You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
10 lines
1.5 KiB
10 lines
1.5 KiB
multiply(rank(reverse(market_capitalization_current)),rank(price_difference_bid_ask))
|
|
multiply(rank(reverse(quarter_total_assets)),rank(pv37_low_global1h))
|
|
multiply(rank(short_term_payables_other),rank(reverse(last_closing_price)))
|
|
multiply(rank(fnd72_pit_or_is_q_is_foreign_exch_loss),rank(pv173_zscoresmt5yzspread))
|
|
multiply(rank(social_score_positive_correlation),rank(reverse(pv37_cap_global30m)))
|
|
group_rank(group_neutralize(subtract(ts_mean(divide(multiply(ts_delta(last_closing_price, 1), market_capitalization_current), ts_sum(multiply(last_closing_price, market_capitalization_current), 20)), 20), industry), industry), industry)
|
|
group_zscore(ts_sum(if_else(subtract(ts_mean(pv37_low_global2, 20), last_closing_price) > ts_std_dev(last_closing_price, 20), ts_av_diff(market_capitalization_current, 20), ts_covariance(pv37_cap_global30m, last_closing_price, 20)), 20), industry)
|
|
multiply(ts_rank(divide(subtract(ts_max(quarterly_cash_and_equivalents, 20), ts_min(quarterly_cash_and_equivalents, 20)), ts_mean(quarterly_total_assets, 20)), 20), ts_corr(quarterly_long_term_debt, pv37_low_global30m, 20))
|
|
subtract(ts_regression(market_capitalization_current, pv37_cap_global30m, 20, 0, 1), ts_regression(quarterly_current_assets_2, last_closing_price, 20, 0, 1))
|
|
add(ts_zscore(ts_sum(divide(subtract(ts_delay(market_capitalization_current, 5), market_capitalization_current), ts_mean(market_capitalization_current, 20)), 20), 20), ts_zscore(ts_sum(divide(subtract(ts_delay(quarterly_long_term_debt, 5), quarterly_long_term_debt), ts_mean(quarterly_long_term_debt, 20)), 20), 20)) |