, 60), 60)
reverse(rank(ts_std_dev(if_else(abs(returns) > 0.05, returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_delay(ts_mean(returns, 60), 1), ts_delay(ts_std_dev(returns, 60), 1)), returns, NaN), 60)))
ts_corr(ts_mean(volume, 60), returns, 60)
ts_zscore(returns, 60)
zscore(ts_mean(if_else(returns < ts_delay(ts_mean(returns, 30), 5), returns, 0), 60))
rank(ts_zscore(returns, 60))
ts_count_nans(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_delay(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 5)
rank(subtract(ts_sum(returns, 30), ts_sum(if_else(returns < ts_quantile(returns, 30, "gaussian"), returns, 0), 30)))
ts_rank(ts_sum(if_else(returns < ts_quantile(returns, 60, "cauchy"), returns, 0), 60), 120)
normalize(zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,70,uniform),returns,0),70))))
reverse(rank(ts_std_dev(if_else(returns < 0, ts_delay(returns, 1), NaN), 60)))
rank(ts_sum(if_else(returns < ts_delay(ts_quantile(returns, 60, "gaussian"), 1), returns, 0), 60))
vec_avg(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reverse(rank(ts_std_dev(if_else(returns < -0.03, returns, NaN), 60)))
ts_av_diff(divide(ts_mean(volume, 60), cap), 60)
group_zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,65,uniform),returns,0),65)),sector)
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 250)))
ts_covariance(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60)
rank(abs(zscore(ts_mean(if_else(returns < ts_quantile(returns,80,gaussian),subtract(0,abs(returns)),0),80))))
ts_arg_min(returns, 60)
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 90)))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), min(10, abs(ttm_return_on_equity_percent)))
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), ts_std_dev(returns, 60)), returns, NaN), 60)))
rank(ts_corr(returns, returns, 60))
ts_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 0)
vec_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
rank(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60))
rank(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),ts_delta(returns,5),0),60),industry))
group_scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)
rank(ts_target_tvr_decay(returns, lambda_min=0, lambda_max=1, target_tvr=0.1))
ts_sum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
signed_power(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), 2)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), add(1, anl45_risk_free_rate))
vec_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
rank(ts_mean(if_else(returns < ts_delay(ts_quantile(returns, 60, "uniform"), 5), returns, 0), 60))
rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),ts_rank(returns,10),0),60),subindustry))
ts_arg_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
zscore(ts_sum(multiply(returns, returns < ts_mean(returns, 60)), 60))
zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,70,cauchy),divide(returns,abs(returns)+1),0),70)))
ts_regression(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60, 0, 0)
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 120, "gaussian")), 60), 120)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), return_on_equity_ratio_3)
group_zscore(rank(abs(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60))),sector)
ts_count_nans(returns, 60)
quantile(ts_covariance(returns, returns, 60), driver="gaussian", sigma=1.0)
rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),signed_power(returns,3),0),60),industry))
rank(ts_covariance(returns, returns, 60))
quantile(ts_arg_max(returns, 60), driver="gaussian", sigma=1.0)
group_neutralize(rank(ts_mean(if_else(returns < ts_quantile(returns,50,uniform),returns,0),50)),industry)
if_else(and(rank(ts_mean(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
ts_product(returns, 60)
ts_regression(returns, ts_mean(volume, 60), 60)
if_else(and(rank(ts_delta(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), sign(quarterly_return_on_investment))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), fnd86_risk_score)
ts_delay(divide(ts_mean(volume, 60), cap), 1)
ts_rank(ts_mean(multiply(returns, returns < ts_delay(ts_quantile(returns, 60, "uniform"), 3)), 60), 60)
group_neutralize(zscore(ts_mean(if_else(returns < ts_quantile(returns,75,gaussian),inverse(abs(returns)+2),0),75)),country)
rank(ts_delta(returns, 60))
ts_target_tvr_delta_limit(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 0, 1, 0.1)
rank(ts_mean(if_else(subtract(returns,ts_quantile(returns,60)) < 0,returns,0),60))
ts_product(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
rank(ts_arg_min(returns, 60))
normalize(abs(group_zscore(ts_mean(if_else(returns < ts_quantile(returns,65,uniform),returns,0),65),subindustry)))
ts_product(ts_mean(volume, 60), 60)
ts_av_diff(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
normalize(ts_mean(if_else(returns < ts_quantile(returns,70,cauchy),log(abs(returns)+1),0),70))
ts_mean(returns, 60)
ts_sum(ts_mean(volume, 60), 60)
ts_backfill(divide(ts_mean(volume, 60), cap), 60)
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), multiply(ts_std_dev(returns, 60), 2)), returns, NaN), 60)))
ts_zscore(ts_mean(volume, 60), 60)
ts_max(ts_mean(volume, 60), 60)
quantile(ts_zscore(returns, 60), driver="gaussian", sigma=1.0)
ts_mean(volume, 60)
ts_arg_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
rank(ts_mean(if_else(returns < ts_quantile(returns,85,gaussian),multiply(returns,100),0),85))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), max(0.1, abs(quarterly_return_on_assets_percent)))
ts_backfill(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 1, "NAN")
ts_delta(ts_mean(volume, 60), 1)
if_else(and(rank(ts_av_diff(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
group_neutralize(normalize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),add(returns,2),0),60)),country)
if_else(and(rank(ts_zscore(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
rank(ts_sum(if_else(returns < ts_quantile(returns, 60, "cauchy"), returns, 0), 30))
ts_count_nans(ts_mean(volume, 60), 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_investment_percent)
ts_std_dev(returns, 60)
ts_quantile(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, "gaussian")
reverse(rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
zscore(ts_mean(if_else(returns < ts_delay(ts_mean(returns, 60), 1), returns, 0), 60))
rank(ts_mean(if_else(returns < ts_delay(ts_quantile(returns, 30, "uniform"), 2), returns, 0), 60))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent_3)
ts_target_tvr_decay(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0, 1, 0.1)
normalize(rank(abs(ts_mean(if_else(returns < ts_quantile(returns,80,cauchy),ts_std_dev(returns,10),0),80))))
ts_decay_linear(ts_mean(volume, 60), 60)
ts_covariance(returns, returns, 60)
ts_scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 0)
rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),multiply(signed_power(returns,2),0.5),0),60))
normalize(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),add(returns,1),0),60)))
rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reverse(rank(ts_std_dev(if_else(returns < 0, signed_power(returns, 2), NaN), 60)))
reverse(rank(ts_decay_linear(if_else(returns < 0, returns, NaN), 60)))
rank(ts_arg_max(returns, 60))
zscore(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 60))
if_else(and(rank(ts_mean(divide(volume,public_float_shares),50))<0.05,ts_arg_max(ts_sum(group_mean(returns,1,market),5)<-0.03,200)<=15),ts_sum(returns,15),0)
ts_sum(divide(ts_mean(volume, 60), cap), 60)
rank(ts_regression(returns, returns, 60, lag=0, rettype=0))
divide(ts_mean(volume, 60), cap)
ts_delay(ts_mean(volume, 60), 1)
ts_std_dev(divide(ts_mean(volume, 60), cap), 60)
ts_regression(returns, returns, 60, lag=0, rettype=0)
rank(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),signed_power(returns,1.2),0),60)))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_equity_percent_2)
ts_regression(returns, divide(ts_mean(volume, 60), cap), 60)
ts_sum(returns, 60)
ts_scale(ts_mean(volume, 60), 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ts_step(1))
zscore(ts_mean(if_else(returns < ts_quantile(returns,55,gaussian),sqrt(abs(returns)),0),55))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), inverse(add(1, abs(ttm_return_on_equity_percent))))
rank(ts_mean(if_else(returns < ts_quantile(returns,35,uniform),sign(returns)*power(abs(returns),2),0),35))
ts_rank(returns, 60)
ts_arg_min(divide(ts_mean(volume, 60), cap), 60)
ts_target_tvr_decay(returns, lambda_min=0, lambda_max=1, target_tvr=0.1)
reverse(rank(ts_std_dev(if_else(returns < -0.02, returns, NaN), 60)))
normalize(ts_mean(if_else(returns < ts_quantile(returns,80,gaussian),signed_power(returns,2),0),80))
ts_rank(ts_mean(if_else(returns < ts_quantile(returns, 60, "uniform"), returns, 0), 60), 60)
quantile(ts_arg_min(returns, 60), driver="gaussian", sigma=1.0)
ts_covariance(ts_mean(volume, 60), returns, 60)
reverse(rank(ts_decay_linear(ts_std_dev(if_else(returns < 0, returns, NaN), 60), 20)))
ts_zscore(divide(ts_mean(volume, 60), cap), 60)
ts_max(divide(ts_mean(volume, 60), cap), 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), log(add(1, abs(quarterly_return_on_assets_percent))))
reverse(rank(ts_std_dev(if_else(returns < ts_mean(returns, 20), returns, NaN), 60)))
ts_arg_max(ts_mean(volume, 60), 60)
ts_delta(divide(ts_mean(volume, 60), cap), 1)
rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),max(returns,-0.5),0),60))
if_else(and(rank(ts_product(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
normalize(group_zscore(ts_mean(if_else(returns < ts_quantile(returns,30,uniform),returns,0),30),industry))
rank(ts_av_diff(returns, 60))
group_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
rank(group_zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60)),sector))
if_else(and(rank(ts_mean(daily_volume_to_shares_outstanding,60))<0.15,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
ts_av_diff(returns, 60)
group_zscore(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60)),sector)
group_backfill(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"), 60, 4.0)
group_mean(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, bucket(rank(returns), buckets="2,5,6,7,10"))
rank(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,45,gaussian),returns,0),45),sector))
ts_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
divide(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), add(ts_mean(abs(returns), 60), 0.001))
group_rank(ts_mean(if_else(returns < ts_quantile(returns,75,gaussian),returns,0),75),subindustry)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), sqrt(abs(quarterly_return_on_equity_percent)))
ts_mean(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 30)
ts_min(ts_mean(volume, 60), 60)
rank(subtract(ts_mean(returns, 90), ts_mean(if_else(returns < ts_quantile(returns, 90, "gaussian"), returns, 0), 90)))
zscore(ts_mean(if_else(returns < ts_quantile(returns,90,cauchy),returns,0),90))
ts_rank(ts_mean(volume, 60), 60)
reverse(rank(ts_delay(ts_std_dev(if_else(returns < 0, returns, NaN), 60), 5)))
reverse(rank(ts_std_dev(if_else(abs(returns) > add(ts_mean(abs(returns), 60), ts_std_dev(abs(returns), 60)), returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 30)))
reverse(rank(ts_std_dev(if_else(returns < -0.05, returns, NaN), 60)))
rank(normalize(ts_mean(if_else(returns < ts_quantile(returns,90,gaussian),log(abs(returns)+3),0),90)))
if_else(and(rank(ts_decay_linear(divide(volume,cap),70))<0.1,ts_arg_max(ts_sum(vec_avg(returns),10)<-0.07,300)<=25),ts_sum(returns,25),0)
rank(ts_mean(if_else(returns < ts_quantile(returns,50,cauchy),power(abs(returns),0.8),0),50))
ts_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
add(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent)
zscore(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),sqrt(abs(returns))*signed_power(returns,1),0),60),sector))
ts_zscore(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_scale(divide(ts_mean(volume, 60), cap), 60)
ts_covariance(divide(ts_mean(volume, 60), cap), returns, 60)
ts_delta(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 5)
ts_rank(ts_sum(if_else(returns < ts_quantile(returns, 90, "cauchy"), returns, 0), 90), 60)
group_rank(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),inverse(abs(returns)+3),0),60)),industry)
zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,45,cauchy),signed_power(returns,0.5),0),45)))
rank(group_neutralize(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60)),subindustry))
ts_mean(divide(ts_mean(volume, 60), cap), 60)