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5 lines
324 B
5 lines
324 B
group_scale(ts_delta(ts_mean(ts_delta(close,5),20),industry)
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divide(ts_corr(close,ts_mean(close,60),20),ts_std_dev(close,20))
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ts_corr(group_rank(close,industry),group_rank(market_cap,industry),10)
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ts_rank(divide(subtract(close,ts_mean(close,20)),ts_std_dev(close,20)),10)
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ts_delay(group_mean(ts_delta(close,5),1,industry),5) |