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39 lines
2.0 KiB
39 lines
2.0 KiB
ts_delta(subtract(ts_delta(fn_comp_not_rec_a, 63), ts_delta(fn_comp_not_rec_stock_options_a, 63)), 21)
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group_neutralize(ts_rank(subtract(ts_mean(fn_liab_fair_val_a, 42), ts_mean(fn_comp_not_rec_a, 42)), bucket(ts_mean(fn_comp_not_rec_stock_options_q, 21))))
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ts_corr(ts_delay(fn_comp_not_rec_stock_options_a, 10), ts_delta(fn_liab_fair_val_a, 21), 63)
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multiply(ts_zscore(divide(fn_comp_not_rec_a, fn_liab_fair_val_a), 42), reverse(ts_rank(fn_comp_not_rec_stock_options_q, 21)))
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subtract(ts_sum(fn_comp_not_rec_a, 63), ts_sum(fn_comp_not_rec_stock_options_a, 63))
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ts_regression(fn_liab_fair_val_a, fn_comp_not_rec_stock_options_q, 42, 0, 0)
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if_else(ts_delta(fn_comp_not_rec_a, 21) > ts_delta(fn_comp_not_rec_stock_options_q, 21), ts_mean(fn_liab_fair_val_a, 21), reverse(ts_mean(fn_comp_not_rec_stock_options_a, 21)))
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group_zscore(ts_av_diff(fn_comp_not_rec_stock_options_q, 42), bucket(ts_rank(fn_liab_fair_val_a, 21)))
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ts_backfill(subtract(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_q), 21, 1, "NAN")
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ts_scale(divide(fn_liab_fair_val_a, fn_comp_not_rec_stock_options_a), 42, 0.1)
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add(ts_covariance(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_q, 63), ts_covariance(fn_liab_fair_val_a, fn_comp_not_rec_stock_options_a, 63))
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power(ts_delta(fn_comp_not_rec_stock_options_q, 10), ts_delta(fn_liab_fair_val_a, 10))
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ts_decay_linear(subtract(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_a), 21, false)
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multiply(ts_arg_min(fn_liab_fair_val_a, 42), ts_arg_max(fn_comp_not_rec_stock_options_q, 42))
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normalize(ts_sum(divide(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_a), 21), true, 0.0)
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ts_quantile(subtract(fn_liab_fair_val_a, fn_comp_not_rec_stock_options_q), 42, "gaussian")
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rank(ts_mean(add(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_a), 21), 0)
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group_rank(ts_std_dev(fn_liab_fair_val_a, 42), bucket(ts_mean(fn_comp_not_rec_stock_options_q, 21)))
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winsorize(ts_delta(divide(fn_comp_not_rec_a, fn_comp_not_rec_stock_options_q), 21), 3)
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ts_count_nans(subtract(fn_liab_fair_val_a, fn_comp_not_rec_stock_options_a), 42) |