18 lines
1.1 KiB
Plaintext
18 lines
1.1 KiB
Plaintext
ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756)
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group_neutralize(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),sector)
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reverse(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756))
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ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252)
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ts_delta(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),21)
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ts_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126)
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multiply(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),reverse(ts_rank(fscore_momentum,63)))
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subtract(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),ts_mean(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
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divide(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),ts_std_dev(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
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add(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),reverse(group_rank(fscore_growth,sector))) |