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27 lines
1.7 KiB
27 lines
1.7 KiB
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group_zscore(ts_delta(close,5), bucket(rank(volume), range="0,3,0.4"))
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ts_corr(ts_delta(volume,1), ts_delay(ts_delta(volume,1),1), 20)
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1 - ts_regression(returns, group_mean(returns,1,sector), 30, 0, 2)
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ts_mean(power(ts_scale(volume,20), 2), 20)
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ts_regression(log(divide(volume,ts_mean(volume,20))), ts_step(1), 10, 0, 1) * -1
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group_zscore(snt_value, industry)
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ts_corr(snt_value, group_mean(returns,1,sector), 10)
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ts_zscore(group_mean(returns,1,industry), bucket(ts_regression(returns, close, 30, 0, 1), range="0,3,0.4"))
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if_else(ts_std_dev(returns,20) > 0.02, ts_delta(close,5), ts_delta(close,20))
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multiply(ts_corr(returns, group_mean(returns,1,industry), d), ts_delta(close,20))
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ts_delta(ts_mean(power(ts_scale(volume,20),2),20),5)
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days_from_last_change(volume > ts_mean(volume,20)*1.2)
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group_zscore(ts_delta(volume,1), industry) * group_zscore(ts_delta(close,1), industry)
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ts_regression(volume, ts_step(1), 30, 0, 1) * ts_delta(close,5)
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bucket(rank(volume), range="0,3,0.4") * ts_zscore(returns, 30)
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ts_std_dev(group_mean(returns,1,industry) - returns, 30)
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ts_regression(close, ts_step(1), 5, 0, 1) - ts_regression(close, ts_step(1), 60, 0, 1)
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group_mean(put_breakeven_60, 1, industry) * ts_delta(close,10)
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ts_corr(volume, group_mean(returns,1,sector), 10) * group_zscore(close, 30)
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sqrt(group_mean(power(subtract(volume, ts_mean(volume,1)), 2), 1, industry))
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ts_delta(log(divide(volume, ts_mean(volume,20))), 1)
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group_mean(analyst_revision_rank_derivative, 1, bucket(rank(volume), range="0,3,0.4")) * ts_delta(close,5)
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multiply(reverse(ts_rank(volume/ts_mean(volume,20), 10)), ts_zscore(returns, 30))
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abs(ts_regression(close, ts_step(1), 30, 0, 0)) * ts_zscore(volume, industry)
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group_mean(imp(returns,5), 1, industry) - group_mean(ts_mean(returns,1),1,industry) |