update

2025-11-25 09:45:49 +08:00
parent ad98c97949
commit 41ef816a81
34 changed files with 1518 additions and 1 deletions
@@ -0,0 +1,56 @@
+[
+  {
+    "name": "做空股价潜力有限",
+    "expression": "-rank(ebit / capex)",
+    "settings": {
+      "instrumentType": "EQUITY",
+      "region": "USA",
+      "universe": "TOP3000",
+      "delay": 1,
+      "decay": 0,
+      "neutralization": "INDUSTRY",
+      "truncation": 0.08,
+      "pasteurization": "ON",
+      "unitHandling": "VERIFY",
+      "nanHandling": "OFF",
+      "language": "FASTEXPR",
+      "visualization": false
+    }
+  },
+  {
+    "name": "财务健康度标准化",
+    "expression": "zscore(cash_st / debt_st)",
+    "settings": {
+      "instrumentType": "EQUITY",
+      "region": "USA",
+      "universe": "TOP3000",
+      "delay": 1,
+      "decay": 0,
+      "neutralization": "INDUSTRY",
+      "truncation": 0.1,
+      "pasteurization": "ON",
+      "unitHandling": "VERIFY",
+      "nanHandling": "OFF",
+      "language": "FASTEXPR",
+      "visualization": false
+    }
+  },
+  {
+    "name": "做空12个月社交媒体讨论热度高",
+    "expression": "-scl12_buzz",
+    "settings": {
+      "instrumentType": "EQUITY",
+      "region": "USA",
+      "universe": "TOP3000",
+      "delay": 1,
+      "decay": 0,
+      "neutralization": "INDUSTRY",
+      "truncation": 0.12,
+      "pasteurization": "ON",
+      "unitHandling": "VERIFY",
+      "nanHandling": "OFF",
+      "language": "FASTEXPR",
+      "visualization": false
+    }
+  }
+]