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76 lines
7.1 KiB
76 lines
7.1 KiB
ts_regression_slope(close, 5) * group_zscore(ts_delta(close, 10), sector)
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ts_decay_linear(ts_delta(close, 3), 20) * -ts_zscore(volume, 60)
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group_mean(ts_corr(close, vwap, 10), industry, 0.3) - group_mean(close, industry)
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ts_rank(ts_delta(ts_regression_slope(close, 10), 5), 30) * group_std(ts_zscore(close, 20), sector)
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ts_corr(ts_zscore(close, 5), ts_zscore(volume, 5), 20) * group_mean(ts_return(close, 20), country, 0.2)
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ts_std_dev(ts_delta(close, 1), 60) * -group_zscore(ts_sum(volume, 10), industry)
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ts_regression_slope(ts_zscore(close, 30), 10) * group_rank(ts_delta(high, 5), sector)
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ts_mean(ts_zscore(close, 10), 20) * -ts_covariance(close, volume, 30)
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group_mean(ts_decay_linear(ts_delta(close, 3), 10), industry, 0.4) - ts_mean(close, 60)
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ts_rank(ts_delta(ts_std_dev(close, 5), 1), 20) * group_zscore(ts_mean(close, 10), country)
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ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30) * group_mean(ts_regression_slope(close, 5), sector, 0.3)
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ts_decay_linear(ts_zscore(close, 20), 10) * -group_std(ts_delta(close, 1), industry)
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ts_regression_slope(ts_mean(close, 5), 10) * group_mean(ts_zscore(volume, 10), country, 0.2)
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ts_zscore(ts_delta(close, 10), 60) * group_rank(ts_corr(close, vwap, 10), industry)
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group_zscore(ts_sum(ts_delta(close, 1), 5), sector) * -ts_rank(ts_std_dev(close, 10), 30)
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ts_covariance(ts_zscore(close, 5), ts_zscore(volume, 5), 20) * group_mean(ts_delta(close, 5), industry, 0.3)
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ts_mean(ts_regression_slope(close, 5), 20) * -group_std(ts_zscore(close, 10), country)
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ts_delta(ts_corr(close, volume, 10), 5) * group_mean(ts_zscore(close, 20), sector, 0.2)
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ts_decay_linear(ts_delta(ts_zscore(close, 10), 1), 30) * group_rank(ts_mean(close, 5), country)
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ts_std_dev(ts_zscore(close, 5), 60) * -group_zscore(ts_delta(close, 1), industry)
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group_mean(ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 10), sector, 0.3) - ts_mean(close, 30)
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ts_rank(ts_regression_slope(close, 10), 20) * group_zscore(ts_sum(volume, 5), country)
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ts_zscore(ts_mean(ts_delta(close, 1), 5), 30) * -group_std(ts_regression_slope(close, 5), industry)
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ts_corr(ts_delta(close, 3), ts_delta(vwap, 3), 20) * group_mean(ts_zscore(close, 10), sector, 0.4)
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ts_decay_linear(ts_zscore(ts_delta(close, 1), 5), 10) * -group_rank(ts_mean(close, 10), country)
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ts_regression_slope(ts_zscore(close, 30), 5) * group_mean(ts_delta(volume, 5), industry, 0.2)
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ts_mean(ts_zscore(ts_delta(close, 1), 5), 20) * group_std(ts_covariance(close, volume, 10), sector)
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ts_rank(ts_std_dev(ts_delta(close, 1), 5), 30) * -group_zscore(ts_mean(close, 10), country)
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group_zscore(ts_delta(ts_mean(close, 5), 1), industry) * ts_corr(ts_zscore(close, 5), volume, 20)
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ts_covariance(ts_delta(close, 5), ts_delta(high, 5), 30) * group_mean(ts_regression_slope(close, 5), sector, 0.3)
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ts_decay_linear(ts_zscore(ts_mean(close, 5), 10), 20) * -group_std(ts_delta(close, 1), industry)
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ts_regression_slope(ts_mean(close, 10), 5) * group_mean(ts_zscore(volume, 5), country, 0.2)
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ts_zscore(ts_delta(ts_zscore(close, 10), 1), 60) * group_rank(ts_corr(close, vwap, 5), sector)
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ts_mean(ts_delta(ts_regression_slope(close, 5), 1), 20) * -group_zscore(ts_sum(volume, 10), industry)
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ts_corr(ts_zscore(close, 5), ts_zscore(volume, 5), 10) * group_mean(ts_delta(close, 5), country, 0.3)
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ts_decay_linear(ts_delta(ts_zscore(close, 5), 1), 30) * group_std(ts_mean(close, 10), sector)
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ts_std_dev(ts_zscore(ts_delta(close, 1), 5), 60) * -group_mean(ts_regression_slope(close, 5), industry, 0.4)
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group_mean(ts_corr(ts_delta(close, 3), ts_delta(volume, 3), 5), sector, 0.2) - ts_mean(close, 20)
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ts_rank(ts_regression_slope(ts_zscore(close, 10), 5), 30) * group_zscore(ts_sum(volume, 5), country)
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ts_zscore(ts_mean(ts_delta(close, 1), 5), 60) * -group_std(ts_zscore(close, 20), industry)
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ts_corr(ts_delta(close, 10), ts_delta(high, 10), 20) * group_mean(ts_zscore(close, 5), sector, 0.3)
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ts_decay_linear(ts_zscore(ts_mean(close, 3), 5), 10) * -group_rank(ts_mean(close, 10), country)
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ts_regression_slope(ts_zscore(close, 60), 10) * group_mean(ts_delta(volume, 3), industry, 0.2)
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ts_mean(ts_zscore(ts_delta(close, 1), 3), 30) * group_std(ts_covariance(close, volume, 5), sector)
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ts_rank(ts_std_dev(ts_delta(close, 1), 3), 20) * -group_zscore(ts_mean(close, 5), country)
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group_zscore(ts_delta(ts_mean(close, 3), 1), industry) * ts_corr(ts_zscore(close, 3), volume, 10)
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ts_covariance(ts_delta(close, 3), ts_delta(vwap, 3), 10) * group_mean(ts_regression_slope(close, 3), sector, 0.4)
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ts_decay_linear(ts_zscore(ts_delta(close, 1), 3), 20) * -group_std(ts_delta(close, 1), country)
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ts_regression_slope(ts_mean(close, 3), 10) * group_mean(ts_zscore(volume, 3), industry, 0.2)
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ts_zscore(ts_delta(ts_zscore(close, 5), 1), 30) * group_rank(ts_corr(close, vwap, 3), sector)
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ts_mean(ts_delta(ts_regression_slope(close, 3), 1), 10) * -group_zscore(ts_sum(volume, 5), industry)
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ts_corr(ts_zscore(close, 3), ts_zscore(volume, 3), 5) * group_mean(ts_delta(close, 3), country, 0.3)
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ts_decay_linear(ts_delta(ts_zscore(close, 3), 1), 10) * group_std(ts_mean(close, 5), sector)
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ts_std_dev(ts_zscore(ts_delta(close, 1), 3), 30) * -group_mean(ts_regression_slope(close, 3), industry, 0.4)
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group_mean(ts_corr(ts_delta(close, 1), ts_delta(volume, 1), 3), sector, 0.2) - ts_mean(close, 10)
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ts_rank(ts_regression_slope(ts_zscore(close, 5), 3), 10) * group_zscore(ts_sum(volume, 3), country)
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ts_zscore(ts_mean(ts_delta(close, 1), 3), 20) * -group_std(ts_zscore(close, 5), industry)
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ts_corr(ts_delta(close, 5), ts_delta(high, 5), 10) * group_mean(ts_zscore(close, 3), sector, 0.3)
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ts_decay_linear(ts_zscore(ts_mean(close, 1), 3), 5) * -group_rank(ts_mean(close, 5), country)
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ts_regression_slope(ts_zscore(close, 30), 5) * group_mean(ts_delta(volume, 1), industry, 0.2)
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ts_mean(ts_zscore(ts_delta(close, 1), 1), 10) * group_std(ts_covariance(close, volume, 3), sector)
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ts_rank(ts_std_dev(ts_delta(close, 1), 1), 10) * -group_zscore(ts_mean(close, 3), country)
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group_zscore(ts_delta(ts_mean(close, 1), 1), industry) * ts_corr(ts_zscore(close, 1), volume, 5)
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ts_covariance(ts_delta(close, 1), ts_delta(vwap, 1), 5) * group_mean(ts_regression_slope(close, 1), sector, 0.3)
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ts_decay_linear(ts_zscore(ts_delta(close, 1), 1), 5) * -group_std(ts_delta(close, 1), country)
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ts_regression_slope(ts_mean(close, 1), 5) * group_mean(ts_zscore(volume, 1), industry, 0.2)
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ts_zscore(ts_delta(ts_zscore(close, 3), 1), 10) * group_rank(ts_corr(close, vwap, 1), sector)
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ts_mean(ts_delta(ts_regression_slope(close, 1), 1), 5) * -group_zscore(ts_sum(volume, 3), industry)
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ts_corr(ts_zscore(close, 1), ts_zscore(volume, 1), 3) * group_mean(ts_delta(close, 1), country, 0.3)
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ts_decay_linear(ts_delta(ts_zscore(close, 1), 1), 5) * group_std(ts_mean(close, 3), sector)
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ts_std_dev(ts_zscore(ts_delta(close, 1), 1), 10) * -group_mean(ts_regression_slope(close, 1), industry, 0.4)
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group_mean(ts_corr(ts_delta(close, 1), ts_delta(volume, 1), 1), sector, 0.2) - ts_mean(close, 5)
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ts_rank(ts_regression_slope(ts_zscore(close, 3), 1), 5) * group_zscore(ts_sum(volume, 1), country)
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ts_zscore(ts_mean(ts_delta(close, 1), 1), 10) * -group_std(ts_zscore(close, 3), industry)
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ts_corr(ts_delta(close, 3), ts_delta(high, 3), 5) * group_mean(ts_zscore(close, 1), sector, 0.3)
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ts_decay_linear(ts_zscore(ts_mean(close, 1), 1), 3) * -group_rank(ts_mean(close, 3), country) |