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39 lines
2.0 KiB
39 lines
2.0 KiB
ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10)
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group_neutralize(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), group)
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winsorize(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 3)
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if_else(ts_std_dev(subtract(implied_volatility_call_120, implied_volatility_put_90), 10) > 10, 0, ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10))
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ts_zscore(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20)
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ts_rank(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20)
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scale(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10))
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scale(group_neutralize(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), group))
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scale(group_neutralize(ts_zscore(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20), group))
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winsorize(group_neutralize(ts_zscore(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20), group), 3)
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ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 5)
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ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 15)
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ts_sum(subtract(implied_volatility_call_120, ts_mean(implied_volatility_put_90, 5)), 10)
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ts_sum(subtract(ts_mean(implied_volatility_call_120, 5), implied_volatility_put_90), 10)
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ts_sum(ts_delta(subtract(implied_volatility_call_120, implied_volatility_put_90), 1), 10)
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ts_sum(ts_zscore(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 10)
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ts_sum(ts_rank(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 10)
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ts_sum(ts_scale(subtract(implied_volatility_call_120, implied_volatility_put_90), 5), 10)
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ts_sum(divide(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_std_dev(implied_volatility_call_120, 10)), 10)
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ts_sum(ts_backfill(subtract(implied_volatility_call_120, implied_volatility_put_90), 5), 10) |