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13 lines
388 B
13 lines
388 B
gross_margin = divide(fnd6_newqeventv110_spceepsq, fnd6_newqeventv110_spcedq)
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industry_zscore = group_zscore(gross_margin, group_sw)
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zscore_trend = ts_regression(industry_zscore, ts_step(1), 4, 0, 0)
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revenue_growth = ts_delta(fnd6_newqeventv110_spcedq, 4)
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signal = if_else(revenue_growth >= 0, zscore_trend, 0)
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ranked_signal = rank(signal)
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final_alpha = subtract(ranked_signal, 0.5) |