add(returns, ts_delay(returns,1)) multiply(returns, inverse(volume)) divide(multiply(returns, vwap), cap) group_zscore(returns, sector) ts_mean(multiply(returns, volume),5) if_else(volume > ts_mean(volume,30), 1, 0) scale(returns,1,0) winsorize(returns) add(zscore(returns), zscore(adv20)) multiply(zscore(returns), ts_mean(returns,20)) group_neutralize(returns, sector) group_backfill(returns, sector,30) divide(returns, beta_last_30_days_spy) multiply(returns, fscore_surface) ts_corr(close, adv20,20) add(ts_delay(returns,1), ts_delay(returns,2)) multiply( adv20, 0.01 ) subtract( ts_mean(returns,20), multiply(adv20,0.001)) add(zscore(adv20), zscore(volume)) ts_zscore(multiply(returns, volume),60) if_else( snt_value > 0.7, -1, 1 ) * returns divide( nws12_allz_result1, close ) ts_delay( snt_value, 1) * returns add( normalize(returns), group_neutralize(beta_last_30_days_spy, sector) ) multiply( group_zscore(fscore_momentum, sector), returns ) group_zscore(fscore_surface, sector) group_zscore(fscore_value, sector) scale( fscore_value, 1, 0 ) ts_corr( close, snt_value,30 ) multiply( snt_value, ts_delay(returns,5) ) add( ts_delay(snt_value,1), ts_delay(snt_value,2) ) divide( call_breakeven_20, put_breakeven_20 ) ts_mean( divide( call_breakeven_30, put_breakeven_30 ),10) if_else( pcr_vol_20 > 1.2, 1, -1 ) * returns multiply( pcr_oi_60, returns ) group_zscore( pcr_oi_60, sector ) add( zscore( pcr_oi_60 ), zscore( adv20 ) ) ts_delay( pcr_oi_60,1) * returns group_mean( sales, pv13_revere_company ) divide( group_mean(sales, pv13_revere_company), group_mean(market_cap, pv13_revere_company) ) multiply( fscore_surface, fscore_momentum ) if_else( fscore_surface > 50, 1, 0 ) * returns normalize( fscore_surface ) ts_rank( fscore_surface,60 ) ts_delay( fscore_surface,30 ) multiply( ts_delay(returns,10), ts_rank( fscore_bfl_total,60 ) ) add( ts_delay(fscore_total,30), returns ) divide( fscore_value, fscore_growth ) group_scale(adv20, sector) multiply( group_zscore(adv20, sector), returns ) ts_corr( adv20, snt_value,60 ) ts_covariance( adv20, returns,60 ) add( returns, multiply( adv20, 0.001 ) ) add( multiply(returns, volume), ts_delay(returns,1) ) multiply( adv20, beta_last_30_days_spy ) group_zscore( beta_last_30_days_spy, sector ) scale(div ide(returns, adv20),1,0 ) winsorize(multiply(returns, volume)) if_else( volume > adv20 * 2, 1, -1 ) * returns add( snt_value, ts_delay(snt_value,1) ) scale( snt_social_volume, 1, 0 ) if_else( is_nan(close), group_mean(close, sector ), close ) group_backfill(close, sector,30) ad d( ts_mean(returns,5), ts_mean(returns,10) ) add( ts_mean(returns,5), ts_mean(returns,10) ) scale(returns, longscale=1, shortscale=1 ) winsorize(group_zscore(returns, pv13_revere_key_sector)) ts_delay( volume,1 ) ts_mean( volume,10 ) if_else( ts_std_dev(returns,30) > 0.15, ts_delta(close,5), ts_delta(close,30)) divide( fscore_bfl_tota, fscore_bfl_value ) add( normalize(returns), group_neutralize(beta_last_30_days_spy, sector) ) multiply( group_zscore(returns, pv13_revere_company ), returns ) add( ts_delta(close, 5), ts_delta(close,10) ) multiply( snt_social_volume, 10 ) normalize( snt_social_value ) scale( snt_social_value, 1, 0 ) if_else( nws12_prez_02l > 0, 1, -1 ) * returns ts_corr( close, volume,20 ) add( zscore(adv20), zscore(volume) ) group_mean( fscore_surface, pv13_revere_company ) divide( group_mean(sales, pv13_revere_company), group_mean(market_cap, pv13_revere_company) ) multiply( group_zscore(returns, pv13_revere_company), fscore_surface ) if_else( group_zscore(fscore_surface, sector) > 0.5, 1, -1 ) * returns ts_mean( divide( group_mean(sales, pv13_revere_company), group_mean(market_cap, pv13_revere_company) ),5) add( normalize( fscore_surface ), normalize( fscore_momentum ) ) multiply( snt_value, ts_delay(returns,1) ) add( ts_delay(snt_value,1), ts_delay(snt_value,2) ) if_else( pcr_oi_60 > 0.5, 1, -1) * returns ts_delay( pcr_oi_60,1) * returns divide( call_breakeven_10, put_breakeven_10 ) ts_mean( divide( call_breakeven_30, put_breakeven_30 ),10) group_zscore( volume, pv13_revere_key_sector ) multiply( group_zscore(returns, sector), volume ) if_else( adv20 < 100000, 1, 0 ) * returns add( zscore( adv20 ), zscore( fscore_surface ) ) multiply( ts_delta(close,5), ts_std_dev(returns,60) ) winsorize(group_scale(returns, sector)) divide( market_cap, ts_mean(market_cap,90) ) scale( divide(returns, market_cap), 1,0 ) group_backfill(returns, pv13_revere_company,30) add( returns, multiply( beta_last_30_days_spy, 0.05 ) ) multiply( group_zscore(fscore_surface, pv13_revere_sector), group_zscore(returns, pv13_revere_sector) ) if_else( ts_mean(returns,10) > 0, 1, -1 ) * snt_value add( normalize( returns ), normalize( group_zscore(returns, pv13_revere_company) ) ) multiply( adv20, ts_delta(volume,5) ) ts_corr( close, adv20,30 ) add( ts_delay(close,5), multiply( adv20, 0.001 ) ) scale( snt_value, 1, 0 ) multiply( snt_value, 10 ) if_else( snt_value > 0.6, zscore(returns), 0 ) divide( nws12_prez_02l, close ) ts_delay( nws12_allz_result1,1) * returns group_mean( fscore_surface, sector ) divide( group_mean(eps_estimate, pv13_revere_company), group_mean(earnings_actual, pv13_revere_company) ) add( normalize( fscore_surface ), normalize( fscore_momentum ) ) multiply( fscore_surface, ts_delay(returns,5) ) ts_corr( fscore_surface, close,30 ) add( ts_delay(returns,1), ts_delay(returns,2) ) multiply( snt_value, ts_delay(returns,5) ) add( ts_delay(snt_value,1), ts_delay(snt_value,2) ) scale( group_zscore(returns, sector), 1, 0 ) if_else( snt_value > 0.5, -ts_delta(close,5), ts_delta(close,5) ) ts_mean( divide( group_mean(eps_estimate, pv13_revere_company), group_mean(earnings_actual, pv13_revere_company) ),20) add( normalize( bffl_surface ), normalize( fscore_momentum ) ) multiply( group_zscore(returns, pv13_revere_company), multiplier( adv20, 0.01 ) ) scale( snt_social_volume, 1, 0 ) divide( call_breakeven_60, put_breakeven_60 ) ts_scale( divide(returns, adv20), 30,1 ) if_else( group_zscore(returns, sector) < 0.2, 1, 0 )