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39 lines
1.9 KiB
39 lines
1.9 KiB
add(ts_mean(ts_std_dev(anl4_netdebt_flag, 63), 21), ts_zscore(anl4_netdebt_flag, 21))
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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))))
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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)))
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group_neutralize(ts_av_diff(anl4_netdebt_flag, 42), bucket(ts_scale(anl4_netdebt_flag, 1, 1, 1)))
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power(ts_decay_linear(anl4_netdebt_flag, 21, false), divide(ts_sum(anl4_netdebt_flag, 63), ts_mean(anl4_netdebt_flag, 63)))
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multiply(ts_zscore(anl4_netdebt_flag, 84), sign(ts_delta(anl4_netdebt_flag, 21)))
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ts_regression(anl4_netdebt_flag, ts_step(1), 63, 0, 0)
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rank(ts_backfill(anl4_netdebt_flag, 21, 1, "NAN"), 2)
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subtract(ts_quantile(anl4_netdebt_flag, 126, "gaussian"), quantile(anl4_netdebt_flag, "gaussian", 1.0))
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hump(group_zscore(anl4_netdebt_flag, bucket(ts_arg_max(anl4_netdebt_flag, 21))), 0.01)
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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))
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add(ts_count_nans(anl4_netdebt_flag, 63), reverse(ts_rank(anl4_netdebt_flag, 84)))
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group_scale(ts_product(anl4_netdebt_flag, 21), bucket(ts_arg_min(anl4_netdebt_flag, 42)))
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multiply(ts_mean(anl4_netdebt_flag, 126), inverse(ts_std_dev(anl4_netdebt_flag, 63)))
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trade_when(ts_delta(anl4_netdebt_flag, 21) > 0, ts_sum(anl4_netdebt_flag, 42), ts_delay(anl4_netdebt_flag, 21))
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ts_scale(ts_av_diff(anl4_netdebt_flag, 84), 21, 0)
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subtract(ts_sum(anl4_netdebt_flag, 63), vec_avg(bucket(ts_mean(anl4_netdebt_flag, 21))))
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group_rank(ts_backfill(anl4_netdebt_flag, 42, 1, "NAN"), bucket(last_diff_value(anl4_netdebt_flag, 21)))
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kth_element(anl4_netdebt_flag, 126, 1)
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winsorize(ts_corr(anl4_netdebt_flag, ts_decay_linear(anl4_netdebt_flag, 21, false), 63), 4) |