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39 lines
1.8 KiB
39 lines
1.8 KiB
subtract(ts_delta(fnd6_newqeventv110_cibegniq, 90), ts_delta(fn_comp_not_rec_a, 90))
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multiply(ts_zscore(fnd6_newqeventv110_cibegniq, 180), sign(ts_delta(fn_comp_not_rec_stock_options_q, 60)))
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group_neutralize(divide(ts_mean(fnd6_newqeventv110_cibegniq, 120), ts_std_dev(fnd6_newqeventv110_cibegniq, 120)), 'sector')
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ts_rank(subtract(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a), 252)
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group_zscore(ts_av_diff(fnd6_newqeventv110_cibegniq, 90), 'industry')
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ts_decay_linear(multiply(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_stock_options_q), 60, false)
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if_else(gt(ts_delta(fn_comp_not_rec_a, 30), 0), ts_zscore(fnd6_newqeventv110_cibegniq, 60), reverse(ts_std_dev(fnd6_newqeventv110_cibegniq, 90)))
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ts_corr(ts_delay(fnd6_newqeventv110_cibegniq, 30), fn_comp_not_rec_stock_options_q, 120)
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group_scale(subtract(ts_sum(fnd6_newqeventv110_cibegniq, 60), ts_sum(fn_comp_not_rec_stock_options_q, 60)), 'country')
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signed_power(ts_delta(fnd6_newqeventv110_cibegniq, 180), 0.5)
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ts_arg_max(divide(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a), 252)
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group_backfill(ts_mean(fn_comp_not_rec_stock_options_q, 90), 'sector', 60)
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normalize(multiply(ts_regression(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a, 120, 0, 0), 100), true)
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winsorize(ts_std_dev(subtract(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_stock_options_q), 180), 3)
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ts_quantile(ts_delta(fnd6_newqeventv110_cibegniq, 90), 180, 'uniform')
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bucket(rank(ts_mean(fn_comp_not_rec_a, 120)), buckets="2,5,6,7,10")
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ts_backfill(ts_arg_min(fnd6_newqeventv110_cibegniq, 90), 120, 1, "NAN")
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invert(ts_rank(multiply(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_stock_options_q), 180))
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group_mean(ts_zscore(fnd6_newqeventv110_cibegniq, 90), 'industry', 'sector')
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ts_scale(subtract(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a), 252, 0) |