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133 lines
8.8 KiB
133 lines
8.8 KiB
reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252)))
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group_zscore(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
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normalize(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), useStd=true)
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rank(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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zscore(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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ts_zscore(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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group_neutralize(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
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winsorize(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), std=3)
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scale(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), scale=0.5)
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ts_scale(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_rank(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_mean(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_std_dev(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_sum(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_corr(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, 252)
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ts_covariance(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, 252)
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ts_decay_linear(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_backfill(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_arg_max(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_arg_min(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_av_diff(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_quantile(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_regression(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, 252)
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ts_product(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_count_nans(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_delay(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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ts_delta(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
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group_mean(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), fnd28_nddq1_value_05301q, industry)
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group_scale(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
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group_rank(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
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group_max(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
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group_min(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
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group_backfill(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry, 252)
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quantile(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), driver=gaussian)
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vec_avg(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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vec_sum(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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bucket(rank(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252)))), range="0,1,0.1")
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trade_when(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), fnd28_nddq1_value_05301q > 0, 0)
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if_else(fnd28_nddq1_value_05301q > 0, reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 0)
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and(fnd28_nddq1_value_05301q > 0, fnd28_cfsourceusea_value_04001a > 0)
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or(fnd28_nddq1_value_05301q > 0, fnd28_cfsourceusea_value_04001a > 0)
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not(fnd28_nddq1_value_05301q > 0)
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is_nan(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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sign(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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abs(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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add(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, filter=false)
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subtract(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, filter=false)
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multiply(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, filter=false)
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divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q)
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power(fnd28_cfsourceusea_value_04001a, 2)
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signed_power(fnd28_cfsourceusea_value_04001a, 2)
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sqrt(fnd28_cfsourceusea_value_04001a)
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log(fnd28_cfsourceusea_value_04001a)
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inverse(fnd28_cfsourceusea_value_04001a)
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reverse(fnd28_cfsourceusea_value_04001a)
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max(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q)
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min(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q)
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densify(industry)
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self_corr(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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universe_size
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reduce_avg(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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reduce_max(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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reduce_min(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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reduce_stddev(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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reduce_sum(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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reduce_skewness(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
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reduce_kurtosis(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 25 |