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96 lines
7.5 KiB
96 lines
7.5 KiB
multiply(ts_delta(ts_regression(close, ts_step(1), 20, 0, 1), 5), group_zscore(ts_rank(close, 10), "industry"))
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subtract(group_mean(ts_zscore(close, 30), "industry"), ts_mean(close, 20))
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multiply(ts_corr(ts_zscore(volume, 10), ts_zscore(close, 10), 20), group_rank(bucket(rank(close), "0.8,1"), "industry"))
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ts_regression(ts_zscore(close, 60), ts_step(1), 30, 0, 1)
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multiply(ts_decay_linear(ts_delta(close, 10), 20), group_neutralize(ts_rank(close, 30), "sector"))
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ts_zscore(group_mean(ts_delta(close, 5), "industry"), 10)
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multiply(ts_av_diff(volume, 20), reverse(ts_rank(group_mean(close, "industry"), 60)))
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group_scale(ts_regression(close, ts_step(1), 10, 0, 1), "sector")
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30)
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subtract(ts_mean(close, 120), group_mean(close, "industry"))
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multiply(ts_rank(ts_zscore(close, 20), 30), group_zscore(ts_delta(close, 10), "industry"))
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ts_regression(ts_zscore(ts_mean(close, 5), 20), ts_step(1), 60, 0, 1)
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group_rank(ts_decay_linear(close, 30), "industry")
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ts_covariance(ts_zscore(close, 10), ts_zscore(volume, 10), 20)
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multiply(ts_scale(close, 60), group_neutralize(ts_regression(close, ts_step(1), 20, 0, 1), "sector"))
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ts_delta(group_mean(ts_regression(close, ts_step(1), 30, 0, 1), "industry"), 5)
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ts_zscore(ts_corr(close, volume, 30), 60)
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multiply(group_zscore(ts_delta(close, 10), "industry"), ts_rank(ts_zscore(close, 20), 10))
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group_mean(ts_av_diff(close, 20), "sector")
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subtract(ts_regression(close, ts_step(1), 60, 0, 1), ts_regression(close, ts_step(1), 20, 0, 1))
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multiply(ts_delay(ts_zscore(close, 30), 5), group_rank(close, "industry"))
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ts_regression(ts_delta(close, 5), ts_step(1), 20, 0, 1)
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group_scale(ts_zscore(close, 60), "industry")
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multiply(ts_corr(ts_mean(close, 5), ts_mean(volume, 5), 10), group_neutralize(ts_delta(close, 10), "sector"))
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ts_delta(ts_regression(ts_zscore(close, 20), ts_step(1), 30, 0, 1), 5)
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group_zscore(ts_decay_linear(close, 20), "industry")
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multiply(ts_rank(ts_corr(close, volume, 20), 30), group_mean(ts_zscore(close, 10), "sector"))
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ts_mean(group_zscore(ts_delta(close, 5), "industry"), 10)
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subtract(ts_zscore(close, 60), group_zscore(close, "sector"))
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multiply(ts_covariance(close, volume, 10), group_rank(ts_regression(close, ts_step(1), 20, 0, 1), "industry"))
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ts_regression(ts_av_diff(close, 20), ts_step(1), 30, 0, 1)
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group_neutralize(ts_delta(ts_zscore(close, 10), 5), "sector")
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multiply(ts_scale(ts_delta(close, 10), 30), group_zscore(ts_rank(close, 20), "industry"))
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ts_corr(group_mean(close, "industry"), ts_mean(close, 20), 60)
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subtract(ts_regression(close, ts_step(1), 20, 0, 1), group_mean(ts_regression(close, ts_step(1), 20, 0, 1), "industry"))
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multiply(ts_rank(ts_zscore(volume, 30), 10), group_zscore(ts_delta(volume, 5), "sector"))
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ts_decay_linear(group_mean(ts_zscore(close, 20), "industry"), 30)
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group_rank(ts_corr(close, volume, 20), "industry")
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multiply(ts_zscore(ts_mean(close, 10), 20), group_neutralize(ts_regression(close, ts_step(1), 60, 0, 1), "sector"))
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ts_delta(group_scale(ts_zscore(close, 30), "industry"), 5)
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multiply(ts_av_diff(ts_zscore(close, 10), 20), group_mean(ts_delta(close, 5), "industry"))
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ts_regression(ts_delta(ts_zscore(close, 20), 5), ts_step(1), 30, 0, 1)
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group_zscore(ts_mean(close, 20), "sector")
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multiply(ts_corr(ts_zscore(close, 5), ts_zscore(volume, 5), 10), group_rank(ts_zscore(close, 30), "industry"))
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ts_mean(group_neutralize(ts_delta(close, 10), "sector"), 20)
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subtract(ts_regression(ts_zscore(close, 60), ts_step(1), 30, 0, 1), ts_regression(ts_zscore(close, 60), ts_step(1), 10, 0, 1))
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multiply(ts_scale(ts_delta(volume, 5), 30), group_zscore(ts_regression(close, ts_step(1), 20, 0, 1), "industry"))
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ts_covariance(ts_zscore(group_mean(close, "industry"), 20), ts_zscore(close, 20), 30)
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group_mean(ts_decay_linear(ts_delta(close, 5), 20), "sector")
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multiply(ts_rank(ts_zscore(close, 10), 60), group_zscore(ts_av_diff(close, 20), "industry"))
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ts_regression(ts_zscore(ts_mean(close, 5), 20), ts_step(1), 60, 0, 1)
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group_scale(ts_delta(ts_zscore(close, 30), 5), "industry")
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multiply(ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 20), group_neutralize(ts_rank(close, 30), "sector"))
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ts_delta(ts_regression(ts_zscore(close, 10), ts_step(1), 20, 0, 1), 5)
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group_zscore(ts_mean(ts_delta(close, 5), 10), "sector")
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multiply(ts_rank(ts_corr(close, volume, 30), 20), group_mean(ts_zscore(close, 10), "industry"))
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ts_mean(group_zscore(ts_delta(volume, 5), "industry"), 5)
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subtract(ts_zscore(close, 20), group_zscore(close, "industry"))
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multiply(ts_covariance(ts_zscore(close, 5), ts_zscore(volume, 5), 10), group_rank(ts_regression(close, ts_step(1), 30, 0, 1), "sector"))
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ts_regression(ts_av_diff(close, 10), ts_step(1), 20, 0, 1)
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group_neutralize(ts_delta(ts_zscore(close, 30), 5), "industry")
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multiply(ts_scale(ts_delta(close, 10), 60), group_zscore(ts_rank(close, 10), "sector"))
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ts_corr(group_mean(ts_zscore(close, 20), "industry"), ts_mean(close, 20), 30)
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subtract(ts_regression(close, ts_step(1), 30, 0, 1), group_mean(ts_regression(close, ts_step(1), 30, 0, 1), "sector"))
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multiply(ts_rank(ts_zscore(volume, 20), 10), group_zscore(ts_delta(volume, 20), "industry"))
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ts_decay_linear(group_mean(ts_zscore(close, 10), "sector"), 20)
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group_rank(ts_corr(ts_zscore(close, 5), ts_zscore(volume, 5), 10), "industry")
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multiply(ts_zscore(ts_mean(close, 5), 30), group_neutralize(ts_regression(close, ts_step(1), 120, 0, 1), "sector"))
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ts_delta(group_scale(ts_zscore(close, 10), "industry"), 5)
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multiply(ts_av_diff(ts_zscore(close, 30), 20), group_mean(ts_delta(close, 10), "sector"))
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ts_regression(ts_delta(ts_zscore(close, 10), 5), ts_step(1), 60, 0, 1)
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group_zscore(ts_mean(close, 60), "industry")
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multiply(ts_corr(ts_zscore(close, 20), ts_zscore(volume, 20), 10), group_rank(ts_zscore(close, 30), "sector"))
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ts_mean(group_neutralize(ts_delta(close, 5), "industry"), 30)
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subtract(ts_regression(ts_zscore(close, 30), ts_step(1), 60, 0, 1), ts_regression(ts_zscore(close, 30), ts_step(1), 20, 0, 1))
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multiply(ts_scale(ts_delta(volume, 10), 20), group_zscore(ts_regression(close, ts_step(1), 30, 0, 1), "industry"))
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ts_covariance(ts_zscore(group_mean(close, "sector"), 10), ts_zscore(close, 10), 20)
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group_mean(ts_decay_linear(ts_delta(close, 10), 30), "industry")
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multiply(ts_rank(ts_zscore(close, 30), 60), group_zscore(ts_av_diff(close, 10), "sector"))
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ts_regression(ts_zscore(ts_mean(close, 10), 20), ts_step(1), 120, 0, 1)
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group_scale(ts_delta(ts_zscore(close, 60), 5), "sector")
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multiply(ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 30), group_neutralize(ts_rank(close, 60), "industry"))
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ts_delta(ts_regression(ts_zscore(close, 20), ts_step(1), 30, 0, 1), 5)
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group_zscore(ts_mean(ts_delta(close, 10), 20), "industry")
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multiply(ts_rank(ts_corr(close, volume, 60), 30), group_mean(ts_zscore(close, 20), "sector"))
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ts_mean(group_zscore(ts_delta(volume, 10), "sector"), 10)
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subtract(ts_zscore(close, 120), group_zscore(close, "industry"))
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multiply(ts_covariance(ts_zscore(close, 10), ts_zscore(volume, 10), 30), group_rank(ts_regression(close, ts_step(1), 60, 0, 1), "industry"))
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ts_regression(ts_av_diff(close, 30), ts_step(1), 60, 0, 1)
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group_neutralize(ts_delta(ts_zscore(close, 60), 5), "sector")
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multiply(ts_scale(ts_delta(close, 20), 60), group_zscore(ts_rank(close, 30), "industry"))
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ts_corr(group_mean(ts_zscore(close, 30), "industry"), ts_mean(close, 60), 30)
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subtract(ts_regression(close, ts_step(1), 60, 0, 1), group_mean(ts_regression(close, ts_step(1), 60, 0, 1), "industry"))
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multiply(ts_rank(ts_zscore(volume, 60), 30), group_zscore(ts_delta(volume, 30), "sector"))
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ts_decay_linear(group_mean(ts_zscore(close, 30), "industry"), 60)
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group_rank(ts_corr(ts_zscore(close, 10), ts_zscore(volume, 10), 20), "sector") |