61 lines
3.9 KiB
Plaintext
61 lines
3.9 KiB
Plaintext
rank(ts_mean(ts_delta(close, 5), 20))
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rank(ts_corr(volume, ts_delta(close, 5), 20))
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ts_zscore(ts_std_dev(close, 20), 100)
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group_rank(ts_mean(close, 20), sector)
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rank(ts_delta(ts_arg_max(high, 50), 5))
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rank(ts_corr(close, vwap, 20))
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rank(ts_mean(ts_decay_linear(volume, 10), 20))
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rank(ts_delta(ts_mean(close, 10), 5))
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ts_zscore(ts_av_diff(close, 50), 100)
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rank(ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 20))
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group_zscore(ts_mean(close, 20), market_cap)
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rank(ts_arg_min(low, 50))
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rank(ts_mean(ts_delta(ts_mean(close, 5), 10), 20))
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ts_zscore(ts_corr(close, volume, 20), 100)
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rank(ts_delta(ts_std_dev(close, 20), 5))
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group_rank(ts_delta(close, 20), sector)
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rank(ts_mean(close, 5) / ts_mean(close, 20))
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rank(ts_corr(high, low, 20))
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ts_zscore(ts_mean(volume, 20), 100)
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rank(ts_delta(vwap, 5))
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group_neutralize(ts_zscore(ts_delta(close, 5), 20), sector)group_zscore(divide(ts_delta(volume, 3), ts_mean(volume, 10)), sector)ts_zscore(multiply(sign(ts_delta(close, 7)), sqrt(ts_std_dev(close, 7))), 14)group_neutralize(ts_av_diff(divide(close, vwap), 5), sector)ts_decay_linear(sign(ts_delta(close, 3)), 10)group_rank(divide(ts_sum(volume, 5), ts_mean(volume, 20)), sector)if_else(close > ts_mean(close, 20), multiply(ts_rank(volume, 5), sign(ts_delta(close, 1))), reverse(ts_rank(volume, 5)))ts_zscore(ts_corr(close, volume, 10), 20)group_neutralize(divide(ts_delta(high, 3), ts_delta(low, 3)), country)multiply(sign(ts_delta(close, 5)), ts_scale(market_cap, 30))ts_zscore(ts_av_diff(multiply(close, volume), 7), 14)group_zscore(ts_quantile(ts_delta(vwap, 3), 10), market_cap)ts_decay_linear(divide(ts_max(close, 5), ts_min(close, 5)), 15)group_neutralize(sign(ts_delta(ts_mean(close, 10), 5)), sector)multiply(ts_std_dev(close, 7), inverse(ts_mean(volume, 7)))ts_zscore(group_rank(divide(close, open), sector), 20)if_else(volume > ts_mean(volume, 5), ts_delta(close, 1), reverse(ts_delta(close, 1)))group_zscore(ts_covariance(close, volume, 10), country)ts_av_diff(divide(ts_sum(close, 3), ts_sum(volume, 3)), 10)group_neutralize(multiply(ts_rank(close, 7), inverse(sqrt(market_cap))), sector)
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ts_rank(ts_delta(log(close), 5), 20)
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reverse(rank(ts_delta(close, 10)))
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ts_rank(multiply(sign(ts_delta(close, 1)), volume), 10)
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reverse(ts_zscore(ts_delta(close, 5), 20))
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rank(multiply(ts_delta(close, 3), divide(volume, ts_mean(volume, 20))))
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reverse(ts_rank(ts_std_dev(log(close), 10), 20))
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ts_rank(subtract(close, vwap), 10)
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rank(subtract(ts_mean(close, 20), close))
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reverse(rank(multiply(ts_delta(close, 5), ts_corr(close, volume, 20))))
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ts_rank(divide(volume, ts_mean(volume, 60)), 20)
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group_neutralize(ts_rank(ts_delta(close, 5), 20), sector)
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group_neutralize(rank(subtract(ts_delay(close, 5), close)), sector)
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rank(multiply(subtract(ts_delay(close, 1), low), subtract(high, close)))
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reverse(rank(subtract(log(market_cap), ts_mean(log(market_cap), 20))))
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ts_rank(subtract(close, ts_delay(close, 10)), 20)
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rank(multiply(ts_delta(close, 1), subtract(ts_mean(volume, 20), volume)))
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reverse(ts_corr(close, volume, 10))
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group_zscore(ts_delta(log(close), 3), sector)
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rank(divide(subtract(high, low), add(subtract(close, open), abs(ts_delta(close, 1)))))
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ts_rank(multiply(sign(ts_delta(close, 5)), subtract(volume, ts_delay(volume, 1))), 15)
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-ts_delta(close,5)/ts_std_dev(close,20)
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divide(ts_delta(close,10),ts_mean(volume,10))
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ts_rank(divide(high,ts_mean(close,5)),20)
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ts_corr(close,volume,10)
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-ts_rank(ts_std_dev(close,10),20)
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multiply(sign(ts_delta(close,1)),ts_delta(volume,1))
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divide(ts_delta(vwap,5),ts_std_dev(vwap,20))
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ts_scale(close,10)
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-ts_delta(divide(close,ts_mean(close,5)),3)
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ts_zscore(divide(volume,ts_mean(volume,20)),10)
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divide(ts_sum(close,5),ts_sum(close,20))
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-ts_rank(ts_corr(high,volume,5),10)
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multiply(divide(close,vwap),log(volume))
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ts_regression(close,volume,10,0,1)
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divide(ts_mean(close,5),ts_mean(close,20))
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-ts_delta(ts_rank(close,10),5)
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divide(ts_product(divide(high,low),5),power(close,2))
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ts_av_diff(close,10)
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multiply(sign(ts_delta(close,1)),ts_zscore(volume,10))
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group_neutralize(divide(close,ts_mean(close,5)),sector) |