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44 lines
4.9 KiB
44 lines
4.9 KiB
divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense))
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group_neutralize(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), sector)
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ts_mean(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 750)
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rank(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)))
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zscore(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)))
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group_zscore(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), industry)
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ts_delta(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_rank(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 500)
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normalize(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), useStd=true)
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winsorize(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), std=3)
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ts_std_dev(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 500)
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group_scale(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), sector)
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ts_zscore(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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quantile(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), driver="gaussian")
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ts_av_diff(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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group_mean(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), market_cap, industry)
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ts_corr(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), anl49_netprofit, 252)
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ts_decay_linear(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_product(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_quantile(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_regression(anl49_netprofit, divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_backfill(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_count_nans(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_covariance(anl49_netprofit, divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_arg_max(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_arg_min(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_scale(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_sum(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 252)
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ts_target_tvr_decay(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), 0.1, 0.9, 0.1)
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ts_target_tvr_delta_limit(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), anl49_netprofit, 0.1, 0.9, 0.1)
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group_backfill(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), industry, 252)
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group_rank(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), sector)
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group_max(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), industry)
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group_min(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), sector)
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vec_avg(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)))
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vec_sum(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)))
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vec_max(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)))
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vec_min(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)))
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bucket(rank(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense))), range="0,1,0.1")
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trade_when(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)), anl49_netprofit > 0, 0)
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reduce_avg(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)))
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reduce_max(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)))
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reduce_min(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense)))
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reduce_stddev(divide(r_and_d_expense_balance, add(r_and_d_expense_balance, selling_general_admin_expense))) |