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39 lines
1.1 KiB
39 lines
1.1 KiB
ts_rank(ts_delta(fnd6_newqeventv110_spceepsq, 63), 252)
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ts_scale(ts_sum(fnd6_newqv1300_spceepsq, 90), 90)
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group_neutralize(ts_zscore(fnd6_newqeventv110_spcedq, 126), 'sector')
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ts_mean(ts_delta(fnd6_spce, 21), 63)
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ts_corr(fnd6_newqv1300_spceepsq, sales_ps, 126)
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ts_rank(ts_delta(ts_mean(fnd6_spce, 63), 21), 252)
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ts_decay_linear(fnd6_newqeventv110_spceepsq, 63, true)
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ts_regression(fnd6_newqeventv110_spceepsq, sales_ps, 126, 0, 0)
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ts_std_dev(ts_delta(fnd6_newqv1300_spceepsq, 21), 126)
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ts_product(ts_av_diff(fnd6_spce, 90), 21)
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ts_quantile(ts_delta(fnd6_newqeventv110_spcedq, 63), 126, "uniform")
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rank(ts_zscore(ts_sum(fnd6_spce, 63), 126))
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ts_arg_max(ts_delta(fnd6_newqv1300_spceepsq, 21), 252)
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group_rank(ts_mean(fnd6_newqeventv110_spceepsq, 63), 'industry')
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ts_backfill(ts_delta(fnd6_spce, 63), 63, 1, "NAN")
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ts_count_nans(ts_delta(fnd6_newqeventv110_spcedq, 21), 126)
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ts_covariance(fnd6_newqv1300_spceepsq, sales_ps, 126)
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ts_step(1) * ts_delta(fnd6_newqeventv110_spceepsq, 63)
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normalize(ts_rank(ts_sum(fnd6_spce, 90), 252), true)
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group_zscore(ts_delta(fnd6_newqv1300_spceepsq, 21), 'subindustry') |