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5 lines
303 B
5 lines
303 B
group_rank(ts_delta(close, 20), sector)
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group_zscore(ts_mean(close, 60) / ts_mean(close, 180), industry)
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group_scale(ts_sum(volume * vwap, 20) / ts_sum(volume, 20), sector)
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group_neutralize(ts_std_dev(close, 30), industry)
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group_rank(ts_rank(close, 60), sector) - group_rank(ts_rank(close, 180), sector) |