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20 lines
878 B
20 lines
878 B
ts_zscore(ts_delta(close, 5), 20)
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ts_rank(ts_corr(volume, close, 10), 20)
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group_neutralize(ts_av_diff(close, 10), sector)
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ts_scale(ts_std_dev(close, 15), 30)
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ts_rank(ts_decay_linear(volume, 5), 20)
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ts_rank(ts_delta(vwap, 3), 10)
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group_zscore(ts_delta(high, 5), sector)
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ts_rank(ts_mean(volume, 10) / ts_mean(volume, 30), 20)
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ts_rank(ts_delta(close, 1) / ts_delay(close, 1), 10)
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ts_rank(ts_mean(ts_delta(close, 1), 5), 20)
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group_neutralize(ts_zscore(ts_delta(high - low, 5), 15), country)
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ts_rank(ts_corr(close, volume, 5), 10)
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ts_rank(ts_backfill(volume, 5, 1), 15)
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ts_rank(ts_mean(ts_delta(close, 1), 20) / ts_std_dev(close, 20), 30)
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ts_rank(ts_arg_max(high, 10), 20)
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ts_rank(ts_av_diff(vwap, 5), 10)
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group_scale(ts_delta(close, 5), sector)
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ts_rank(ts_delta(ts_mean(close, 3), 5), 10)
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ts_rank(ts_quantile(ts_delta(close, 1), 10), 20)
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ts_rank(ts_delta(ts_mean(close, 5), 10), 20) |