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39 lines
1.2 KiB
39 lines
1.2 KiB
multiply(ts_delta(close,20), ts_zscore(volume,30))
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group_mean(ts_delta(close,10), 1, bucket(rank(volume), range="0,3,0.4"))
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if_else(ts_std_dev(returns,20) > ts_quantile(ts_std_dev(returns,20),120,"gaussian"), ts_delta(close,5), ts_delta(close,30))
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ts_corr(ts_delta(close,5), ts_delta(volume,5), 60)
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multiply(ts_regression(close, ts_step(1), 30, 0, 1), group_rank(ts_delta(close,20), sector))
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ts_av_diff(ts_zscore(volume,20), 10)
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group_neutralize(ts_delta(close,60), industry)
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multiply(ts_rank(ts_delta(close,10), 60), ts_zscore(volume, 20))
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if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.7, ts_delta(close,10), ts_delta(close,60))
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group_zscore(ts_delta(close,30), sector)
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multiply(ts_delta(close,20), ts_delta(volume,20))
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ts_decay_linear(ts_delta(close,5), 30)
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group_scale(ts_zscore(volume,60), industry)
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multiply(ts_corr(group_mean(returns,1,sector), group_mean(returns,1,industry), 30), ts_delta(close,20))
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ts_regression(ts_delta(close,1), ts_step(1), 30, 0, 1)
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if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close,10), ts_delta(close,30))
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ts_mean(ts_delta(close,1), 20)
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group_mean(ts_zscore(volume,30), 1, sector)
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multiply(ts_rank(ts_delta(close,20), 60), ts_std_dev(returns,20))
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ts_scale(ts_delta(close,60), 120) |