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19 lines
624 B
19 lines
624 B
ts_backfill(fnd6_drc, 252)
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divide(ts_backfill(fnd6_drc, 252), assets)
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group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector)
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group_zscore(divide(ts_backfill(fnd6_drc, 252), assets), industry)
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rank(group_scale(divide(ts_backfill(fnd6_drc, 252), assets), sector))
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ts_zscore(divide(ts_backfill(fnd6_drc, 252), assets), 252)
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group_neutralize(divide(ts_backfill(fnd6_drc, 252), assets), country)
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multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 252), 1)
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group_mean(divide(ts_backfill(fnd6_drc, 252), assets), sector, 1)
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winsorize(group_zscore(divide(ts_backfill(fnd6_drc, 252), assets), industry), 3) |