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640 lines
98 KiB
640 lines
98 KiB
## 核心设计理念
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**因子经济学逻辑**：
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- 动量效应：价格趋势的持续性
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- 均值回归：价格的回复特性
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- 波动率特征：风险与收益的关系
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- 流动性溢价：成交量蕴含的信息
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- 市场情绪：价量关系的异常表现
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Grammar Rules
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/* */ - Block comments for multiple lines
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; - Statement separator (not needed for last line)
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Last statement is the Alpha expression for BRAIN simulator
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Alpha expression cannot be assigned to a variable
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No classes, objects, pointers, or functions allowed
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**统计有效性准则**：
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- 信息比率最大化：信号与噪声比
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- 因子稳定性：在不同市场环境下保持有效
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- 单调性：因子值与预期收益的单调关系
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- 可解释性：基于扎实的金融逻辑
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## 技术实现要求
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**智能参数匹配**：
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- 动量类：短周期[10,20,30]捕捉近期趋势
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- 反转类：中周期[40,50,60]识别过度反应
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- 波动类：长周期[120,250]确保统计稳定性
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- 流动性类：多周期对比分析异常变化
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**噪声处理技术**：
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- 移动平均线：平滑噪声，突出趋势
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- 标准偏差：测量波动程度
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- 归一化：将不同时间窗口的因子值调整到同一尺度
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**嵌套结构逻辑**：
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- 单层：直接有效的原始信号
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- 双层：信号提炼与降噪处理
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- 三层：多维度特征融合与增强
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**操作符汇总
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**算术运算符 (Arithmetic):
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abs(x) - 绝对值
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add(x, y, filter=false) - 加法 (x + y)
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densify(x) - 分组字段稠密化
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divide(x, y) - 除法 (x / y)
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inverse(x) - 倒数 (1/x)
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log(x) - 自然对数
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max(x, y, ..) - 最大值
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min(x, y, ..) - 最小值
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multiply(x, y, filter=false) - 乘法 (x * y)
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power(x, y) - 幂运算 (x^y)
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reverse(x) - 取反 (-x)
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sign(x) - 符号函数
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signed_power(x, y) - 保留符号的幂运算
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sqrt(x) - 平方根
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subtract(x, y, filter=false) - 减法 (x - y)
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to_nan(x, value=0, reverse=false) - 值与NaN转换
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**逻辑运算符 (Logical):
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and(input1, input2) - 逻辑与
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if_else(input1, input2, input3) - 条件判断
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input1 < input2 - 小于比较
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input1 <= input2 - 小于等于
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input1 == input2 - 等于比较
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input1 > input2 - 大于比较
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input1 >= input2 - 大于等于
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input1 != input2 - 不等于
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is_nan(input) - 是否为NaN
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not(x) - 逻辑非
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or(input1, input2) - 逻辑或
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**时间序列运算符 (Time Series):
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days_from_last_change(x) - 上次变化天数
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hump(x, hump=0.01) - 限制变化幅度
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jump_decay(x, d, sensitivity=0.5, force=0.1) - 跳跃衰减
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kth_element(x, d, k) - 第K个值
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last_diff_value(x, d) - 最后一个不同值
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ts_arg_max(x, d) - 最大值相对索引
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ts_arg_min(x, d) - 最小值相对索引
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ts_av_diff(x, d) - 与均值的差
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ts_backfill(x, lookback=d, k=1, ignore="NAN") - 回填
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ts_corr(x, y, d) - 时间序列相关性
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ts_count_nans(x, d) - NaN计数
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ts_covariance(y, x, d) - 协方差
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ts_decay_linear(x, d, dense=false) - 线性衰减
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ts_delay(x, d) - 延迟值
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ts_delta(x, d) - 差值 (x - 延迟值)
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ts_max(x, d) - 时间序列最大值
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ts_mean(x, d) - 时间序列均值
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ts_min(x, d) - 时间序列最小值
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ts_product(x, d) - 时间序列乘积
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ts_quantile(x, d, driver="gaussian") - 分位数
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ts_rank(x, d, constant=0) - 时间序列排名
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ts_regression(y, x, d, lag=0, rettype=0) - 回归分析
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ts_scale(x, d, constant=0) - 时间序列缩放
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ts_std_dev(x, d) - 时间序列标准差
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ts_step(1) - 天数计数器
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ts_sum(x, d) - 时间序列求和
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ts_target_tvr_decay(x, lambda_min=0, lambda_max=1, target_tvr=0.1) - 目标换手率衰减
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ts_target_tvr_delta_limit(x, y, lambda_min=0, lambda_max=1, target_tvr=0.1) - 目标换手率差值限制
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ts_zscore(x, d) - 时间序列Z分数
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**横截面运算符 (Cross Sectional):
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normalize(x, useStd=false, limit=0.0) - 标准化
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quantile(x, driver=gaussian, sigma=1.0) - 分位数转换
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rank(x, rate=2) - 排名
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scale(x, scale=1, longscale=1, shortscale=1) - 缩放
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scale_down(x, constant=0) - 按比例缩放
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vector_neut(x, y) - 向量中性化
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winsorize(x, std=4) - 缩尾处理
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zscore(x) - Z分数
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**向量运算符 (Vector):
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vec_avg(x) - 向量均值
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vec_max(x) - 向量最大值
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vec_min(x) - 向量最小值
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vec_sum(x) - 向量求和
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**变换运算符 (Transformational):
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bucket(rank(x), range="0,1,0.1" or buckets="2,5,6,7,10") - 分桶
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generate_stats(alpha) - 生成统计量
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trade_when(x, y, z) - 条件交易
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**分组运算符 (Group):
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combo_a(alpha, nlength=250, mode='algo1') - 组合Alpha
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group_backfill(x, group, d, std=4.0) - 分组回填
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group_cartesian_product(g1, g2) - 笛卡尔积分组
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group_max(x, group) - 分组最大值
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group_mean(x, weight, group) - 分组均值
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group_min(x, group) - 分组最小值
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group_neutralize(x, group) - 分组中性化
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group_rank(x, group) - 分组排名
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group_scale(x, group) - 分组缩放
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group_zscore(x, group) - 分组Z分数
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**特殊运算符 (Special):
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in - 包含判断
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self_corr(input) - 自相关性
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universe_size - 宇宙大小
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**归约运算符 (Reduce):
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reduce_avg(input, threshold=0) - 平均值归约
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reduce_choose(input, nth, ignoreNan=true) - 选择归约
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reduce_count(input, threshold) - 计数归约
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reduce_ir(input) - IR归约
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reduce_kurtosis(input) - 峰度归约
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reduce_max(input) - 最大值归约
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reduce_min(input) - 最小值归约
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reduce_norm(input) - 范数归约
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reduce_percentage(input, percentage=0.5) - 百分比归约
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reduce_powersum(input, constant=2, precise=false) - 幂和归约
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reduce_range(input) - 范围归约
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reduce_skewness(input) - 偏度归约
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reduce_stddev(input, threshold=0) - 标准差归约
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reduce_sum(input) - 求和归约
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## 卓越因子特征
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每个表达式应体现：
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1. **经济学直觉**：基于公认的市场异象
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2. **计算鲁棒性**：避免过拟合和极端值敏感
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3. **交易可行性**：考虑实际执行成本
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4. **创新性**：在经典因子上进行合理改进
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## 终极Alpha标准（第18个）
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- 多因子融合：结合动量、价值、质量、情绪等多个维度
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- 多时间尺度：协调使用短、中、长期窗口
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- 风险调整：隐含波动率控制或标准化处理
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- 市场状态适应：能够适应不同市场环境
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- 因子组合优化：考虑因子之间的相关性和组合风险
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- 动态调整：能够根据市场条件实时调整参数
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- 表达式不要太复杂
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**表达式不要太复杂
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可用字段：{fields_formatted}
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可用运算符：{operators_formatted}
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**重要规则（必须严格遵守）：**
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1. **CRITICAL：必须使用提供的「可用字段」列表中的完整字段ID，如 anl10_cpsff_2371、anl10_cpsfq1_consensus_2351 等**
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2. **CRITICAL：绝对禁止使用 close、volume、high、low、open 等不完整的字段名**
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3. **必须使用提供的「可用运算符」列表中的运算符**
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4. **每个表达式必须是独立的，不能有赋值或其他语法结构**
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5. **请严格按照 operator(field_id, numeric_parameter) 的格式编写**
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6. **如果违反以上规则，生成的表达式将被系统拒绝！**
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**错误示例（禁止使用）：**
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- ts_corr(rank(close), rank(volume), 10)
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- ts_sum(returns, 20) / ts_std_dev(returns, 20)
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- close - open
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**正确示例（使用格式）：**
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- ts_corr(rank(fnd72_pit_or_cr_q_oper_inc_to_tot_debt), rank(fnd72_pit_or_cr_q_oper_inc_to_tot_debt), 10)
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- divide(ts_sum(fnd72_pit_or_cr_q_oper_inc_to_tot_debt, 20), ts_std_dev(fnd72_pit_or_cr_q_oper_inc_to_tot_debt, 20))
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*=========================================================================================*
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输出格式：
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输出必须是且仅是纯文本。
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每一行是一个完整、独立、语法正确的WebSim表达式。
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严禁任何形式的解释、编号、标点包裹（如引号）、Markdown格式或额外文本。
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===================== !!! 重点(输出方式) !!! =====================
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现在，请严格遵守以上所有规则，开始生成可立即在WebSim中运行的复合因子表达式。
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不要自行假设, 你需要用到的操作符 和 数据集, 必须从我提供给你的里面查找, 并严格按照里面的使用方法进行组合
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**输出格式**(一行一个表达式, 每个表达式中间需要添加一个空行, 只要表达式本身, 不需要赋值, 不要解释, 不需要序号, 也不要输出多余的东西)：
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表达式
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表达式
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表达式
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...
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表达式
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=================================================================
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重申：请确保所有表达式都使用WorldQuant WebSim平台函数，不要使用pandas、numpy或其他Python库函数。输出必须是一行有效的WQ表达式。
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以下是我的账号有权限使用的操作符, 请严格按照操作符, 以及我提供的数据集, 进行生成,组合 100 个 alpha：
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不要自行假设, 你需要用到的操作符 和 数据集, 必须从我提供给你的里面查找, 并严格按照里面的使用方法进行组合
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=================================================================
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ts_product ts_zscore ts_mean ts_scale add sign subtract ts_delta ts_rank greater ts_av_diff ts_quantile ts_count_nans ts_covariance
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ts_arg_min divide ts_corr multiply if_else ts_sum ts_delay group_zscore ts_arg_max ts_std_de ts_backfill
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以上这些操作符不能传入事件类型的数据集, 只能传入时间序列数据集, 不能传入事件数据,不能传入事件数据,不能传入事件数据
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以下是我的账号有权限使用的操作符, 请严格按照操作符, 进行生成,组合因子
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========================= 操作符开始 =======================================
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注意: Operator: 后面的是操作符(是可以使用的),
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Description: 此字段后面的是操作符对应的描述或使用说明(禁止使用, 仅供参考), Description字段后面的内容是使用说明, 不是操作符
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特别注意!!!! 必须按照操作符字段Operator的使用说明生成 alpha========================= 数据字段开始 =======================================
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注意: data_set_name: 后面的是数据字段(可以使用), description: 此字段后面的是数据字段对应的描述或使用说明(不能使用)
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{'id': 383416, 'data_set_name': '可以使用:media_industry_exposure_score_2', 'description': '不可使用,仅供参考:Exposure or sensitivity to the media and publishing sector factor.'}
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{'id': 86870, 'data_set_name': '可以使用:fnd72_s_pit_or_cr_q_sales_growth', 'description': '不可使用,仅供参考:A percentage increase or decrease of sales revenue by comparing the current period with the same period in the prior year'}
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{'id': 323622, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted28d_ew_sent_range', 'description': '不可使用,仅供参考:28-day Volume weighted average of Range of Sentiment'}
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{'id': 169157, 'data_set_name': '可以使用:mdl177_2_globaldevnorthamericasensitivityfactor_apsales', 'description': '不可使用,仅供参考:Asia-Pacific Sales Exposure'}
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{'id': 169468, 'data_set_name': '可以使用:mdl177_2_sensitivityfactor400_emeasales', 'description': '不可使用,仅供参考:EMEA Sales Exposure'}
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{'id': 296272, 'data_set_name': '可以使用:oth567_deltascore_work_life_balance_399', 'description': '不可使用,仅供参考:Score of work life balance'}
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{'id': 318544, 'data_set_name': '可以使用:principal_component_score_0_top3000', 'description': '不可使用,仅供参考:Value of the 1st principal component for the top 3000 securities.'}
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{'id': 323747, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted7d_sent_z_median', 'description': '不可使用,仅供参考:7-day Volume weighted average of Median of Sentiment'}
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{'id': 323225, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_matrix_sent_ew_sent_tsrank', 'description': '不可使用,仅供参考:tsrank of Sentiment'}
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{'id': 167891, 'data_set_name': '可以使用:star_eq_rank', 'description': '不可使用,仅供参考:The Earnings Quality Region Rank before beta neutralization. Scores of 100 indicate the highest rated stocks in the country; scores of 1 indicate the lowest rated stocks in the country.'}
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{'id': 9813, 'data_set_name': '可以使用:other_participant_sentiment_score_presentation', 'description': '不可使用,仅供参考:Overall sentiment score for other participants in the presentation section.'}
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{'id': 160624, 'data_set_name': '可以使用:fnd65_us5000_cusip_pc_ratio', 'description': '不可使用,仅供参考:It is defined as the open interest in 7 near-the-money (1 at-the-money, next 3 above and next 3 below), nearest to expiration put option contracts divided by the open interest in 7 near-the-money (1 at-the-money, next 3 above and next 3 below), nearest to expiration call option contracts.'}
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{'id': 169384, 'data_set_name': '可以使用:mdl177_2_pricemomemtummodel_relpricestrength_', 'description': "不可使用,仅供参考:Industry-adjusted 12-month Relative Price Strength : It is defined as a stock's 12-month relative price-stength (PS) minus the PSs of all stocks in the same industry deflated by the standard deviation of these PSs."}
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{'id': 78185, 'data_set_name': '可以使用:total_shareholding_value_2', 'description': '不可使用,仅供参考:Value of shares held by the director at the end of the period (alternate).'}
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{'id': 167738, 'data_set_name': '可以使用:mdl31_ab1_pricesales_prior_y', 'description': '不可使用,仅供参考:Prior year price to sales ratio'}
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{'id': 321180, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_capital_expenditure_consensus_mean_numdownunfiltered', 'description': '不可使用,仅供参考:Number of down revisions (unfiltered) of Capital Expenditure Consensus Mean'}
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{'id': 295730, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q50_w1_pca_fact1_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 1st eigenvalue of PCA into 10 groups.'}
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{'id': 9678, 'data_set_name': '可以使用:anl83_sent_score_pres', 'description': '不可使用,仅供参考:The Sentiment Score of Presentation'}
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{'id': 323164, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted7d_sent_daydiff', 'description': '不可使用,仅供参考:7-day Volume weighted average of Daily difference of Sentiment'}
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{'id': 324950, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volivcallmput0', 'description': '不可使用,仅供参考:implied volatility volume of all call minus put options'}
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{'id': 295627, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q50_w2_pca_fact2_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 2nd eigenvalue of PCA into 5 groups.'}
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{'id': 320709, 'data_set_name': '可以使用:pv87_2_sales_af_matrix_p1_b_dts', 'description': '不可使用,仅供参考:std value of all analysts estimates of Sales'}
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{'id': 158748, 'data_set_name': '可以使用:quantity_institutional_shares_acquired', 'description': '不可使用,仅供参考:Number of shares bought by institutions during the reporting period.'}
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{'id': 295273, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q200_w3_kmeans_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using K-means into 5 groups.'}
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{'id': 316927, 'data_set_name': '可以使用:pv173_rawratiosmt5yzspreadchg60dsbst', 'description': '不可使用,仅供参考:It is defined as the 60-day change of 5-year mid z-spreadIn the bond z-spread curve'}
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{'id': 318207, 'data_set_name': '可以使用:comm_sector_factor4_group10_score', 'description': '不可使用,仅供参考:Fourth factor score for communications sector, grouped into 10 clusters.'}
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{'id': 320417, 'data_set_name': '可以使用:pv87_2_netprofit_rep_qf_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Net Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
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{'id': 322260, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oiivcall6', 'description': '不可使用,仅供参考:Weighted average Implied volatility for far out-of-the-money call options with open interest used as weight factor'}
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{'id': 167118, 'data_set_name': '可以使用:mdl264_technical_dma_low_class', 'description': '不可使用,仅供参考:Predicted trend of "6-Day Moving Average of the stock\'s daily low value" (1: fall, 2: neutral, 3: move-up)'}
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{'id': 169973, 'data_set_name': '可以使用:mdl177_liquidityriskfactor_flowratio_alt', 'description': '不可使用,仅供参考:Flow Ratio : It is defined as the difference between current Assets and cash & equivalents divided by the difference between current liabilties and short-term debtAll items are from the most recent quarter.'}
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{'id': 319095, 'data_set_name': '可以使用:pv52_asdaq_bx_shares_0_9_sec', 'description': '不可使用,仅供参考:Shares from 0 to 9 Seconds'}
|
|
{'id': 321065, 'data_set_name': '可以使用:pv87_capital_expenditure_consensus_low', 'description': '不可使用,仅供参考:Capital Expenditure Consensus Low'}
|
|
{'id': 169708, 'data_set_name': '可以使用:mdl177_fa_aspanratio', 'description': '不可使用,仅供参考:Attention Span Ratio'}
|
|
{'id': 84153, 'data_set_name': '可以使用:unearned_revenue_balance', 'description': '不可使用,仅供参考:Amount of revenue received but not yet earned.'}
|
|
{'id': 295655, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q50_w5_kmeans_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using K-means into 10 groups.'}
|
|
{'id': 320631, 'data_set_name': '可以使用:pv87_2_roe_af_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Return On Equity *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 323862, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_matrix_vol_vol_std_tsrank', 'description': '不可使用,仅供参考:End-of-day time series rank of Volume Standard deviation'}
|
|
{'id': 278981, 'data_set_name': '可以使用:info1d0_negative_sentiment_score', 'description': '不可使用,仅供参考:Score representing the degree of negative sentiment in the event transcript or story (info_1_D0 module).'}
|
|
{'id': 169260, 'data_set_name': '可以使用:mdl177_2_liquidityriskfactor_curratio', 'description': '不可使用,仅供参考:Current Ratio : It is defined as the reported current assets from most recent quarter divided by the current liabilities from most recent quarter.'}
|
|
{'id': 318831, 'data_set_name': '可以使用:top2000_factor3_group50_score', 'description': '不可使用,仅供参考:Third factor score for top 2000 securities, grouped into 50 clusters.'}
|
|
{'id': 321299, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_revenue_consensus_mean_numdown', 'description': '不可使用,仅供参考:Number of down revisions of Revenue Consensus Mean'}
|
|
{'id': 318190, 'data_set_name': '可以使用:basicmat_method3_group5_score', 'description': '不可使用,仅供参考:Score from the third method for basic materials sector, grouped into 5 clusters.'}
|
|
{'id': 279947, 'data_set_name': '可以使用:sentiment1_highest_score', 'description': '不可使用,仅供参考:Maximum value of the first sentiment measure for the entity.'}
|
|
{'id': 169810, 'data_set_name': '可以使用:mdl177_growthanalystmodel_qga_opmarginsales_alt', 'description': '不可使用,仅供参考:Op Margin to Sales Link'}
|
|
{'id': 325399, 'data_set_name': '可以使用:pv87_v2_weightedavg20_group_nip_marketing', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Marketing'}
|
|
{'id': 168881, 'data_set_name': '可以使用:mdl177_2_earningsqualityfactor_saleeps', 'description': '不可使用,仅供参考:Change in TTM Sales vsEPS : It is defined as the absolute value of the difference between the yearly percent change in trailing 12-month sales per share and the yearly percent change in trailing 12-month diluted earnings per share before extraordinary items.'}
|
|
{'id': 170674, 'data_set_name': '可以使用:mdl77_2gdna_saleeps', 'description': '不可使用,仅供参考:Change in TTM Sales vs EPS: It is defined as the absolute value of the difference between the yearly percent change in trailing 12-month sales per share and the yearly percent change in trailing 12-month diluted earnings per share before extraordinary items.'}
|
|
{'id': 159936, 'data_set_name': '可以使用:fnd65_allcap_sedol_visiratio', 'description': "不可使用,仅供参考:It equals to a stock's most recent daily trading volume divided by the average daily trading volume in previous 50 trading days."}
|
|
{'id': 318192, 'data_set_name': '可以使用:basicmat_method4_group20_score', 'description': '不可使用,仅供参考:Score from the fourth method for basic materials sector, grouped into 20 clusters.'}
|
|
{'id': 80737, 'data_set_name': '可以使用:share_capital_level3', 'description': '不可使用,仅供参考:Capital Lease Payments Due in Year 3'}
|
|
{'id': 169927, 'data_set_name': '可以使用:mdl177_historicalgrowthmodel_emm_composite', 'description': '不可使用,仅供参考:Earnings Momentum Composite'}
|
|
{'id': 279762, 'data_set_name': '可以使用:headline_sentiment_score_story', 'description': '不可使用,仅供参考:Overall sentiment score calculated for the headline in the story analysis.'}
|
|
{'id': 318906, 'data_set_name': '可以使用:top300_factor2_group20_score', 'description': '不可使用,仅供参考:Second factor score for top 300 securities, grouped into 20 clusters.'}
|
|
{'id': 321256, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_net_asset_value_share_consensus_mean_numupunfiltered', 'description': '不可使用,仅供参考:Number of up revisions of Net Asset Value / Share Consensus Mean'}
|
|
{'id': 320577, 'data_set_name': '可以使用:pv87_2_pretaxprofit_rep_qf_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 323137, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted7d_ew_sent_mean_trend', 'description': '不可使用,仅供参考:7-day Volume weighted average of Trend of Sentiment Average'}
|
|
{'id': 325306, 'data_set_name': '可以使用:pv87_v2_simpleavg60_group_event_sentiment_score_insider_trading', 'description': '不可使用,仅供参考:60-day Simple average of Event Sentiment Score for group Insider Trading'}
|
|
{'id': 319170, 'data_set_name': '可以使用:pv52_yse_arca_price_imprvd_shares', 'description': '不可使用,仅供参考:Price-Improved Shares'}
|
|
{'id': 170048, 'data_set_name': '可以使用:mdl177_pricemomemtummodel_visiratio', 'description': "不可使用,仅供参考:The Visibility Ratio : It equals to a stock's most recent daily trading volume divided by the average daily trading volume in previous 50 trading days."}
|
|
{'id': 5565, 'data_set_name': '可以使用:max_book_value_per_share_guidance_2', 'description': '不可使用,仅供参考:Book value per share - Maximum guidance value for the annual period'}
|
|
{'id': 168261, 'data_set_name': '可以使用:credit_risk_growth_score', 'description': '不可使用,仅供参考:Percentile score reflecting growth and stability factors in credit risk.'}
|
|
{'id': 87618, 'data_set_name': '可以使用:fnd90_us_qes_gamef_score', 'description': '不可使用,仅供参考:SCORE'}
|
|
{'id': 85858, 'data_set_name': '可以使用:fnd72_pit_or_cr_a_modified_work_cap_growth', 'description': '不可使用,仅供参考:Percentage growth in modified working capital from last year to the current year'}
|
|
{'id': 325493, 'data_set_name': '可以使用:pv87_v2item_indrank_item_2060_35', 'description': '不可使用,仅供参考:Industry ranked item score for item 35 in topic Customer Welfare'}
|
|
{'id': 323347, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_simple14d_ew_sent_tsrank', 'description': '不可使用,仅供参考:14-day Simple average of End-of-day time series rank of Sentiment'}
|
|
{'id': 320013, 'data_set_name': '可以使用:pv87_2_eps_qf_matrix_all_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Earnings Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 294640, 'data_set_name': '可以使用:leverage_positive_score', 'description': '不可使用,仅供参考:Positive sentiment score for leverage in a transcript chunk.'}
|
|
{'id': 6640, 'data_set_name': '可以使用:index_return_percentage', 'description': '不可使用,仅供参考:Return percentage of the index over the selected period.'}
|
|
{'id': 319059, 'data_set_name': '可以使用:pv48_usa_russell_rgs_groshares', 'description': '不可使用,仅供参考:No field description'}
|
|
{'id': 326093, 'data_set_name': '可以使用:pv87_webv2_weightedavg60_group_css_earnings', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Earnings'}
|
|
{'id': 323074, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted28d_ew_sent_std_median', 'description': '不可使用,仅供参考:28-day Volume weighted average of Median of Sentiment Standard deviation'}
|
|
{'id': 322947, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_simple7d_ew_sent_z_tsrank', 'description': '不可使用,仅供参考:tsrank of Sentiment'}
|
|
{'id': 9492, 'data_set_name': '可以使用:analyst_smog_score_presentation', 'description': '不可使用,仅供参考:Simple Measure of Gobbledygook (SMOG) for analysts in presentation section.'}
|
|
{'id': 325418, 'data_set_name': '可以使用:pv87_v2_weightedavg60_group_css_assets', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Assets'}
|
|
{'id': 325479, 'data_set_name': '可以使用:pv87_v2_weightedavg60_topic_event_sentiment_score_business', 'description': '不可使用,仅供参考:60-day Weighted average of Event Sentiment Score for topic Business'}
|
|
{'id': 295577, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q200_w3_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'}
|
|
{'id': 320754, 'data_set_name': '可以使用:pv87_2_sales_qf_matrix_p1_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Sales *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 326091, 'data_set_name': '可以使用:pv87_webv2_weightedavg60_group_css_credit', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Credit'}
|
|
{'id': 323559, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted14d_ew_sent_std_trend2', 'description': '不可使用,仅供参考:14-day Volume weighted average of Trend of Sentiment Standard deviation'}
|
|
{'id': 322039, 'data_set_name': '可以使用:pv87_hitscore_highsentiment_sum', 'description': '不可使用,仅供参考:Sum of Highest Sentiment Score'}
|
|
{'id': 319906, 'data_set_name': '可以使用:pv87_2_ebitda_qf_matrix_all_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of EBITDA *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 85969, 'data_set_name': '可以使用:fnd72_pit_or_cr_q_cur_ratio', 'description': "不可使用,仅供参考:Ratio to indicate the company's ability to pay back its short-term liabilities with its short-term assets"}
|
|
{'id': 168263, 'data_set_name': '可以使用:credit_risk_liquidity_score', 'description': '不可使用,仅供参考:Percentile score reflecting liquidity factors in credit risk assessment.'}
|
|
{'id': 169875, 'data_set_name': '可以使用:mdl177_historicalgrowthfactor_pctchg3yocf', 'description': "不可使用,仅供参考:3-yr Growth in TTM Oper Cash Flow : It is defined as the percent change in a stock's most recent trailing 12-month operating cash flow per share (OCF) as compared to its OCF 12 quarters ago."}
|
|
{'id': 170476, 'data_set_name': '可以使用:mdl77_2garpanalystmodel_qgp_growthval', 'description': '不可使用,仅供参考:Growth Valuation: Growth Valuation'}
|
|
{'id': 324921, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oivegacallmput9', 'description': '不可使用,仅供参考:vega of deep in call minus put options'}
|
|
{'id': 170738, 'data_set_name': '可以使用:mdl77_2growthanalystmodel_qga_opmarginsales', 'description': '不可使用,仅供参考:Op Margin to Sales Link'}
|
|
{'id': 174161, 'data_set_name': '可以使用:oth460_es_sale_ntm_r1m_class', 'description': '不可使用,仅供参考:Predicted trend of NTM Revenue Revision, 1M" (1: fall, 2: neutral, 3: move-up)"'}
|
|
{'id': 86276, 'data_set_name': '可以使用:fnd72_q1_cap_expend_to_sales', 'description': '不可使用,仅供参考:Measures the percentage of capital expenditures to sales'}
|
|
{'id': 322387, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volgammacallmput9', 'description': '不可使用,仅供参考:Weighted average Gamma for deep in-the-money call and put options with volume used as weight factor'}
|
|
{'id': 171793, 'data_set_name': '可以使用:mdl77_saleicap', 'description': '不可使用,仅供参考:The trailing 12-month total revenues divided by the average of the invested capital in the same period.'}
|
|
{'id': 321071, 'data_set_name': '可以使用:pv87_capital_expenditure_difference', 'description': '不可使用,仅供参考:Capital Expenditure Difference'}
|
|
{'id': 320859, 'data_set_name': '可以使用:pv87_ann_matrix_cash_from_operations_estimate_mean', 'description': '不可使用,仅供参考:Mean of Cash From Operations Estimate'}
|
|
{'id': 170450, 'data_set_name': '可以使用:mdl77_2earningsqualityfactor_saleeps', 'description': '不可使用,仅供参考:Change in TTM Sales vs. EPS: It is defined as the absolute value of the difference between the yearly percent change in trailing 12-month sales per share and the yearly percent change in trailing 12-month diluted earnings per share before extraordinary items.'}
|
|
{'id': 161464, 'data_set_name': '可以使用:percentage_volume_oscillator_2d', 'description': '不可使用,仅供参考:Percentage Volume Oscillator value over 2 days.'}
|
|
{'id': 170772, 'data_set_name': '可以使用:mdl77_2historicalgrowthfactor_pspeghc', 'description': '不可使用,仅供参考:The difference between the most recently reported trailing 12-month earnings per share and that of 4 quarters ago for a stock deflated by its month-end trading price.'}
|
|
{'id': 319054, 'data_set_name': '可以使用:pv48_russellindex_sharechg', 'description': '不可使用,仅供参考:russellindex sharechg related to the US market index.'}
|
|
{'id': 320230, 'data_set_name': '可以使用:pv87_2_nav_qf_matrix_all_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 160700, 'data_set_name': '可以使用:fnd65_us5000_cusip_saleg5y', 'description': '不可使用,仅供参考:It is defined as the difference between the trailing 12-month sales (SALE) and the SALE 20 quarters ago and then deflated by the average of the SALEs in the prior 20 quarters.'}
|
|
{'id': 319207, 'data_set_name': '可以使用:pv52_yse_national_away_exec_shares', 'description': '不可使用,仅供参考:Away Executed Shares'}
|
|
{'id': 168606, 'data_set_name': '可以使用:mdl39_1_price_mo_region_rank', 'description': '不可使用,仅供参考:Region-relative 1-100 ranking of the Price Mo model'}
|
|
{'id': 320010, 'data_set_name': '可以使用:pv87_2_eps_qf_matrix_all_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Earnings Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 295733, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q50_w1_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'}
|
|
{'id': 295636, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q50_w3_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 1st eigenvalue of PCA into 5 groups.'}
|
|
{'id': 295313, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q50_w1_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'}
|
|
{'id': 324221, 'data_set_name': '可以使用:pv87_prv2_weightedavg20_group_css_products_services', 'description': '不可使用,仅供参考:20-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Products Services'}
|
|
{'id': 162359, 'data_set_name': '可以使用:mdl230_allcap_sedol_flowratio', 'description': '不可使用,仅供参考:It is defined as the difference between current assets and cash & equivalents divided by the difference between current liabilities and short-term debt. All items are from the most recent quarter.'}
|
|
{'id': 322236, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oigammacallmputs1', 'description': '不可使用,仅供参考:Weighted average Gamma for near in-the-money and out-of-the-money call options and put options with the same strike prices with open interest used as weight factor'}
|
|
{'id': 324623, 'data_set_name': '可以使用:pv87_revenue_surprise_scale', 'description': '不可使用,仅供参考:Scale of Revenue Surprise %'}
|
|
{'id': 324100, 'data_set_name': '可以使用:pv87_prv2_simpleavg1_group_event_sentiment_score_labor_issues', 'description': '不可使用,仅供参考:1-day Simple average of Event Sentiment Score for group Labor Issues'}
|
|
{'id': 164252, 'data_set_name': '可以使用:star_arm_score_change_1m', 'description': '不可使用,仅供参考:score change for days: 30'}
|
|
{'id': 169697, 'data_set_name': '可以使用:mdl177_earningsqualityfactor_uinv', 'description': '不可使用,仅供参考:The difference of inventory between present and expected levels.'}
|
|
{'id': 163349, 'data_set_name': '可以使用:mdl230_us5000_cusip_visiratio', 'description': "不可使用,仅供参考:It equals a stock's most recent daily trading volume divided by the average daily trading volume in the previous 50 trading days."}
|
|
{'id': 325027, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volvegacallmput1', 'description': '不可使用,仅供参考:vega volume of near in and out call minus put options'}
|
|
{'id': 2083, 'data_set_name': '可以使用:anl14_median_revenue_fp3', 'description': '不可使用,仅供参考:Median of estimations of Revenue - upcoming 3 quarters'}
|
|
{'id': 168898, 'data_set_name': '可以使用:mdl177_2_garpanalystmodel_qgp_relgrowth', 'description': '不可使用,仅供参考:Relative Growth Rank'}
|
|
{'id': 326068, 'data_set_name': '可以使用:pv87_webv2_weightedavg20_group_nip_credit', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Credit'}
|
|
{'id': 165234, 'data_set_name': '可以使用:mdl262_saleq_profitability_profitability9', 'description': '不可使用,仅供参考:9th profitability field of Sales/Turnover (Net)'}
|
|
{'id': 161467, 'data_set_name': '可以使用:percentage_volume_oscillator_5d', 'description': '不可使用,仅供参考:Percentage Volume Oscillator value over 5 days.'}
|
|
{'id': 326095, 'data_set_name': '可以使用:pv87_webv2_weightedavg60_group_css_insider_trading', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Insider Trading'}
|
|
{'id': 6744, 'data_set_name': '可以使用:anl49_3rdfiscalquartersalesorrevenuesindicator', 'description': '不可使用,仅供参考:Third fiscal quarter sales or revenues indicator'}
|
|
{'id': 162123, 'data_set_name': '可以使用:mdl219_2_saleicap', 'description': '不可使用,仅供参考:Sales-to-invested capital ratio calculated over trailing 12 months for the second module.'}
|
|
{'id': 85899, 'data_set_name': '可以使用:fnd72_pit_or_cr_a_sales_5yr_avg_gr', 'description': '不可使用,仅供参考:Five-year average of sales growth'}
|
|
{'id': 83889, 'data_set_name': '可以使用:fnd3_qacctadj_comstk_divpershare_fast_d1', 'description': '不可使用,仅供参考:Quarterly Accountance Adjustment Common Stock Dividends Per Share'}
|
|
{'id': 296684, 'data_set_name': '可以使用:oth623_relevance_score', 'description': '不可使用,仅供参考:Relevance score of extracted company for the article. Lies in range [0, 1]'}
|
|
{'id': 383342, 'data_set_name': '可以使用:rsk62_risk_backfill_curratio', 'description': '不可使用,仅供参考:current ratio'}
|
|
{'id': 7251, 'data_set_name': '可以使用:anl69_best_sales_lo', 'description': '不可使用,仅供参考:Sales Low'}
|
|
{'id': 324693, 'data_set_name': '可以使用:pv87_scores_findownpartnormscr_std', 'description': '不可使用,仅供参考:Standard deviation of Fianancial down partial score'}
|
|
{'id': 2358, 'data_set_name': '可以使用:anl14_stddev_revenue_fp5', 'description': '不可使用,仅供参考:Standard Deviation of Estimations of Revenue - Upcoming 5 Quarters'}
|
|
{'id': 322272, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oiivcallmput8', 'description': '不可使用,仅供参考:Weighted average Implied volatility for near in-the-money call and put options with open interest used as weight factor'}
|
|
{'id': 168897, 'data_set_name': '可以使用:mdl177_2_garpanalystmodel_qgp_growthval', 'description': '不可使用,仅供参考:Growth Valuation'}
|
|
{'id': 320118, 'data_set_name': '可以使用:pv87_2_fcfps_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Financing Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 6004, 'data_set_name': '可以使用:anl44_best_sales_hi', 'description': '不可使用,仅供参考:best sales hi'}
|
|
{'id': 325467, 'data_set_name': '可以使用:pv87_v2_weightedavg60_group_nip_legal', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Legal'}
|
|
{'id': 324709, 'data_set_name': '可以使用:pv87_scores_finvolatilepartnormscr_mean', 'description': '不可使用,仅供参考:Mean of Financial volatility partial score'}
|
|
{'id': 295365, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q50_w5_pca_fact3_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 3rd eigenvalue of PCA into 20 groups.'}
|
|
{'id': 167571, 'data_set_name': '可以使用:mdl28_az1l_sector_rank', 'description': "不可使用,仅供参考:The current 1-100 percentile rank, among other firms in the same region and industrial sector, of a company's 1-year default probability"}
|
|
{'id': 6757, 'data_set_name': '可以使用:anl49_annualfiscalsalesorrevenuesindicator', 'description': '不可使用,仅供参考:Annual fiscal sales or revenues indicator'}
|
|
{'id': 85169, 'data_set_name': '可以使用:sales_ps', 'description': '不可使用,仅供参考:Sales per Share (Quarterly)'}
|
|
{'id': 5069, 'data_set_name': '可以使用:actual_cashflow_per_share_value_quarterly', 'description': '不可使用,仅供参考:Cash Flow Per Share - actual value for the quarter'}
|
|
{'id': 170771, 'data_set_name': '可以使用:mdl77_2historicalgrowthfactor_pfcy3ghc', 'description': '不可使用,仅供参考:The difference between the trailing 12-month cash flow per share and that of 12 quarters ago comparable trailing 12-month cash flow for a stock divided by its trading price.'}
|
|
{'id': 371, 'data_set_name': '可以使用:anl10_ebtrevise_ratio_to_close_fy2_1016', 'description': '不可使用,仅供参考:Ratio of delta consensus to adjusted close for earnings before tax FY2'}
|
|
{'id': 326051, 'data_set_name': '可以使用:pv87_webv2_weightedavg20_group_event_sentiment_score_credit', 'description': '不可使用,仅供参考:20-day Weighted average of Event Sentiment Score for group Credit'}
|
|
{'id': 319502, 'data_set_name': '可以使用:pv7_superrelation_sec_all_score_float', 'description': '不可使用,仅供参考:Float number of relation scores from SEC report, with backfill'}
|
|
{'id': 326123, 'data_set_name': '可以使用:pv87_webv2_weightedavg60_group_nip_acquisitions_mergers', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Acquisitions Mergers'}
|
|
{'id': 325694, 'data_set_name': '可以使用:pv87_web_weightedavg1_group_v2_0_1_css_dividends', 'description': '不可使用,仅供参考:1-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Dividends'}
|
|
{'id': 295267, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q200_w2_pca_fact2_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 5 groups.'}
|
|
{'id': 296398, 'data_set_name': '可以使用:oth567score_compensation_355', 'description': '不可使用,仅供参考:Compensation score'}
|
|
{'id': 160109, 'data_set_name': '可以使用:fnd65_totalcap_cusip_fcfsale', 'description': '不可使用,仅供参考:It is defined as the trailing 12-month free cash flow divided by the trailing 12-month sales.'}
|
|
{'id': 326213, 'data_set_name': '可以使用:pv87_weightedavg60_topic_css_all', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic All'}
|
|
{'id': 86310, 'data_set_name': '可以使用:fnd72_q1_geo_grow_cogs_to_net_sales', 'description': '不可使用,仅供参考:Compound 5-year growth rate in cost of goods sold as a percentage of revenue'}
|
|
{'id': 295598, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q200_w5_pca_fact1_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 1st eigenvalue of PCA into 10 groups.'}
|
|
{'id': 325018, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volvegacall2', 'description': '不可使用,仅供参考:vega volume of near out and in call options'}
|
|
{'id': 324013, 'data_set_name': '可以使用:pv87_prv2_expavg20_group_event_sentiment_score_marketing', 'description': '不可使用,仅供参考:20-day Exponential average of Event Sentiment Score for group Marketing'}
|
|
{'id': 279592, 'data_set_name': '可以使用:nws5_peratio', 'description': '不可使用,仅供参考:Reported price-to-earnings ratio for the calendar day of the session'}
|
|
{'id': 318912, 'data_set_name': '可以使用:top300_factor3_group2_score', 'description': '不可使用,仅供参考:Third factor score for top 300 securities, grouped into 2 clusters.'}
|
|
{'id': 84390, 'data_set_name': '可以使用:fnd6_cptnewqv1300_saleq', 'description': '不可使用,仅供参考:Sales/Turnover (Net)'}
|
|
{'id': 171472, 'data_set_name': '可以使用:mdl77_oearningmomentumfactor_salesurp', 'description': '不可使用,仅供参考:Sales Surprise: It is defined as the most recent reported quarterly sales minus consensus sales forecasts, divided by the standard deviation of sales forecasts.'}
|
|
{'id': 170759, 'data_set_name': '可以使用:mdl77_2historicalgrowthfactor_pctchgastto', 'description': '不可使用,仅供参考:1-Yr Change in Asset Turnover Ratio: It is defined as the percent change in the most recent asset turnover ratio as compared to that of 4 quarters ago. Asset turnover ratio is the trailing 12-month sales divided by the average total assets in the same period.'}
|
|
{'id': 325505, 'data_set_name': '可以使用:pv87_v2item_indrank_item_4040_168', 'description': '不可使用,仅供参考:Industry ranked item score for item 168 in topic Materials Sourcing Efficiency'}
|
|
{'id': 5964, 'data_set_name': '可以使用:anl44_best_opp_to_sales', 'description': '不可使用,仅供参考:best opp to sales'}
|
|
{'id': 318763, 'data_set_name': '可以使用:technology_pca_factor1_grouping2', 'description': '不可使用,仅供参考:First principal component grouping for technology sector with 2 clusters.'}
|
|
{'id': 84031, 'data_set_name': '可以使用:quarterly_capital_asset_sales_total_fast_d1', 'description': '不可使用,仅供参考:Fiscal period endate of Annual Accountance Adjustment Proceeds from Sale of Productive Assets'}
|
|
{'id': 326149, 'data_set_name': '可以使用:pv87_webv2_weightedavg60_topic_nip_society', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for topic Society'}
|
|
{'id': 294543, 'data_set_name': '可以使用:assetutilization_positive_score', 'description': '不可使用,仅供参考:Positive sentiment score for asset utilization in a transcript chunk.'}
|
|
{'id': 6713, 'data_set_name': '可以使用:trade_transaction_fee', 'description': '不可使用,仅供参考:Fee charged for executing the trade idea.'}
|
|
{'id': 173134, 'data_set_name': '可以使用:oth432_trkdpitpredictivetotrevenue_mad_pred', 'description': '不可使用,仅供参考:Mean Absolute Deviation of predicted value of Total Revenue'}
|
|
{'id': 322489, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volvegacall7', 'description': '不可使用,仅供参考:Weighted average Vega for near out-of-the-money call options with volume used as weight factor'}
|
|
{'id': 170787, 'data_set_name': '可以使用:mdl77_2historicalgrowthfactor_totalsaleg', 'description': "不可使用,仅供参考:Yearly TTM Total Sales Growth Rate: It is defined as the percent change in a company's trailing 12-month total sales (TOTSALE) as compared to the TOTSALE one year ago."}
|
|
{'id': 323186, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted7d_sent_std_trend2', 'description': '不可使用,仅供参考:7-day Volume weighted average of Trend of Sentiment Standard deviation'}
|
|
{'id': 322442, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volivput8', 'description': '不可使用,仅供参考:Weighted average Implied volatility for near in-the-money put options with volume used as weight factor'}
|
|
{'id': 78384, 'data_set_name': '可以使用:fnd14_inc_state_region', 'description': '不可使用,仅供参考:Region of state of company incorporation per SEC'}
|
|
{'id': 166501, 'data_set_name': '可以使用:mdl264_es_sale_fy1_r3m_class', 'description': "不可使用,仅供参考:Predicted trend of 'FY1 revenue revision, 3M' (1: fall, 2: neutral, 3: move up)"}
|
|
{'id': 279700, 'data_set_name': '可以使用:mws52_expirationtime', 'description': '不可使用,仅供参考:Expiration time of the event'}
|
|
{'id': 322409, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volivcall3', 'description': '不可使用,仅供参考:Weighted average Implied volatility for out-of-the-money call options with volume used as weight factor'}
|
|
{'id': 325407, 'data_set_name': '可以使用:pv87_v2_weightedavg20_topic_css_business', 'description': '不可使用,仅供参考:20-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic Business'}
|
|
{'id': 324261, 'data_set_name': '可以使用:pv87_prv2_weightedavg60_group_css_marketing', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Marketing'}
|
|
{'id': 321697, 'data_set_name': '可以使用:pv87_ebitda_estimate_2_yr_annual_growth_scale', 'description': '不可使用,仅供参考:Scale of EBITDA Estimate - 2 Yr Annual Growth %'}
|
|
{'id': 325470, 'data_set_name': '可以使用:pv87_v2_weightedavg60_group_nip_price_targets', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Price Targets'}
|
|
{'id': 320573, 'data_set_name': '可以使用:pv87_2_pretaxprofit_rep_qf_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 279766, 'data_set_name': '可以使用:industry_weight_stddev_alt_dmgrhchendtnret', 'description': '不可使用,仅供参考:The standard deviation of industry weights in the alternative module.'}
|
|
{'id': 319509, 'data_set_name': '可以使用:pv7_superrelation_sta_score', 'description': '不可使用,仅供参考:Float number of relation scores from analyst of Streetevent report'}
|
|
{'id': 295756, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q50_w3_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 1st eigenvalue of PCA into 5 groups.'}
|
|
{'id': 321334, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_book_value_share_consensus_mean_numnochangeunfiltered', 'description': '不可使用,仅供参考:Number of no change revisions (unfiltered) of Book Value / Share Consensus Mean'}
|
|
{'id': 85431, 'data_set_name': '可以使用:fnd72_a2_rd_expend_to_net_sales', 'description': '不可使用,仅供参考:No longer supported'}
|
|
{'id': 279105, 'data_set_name': '可以使用:previous_shareholder_meeting_date', 'description': '不可使用,仅供参考:The date of the most recent past annual shareholder meeting.'}
|
|
{'id': 319661, 'data_set_name': '可以使用:pv87_2_capex_af_matrix_p1_b_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Capital Expenditure *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 295602, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q200_w5_pca_fact2_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 2nd eigenvalue of PCA into 20 groups.'}
|
|
{'id': 324223, 'data_set_name': '可以使用:pv87_prv2_weightedavg20_group_event_sentiment_score_acquisitions_mergers', 'description': '不可使用,仅供参考:20-day Weighted average of Event Sentiment Score for group Acquisitions Mergers'}
|
|
{'id': 296416, 'data_set_name': '可以使用:oth567score_remote_work_322', 'description': '不可使用,仅供参考:Remote work scores'}
|
|
{'id': 169915, 'data_set_name': '可以使用:mdl177_historicalgrowthfactor_slope4qfcf3y', 'description': '不可使用,仅供参考:Slope of 3-yr TTM Free Cash Flow Trend Line'}
|
|
{'id': 170275, 'data_set_name': '可以使用:mdl177_valueanalystmodel_qva_earnquality_alt', 'description': '不可使用,仅供参考:Earnings Quality Rank'}
|
|
{'id': 324873, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oithetacall9', 'description': '不可使用,仅供参考:theta of deep in call options'}
|
|
{'id': 295384, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w2_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 5 groups.'}
|
|
{'id': 319933, 'data_set_name': '可以使用:pv87_2_ebitda_qf_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of EBITDA *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 322371, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volgammacall3', 'description': '不可使用,仅供参考:Weighted average Gamma for out-of-the-money call options with volume used as weight factor'}
|
|
{'id': 319216, 'data_set_name': '可以使用:pv52_yse_national_shares_0_9_sec', 'description': '不可使用,仅供参考:Shares from 0 to 9 Seconds'}
|
|
{'id': 322492, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volvegacallmput0', 'description': '不可使用,仅供参考:Weighted average Vega for all call and put options with volume used as weight factor'}
|
|
{'id': 295539, 'data_set_name': '可以使用:oth455_customer_roam_w5_pca_fact1_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 1st eigenvalue of PCA into 20 groups.'}
|
|
{'id': 171210, 'data_set_name': '可以使用:mdl77_earningsqualityfactor_pau', 'description': "不可使用,仅供参考:Unexpected Change in Accounts Payable: It is defined as the difference between current accounts payable and the expected level of accounts payable (multiplying the prior year's closing account balance by the growth in costs of goods sold in the trailing 12 months) scaled by the total assets."}
|
|
{'id': 325458, 'data_set_name': '可以使用:pv87_v2_weightedavg60_group_nip_assets', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Assets'}
|
|
{'id': 320073, 'data_set_name': '可以使用:pv87_2_epsr_qf_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Earnings Per Share - As Reported *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 160702, 'data_set_name': '可以使用:fnd65_us5000_cusip_salegstdev', 'description': '不可使用,仅供参考:It is defined as the standard deviation of the year-over-year quarterly sales per share growth rate during the last 12 quarters.'}
|
|
{'id': 6811, 'data_set_name': '可以使用:anl49_backfill_commonequityratioindicator', 'description': '不可使用,仅供参考:Common equity ratio indicator'}
|
|
{'id': 320764, 'data_set_name': '可以使用:pv87_2_tbvps_af_matrix_all_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Tangible Book Value Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 278726, 'data_set_name': '可以使用:nws12_prez_peratio', 'description': '不可使用,仅供参考:Reported price to earnings ratio for the calendar day of the session'}
|
|
{'id': 320261, 'data_set_name': '可以使用:pv87_2_netdebt_af_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 170514, 'data_set_name': '可以使用:mdl77_2gdna_cashsale', 'description': "不可使用,仅供参考:The mean value of company's assets in the trailing 1-year divided by the trailing 1-year revenues."}
|
|
{'id': 6506, 'data_set_name': '可以使用:latest_annual_period_end_update_cash_flow_per_share_second', 'description': '不可使用,仅供参考:Date or timestamp when the annual period end for cash flow per share was last updated in the second version module.'}
|
|
{'id': 319613, 'data_set_name': '可以使用:pv87_2_bps_qf_matrix_all_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Book Value Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 174639, 'data_set_name': '可以使用:oth460_sector_rank_class', 'description': '不可使用,仅供参考:Predicted trend of Sector Ranking" (1: fall, 2: neutral, 3: move up)"'}
|
|
{'id': 320610, 'data_set_name': '可以使用:pv87_2_roa_qf_matrix_all_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Return On Assets *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 294861, 'data_set_name': '可以使用:oth335_hc_combined_all_region_linear', 'description': '不可使用,仅供参考:Score from the linear model'}
|
|
{'id': 279109, 'data_set_name': '可以使用:se_pos_score', 'description': '不可使用,仅供参考:number of positive words/number of all words.'}
|
|
{'id': 163779, 'data_set_name': '可以使用:mdl26_prsprise_flag_fq1_earnings', 'description': '不可使用,仅供参考:predicted surprise (actual value - predicted value) flag FQTR1 earnings'}
|
|
{'id': 323169, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted7d_sent_mean_mean', 'description': '不可使用,仅供参考:7-day Volume weighted average of Average of Sentiment Average'}
|
|
{'id': 167756, 'data_set_name': '可以使用:mdl31_bv_share_last_y', 'description': '不可使用,仅供参考:The ratio of the Book Value to the total shares outstanding.'}
|
|
{'id': 165470, 'data_set_name': '可以使用:mdl262_trkdpitpredictivetotrevenue_mae', 'description': '不可使用,仅供参考:Mean Average Error of the model of Total Revenue'}
|
|
{'id': 325393, 'data_set_name': '可以使用:pv87_v2_weightedavg20_group_nip_earnings', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Earnings'}
|
|
{'id': 278987, 'data_set_name': '可以使用:info1d0_tone_score', 'description': '不可使用,仅供参考:Overall sentiment score for the event transcript or story in the info_1_D0 module.'}
|
|
{'id': 318246, 'data_set_name': '可以使用:energy_sector_factor1_group5_score', 'description': '不可使用,仅供参考:First factor score for energy sector, grouped into 5 clusters.'}
|
|
{'id': 320493, 'data_set_name': '可以使用:pv87_2_pretaxprofit_af_matrix_all_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 324980, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volthetacall2', 'description': '不可使用,仅供参考:theta volume of near out and in call options'}
|
|
{'id': 86345, 'data_set_name': '可以使用:fnd72_q1_inc_tax_exp_to_net_sales', 'description': '不可使用,仅供参考:Income tax expense as a percentage of revenue'}
|
|
{'id': 862, 'data_set_name': '可以使用:anl10_prrinnovation_score_fq1_2561', 'description': '不可使用,仅供参考:Innovation score for price return ratio Q1 (innovate_increase - innovate_decrease)'}
|
|
{'id': 295560, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q200_w2_kmeans_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using K-means into 20 groups.'}
|
|
{'id': 5045, 'data_set_name': '可以使用:anl39_cursharesoutstanding_2', 'description': '不可使用,仅供参考:Current shares outstanding'}
|
|
{'id': 323544, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted14d_ew_sent_mean_range', 'description': '不可使用,仅供参考:14-day Volume weighted average of Range of Sentiment Average'}
|
|
{'id': 322234, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oigammacallmput8', 'description': '不可使用,仅供参考:Weighted average Gamma for near in-the-money call and put options with open interest used as weight factor'}
|
|
{'id': 5681, 'data_set_name': '可以使用:sales_estimate_average', 'description': '不可使用,仅供参考:Sales - mean of estimations with a delay of 1 quarter'}
|
|
{'id': 323025, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted14d_sent_mean_mean', 'description': '不可使用,仅供参考:14-day Volume weighted average of Average of Sentiment Average'}
|
|
{'id': 1358, 'data_set_name': '可以使用:environmental_corr_weighted_subsector_position', 'description': '不可使用,仅供参考:Company’s position within its subsector based on environmental score weighted by KPIs most correlated to financial returns.'}
|
|
{'id': 324744, 'data_set_name': '可以使用:pv87_sell_sharesmulsig_max', 'description': '不可使用,仅供参考:Max of Selling Number of shares traded * Trade significance'}
|
|
{'id': 6508, 'data_set_name': '可以使用:latest_annual_period_end_update_dividend_per_share', 'description': '不可使用,仅供参考:Date or timestamp when the annual period end for dividend per share was last updated.'}
|
|
{'id': 383463, 'data_set_name': '可以使用:semiconductor_equipment_exposure_score', 'description': '不可使用,仅供参考:Exposure or sensitivity to the semiconductor equipment sector factor.'}
|
|
{'id': 295442, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q50_w2_pca_fact1_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 10 groups.'}
|
|
{'id': 160172, 'data_set_name': '可以使用:fnd65_totalcap_cusip_nasales', 'description': '不可使用,仅供参考:No change'}
|
|
{'id': 319918, 'data_set_name': '可以使用:pv87_2_ebitda_qf_matrix_p1_b_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of EBITDA *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 324714, 'data_set_name': '可以使用:pv87_scores_negnormscr_std', 'description': '不可使用,仅供参考:Standard deviation of negative score'}
|
|
{'id': 6878, 'data_set_name': '可以使用:anl49_backfill_timelinessrank', 'description': "不可使用,仅供参考:The rank for a stock's probable relative market performance in the year ahead. Ranges from 1 (highest) to 5 (lowest). Stocks ranked 1 or 2 are likely to outpace the year-ahead market. Those ranked 4 or 5 are not expected to outperform most stocks over the next 12 months. Stocks ranked 3 (average) will probably advance or decline with the market in the year ahead."}
|
|
{'id': 318234, 'data_set_name': '可以使用:cons_cyclical_method2_group5_score', 'description': '不可使用,仅供参考:Score from the second method for consumer cyclical sector, grouped into 5 clusters.'}
|
|
{'id': 324719, 'data_set_name': '可以使用:pv87_scores_posmneg_normscr_median', 'description': '不可使用,仅供参考:Median of Positivy minus negative score'}
|
|
{'id': 86390, 'data_set_name': '可以使用:fnd72_q2_rr_dil_eps_cont_ops_growth', 'description': '不可使用,仅供参考:Growth value for Earnings per Share based on number of diluted shares outstanding continuing operations'}
|
|
{'id': 169206, 'data_set_name': '可以使用:mdl177_2_historicalgrowthfactor_fcfequity', 'description': '不可使用,仅供参考:TTM Free Cash Flow to Equity : It is defined as the trailing 12-month free cash flow divided by the average book equity value in the same period.'}
|
|
{'id': 322358, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oivegaput0', 'description': '不可使用,仅供参考:Weighted average Vega for all put options with open interest used as weight factor'}
|
|
{'id': 81050, 'data_set_name': '可以使用:fnd28_annualgrowth_value_08625a', 'description': '不可使用,仅供参考:value of annual field: Total Assets - 5 Yr Annual Growth'}
|
|
{'id': 170788, 'data_set_name': '可以使用:mdl77_2historicalgrowthfactor_y3fcfq4rqsr', 'description': '不可使用,仅供参考:R-Sqr of 3-yr TTM FCF Trend Line: It is defined as the conditional square of the correlation between monthly dates and the corresponding trailing 12-month free cash flow per share in the prior 12 quarters'}
|
|
{'id': 160383, 'data_set_name': '可以使用:fnd65_us5000_cusip_actrtn60m12lag', 'description': '不可使用,仅供参考:It is defined as the percent change in price for a stock from month t-72 to month t-12.'}
|
|
{'id': 323798, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_matrix_sent_sent_mean_tsrank', 'description': '不可使用,仅供参考:End-of-day time series rank of Sentiment Average'}
|
|
{'id': 324289, 'data_set_name': '可以使用:pv87_prv2_weightedavg60_group_nip_partnerships', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Partnerships'}
|
|
{'id': 325401, 'data_set_name': '可以使用:pv87_v2_weightedavg20_group_nip_price_targets', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Price Targets'}
|
|
{'id': 322496, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volvegacallmput4', 'description': '不可使用,仅供参考:Weighted average Vega for near-the-money call and put options with volume used as weight factor'}
|
|
{'id': 163896, 'data_set_name': '可以使用:mdl26_smartestimate_f12m_revenue', 'description': '不可使用,仅供参考:Estimate F-12MonthsRolling revenue'}
|
|
{'id': 326078, 'data_set_name': '可以使用:pv87_webv2_weightedavg20_group_nip_products_services', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Products Services'}
|
|
{'id': 168738, 'data_set_name': '可以使用:equity_value_score', 'description': '不可使用,仅供参考:Earnings Quality'}
|
|
{'id': 320373, 'data_set_name': '可以使用:pv87_2_netprofit_qf_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Net Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 1423, 'data_set_name': '可以使用:social_corr_weighted_industry_percentile', 'description': '不可使用,仅供参考:Company’s percentile within its industry based on social score weighted by KPIs most correlated to financial returns.'}
|
|
{'id': 296210, 'data_set_name': '可以使用:avg_career_growth_score', 'description': '不可使用,仅供参考:Average rating for career advancement opportunities.'}
|
|
{'id': 9816, 'data_set_name': '可以使用:other_participant_smog_score_qa', 'description': '不可使用,仅供参考:SMOG readability score for other participants in Q&A section.'}
|
|
{'id': 1378, 'data_set_name': '可以使用:governance_corr_weighted_subsector_percentile', 'description': '不可使用,仅供参考:Company’s percentile within its subsector based on governance score weighted by KPIs most correlated to financial returns.'}
|
|
{'id': 320262, 'data_set_name': '可以使用:pv87_2_netdebt_af_matrix_all_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 161669, 'data_set_name': '可以使用:fscore_profitability', 'description': '不可使用,仅供参考:The purpose of this metric is to rank stock based on their ability to generate cash flows.'}
|
|
{'id': 318557, 'data_set_name': '可以使用:principal_component_score_12_top500_513', 'description': '不可使用,仅供参考:Value of the 13th principal component for the top 500 securities in group 513.'}
|
|
{'id': 5289, 'data_set_name': '可以使用:anl4_fcf_flag', 'description': '不可使用,仅供参考:Free cash flow - forecast type (revision/new/...)'}
|
|
{'id': 167824, 'data_set_name': '可以使用:mdl31_v14_ab1_bv_share_last_y', 'description': '不可使用,仅供参考:Last year book value per share'}
|
|
{'id': 295696, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q200_w3_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 1st eigenvalue of PCA into 5 groups.'}
|
|
{'id': 168284, 'data_set_name': '可以使用:star_v14_sr_global_rank', 'description': '不可使用,仅供参考:Financial health rank'}
|
|
{'id': 5540, 'data_set_name': '可以使用:free_cash_flow_per_share', 'description': '不可使用,仅供参考:Free cash flow per share - actual financial value for the annual period'}
|
|
{'id': 295586, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q200_w4_pca_fact1_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 1st eigenvalue of PCA into 10 groups.'}
|
|
{'id': 324679, 'data_set_name': '可以使用:pv87_scores_fearpartnormscr_mean', 'description': '不可使用,仅供参考:Mean of Fear partial score'}
|
|
{'id': 166986, 'data_set_name': '可以使用:mdl264_sector_rank_l3', 'description': "不可使用,仅供参考:The probability that the future trend of 'Sector ranking' will move up"}
|
|
{'id': 322480, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volthetaput8', 'description': '不可使用,仅供参考:Weighted average Theta for near in-the-money put options with volume used as weight factor'}
|
|
{'id': 319071, 'data_set_name': '可以使用:pv48_usa_russell_rgs_v3_1_0_sharechg', 'description': '不可使用,仅供参考:No field description'}
|
|
{'id': 173109, 'data_set_name': '可以使用:oth432_trkdpitpredictiverndexpense_mad_act', 'description': '不可使用,仅供参考:Mean Absolute Deviation of scaled actual value of Research & Development Expense'}
|
|
{'id': 295681, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q200_w2_kmeans_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using K-means into 5 groups.'}
|
|
{'id': 86091, 'data_set_name': '可以使用:fnd72_pit_or_cr_q_sales_per_share_growth', 'description': '不可使用,仅供参考:Percentage growth of sales per basic share'}
|
|
{'id': 171950, 'data_set_name': '可以使用:yearly_percentage_change_roe', 'description': '不可使用,仅供参考:Year-over-year percentage change in return on equity.'}
|
|
{'id': 295373, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w1_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'}
|
|
{'id': 1810, 'data_set_name': '可以使用:anl14_low_revenue_fp5', 'description': '不可使用,仅供参考:The lowest estimation of revenue - upcoming 5 quarters'}
|
|
{'id': 295800, 'data_set_name': '可以使用:oth455_partner_roam_w2_kmeans_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with partner data and then clustered using K-means into 20 groups.'}
|
|
{'id': 166879, 'data_set_name': '可以使用:mdl264_put_call_ratio_10_day_class', 'description': '不可使用,仅供参考:Predicted trend of "10-Day Median of Put Volume to Call Volume" (1: fall, 2: neutral, 3: move up)'}
|
|
{'id': 7483, 'data_set_name': '可以使用:anl69_eqy_split_ratio', 'description': '不可使用,仅供参考:Split Ratio'}
|
|
{'id': 295565, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q200_w2_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'}
|
|
{'id': 665, 'data_set_name': '可以使用:anl10_nerrevise_ratio_to_close_fq1_2022', 'description': '不可使用,仅供参考:Ratio of delta consensus to adjusted close for net earnings rate Q1'}
|
|
{'id': 168617, 'data_set_name': '可以使用:region_value_momentum_rank_float_2', 'description': '不可使用,仅供参考:Region-relative value-momentum ranking as a floating-point value (alternate module).'}
|
|
{'id': 322239, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oigammacallmputs5', 'description': '不可使用,仅供参考:Weighted average Gamma for in-the-money call options and put options with the same strike prices with open interest used as weight factor'}
|
|
{'id': 169869, 'data_set_name': '可以使用:mdl177_historicalgrowthfactor_pctchg3ycf', 'description': "不可使用,仅供参考:The percent change in a stock's most recent trailing 12-month cash flow per share as compared to itself 12 quarters ago."}
|
|
{'id': 317021, 'data_set_name': '可以使用:pv20_a_ard_total_shareholders_equity', 'description': '不可使用,仅供参考:ARD Total Shareholders Equity'}
|
|
{'id': 324284, 'data_set_name': '可以使用:pv87_prv2_weightedavg60_group_nip_earnings', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Earnings'}
|
|
{'id': 325008, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volthetaput2', 'description': '不可使用,仅供参考:theta volume of near out and in put options'}
|
|
{'id': 278971, 'data_set_name': '可以使用:info10_tone_score', 'description': '不可使用,仅供参考:Overall sentiment score for the event transcript or story in the info10 module.'}
|
|
{'id': 325244, 'data_set_name': '可以使用:pv87_v2_simpleavg20_group_event_sentiment_score_products_services', 'description': '不可使用,仅供参考:20-day Simple average of Event Sentiment Score for group Products Services'}
|
|
{'id': 83623, 'data_set_name': '可以使用:fnd3_aacctadj_comstk_divpershare_fast_d1', 'description': '不可使用,仅供参考:Annual Accountance Adjustment Common Stock Dividends Per Share'}
|
|
{'id': 10491, 'data_set_name': '可以使用:mws87_numvswordsratioceoqa', 'description': '不可使用,仅供参考:Number of numerical words divided by number of all words spoken by CEO in Q&A (NA if CEO not attended or no speech in Q&A).'}
|
|
{'id': 320096, 'data_set_name': '可以使用:pv87_2_fcfps_af_matrix_p1_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Financing Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 319849, 'data_set_name': '可以使用:pv87_2_ebit_af_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of EBIT *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 321072, 'data_set_name': '可以使用:pv87_capital_expenditure_difference_scale', 'description': '不可使用,仅供参考:Scale of Capital Expenditure Difference'}
|
|
{'id': 320395, 'data_set_name': '可以使用:pv87_2_netprofit_rep_af_matrix_p1_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Net Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 325462, 'data_set_name': '可以使用:pv87_v2_weightedavg60_group_nip_earnings', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Earnings'}
|
|
{'id': 325884, 'data_set_name': '可以使用:pv87_webv2_simpleavg1_group_event_sentiment_score_price_targets', 'description': '不可使用,仅供参考:1-day Simple average of Event Sentiment Score for group Price Targets'}
|
|
{'id': 324275, 'data_set_name': '可以使用:pv87_prv2_weightedavg60_group_event_sentiment_score_partnerships', 'description': '不可使用,仅供参考:60-day Weighted average of Event Sentiment Score for group Partnerships'}
|
|
{'id': 324120, 'data_set_name': '可以使用:pv87_prv2_simpleavg1_topic_event_sentiment_score_business', 'description': '不可使用,仅供参考:1-day Simple average of Event Sentiment Score for topic Business'}
|
|
{'id': 9780, 'data_set_name': '可以使用:other_executive_numeric_word_ratio_presentation', 'description': '不可使用,仅供参考:Ratio of numerical words to total words spoken by other executives in the presentation section.'}
|
|
{'id': 169806, 'data_set_name': '可以使用:mdl177_growthanalystmodel_qga_fcfroe_alt', 'description': '不可使用,仅供参考:Free Cash Flow ROE'}
|
|
{'id': 319083, 'data_set_name': '可以使用:pv52_asdaq_bx_atquote_shares', 'description': '不可使用,仅供参考:At-the Quote Shares'}
|
|
{'id': 2088, 'data_set_name': '可以使用:anl14_median_revenue_fy3', 'description': '不可使用,仅供参考:Median of Estimations of Revenue - Upcoming 3 Years'}
|
|
{'id': 10409, 'data_set_name': '可以使用:mws87_cfo_sent_score_pres', 'description': '不可使用,仅供参考:The Sentiment Score of CFO in Presentation'}
|
|
{'id': 295689, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q200_w2_pca_fact3_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 3rd eigenvalue of PCA into 20 groups.'}
|
|
{'id': 81047, 'data_set_name': '可以使用:fnd28_annualgrowth_value_08616a', 'description': '不可使用,仅供参考:value of annual field: Equity Growth (year ago)'}
|
|
{'id': 163784, 'data_set_name': '可以使用:mdl26_prsprise_flag_fy2_earnings', 'description': '不可使用,仅供参考:predicted surprise (actual value - predicted value) flag FYEAR2 earnings'}
|
|
{'id': 295818, 'data_set_name': '可以使用:oth455_partner_roam_w3_pca_fact2_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with partner data and then clustered using the 2nd eigenvalue of PCA into 20 groups.'}
|
|
{'id': 325939, 'data_set_name': '可以使用:pv87_webv2_simpleavg20_group_event_sentiment_score_partnerships', 'description': '不可使用,仅供参考:20-day Simple average of Event Sentiment Score for group Partnerships'}
|
|
{'id': 295731, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q50_w1_pca_fact1_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 1st eigenvalue of PCA into 20 groups.'}
|
|
{'id': 325302, 'data_set_name': '可以使用:pv87_v2_simpleavg60_group_event_sentiment_score_credit_ratings', 'description': '不可使用,仅供参考:60-day Simple average of Event Sentiment Score for group Credit Ratings'}
|
|
{'id': 168530, 'data_set_name': '可以使用:star_v14_val_piv_ratio', 'description': '不可使用,仅供参考:Ratio of current price to calculated intrinsic value'}
|
|
{'id': 279242, 'data_set_name': '可以使用:preferred_to_common_conversion_ratio', 'description': '不可使用,仅供参考:Ratio for converting preferred stock to common stock.'}
|
|
{'id': 5591, 'data_set_name': '可以使用:max_share_buyback_guidance', 'description': '不可使用,仅供参考:Maximum guidance value for Shares Basic - Annual'}
|
|
{'id': 279917, 'data_set_name': '可以使用:max_secondary_sentiment_score_transfer', 'description': '不可使用,仅供参考:The highest value of the secondary transferred sentiment score for the period.'}
|
|
{'id': 320297, 'data_set_name': '可以使用:pv87_2_netdebt_qf_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 295629, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q50_w2_pca_fact3_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 3rd eigenvalue of PCA into 20 groups.'}
|
|
{'id': 158334, 'data_set_name': '可以使用:insd3_10k_freq_flag', 'description': '不可使用,仅供参考:10-K Frequency Flag'}
|
|
{'id': 169189, 'data_set_name': '可以使用:mdl177_2_historicalgrowthfactor_chgcfp', 'description': '不可使用,仅供参考:The difference between the the trailing 12-month cash flow per share and that of 12 quarters ago for a stock divided by its trading price.'}
|
|
{'id': 169753, 'data_set_name': '可以使用:mdl177_fa_rsqr4qsales3y', 'description': '不可使用,仅供参考:R-Sqr of 3-yr TTM Sales Trend Line'}
|
|
{'id': 321094, 'data_set_name': '可以使用:pv87_cash_from_operations_actual_scale', 'description': '不可使用,仅供参考:Scale of Cash From Operations Actual'}
|
|
{'id': 323711, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted7d_ew_sent_z_median', 'description': '不可使用,仅供参考:7-day Volume weighted average of Median of Sentiment'}
|
|
{'id': 321351, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_cash_flow_share_consensus_mean_numup', 'description': '不可使用,仅供参考:Number of up revisions of Cash Flow / Share Consensus Mean'}
|
|
{'id': 319086, 'data_set_name': '可以使用:pv52_asdaq_bx_away_exec_shares', 'description': '不可使用,仅供参考:Away Executed Shares'}
|
|
{'id': 294859, 'data_set_name': '可以使用:oth335_combined_all_region_shield', 'description': '不可使用,仅供参考:Score from the SHIELD model'}
|
|
{'id': 158724, 'data_set_name': '可以使用:im_previous_score', 'description': '不可使用,仅供参考:The company score from the previous day/week'}
|
|
{'id': 5691, 'data_set_name': '可以使用:sales_estimate_median_value', 'description': '不可使用,仅供参考:Sales - Median value among forecasts'}
|
|
{'id': 86000, 'data_set_name': '可以使用:fnd72_pit_or_cr_q_ev_to_t12m_sales', 'description': '不可使用,仅供参考:Periodic enterprise value as a multiple of sales'}
|
|
{'id': 325037, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volvegacallmputs2', 'description': '不可使用,仅供参考:vega volume of near out and in call minus put options with the same strike prices, which are in the money'}
|
|
{'id': 171205, 'data_set_name': '可以使用:mdl77_earningsqualityfactor_dpcapex', 'description': '不可使用,仅供参考:Change in TTM Depreciation vs CapEx: It is defined as the absolute value of the difference between the yearly percent change in trailing 12-month depreciation expense and the yearly percent change in trailing 12-month capital expenditure.'}
|
|
{'id': 326188, 'data_set_name': '可以使用:pv87_weightedavg20_group_css_revenues', 'description': '不可使用,仅供参考:20-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Revenues'}
|
|
{'id': 81033, 'data_set_name': '可以使用:fnd28_annualforeign_value_08735a', 'description': '不可使用,仅供参考:value of annual field: Foreign Sales % Total Sales'}
|
|
{'id': 322971, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_simple7d_sent_std_tsrank', 'description': '不可使用,仅供参考:End-of-day time series rank of Sentiment Standard deviation'}
|
|
{'id': 321644, 'data_set_name': '可以使用:pv87_dps_estimate_sequential_quarterly_growth_scale', 'description': '不可使用,仅供参考:Scale of DPS Estimate - Sequential Quarterly Growth %'}
|
|
{'id': 320798, 'data_set_name': '可以使用:pv87_2_tbvps_qf_matrix_all_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Tangible Book Value Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 324690, 'data_set_name': '可以使用:pv87_scores_findownnormscr_std', 'description': '不可使用,仅供参考:Standard deviation of Financial down score'}
|
|
{'id': 321048, 'data_set_name': '可以使用:pv87_buy_sharesmulsig_sum', 'description': '不可使用,仅供参考:Sum of Buying Number of shares traded * Trade significance'}
|
|
{'id': 322337, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oivegacall7', 'description': '不可使用,仅供参考:Weighted average Vega for near out-of-the-money call options with open interest used as weight factor'}
|
|
{'id': 168389, 'data_set_name': '可以使用:buyback_yield_relative_component_rank_v3', 'description': '不可使用,仅供参考:Global rank for the share buyback yield component in the valuation model (variant 3).'}
|
|
{'id': 319857, 'data_set_name': '可以使用:pv87_2_ebit_qf_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of EBIT *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 320657, 'data_set_name': '可以使用:pv87_2_roe_af_matrix_p1_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Return On Equity *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'id': 295761, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q50_w3_pca_fact3_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 3rd eigenvalue of PCA into 20 groups.'}
|
|
{'id': 81284, 'data_set_name': '可以使用:fnd28_growthratesa_value_08635a', 'description': '不可使用,仅供参考:value of annual field: Net Sales / Revenues - 5 Yr Annual Growth'}
|
|
{'id': 326131, 'data_set_name': '可以使用:pv87_webv2_weightedavg60_group_nip_insider_trading', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Insider Trading'}
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{'id': 162135, 'data_set_name': '可以使用:mdl219_3_aspanratio', 'description': '不可使用,仅供参考:Attention span ratio measuring operating assets minus liabilities scaled by total assets for the third module.'}
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{'id': 160883, 'data_set_name': '可以使用:mdl109_gr_eintr_sale', 'description': '不可使用,仅供参考:Year-over-year expected interim revenue growth'}
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{'id': 163386, 'data_set_name': '可以使用:mdl233_companies_d1_ranking', 'description': '不可使用,仅供参考:Ranking given to the companies as per the return'}
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{'id': 326001, 'data_set_name': '可以使用:pv87_webv2_simpleavg60_group_event_sentiment_score_revenues', 'description': '不可使用,仅供参考:60-day Simple average of Event Sentiment Score for group Revenues'}
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{'id': 324872, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oithetacall8', 'description': '不可使用,仅供参考:theta of near in call options'}
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{'id': 295311, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q50_w1_pca_fact1_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 20 groups.'}
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{'id': 323599, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted14d_sent_tsrank', 'description': '不可使用,仅供参考:14-day Volume weighted average of End-of-day time series rank of Sentiment'}
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{'id': 1951, 'data_set_name': '可以使用:anl14_mean_revenue_fy1', 'description': '不可使用,仅供参考:Mean of Estimations of Revenue - upcoming year'}
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{'id': 160686, 'data_set_name': '可以使用:fnd65_us5000_cusip_relpricestrength_', 'description': "不可使用,仅供参考:It is defined as a stock's 12-month relative price-strength (PS) minus the PSs of all stocks in the same industry, deflated by the standard deviation of these PSs."}
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{'id': 319659, 'data_set_name': '可以使用:pv87_2_capex_af_matrix_p1_b_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Capital Expenditure *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
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{'id': 169917, 'data_set_name': '可以使用:mdl177_historicalgrowthfactor_slope4qocf3y', 'description': '不可使用,仅供参考:Slope of 3-yr TTM Oper Cash Flow Trend Line'}
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{'id': 162772, 'data_set_name': '可以使用:mdl230_totalcap_cusip_nasales', 'description': '不可使用,仅供参考:No change'}
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{'id': 319204, 'data_set_name': '可以使用:pv52_yse_national_atquote_shares', 'description': '不可使用,仅供参考:At-the Quote Shares'}
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{'id': 321184, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_capital_expenditure_consensus_mean_numupunfiltered', 'description': '不可使用,仅供参考:Number of up revisions of Capital Expenditure Consensus Mean'}
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{'id': 318969, 'data_set_name': '可以使用:utilities_method3_group20_score', 'description': '不可使用,仅供参考:Score from the third method for utilities sector, grouped into 20 clusters.'}
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{'id': 85987, 'data_set_name': '可以使用:fnd72_pit_or_cr_q_eps_growth', 'description': '不可使用,仅供参考:Percentage increase or decrease of earnings before extraordinary items by comparing current period with same period prior year'}
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{'id': 6807, 'data_set_name': '可以使用:anl49_backfill_capitalspendingpershare', 'description': '不可使用,仅供参考:Total expenditures for plant and equipment outlays for the year divided by the weighted average number of common shares outstanding at year end.'}
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{'id': 316909, 'data_set_name': '可以使用:pv141_volume_ratio_wq_w_close_market', 'description': '不可使用,仅供参考:The ratio of total volume used in the calculation'}
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{'id': 167878, 'data_set_name': '可以使用:mdl31_v14_ab1_pricesales_last_y', 'description': '不可使用,仅供参考:Last year price to sales ratio'}
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{'id': 1364, 'data_set_name': '可以使用:environmental_positive_corr_score', 'description': '不可使用,仅供参考:Environmental score weighted by KPIs most positively correlated to financial returns.'}
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{'id': 323038, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted14d_sent_std_median', 'description': '不可使用,仅供参考:14-day Volume weighted average of Median of Sentiment Standard deviation'}
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{'id': 163462, 'data_set_name': '可以使用:mdl26_arm_score_change_7', 'description': '不可使用,仅供参考:score change for days: 7'}
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{'id': 319766, 'data_set_name': '可以使用:pv87_2_cfps_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
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{'id': 318543, 'data_set_name': '可以使用:principal_component_score_0_all', 'description': '不可使用,仅供参考:Value of the 1st principal component for all securities in the universe.'}
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{'id': 168884, 'data_set_name': '可以使用:mdl177_2_earningsqualityfactor_ttmaccu', 'description': '不可使用,仅供参考:Accounting Accruals : It is defined as the difference between the trailing 12-month net income and the trailing 12-month operating cash flow scaled by the beginning total assets.'}
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{'id': 162715, 'data_set_name': '可以使用:mdl230_totalcap_cusip_flowratio', 'description': '不可使用,仅供参考:It is defined as the difference between current assets and cash & equivalents divided by the difference between current liabilities and short-term debt. All items are from the most recent quarter.'}
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{'id': 6897, 'data_set_name': '可以使用:anl49_commonequityratioindicator', 'description': '不可使用,仅供参考:Common equity ratio indicator'}
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{'id': 161018, 'data_set_name': '可以使用:mdl109_psale', 'description': '不可使用,仅供参考:Price-to-sales'}
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{'id': 86032, 'data_set_name': '可以使用:fnd72_pit_or_cr_q_invent_to_sales', 'description': '不可使用,仅供参考:Ratio of inventory to sales, a way to estimate the number of times the company can turn over its inventory in 1 year'}
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{'id': 168481, 'data_set_name': '可以使用:relative_valuation_regional_position', 'description': '不可使用,仅供参考:Regional rank of a stock based on its relative valuation score.'}
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{'id': 324316, 'data_set_name': '可以使用:pv87_qtr_matrix_book_value_share_estimate_scale', 'description': '不可使用,仅供参考:Scale of Book Value / Share Estimate'}
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{'id': 295428, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q50_w1_kmeans_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using K-means into 20 groups.'}
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{'id': 319862, 'data_set_name': '可以使用:pv87_2_ebit_qf_matrix_all_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of EBIT *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
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{'id': 168439, 'data_set_name': '可以使用:price_to_intrinsic_value_regional_position_v3', 'description': "不可使用,仅供参考:Rank of a stock's price-to-intrinsic-value ratio compared to regional peers (variant 3)."}
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{'id': 9484, 'data_set_name': '可以使用:analyst_gfi_score_presentation', 'description': '不可使用,仅供参考:Gunning Fog Index (GFI) for analysts in presentation section.'}
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{'id': 321019, 'data_set_name': '可以使用:pv87_book_value_share_difference', 'description': '不可使用,仅供参考:Book Value / Share Difference'}
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{'id': 170786, 'data_set_name': '可以使用:mdl77_2historicalgrowthfactor_susgrowth', 'description': '不可使用,仅供参考:The maximum growth rate a firm can sustain without having to increase financial leverage.'}
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{'id': 295368, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w1_kmeans_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using K-means into 20 groups.'}
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{'id': 1519, 'data_set_name': '可以使用:workplace_diversity_subsector_rank', 'description': '不可使用,仅供参考:Company’s rank within its subsector peer group for workplace diversity and labor rights.'}
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{'id': 296233, 'data_set_name': '可以使用:onboarding_sentiment_score', 'description': '不可使用,仅供参考:Sentiment score for onboarding experience based on review text.'}
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{'id': 295519, 'data_set_name': '可以使用:oth455_customer_roam_w3_pca_fact2_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 2nd eigenvalue of PCA into 5 groups.'}
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{'id': 6764, 'data_set_name': '可以使用:anl49_backfill_1stfiscalquarterearningspershare', 'description': '不可使用,仅供参考:Fiscal quarter earnings on a per share basis, as reported.'}
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{'id': 320107, 'data_set_name': '可以使用:pv87_2_fcfps_qf_matrix_all_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Financing Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
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{'id': 81272, 'data_set_name': '可以使用:fnd28_growthratesa_value_08605a', 'description': '不可使用,仅供参考:value of annual field: Earnings per Share Growth'}
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{'id': 323234, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_matrix_sent_ew_sent_z_tsrank', 'description': '不可使用,仅供参考:tsrank of Sentiment'}
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{'id': 325101, 'data_set_name': '可以使用:pv87_v2_expavg20_group_event_sentiment_score_labor_issues', 'description': '不可使用,仅供参考:20-day Exponential average of Event Sentiment Score for group Labor Issues'}
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{'id': 322169, 'data_set_name': '可以使用:pv87_interval_slippageinterval_volume_rankcorrel', 'description': '不可使用,仅供参考:Rank correlation between interval slippage and volume'}
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{'id': 240, 'data_set_name': '可以使用:anl10_ebirevise_ratio_to_close_fq1_2583', 'description': '不可使用,仅供参考:Ratio of delta consensus to adjusted close for earnings before interest Q1'}
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{'id': 169109, 'data_set_name': '可以使用:mdl177_2_globaldevnorthamerica_v502_saleeps', 'description': '不可使用,仅供参考:Change in TTM Sales vsEPS : It is defined as the absolute value of the difference between the yearly percent change in trailing 12-month sales per share and the yearly percent change in trailing 12-month diluted earnings per share before extraordinary items.'}
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{'id': 85892, 'data_set_name': '可以使用:fnd72_pit_or_cr_a_quick_ratio', 'description': "不可使用,仅供参考:Ratio to indicate the company's ability to pay back its short-term liabilities with its liquid assets"}
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{'id': 294560, 'data_set_name': '可以使用:chunk_relevance_z2_flag_fast_d1', 'description': "不可使用,仅供参考:Indicator if the chunk's relevance z-score exceeds 2."}
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{'id': 318291, 'data_set_name': '可以使用:fin_nonreit_method4_group10_score', 'description': '不可使用,仅供参考:Score from the fourth method for financial sector excluding REITs, grouped into 10 clusters.'}
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{'id': 322416, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volivcallmput0', 'description': '不可使用,仅供参考:Weighted average Implied volatility for all call and put options with volume used as weight factor'}
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========================= 数据字段结束 =======================================
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以上数据字段和操作符, 按照Description说明组合, 但是每一个 alpha 组合的使用的数据字段和操作符不要过于集中, 在符合语法的情况下, 多尝试不同的组合
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你再检查一下, 如果你使用了
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Operator abs does not support event inputs
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Operator ts_mean does not support event inputs
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Operator ts_scale does not support event inputs
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Operator add does not support event inputs
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Operator sign does not support event inputs
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Operator greater does not support event inputs
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Operator ts_av_diff does not support event inputs
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Operator ts_quantile does not support event inputs
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Operator ts_arg_min does not support event inputs
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Operator divide does not support event inputs
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Operator ts_corr does not support event inputs
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Operator ts_decay_linear does not support event inputs
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Operator ts_sum does not support event inputs
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Operator ts_delay does not support event inputs
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Operator ts_arg_max does not support event inputs
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Operator ts_std_dev does not support event inputs
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Operator ts_regression does not support event inputs
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Operator ts_backfill does not support event inputs
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Operator signed_power does not support event inputs
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Operator ts_product does not support event inputs
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Operator ts_zscore does not support event inputs
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Operator group_rank does not support event inputs
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Operator subtract does not support event inputs
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Operator ts_delta does not support event inputs
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Operator ts_rank does not support event inputs
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Operator ts_count_nans does not support event inputs
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Operator ts_covariance does not support event inputs
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Operator multiply does not support event inputs
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Operator if_else does not support event inputs
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Operator group_neutralize does not support event inputs
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Operator group_zscore does not support event inputs
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Operator winsorize does not support event inputs
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注意, 以上操作符不能使用事件类型的数据集, 以上操作符禁止使用事件类型的数据集!! |