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29 lines
1.1 KiB
29 lines
1.1 KiB
ts_zscore(add(ts_mean(volume, 20), ts_mean(turnover, 20)), 60)
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ts_rank(divide(ts_delta(price, 5), price), 120)
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group_zscore(ts_std_dev(volume, 30), sector)
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ts_scale(ts_corr(volume, turnover, 60), 90)
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ts_av_diff(ts_mean(price, 10), 20)
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ts_quantile(ts_delta(volume, 10), 60)
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ts_arg_max(ts_mean(turnover, 5), 30)
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ts_arg_min(ts_std_dev(price, 10), 20)
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ts_backfill(ts_delta(price, 1), 5, 1)
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ts_count_nans(ts_mean(volume, 5), 10)
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ts_covariance(volume, turnover, 30)
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ts_decay_linear(ts_mean(price, 5), 10)
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ts_delay(ts_zscore(volume, 20), 5)
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ts_product(ts_mean(turnover, 5), 10)
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ts_regression(price, volume, 30, 0, 0)
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ts_std_dev(ts_delta(price, 5), 20)
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ts_sum(ts_mean(volume, 5), 10)
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ts_zscore(ts_mean(turnover, 10), 30)
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group_neutralize(ts_rank(volume, 60), industry)
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group_scale(ts_mean(price, 5), sector)
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group_rank(ts_std_dev(turnover, 10), industry)
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ts_rank(ts_delta(ts_mean(volume, 5), 5), 30)
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ts_av_diff(ts_mean(price, 10), 20)
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ts_quantile(ts_delta(turnover, 5), 60)
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ts_arg_max(ts_mean(volume, 5), 20)
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ts_arg_min(ts_std_dev(turnover, 5), 10)
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ts_backfill(ts_delta(price, 1), 3, 1)
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ts_count_nans(ts_mean(turnover, 5), 10)
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ts_covariance(price, volume, 30) |