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109 lines
3.7 KiB
109 lines
3.7 KiB
group_neutralize(divide(add(quarterly_cost_of_goods_sold, quarterly_receivables), quarterly_sales_revenue_total), industry)
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ts_mean(subtract(quarterly_gross_margin_percent, quarterly_net_profit_margin_percent), 120)
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group_zscore(ts_delta(quarterly_inventory_turnover, 20), sector)
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normalize(multiply(quarterly_operating_margin_percent, quarterly_pretax_margin_percent), useStd=true)
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rank(ts_scale(quarterly_receivables_turnover, 90, constant=0.5))
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group_rank(divide(quarterly_receivables, quarterly_sales_revenue_total), industry)
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ts_zscore(add(quarterly_sga_to_sales_ratio, quarterly_asset_turnover), 60)
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winsorize(ts_arg_max(quarterly_gross_margin_percent, 180), std=3)
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group_scale(ts_mean(quarterly_net_profit_margin_percent, 120), sector)
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ts_regression(quarterly_sales_revenue_total, quarterly_cost_of_goods_sold, 90, lag=0, rettype=0)
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quantile(ts_delta(quarterly_pretax_margin_percent, 30), driver="uniform", sigma=1.5)
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group_backfill(ts_std_dev(quarterly_operating_margin_percent, 60), industry, 90, std=4.0)
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ts_quantile(quarterly_receivables_turnover, 120, driver="gaussian")
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group_mean(ts_av_diff(quarterly_gross_margin_percent, 90), weight=1, group=sector)
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ts_count_nans(quarterly_inventory_turnover, 30)
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ts_decay_linear(ts_delta(quarterly_sales_revenue_total, 20), 60, dense=false)
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ts_corr(quarterly_cost_of_goods_sold, quarterly_receivables, 90)
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ts_product(quarterly_net_profit_margin_percent, 30)
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ts_max(quarterly_operating_margin_percent, 120)
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ts_min(quarterly_pretax_margin_percent, 90)
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ts_sum(quarterly_sga_to_sales_ratio, 60)
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ts_target_tvr_decay(quarterly_gross_margin_percent, lambda_min=0, lambda_max=1, target_tvr=0.1)
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ts_target_tvr_delta_limit(quarterly_receivables_turnover, quarterly_inventory_turnover, lambda_min=0, lambda_max=1, target_tvr=0.1)
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ts_step(1)
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ts_backfill(quarterly_sales_revenue_total, lookback=90, k=1, ignore="NAN")
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ts_covariance(quarterly_cost_of_goods_sold, quarterly_receivables, 90)
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ts_arg_min(quarterly_net_profit_margin_percent, 180)
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ts_arg_max(quarterly_operating_margin_percent, 120)
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ts_av_diff(quarterly_pretax_margin_percent, 90)
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ts_scale(quarterly_gross_margin_percent, 90, constant=0)
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ts_rank(quarterly_receivables_turnover, 120, constant=0)
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ts_zscore(quarterly_inventory_turnover, 60)
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group_neutralize(ts_mean(quarterly_sga_to_sales_ratio, 90), industry)
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group_zscore(ts_delta(quarterly_sales_revenue_total, 30), sector)
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group_rank(ts_std_dev(quarterly_net_profit_margin_percent, 60), industry)
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group_scale(ts_sum(quarterly_operating_margin_percent, 90), sector)
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normalize(ts_regression(quarterly_receivables, quarterly_sales_revenue_total, 90, lag=0, rettype=0), useStd=true)
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rank(ts_quantile(quarterly_pretax_margin_percent, 120, driver="gaussian"))
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winsorize(ts_corr(quarterly_cost_of_goods_sold, quarterly_receivables, 90), std=4)
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ts_decay_linear(ts_delta(quarterly_gross_margin_percent, 20), 60, dense=false)
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ts_product(quarterly_operating_margin_percent, 30)
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ts_max(quarterly_receivables_turnover, 120)
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ts_min(quarterly_inventory_turnover, 90)
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ts_sum(quarterly_pretax_margin_percent, 60)
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ts_target_tvr_decay(quarterly_sga_to_sales_ratio, lambda_min=0, lambda_max=1, target_tvr=0.1)
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ts_target_tvr_delta_limit(quarterly_net_profit_margin_percent, quarterly_gross_margin_percent, lambda_min=0, lambda_max=1, target_tvr=0.1)
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ts_step(1)
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ts_backfill(quarterly_receivables, lookback=90, k=1, ignore="NAN")
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ts_covariance(quarterly_sales_revenue_total, quarterly_cost_of_goods_sold, 90)
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ts_arg_min(quarterly_operating_margin_percent, 180)
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ts_arg_max(quarterly_pretax_margin_percent, 120)
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ts_av_diff(quarterly_receivables_turnover, 90)
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ts_scale(quarterly_inventory_turnover, 90, constant=0)
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ts_rank(quarterly_sga_to_sales_ratio, 120, constant=0)
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ts_zscore(quarterly_net_profit_margin_percent, 60) |