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19 lines
831 B
19 lines
831 B
divide(ts_backfill(fnd6_drc, 252), assets)
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rank(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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subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5)
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ts_zscore(divide(ts_backfill(fnd6_drc, 252), assets), 63)
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ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126)
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ts_delta(divide(ts_backfill(fnd6_drc, 252), assets), 21)
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multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5))
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multiply(ts_zscore(divide(ts_backfill(fnd6_drc, 252), assets), 63), ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126))
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multiply(ts_delta(divide(ts_backfill(fnd6_drc, 252), assets), 21), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5)) |