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61 lines
2.7 KiB
61 lines
2.7 KiB
ts_std_dev(returns, 20)
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ts_mean(returns, 20)
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group_zscore(ts_std_dev(returns, 20), industry)
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ts_zscore(ts_std_dev(returns, 20), 20)
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group_neutralize(ts_std_dev(returns, 20), industry)
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ts_delta(ts_std_dev(returns, 20), 1)
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ts_rank(ts_std_dev(returns, 20), 20)
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ts_corr(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
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ts_decay_linear(ts_std_dev(returns, 20), 20)
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ts_backfill(ts_std_dev(returns, 20), 20)
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ts_arg_max(ts_std_dev(returns, 20), 20)
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ts_arg_min(ts_std_dev(returns, 20), 20)
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ts_av_diff(ts_std_dev(returns, 20), 20)
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ts_quantile(ts_std_dev(returns, 20), 20)
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ts_covariance(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
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ts_product(ts_std_dev(returns, 20), 20)
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ts_scale(ts_std_dev(returns, 20), 20)
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ts_sum(ts_std_dev(returns, 20), 20)
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ts_count_nans(ts_std_dev(returns, 20), 20)
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ts_regression(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
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ts_target_tvr_decay(ts_std_dev(returns, 20), 0, 1, 0.1)
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ts_target_tvr_delta_limit(ts_std_dev(returns, 20), ts_mean(returns, 20), 0, 1, 0.1)
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group_mean(ts_std_dev(returns, 20), ts_mean(returns, 20), industry)
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group_scale(ts_std_dev(returns, 20), industry)
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group_rank(ts_std_dev(returns, 20), industry)
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group_backfill(ts_std_dev(returns, 20), industry, 20)
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normalize(ts_std_dev(returns, 20), false, 0)
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quantile(ts_std_dev(returns, 20), gaussian, 1.0)
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rank(ts_std_dev(returns, 20), 2)
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scale(ts_std_dev(returns, 20), 1, 1, 1)
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winsorize(ts_std_dev(returns, 20), 4)
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zscore(ts_std_dev(returns, 20))
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vec_avg(ts_std_dev(returns, 20))
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vec_sum(ts_std_dev(returns, 20))
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bucket(rank(ts_std_dev(returns, 20)), "0,1,0.1")
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trade_when(ts_std_dev(returns, 20), ts_mean(returns, 20), ts_delta(ts_std_dev(returns, 20), 1))
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add(ts_std_dev(returns, 20), ts_mean(returns, 20), false)
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subtract(ts_std_dev(returns, 20), ts_mean(returns, 20), false)
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multiply(ts_std_dev(returns, 20), ts_mean(returns, 20), false)
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divide(ts_std_dev(returns, 20), ts_mean(returns, 20))
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power(ts_std_dev(returns, 20), 2)
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signed_power(ts_std_dev(returns, 20), 2)
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sqrt(ts_std_dev(returns, 20))
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reverse(ts_std_dev(returns, 20))
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sign(ts_std_dev(returns, 20))
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abs(ts_std_dev(returns, 20))
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log(ts_std_dev(returns, 20))
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inverse(ts_std_dev(returns, 20))
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max(ts_std_dev(returns, 20), ts_mean(returns, 20))
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min(ts_std_dev(returns, 20), ts_mean(returns, 20))
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and(ts_std_dev(returns, 20) > 0, ts_mean(returns, 20) > 0)
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or(ts_std_dev(returns, 20) > 0, ts_mean(returns, 20) > 0)
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not(ts_std_dev(returns, 20) > 0)
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is_nan(ts_std_dev(returns, 20))
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if_else(ts_std_dev(returns, 20) > ts_mean(returns, 20), 1, 0)
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ts_step(1)
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days_from_last_change(ts_std_dev(returns, 20))
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hump(ts_std_dev(returns, 20), 0.01)
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kth_element(ts_std_dev(returns, 20), 20, 1)
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last_diff_value(ts_std_dev(returns, 20), 20)
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jump_decay(ts_std_dev(returns, 20), 20, 0.5, 0.1) |