39 lines
2.0 KiB
Plaintext
39 lines
2.0 KiB
Plaintext
ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN")
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divide(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), group_mean(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), sector))
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ts_delta(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 20)
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group_zscore(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), industry)
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ts_rank(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 126)
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ts_zscore(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 63)
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group_scale(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), industry)
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ts_decay_linear(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 90, dense=false)
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ts_mean(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 60)
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ts_std_dev(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 120)
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ts_corr(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), forward_price_120, 90)
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ts_quantile(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 252, driver="gaussian")
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ts_arg_max(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 180)
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ts_arg_min(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 180)
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ts_scale(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 252, constant=0)
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group_neutralize(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), subindustry)
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ts_av_diff(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 90)
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hump(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), hump=0.01)
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ts_regression(forward_price_120, ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 120, lag=0, rettype=0)
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multi_factor_acceleration_score_derivative * ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN") |