ts_std_dev(returns, 20)
ts_mean(returns, 20)
group_zscore(ts_std_dev(returns, 20), industry)
ts_zscore(ts_std_dev(returns, 20), 20)
group_neutralize(ts_std_dev(returns, 20), industry)
ts_delta(ts_std_dev(returns, 20), 1)
ts_rank(ts_std_dev(returns, 20), 20)
ts_corr(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
ts_decay_linear(ts_std_dev(returns, 20), 20)
ts_backfill(ts_std_dev(returns, 20), 20)
ts_arg_max(ts_std_dev(returns, 20), 20)
ts_arg_min(ts_std_dev(returns, 20), 20)
ts_av_diff(ts_std_dev(returns, 20), 20)
ts_quantile(ts_std_dev(returns, 20), 20)
ts_covariance(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
ts_product(ts_std_dev(returns, 20), 20)
ts_scale(ts_std_dev(returns, 20), 20)
ts_sum(ts_std_dev(returns, 20), 20)
ts_count_nans(ts_std_dev(returns, 20), 20)
ts_regression(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
ts_target_tvr_decay(ts_std_dev(returns, 20), 0, 1, 0.1)
ts_target_tvr_delta_limit(ts_std_dev(returns, 20), ts_mean(returns, 20), 0, 1, 0.1)
group_mean(ts_std_dev(returns, 20), ts_mean(returns, 20), industry)
group_scale(ts_std_dev(returns, 20), industry)
group_rank(ts_std_dev(returns, 20), industry)
group_backfill(ts_std_dev(returns, 20), industry, 20)
normalize(ts_std_dev(returns, 20), false, 0)
quantile(ts_std_dev(returns, 20), gaussian, 1.0)
rank(ts_std_dev(returns, 20), 2)
scale(ts_std_dev(returns, 20), 1, 1, 1)
winsorize(ts_std_dev(returns, 20), 4)
zscore(ts_std_dev(returns, 20))
vec_avg(ts_std_dev(returns, 20))
vec_sum(ts_std_dev(returns, 20))
bucket(rank(ts_std_dev(returns, 20)), "0,1,0.1")
trade_when(ts_std_dev(returns, 20), ts_mean(returns, 20), ts_delta(ts_std_dev(returns, 20), 1))
add(ts_std_dev(returns, 20), ts_mean(returns, 20), false)
subtract(ts_std_dev(returns, 20), ts_mean(returns, 20), false)
multiply(ts_std_dev(returns, 20), ts_mean(returns, 20), false)
divide(ts_std_dev(returns, 20), ts_mean(returns, 20))
power(ts_std_dev(returns, 20), 2)
signed_power(ts_std_dev(returns, 20), 2)
sqrt(ts_std_dev(returns, 20))
reverse(ts_std_dev(returns, 20))
sign(ts_std_dev(returns, 20))
abs(ts_std_dev(returns, 20))
log(ts_std_dev(returns, 20))
inverse(ts_std_dev(returns, 20))
max(ts_std_dev(returns, 20), ts_mean(returns, 20))
min(ts_std_dev(returns, 20), ts_mean(returns, 20))
and(ts_std_dev(returns, 20) > 0, ts_mean(returns, 20) > 0)
or(ts_std_dev(returns, 20) > 0, ts_mean(returns, 20) > 0)
not(ts_std_dev(returns, 20) > 0)
is_nan(ts_std_dev(returns, 20))
if_else(ts_std_dev(returns, 20) > ts_mean(returns, 20), 1, 0)
ts_step(1)
days_from_last_change(ts_std_dev(returns, 20))
hump(ts_std_dev(returns, 20), 0.01)
kth_element(ts_std_dev(returns, 20), 20, 1)
last_diff_value(ts_std_dev(returns, 20), 20)
jump_decay(ts_std_dev(returns, 20), 20, 0.5, 0.1)