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39 lines
2.0 KiB
39 lines
2.0 KiB
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756)
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ts_corr(ts_backfill(fscore_momentum,50), ts_backfill(fscore_value,50),756)
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ts_corr(ts_backfill(fscore_momentum,80), ts_backfill(fscore_value,80),756)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),500)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),1000)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_std_dev(fscore_momentum,66)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_std_dev(fscore_value,66)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_zscore(fscore_momentum,66)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_zscore(fscore_value,66)
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group_neutralize(ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756), pv13_h_min2_focused_sector)
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group_neutralize(ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756), pv13_h_min24_500_sector)
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group_neutralize(ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756), pv13_h_min22_1000_sector)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * if_else(ts_count_nans(fscore_momentum,66) > 0, 0, 1)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * if_else(ts_count_nans(fscore_value,66) > 0, 0, 1)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * sign(ts_delta(fscore_momentum,1))
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * sign(ts_delta(fscore_value,1))
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_rank(fscore_momentum,66)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_rank(fscore_value,66)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * winsorize(ts_delta(fscore_momentum,66),4)
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * winsorize(ts_delta(fscore_value,66),4) |