56 lines
1.3 KiB
JSON
56 lines
1.3 KiB
JSON
[
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{
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"name": "做空股价潜力有限",
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"expression": "-rank(ebit / capex)",
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"settings": {
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"instrumentType": "EQUITY",
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"region": "USA",
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"universe": "TOP3000",
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"delay": 1,
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"decay": 0,
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"neutralization": "INDUSTRY",
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"truncation": 0.08,
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"pasteurization": "ON",
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"unitHandling": "VERIFY",
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"nanHandling": "OFF",
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"language": "FASTEXPR",
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"visualization": false
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}
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},
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{
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"name": "财务健康度标准化",
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"expression": "zscore(cash_st / debt_st)",
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"settings": {
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"instrumentType": "EQUITY",
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"region": "USA",
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"universe": "TOP3000",
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"delay": 1,
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"decay": 0,
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"neutralization": "INDUSTRY",
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"truncation": 0.1,
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"pasteurization": "ON",
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"unitHandling": "VERIFY",
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"nanHandling": "OFF",
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"language": "FASTEXPR",
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"visualization": false
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}
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},
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{
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"name": "做空12个月社交媒体讨论热度高",
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"expression": "-scl12_buzz",
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"settings": {
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"instrumentType": "EQUITY",
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"region": "USA",
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"universe": "TOP3000",
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"delay": 1,
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"decay": 0,
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"neutralization": "INDUSTRY",
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"truncation": 0.12,
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"pasteurization": "ON",
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"unitHandling": "VERIFY",
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"nanHandling": "OFF",
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"language": "FASTEXPR",
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"visualization": false
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}
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}
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] |