39 lines
1.1 KiB
Plaintext
39 lines
1.1 KiB
Plaintext
ts_zscore(fnd6_newqeventv110_spceepsq, 180)
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group_neutralize(ts_delta(fnd6_newqeventv110_spcedq, 60), 'industry')
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ts_rank(fnd6_newqv1300_spceepsq, 120) * ts_std_dev(fnd6_spce, 90)
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ts_scale(fnd6_newqeventv110_spceeps12, 180, 0.5)
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ts_corr(fnd6_newqeventv110_spcedq, fnd6_spce, 120)
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group_zscore(ts_av_diff(fnd6_newqeventv110_spceepsq, 90), 'sector')
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ts_decay_linear(fnd6_newqv1300_spcedq, 60, false)
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ts_quantile(fnd6_newqeventv110_spcepd12, 180, 'uniform')
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ts_rank(fnd6_newqeventv110_spcep12, 90) - ts_rank(fnd6_spce, 90)
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group_mean(fnd6_newqeventv110_spceepsq, fnd6_spce, 'industry')
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ts_delta(ts_mean(fnd6_newqv1300_spcedq, 30), 60)
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ts_zscore(ts_delta(fnd6_spce, 30), 90)
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ts_regression(fnd6_newqeventv110_spceepsq, fnd6_spce, 120, 0, 1)
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group_scale(ts_std_dev(fnd6_newqeventv110_spcedq, 60), 'subindustry')
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ts_arg_max(fnd6_newqeventv110_spceeps12, 180)
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ts_backfill(fnd6_newqv1300_spceepsq, 120, 2, 'NAN')
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ts_product(ts_delta(fnd6_spce, 30), 60)
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ts_count_nans(fnd6_newqeventv110_spcepd12, 90)
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group_rank(ts_zscore(fnd6_newqeventv110_spcedq, 60), 'country')
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ts_covariance(fnd6_newqeventv110_spceepsq, fnd6_spce, 90) |