[ { "name": "sample1", "description": "111", "expression": "financial_data = ts_backfill((), 60);\ngp = group_cartesian_product(country, industry);\n((financial_data, gp), )", "templateConfigurations": { "vec_func": { "variables": [ "vec_norm", "vec_kurtosis", "vec_ir", "vec_min", "vec_count", "vec_sum", "vec_skewness", "vec_max", "vec_avg", "vec_stddev", "vec_range", "vec_choose", "vec_filter" ], "configType": "operator" }, "analyst_metric": { "variables": [ "mdl26_5yr_hstrcl_grwth_rt", "mdl26_60dy_srprs_lst_q_rnngs", "mdl26_60dy_srprs_lst_y_rnngs", "mdl26_7dy_mn_chng_flg_fq1_rnngs", "mdl26_actual_last_q_earnings", "mdl26_actual_last_y_earnings", "mdl26_avrevsn_fq1_earnings_30", "mdl26_blndd_grwth_ndstry_prcntl", "mdl26_blndd_grwth_rt_smrtstmt", "mdl26_blndd_grwth_sctr_prcntl", "mdl26_chng_frm_52wk_hgh_prc", "mdl26_chng_frm_52wk_lw_prc", "mdl26_chng_rltv_t_cc_40_30", "mdl26_chng_rltv_t_cntry_bnchmrk_30", "mdl26_chng_rltv_t_dj_stxx_600_30", "mdl26_chng_rltv_t_fts_100_30", "mdl26_chng_rltv_t_hng_sng_30", "mdl26_chng_rltv_t_js_ll_shr_30", "mdl26_chng_rltv_t_msc_f_30", "mdl26_chng_rltv_t_msc_mf_30", "mdl26_chng_rltv_t_msc_pc_x_jp_30", "mdl26_chng_rltv_t_msc_rp_30", "mdl26_chng_rltv_t_ndstry_bnchmrk_30", "mdl26_chng_rltv_t_r1000_grwth_30", "mdl26_chng_rltv_t_rssll_2000_30", "mdl26_chng_rltv_t_rssll_mdcp_30", "mdl26_chng_rltv_t_sp_400_30", "mdl26_chng_rltv_t_sp_500_30", "mdl26_chng_rltv_t_sp_600_30", "mdl26_chng_rltv_t_sx_100_30", "mdl26_chng_rltv_t_sx_200_30", "mdl26_chng_rltv_t_sx_300_30", "mdl26_chng_rltv_t_sx_ll_rd_30", "mdl26_chng_rltv_t_tpx_30", "mdl26_chng_rltv_t_tsx_cmpst_30", "mdl26_days_since_last_report", "mdl26_dff_frm_200dy_mvng_vrg", "mdl26_dff_frm_50dy_mvng_vrg", "mdl26_dffrnc_frm_hstrcl_p", "mdl26_dffrnc_frm_hstrcl_prc_rt_rnngs", "mdl26_dsnc_clstr_bgn_fq1_rnngs", "mdl26_dsnc_clstr_dtctd_fq1_rnngs", "mdl26_dsnc_lst_ps_prnnncmnt", "mdl26_dsnc_prd_srprs_flg_chg_fq1_rnngs", "mdl26_ep_industry_percentile_fy1", "mdl26_ep_sector_percentile_fy1", "mdl26_ep_yield_smartestimate_fy1", "mdl26_forward_pe_mean_fy1", "mdl26_frwrd_p_stm_fy1", "mdl26_grwth_nxt_yr_ndstry_prcntl_rnngs", "mdl26_grwth_nxt_yr_sctr_prcntl_rnngs", "mdl26_grwth_ths_yr_ndstry_prcntl_rnngs", "mdl26_grwth_ths_yr_sctr_prcntl_rnngs", "mdl26_hgh_stmt_chng_fq1_rnngs_30", "mdl26_hgh_stmt_prr_fq1_rnngs_30", "mdl26_high_price_52", "mdl26_last_fiscal_year_pe", "mdl26_low_price_52", "mdl26_lt_grwth_ndstry_prcntl", "mdl26_lt_grwth_sctr_prcntl", "mdl26_lw_stmt_chng_fq1_rnngs_30", "mdl26_lw_stmt_prr_fq1_rnngs_30", "mdl26_market_cap_l", "mdl26_market_cap_u", "mdl26_mdn_hstrcl_f12m_prc_rt_rnngs", "mdl26_median_historical_f12m_pe", "mdl26_mn_f_rvsnclstr_nlysts_fq1_rnngs", "mdl26_mn_stmt_prc_rt_fy1_rnngs", "mdl26_mn_stmt_prr_fq1_rnngs_7", "mdl26_mstchg_fq1_rnngs_30", "mdl26_nm_mn_nlysts_prr_fq1_rnngs_7", "mdl26_nm_rvsnclstr_nlysts_fq1_rnngs", "mdl26_nm_stm_nlysts_fq1_rnngs", "mdl26_nnlyst_rvsng_dwn_fq1_rnngs_30", "mdl26_nnlyst_rvsng_p_fq1_rnngs_30", "mdl26_peg_mean_fy1", "mdl26_peg_smartestimate_fy1", "mdl26_price_change_30", "mdl26_prsprise_flag_fq1_earnings", "mdl26_prsprise_fq1_earnings", "mdl26_prsprise_per_fq1_earnings", "mdl26_rvsnclstr_flg_fq1_rnngs", "mdl26_rvsnclstr_vg_rvsn_fq1_rnngs", "mdl26_rvsnclstr_vg_rvsn_pr_fq1_rnngs", "mdl26_smartestimate_fq1_earnings", "mdl26_smrtst_grwth_f12mt12m_rnngs", "mdl26_smrtst_grwth_f24mf12m_rnngs", "mdl26_smrtst_grwth_nxt_yrths_yr_rnngs", "mdl26_smrtst_grwth_ths_yrlst_yr_rnngs", "mdl26_smrtst_pg_ndstry_prcntl_f12m", "mdl26_smrtst_pg_sctr_prcntl_f12m", "mdl26_stdv_rvsnclstr_nlysts_fq1_rnngs", "mdl26_stdv_stm_nlysts_fq1_rnngs", "mdl26_stm_chng_fq1_rnngs_30", "mdl26_stm_prc_rt_fy1_rnngs", "mdl26_stm_prr_fq1_rnngs_7", "mdl26_stmt_dffsn_fq1_rnngs_30", "mdl26_surprise_last_q_earnings", "mdl26_surprise_last_y_earnings", "mdl26_traded_volume", "mdl26_traded_volume_l", "mdl26_traded_volume_u", "mdl26_trailing_4_quarter_pe", "mdl26_yld_ndstry_prcntl_fy1_rnngs", "mdl26_yld_sctr_prcntl_fy1_rnngs", "mdl26_yld_stm_fy1_rnngs", "star_arm_country_rank", "star_arm_global_rank", "star_arm_pref_earnings_score", "star_arm_rec_change_flag", "star_arm_rec_days_since_2lv_change", "star_arm_rec_days_since_new", "star_arm_rec_days_since_newsell", "star_arm_rec_mean_change30", "star_arm_rec_mean_prior7", "star_arm_rec_ndown_30", "star_arm_rec_nup_30", "star_arm_recommendations_score", "star_arm_region_rank_decimal", "star_arm_revenue_score", "star_arm_score", "star_arm_score_5", "star_arm_score_change_1m", "star_arm_secondary_earnings_score" ], "configType": "data" }, "ts_operator": { "variables": [ "ts_zscore", "ts_returns", "ts_product", "ts_std_dev", "days_from_last_change", "last_diff_value", "ts_scale", "ts_entropy", "ts_sum", "ts_av_diff", "ts_kurtosis", "ts_mean", "ts_min_max_diff", "ts_arg_max", "ts_max", "ts_min_max_cps", "ts_rank", "ts_ir", "ts_delay", "hump_decay", "ts_weighted_decay", "ts_quantile", "ts_min", "ts_count_nans", "ts_covariance", "ts_co_skewness", "ts_min_diff", "ts_decay_linear", "ts_arg_min", "ts_skewness", "ts_max_diff", "ts_median", "ts_delta" ], "configType": "operator" }, "group_operator": { "variables": [ "group_min", "group_median", "group_max", "group_rank", "group_normalize", "group_backfill", "group_count", "group_zscore", "group_std_dev", "group_scale", "group_sum", "group_neutralize" ], "configType": "operator" }, "window": { "variables": [ "20", "60", "90", "200" ], "configType": "normal" } }, "createdAt": "2025-07-05T09:41:34.515Z", "updatedAt": "2025-07-15T17:35:47.859559" }, { "name": "Double Neutral in Analyst15", "description": "", "expression": "financial_data = ts_backfill(vec_func(), 60);\ngp = group_cartesian_product(country, industry);\n((financial_data, gp), )", "createdAt": "2025-07-06T23:51:33.182450" }, { "name": "Group_compare_glb_topdiv", "description": "", "expression": "gp = group_cartesian_product(country, );\nalpha = group_zscore(\n ts_zscore(\n ts_backfill((), 90), \n ), gp\n);\nalpha_gpm = (alpha, gp);\nresid = (alpha, alpha_gpm);\n((resid, gp), )", "templateConfigurations": { "group1": { "variables": [ "industry", "subindustry", "sector", "exchange" ], "configType": "data" }, "vec_op": { "variables": [ "vec_max", "vec_avg", "vec_min" ], "configType": "operator" }, "analyst_field": { "variables": [ "fnd8_ff_dfd_tax_cf", "fnd8_ff_div_pay_out_ps", "fnd8_ff_pay_out_ratio", "fnd8_ff_turn_rate", "fnd8_s_basic_qf_cni_xtp_ff", "fnd8_s_basic_qf_fc_pxe_ped_ff", "fnd8_s_basic_qf_ff_accr_exp_xpayr", "fnd8_s_basic_qf_ff_acq_bus_cf", "fnd8_s_basic_qf_ff_assets", "fnd8_s_basic_qf_ff_assets_curr", "fnd8_s_basic_qf_ff_assets_oth_intang", "fnd8_s_basic_qf_ff_bk_invest_tot", "fnd8_s_basic_qf_ff_cash_only", "fnd8_s_basic_qf_ff_cash_st", "fnd8_s_basic_qf_ff_chg_cash_cf", "fnd8_s_basic_qf_ff_com_eq_retain_earn", "fnd8_s_basic_qf_ff_com_shs_out", "fnd8_s_basic_qf_ff_com_shs_out_eps", "fnd8_s_basic_qf_ff_com_shs_out_eps_basic", "fnd8_s_basic_qf_ff_com_shs_out_eps_dil", "fnd8_s_basic_qf_ff_consol_net_inc", "fnd8_s_basic_qf_ff_debt", "fnd8_s_basic_qf_ff_debt_lt", "fnd8_s_basic_qf_ff_debt_st", "fnd8_s_basic_qf_ff_dfd_tax", "fnd8_s_basic_qf_ff_dfd_tax_cr", "fnd8_s_basic_qf_ff_dfd_tax_db", "fnd8_s_basic_qf_ff_dfd_tax_itc", "fnd8_s_basic_qf_ff_div_cf", "fnd8_s_basic_qf_ff_dps_gross", "fnd8_s_basic_qf_ff_ebit_oper_ps", "fnd8_s_basic_qf_ff_eps_basic", "fnd8_s_basic_qf_ff_eps_reported", "fnd8_s_basic_qf_ff_eq_tot", "fnd8_s_basic_qf_ff_exp_tot", "fnd8_s_basic_qf_ff_for_exch_cf", "fnd8_s_basic_qf_ff_funds_oper_gross", "fnd8_s_basic_qf_ff_fy_length_days", "fnd8_s_basic_qf_ff_gross_inc", "fnd8_s_basic_qf_ff_inc_tax", "fnd8_s_basic_qf_ff_intang", "fnd8_s_basic_qf_ff_invest_activ_cf", "fnd8_s_basic_qf_ff_invest_aff", "fnd8_s_basic_qf_ff_invest_sources_cf", "fnd8_s_basic_qf_ff_liabs_curr", "fnd8_s_basic_qf_ff_liabs_xmin_int_accum", "fnd8_s_basic_qf_ff_min_int_accum", "fnd8_s_basic_qf_ff_min_int_exp", "fnd8_s_basic_qf_ff_net_inc_cf", "fnd8_s_basic_qf_ff_net_income", "fnd8_s_basic_qf_ff_non_cash", "fnd8_s_basic_qf_ff_oper_exp_oth", "fnd8_s_basic_qf_ff_oper_exp_tot", "fnd8_s_basic_qf_ff_oper_inc", "fnd8_s_basic_qf_ff_pay_acct", "fnd8_s_basic_qf_ff_pay_tax", "fnd8_s_basic_qf_ff_ppe_net", "fnd8_s_basic_qf_ff_price_close_fp", "fnd8_s_basic_qf_ff_prov_risk", "fnd8_s_basic_qf_ff_receiv_tot", "fnd8_s_basic_qf_ff_sale_assets_bus_cf", "fnd8_s_basic_qf_ff_sales", "fnd8_s_basic_qf_ff_wkcap_chg", "fnd8_s_basic_qf_fiscalend", "fnd8_s_basic_qf_grhc_drox_xtp_ff", "fnd8_s_basic_qf_nevni_ff", "fnd8_s_basic_qf_qe_moc_ff", "fnd8_s_basic_qf_qe_srdlhs_ff", "fnd8_s_basic_qf_qe_srdlhs_sbail_ff", "fnd8_s_basic_qf_rc_drox_xtp_ff", "fnd8_s_basic_qf_ryf_ff", "fnd8_s_basic_qf_spb_ff", "fnd8_s_basic_qf_spd_ff", "fnd8_s_basic_qf_ts_viecer_ff", "fnd8_s_basicder_qf_ags_ff", "fnd8_s_basicder_qf_aor_ff", "fnd8_s_basicder_qf_ep_ff", "fnd8_s_basicder_qf_fc_ghc_kts_ff", "fnd8_s_basicder_qf_fcp_ff", "fnd8_s_basicder_qf_ff_asset_turn", "fnd8_s_basicder_qf_ff_assets_curr_oth", "fnd8_s_basicder_qf_ff_assets_oth", "fnd8_s_basicder_qf_ff_bps_tang", "fnd8_s_basicder_qf_ff_capex", "fnd8_s_basicder_qf_ff_capex_sales", "fnd8_s_basicder_qf_ff_cogs", "fnd8_s_basicder_qf_ff_com_eq_assets", "fnd8_s_basicder_qf_ff_curr_ratio", "fnd8_s_basicder_qf_ff_debt_assets", "fnd8_s_basicder_qf_ff_debt_cf", "fnd8_s_basicder_qf_ff_debt_ebitda_oper", "fnd8_s_basicder_qf_ff_ebit_oper", "fnd8_s_basicder_qf_ff_ebitda_oper", "fnd8_s_basicder_qf_ff_entrpr_val", "fnd8_s_basicder_qf_ff_eps_dil_bef_unusual", "fnd8_s_basicder_qf_ff_fin_activ_oth_cf", "fnd8_s_basicder_qf_ff_fin_cf", "fnd8_s_basicder_qf_ff_free_cf", "fnd8_s_basicder_qf_ff_free_cf_minus_div", "fnd8_s_basicder_qf_ff_fy_length_days", "fnd8_s_basicder_qf_ff_gross_mgn", "fnd8_s_basicder_qf_ff_int_exp_net", "fnd8_s_basicder_qf_ff_invest_adv", "fnd8_s_basicder_qf_ff_invest_cf", "fnd8_s_basicder_qf_ff_invest_purch_sale_cf", "fnd8_s_basicder_qf_ff_invest_uses_cf", "fnd8_s_basicder_qf_ff_liabs_curr_oth", "fnd8_s_basicder_qf_ff_mkt_val", "fnd8_s_basicder_qf_ff_net_debt", "fnd8_s_basicder_qf_ff_net_inc", "fnd8_s_basicder_qf_ff_net_inc_aft_xord", "fnd8_s_basicder_qf_ff_net_inc_basic", "fnd8_s_basicder_qf_ff_net_mgn", "fnd8_s_basicder_qf_ff_non_oper_inc", "fnd8_s_basicder_qf_ff_oper_cf", "fnd8_s_basicder_qf_ff_oper_mgn", "fnd8_s_basicder_qf_ff_psales", "fnd8_s_basicder_qf_ff_quick_ratio", "fnd8_s_basicder_qf_ff_roe", "fnd8_s_basicder_qf_ff_rotc", "fnd8_s_basicder_qf_ff_sales_ps", "fnd8_s_basicder_qf_ff_tcap", "fnd8_s_basicder_qf_ff_unusual_exp", "fnd8_s_basicder_qf_hto_sbail_ff", "fnd8_s_basicder_qf_kbp_ff", "fnd8_s_basicder_qf_lid_spe_ff", "fnd8_s_basicder_qf_ngm_xtp_ff", "fnd8_s_basicder_qf_pxe_hto_ags_ff", "fnd8_s_basicder_qf_ryf_ff", "fnd8_s_basicder_qf_sbail_ff", "fnd8_undamental_basic_af_cni_ffa_qe_ff", "fnd8_undamental_basic_af_cni_xtp_ff", "fnd8_undamental_basic_af_fc_pxe_ped_ff", "fnd8_undamental_basic_af_ff_accr_exp_xpayr", "fnd8_undamental_basic_af_ff_acq_bus_cf", "fnd8_undamental_basic_af_ff_assets", "fnd8_undamental_basic_af_ff_assets_curr", "fnd8_undamental_basic_af_ff_assets_oth_intang", "fnd8_undamental_basic_af_ff_bk_invest_tot", "fnd8_undamental_basic_af_ff_cash_only", "fnd8_undamental_basic_af_ff_cash_st", "fnd8_undamental_basic_af_ff_chg_cash_cf", "fnd8_undamental_basic_af_ff_com_eq_retain_earn", "fnd8_undamental_basic_af_ff_com_shs_out", "fnd8_undamental_basic_af_ff_com_shs_out_eps", "fnd8_undamental_basic_af_ff_com_shs_out_eps_basic", "fnd8_undamental_basic_af_ff_com_shs_out_eps_dil", "fnd8_undamental_basic_af_ff_consol_net_inc", "fnd8_undamental_basic_af_ff_debt", "fnd8_undamental_basic_af_ff_debt_lt", "fnd8_undamental_basic_af_ff_debt_st", "fnd8_undamental_basic_af_ff_dfd_tax", "fnd8_undamental_basic_af_ff_dfd_tax_cr", "fnd8_undamental_basic_af_ff_dfd_tax_db", "fnd8_undamental_basic_af_ff_dfd_tax_itc", "fnd8_undamental_basic_af_ff_div_cf", "fnd8_undamental_basic_af_ff_dps_gross", "fnd8_undamental_basic_af_ff_ebit_oper_ps", "fnd8_undamental_basic_af_ff_eps_basic", "fnd8_undamental_basic_af_ff_eps_reported", "fnd8_undamental_basic_af_ff_eq_tot", "fnd8_undamental_basic_af_ff_exp_tot", "fnd8_undamental_basic_af_ff_for_exch_cf", "fnd8_undamental_basic_af_ff_funds_oper_gross", "fnd8_undamental_basic_af_ff_fy_length_days", "fnd8_undamental_basic_af_ff_gross_inc", "fnd8_undamental_basic_af_ff_inc_tax", "fnd8_undamental_basic_af_ff_intang", "fnd8_undamental_basic_af_ff_invest_activ_cf", "fnd8_undamental_basic_af_ff_invest_aff", "fnd8_undamental_basic_af_ff_invest_sources_cf", "fnd8_undamental_basic_af_ff_liabs_curr", "fnd8_undamental_basic_af_ff_liabs_xmin_int_accum", "fnd8_undamental_basic_af_ff_min_int_accum", "fnd8_undamental_basic_af_ff_min_int_exp", "fnd8_undamental_basic_af_ff_net_inc_cf", "fnd8_undamental_basic_af_ff_net_income", "fnd8_undamental_basic_af_ff_non_cash", "fnd8_undamental_basic_af_ff_notes_receiv_lt", "fnd8_undamental_basic_af_ff_oper_exp_oth", "fnd8_undamental_basic_af_ff_oper_exp_tot", "fnd8_undamental_basic_af_ff_oper_inc", "fnd8_undamental_basic_af_ff_pay_acct", "fnd8_undamental_basic_af_ff_pay_tax", "fnd8_undamental_basic_af_ff_ppe_net", "fnd8_undamental_basic_af_ff_price_close_fp", "fnd8_undamental_basic_af_ff_prov_risk", "fnd8_undamental_basic_af_ff_receiv_tot", "fnd8_undamental_basic_af_ff_sale_assets_bus_cf", "fnd8_undamental_basic_af_ff_sales", "fnd8_undamental_basic_af_ff_wkcap_chg", "fnd8_undamental_basic_af_fiscalend", "fnd8_undamental_basic_af_grhc_drox_xtp_ff", "fnd8_undamental_basic_af_nevni_ff", "fnd8_undamental_basic_af_qe_moc_ff", "fnd8_undamental_basic_af_qe_srdlhs_ff", "fnd8_undamental_basic_af_qe_srdlhs_sbail_ff", "fnd8_undamental_basic_af_rc_drox_xtp_ff", "fnd8_undamental_basic_af_ryf_ff", "fnd8_undamental_basic_af_spb_ff", "fnd8_undamental_basic_af_spd_ff", "fnd8_undamental_basic_af_ts_viecer_ff", "fnd8_undamental_basicder_af_ags_ff", "fnd8_undamental_basicder_af_aor_ff", "fnd8_undamental_basicder_af_ep_ff", "fnd8_undamental_basicder_af_fc_ghc_kts_ff", "fnd8_undamental_basicder_af_fcp_ff", "fnd8_undamental_basicder_af_ff_asset_turn", "fnd8_undamental_basicder_af_ff_assets_curr_oth", "fnd8_undamental_basicder_af_ff_assets_oth", "fnd8_undamental_basicder_af_ff_bps_tang", "fnd8_undamental_basicder_af_ff_capex", "fnd8_undamental_basicder_af_ff_capex_sales", "fnd8_undamental_basicder_af_ff_cogs", "fnd8_undamental_basicder_af_ff_com_eq_assets", "fnd8_undamental_basicder_af_ff_curr_ratio", "fnd8_undamental_basicder_af_ff_debt_assets", "fnd8_undamental_basicder_af_ff_debt_cf", "fnd8_undamental_basicder_af_ff_debt_ebitda_oper", "fnd8_undamental_basicder_af_ff_ebit_oper", "fnd8_undamental_basicder_af_ff_ebitda_oper", "fnd8_undamental_basicder_af_ff_entrpr_val", "fnd8_undamental_basicder_af_ff_eps_dil_bef_unusual", "fnd8_undamental_basicder_af_ff_fin_activ_oth_cf", "fnd8_undamental_basicder_af_ff_fin_cf", "fnd8_undamental_basicder_af_ff_free_cf", "fnd8_undamental_basicder_af_ff_free_cf_minus_div", "fnd8_undamental_basicder_af_ff_fy_length_days", "fnd8_undamental_basicder_af_ff_gross_mgn", "fnd8_undamental_basicder_af_ff_int_exp_net", "fnd8_undamental_basicder_af_ff_invest_adv", "fnd8_undamental_basicder_af_ff_invest_cf", "fnd8_undamental_basicder_af_ff_invest_purch_sale_cf", "fnd8_undamental_basicder_af_ff_invest_uses_cf", "fnd8_undamental_basicder_af_ff_liabs_curr_oth", "fnd8_undamental_basicder_af_ff_mkt_val", "fnd8_undamental_basicder_af_ff_net_debt", "fnd8_undamental_basicder_af_ff_net_inc", "fnd8_undamental_basicder_af_ff_net_inc_aft_xord", "fnd8_undamental_basicder_af_ff_net_inc_basic", "fnd8_undamental_basicder_af_ff_net_mgn", "fnd8_undamental_basicder_af_ff_non_oper_inc", "fnd8_undamental_basicder_af_ff_oper_cf", "fnd8_undamental_basicder_af_ff_oper_mgn", "fnd8_undamental_basicder_af_ff_psales", "fnd8_undamental_basicder_af_ff_quick_ratio", "fnd8_undamental_basicder_af_ff_roe", "fnd8_undamental_basicder_af_ff_rotc", "fnd8_undamental_basicder_af_ff_sales_ps", "fnd8_undamental_basicder_af_ff_tcap", "fnd8_undamental_basicder_af_ff_unusual_exp", "fnd8_undamental_basicder_af_hto_sbail_ff", "fnd8_undamental_basicder_af_kbp_ff", "fnd8_undamental_basicder_af_lid_spe_ff", "fnd8_undamental_basicder_af_ngm_xtp_ff", "fnd8_undamental_basicder_af_pxe_hto_ags_ff", "fnd8_undamental_basicder_af_ryf_ff", "fnd8_undamental_basicder_af_sbail_ff" ], "configType": "data" }, "t_window": { "variables": [ "20", "60", "200", "600" ], "configType": "normal" }, "group_stats": { "variables": [ "group_min", "group_median", "group_max", "group_count", "group_sum" ], "configType": "operator" }, "compare": { "variables": [ "signed_power", "regression_proj", "vector_neut", "regression_neut", "vector_proj" ], "configType": "operator" }, "ts_op": { "variables": [ "ts_zscore", "ts_returns", "ts_product", "ts_av_diff", "ts_min_max_diff", "ts_min_max_cps", "ts_rank", "ts_min_diff", "ts_arg_min", "ts_max_diff", "ts_delta", "ts_arg_max" ], "configType": "operator" }, "group_op": { "variables": [ "group_rank", "group_normalize", "group_scale", "group_zscore", "group_neutralize" ], "configType": "operator" } }, "createdAt": "2025-07-09T03:30:20.796530", "updatedAt": "2025-07-09T04:27:46.406344" }, { "name": "Group_compare_glb_topdiv_anl15", "description": "", "expression": "gp = group_cartesian_product(country, );\nalpha = group_zscore(\n ts_zscore(\n ts_backfill(, 90), \n ), gp\n);\nalpha_gpm = (alpha, gp);\nresid = (alpha, alpha_gpm);\n((resid, gp), )", "templateConfigurations": { "group1": { "variables": [ "industry", "subindustry", "sector", "exchange" ], "configType": "data" }, "analyst_field": { "variables": [ "anl15_gr_12_m_1m_chg", "anl15_gr_12_m_3m_chg", "anl15_gr_12_m_6m_chg", "anl15_gr_12_m_cos", "anl15_gr_12_m_cos_dn", "anl15_gr_12_m_cos_up", "anl15_gr_12_m_ests", "anl15_gr_12_m_ests_dn", "anl15_gr_12_m_ests_up", "anl15_gr_12_m_gro", "anl15_gr_12_m_mean", "anl15_gr_12_m_mktcap", "anl15_gr_12_m_pe", "anl15_gr_12_m_st_dev", "anl15_gr_12_m_total", "anl15_gr_12_m_tr_mean", "anl15_gr_18_m_1m_chg", "anl15_gr_18_m_3m_chg", "anl15_gr_18_m_6m_chg", "anl15_gr_18_m_cos", "anl15_gr_18_m_cos_dn", "anl15_gr_18_m_cos_up", "anl15_gr_18_m_ests", "anl15_gr_18_m_ests_dn", "anl15_gr_18_m_ests_up", "anl15_gr_18_m_gro", "anl15_gr_18_m_mean", "anl15_gr_18_m_mktcap", "anl15_gr_18_m_pe", "anl15_gr_18_m_st_dev", "anl15_gr_18_m_total", "anl15_gr_cal_fy0_gro", "anl15_gr_cal_fy0_pe", "anl15_gr_cal_fy0_total", "anl15_gr_cal_fy0_val", "anl15_gr_cal_fy1_1m_chg", "anl15_gr_cal_fy1_3m_chg", "anl15_gr_cal_fy1_6m_chg", "anl15_gr_cal_fy1_cos", "anl15_gr_cal_fy1_ests", "anl15_gr_cal_fy1_gro", "anl15_gr_cal_fy1_mean", "anl15_gr_cal_fy1_mktcap", "anl15_gr_cal_fy1_pe", "anl15_gr_cal_fy1_st_dev", "anl15_gr_cal_fy1_total", "anl15_gr_cal_fy2_1m_chg", "anl15_gr_cal_fy2_3m_chg", "anl15_gr_cal_fy2_6m_chg", "anl15_gr_cal_fy2_cos", "anl15_gr_cal_fy2_ests", "anl15_gr_cal_fy2_gro", "anl15_gr_cal_fy2_mean", "anl15_gr_cal_fy2_mktcap", "anl15_gr_cal_fy2_pe", "anl15_gr_cal_fy2_st_dev", "anl15_gr_cal_fy2_total", "anl15_gr_cal_fy3_1m_chg", "anl15_gr_cal_fy3_3m_chg", "anl15_gr_cal_fy3_6m_chg", "anl15_gr_cal_fy3_cos", "anl15_gr_cal_fy3_ests", "anl15_gr_cal_fy3_gro", "anl15_gr_cal_fy3_mean", "anl15_gr_cal_fy3_mktcap", "anl15_gr_cal_fy3_pe", "anl15_gr_cal_fy3_st_dev", "anl15_gr_cal_fy3_total", "anl15_gr_div_cos", "anl15_gr_divyld", "anl15_gr_fy1_cos_dn", "anl15_gr_fy1_cos_up", "anl15_gr_fy1_ests_dn", "anl15_gr_fy1_ests_up", "anl15_gr_fy2_cos_dn", "anl15_gr_fy2_cos_up", "anl15_gr_fy2_ests_dn", "anl15_gr_fy2_ests_up", "anl15_gr_fy3_cos_dn", "anl15_gr_fy3_cos_up", "anl15_gr_fy3_ests_dn", "anl15_gr_fy3_ests_up", "anl15_gr_hist_eps_gro", "anl15_gr_ltg_1m_chg", "anl15_gr_ltg_3m_chg", "anl15_gr_ltg_6m_chg", "anl15_gr_ltg_cos", "anl15_gr_ltg_cos_dn", "anl15_gr_ltg_cos_up", "anl15_gr_ltg_ests", "anl15_gr_ltg_ests_dn", "anl15_gr_ltg_ests_up", "anl15_gr_ltg_mdn", "anl15_gr_ltg_mktcap", "anl15_gr_ltg_st_dev", "anl15_gr_prc", "anl15_ind_12_m_1m_chg", "anl15_ind_12_m_3m_chg", "anl15_ind_12_m_6m_chg", "anl15_ind_12_m_cos", "anl15_ind_12_m_cos_dn", "anl15_ind_12_m_cos_up", "anl15_ind_12_m_ests", "anl15_ind_12_m_ests_dn", "anl15_ind_12_m_ests_up", "anl15_ind_12_m_gro", "anl15_ind_12_m_mean", "anl15_ind_12_m_mktcap", "anl15_ind_12_m_pe", "anl15_ind_12_m_st_dev", "anl15_ind_12_m_total", "anl15_ind_12_m_tr_mean", "anl15_ind_18_m_1m_chg", "anl15_ind_18_m_3m_chg", "anl15_ind_18_m_6m_chg", "anl15_ind_18_m_cos", "anl15_ind_18_m_cos_dn", "anl15_ind_18_m_cos_up", "anl15_ind_18_m_ests", "anl15_ind_18_m_ests_dn", "anl15_ind_18_m_ests_up", "anl15_ind_18_m_gro", "anl15_ind_18_m_mean", "anl15_ind_18_m_mktcap", "anl15_ind_18_m_pe", "anl15_ind_18_m_st_dev", "anl15_ind_18_m_total", "anl15_ind_cal_fy0_gro", "anl15_ind_cal_fy0_pe", "anl15_ind_cal_fy0_total", "anl15_ind_cal_fy0_val", "anl15_ind_cal_fy1_1m_chg", "anl15_ind_cal_fy1_3m_chg", "anl15_ind_cal_fy1_6m_chg", "anl15_ind_cal_fy1_cos", "anl15_ind_cal_fy1_ests", "anl15_ind_cal_fy1_gro", "anl15_ind_cal_fy1_mean", "anl15_ind_cal_fy1_mktcap", "anl15_ind_cal_fy1_pe", "anl15_ind_cal_fy1_st_dev", "anl15_ind_cal_fy1_total", "anl15_ind_cal_fy2_1m_chg", "anl15_ind_cal_fy2_3m_chg", "anl15_ind_cal_fy2_6m_chg", "anl15_ind_cal_fy2_cos", "anl15_ind_cal_fy2_ests", "anl15_ind_cal_fy2_gro", "anl15_ind_cal_fy2_mean", "anl15_ind_cal_fy2_mktcap", "anl15_ind_cal_fy2_pe", "anl15_ind_cal_fy2_st_dev", "anl15_ind_cal_fy2_total", "anl15_ind_cal_fy3_1m_chg", "anl15_ind_cal_fy3_3m_chg", "anl15_ind_cal_fy3_6m_chg", "anl15_ind_cal_fy3_cos", "anl15_ind_cal_fy3_ests", "anl15_ind_cal_fy3_gro", "anl15_ind_cal_fy3_mean", "anl15_ind_cal_fy3_mktcap", "anl15_ind_cal_fy3_pe", "anl15_ind_cal_fy3_st_dev", "anl15_ind_cal_fy3_total", "anl15_ind_div_cos", "anl15_ind_divyld", "anl15_ind_fy1_cos_dn", "anl15_ind_fy1_cos_up", "anl15_ind_fy1_ests_dn", "anl15_ind_fy1_ests_up", "anl15_ind_fy2_cos_dn", "anl15_ind_fy2_cos_up", "anl15_ind_fy2_ests_dn", "anl15_ind_fy2_ests_up", "anl15_ind_fy3_cos_dn", "anl15_ind_fy3_cos_up", "anl15_ind_fy3_ests_dn", "anl15_ind_fy3_ests_up", "anl15_ind_hist_eps_gro", "anl15_ind_ltg_1m_chg", "anl15_ind_ltg_3m_chg", "anl15_ind_ltg_6m_chg", "anl15_ind_ltg_cos", "anl15_ind_ltg_cos_dn", "anl15_ind_ltg_cos_up", "anl15_ind_ltg_ests", "anl15_ind_ltg_ests_dn", "anl15_ind_ltg_ests_up", "anl15_ind_ltg_mdn", "anl15_ind_ltg_mktcap", "anl15_ind_ltg_st_dev", "anl15_ind_prc", "anl15_s_12_m_1m_chg", "anl15_s_12_m_3m_chg", "anl15_s_12_m_6m_chg", "anl15_s_12_m_cos", "anl15_s_12_m_cos_dn", "anl15_s_12_m_cos_up", "anl15_s_12_m_ests", "anl15_s_12_m_ests_dn", "anl15_s_12_m_ests_up", "anl15_s_12_m_gro", "anl15_s_12_m_mean", "anl15_s_12_m_mktcap", "anl15_s_12_m_pe", "anl15_s_12_m_st_dev", "anl15_s_12_m_total", "anl15_s_12_m_tr_mean", "anl15_s_18_m_1m_chg", "anl15_s_18_m_3m_chg", "anl15_s_18_m_6m_chg", "anl15_s_18_m_cos", "anl15_s_18_m_cos_dn", "anl15_s_18_m_cos_up", "anl15_s_18_m_ests", "anl15_s_18_m_ests_dn", "anl15_s_18_m_ests_up", "anl15_s_18_m_gro", "anl15_s_18_m_mean", "anl15_s_18_m_mktcap", "anl15_s_18_m_pe", "anl15_s_18_m_st_dev", "anl15_s_18_m_total", "anl15_s_cal_fy0_gro", "anl15_s_cal_fy0_pe", "anl15_s_cal_fy0_total", "anl15_s_cal_fy0_val", "anl15_s_cal_fy1_1m_chg", "anl15_s_cal_fy1_3m_chg", "anl15_s_cal_fy1_6m_chg", "anl15_s_cal_fy1_cos", "anl15_s_cal_fy1_ests", "anl15_s_cal_fy1_gro", "anl15_s_cal_fy1_mean", "anl15_s_cal_fy1_mktcap", "anl15_s_cal_fy1_pe", "anl15_s_cal_fy1_st_dev", "anl15_s_cal_fy1_total", "anl15_s_cal_fy2_1m_chg", "anl15_s_cal_fy2_3m_chg", "anl15_s_cal_fy2_6m_chg", "anl15_s_cal_fy2_cos", "anl15_s_cal_fy2_ests", "anl15_s_cal_fy2_gro", "anl15_s_cal_fy2_mean", "anl15_s_cal_fy2_mktcap", "anl15_s_cal_fy2_pe", "anl15_s_cal_fy2_st_dev", "anl15_s_cal_fy2_total", "anl15_s_cal_fy3_1m_chg", "anl15_s_cal_fy3_3m_chg", "anl15_s_cal_fy3_6m_chg", "anl15_s_cal_fy3_cos", "anl15_s_cal_fy3_ests", "anl15_s_cal_fy3_gro", "anl15_s_cal_fy3_mean", "anl15_s_cal_fy3_mktcap", "anl15_s_cal_fy3_pe", "anl15_s_cal_fy3_st_dev", "anl15_s_cal_fy3_total", "anl15_s_div_cos", "anl15_s_divyld", "anl15_s_fy1_cos_dn", "anl15_s_fy1_cos_up", "anl15_s_fy1_ests_dn", "anl15_s_fy1_ests_up", "anl15_s_fy2_cos_dn", "anl15_s_fy2_cos_up", "anl15_s_fy2_ests_dn", "anl15_s_fy2_ests_up", "anl15_s_fy3_cos_dn", "anl15_s_fy3_cos_up", "anl15_s_fy3_ests_dn", "anl15_s_fy3_ests_up", "anl15_s_hist_eps_gro", "anl15_s_ltg_1m_chg", "anl15_s_ltg_3m_chg", "anl15_s_ltg_6m_chg", "anl15_s_ltg_cos", "anl15_s_ltg_cos_dn", "anl15_s_ltg_cos_up", "anl15_s_ltg_ests", "anl15_s_ltg_ests_dn", "anl15_s_ltg_ests_up", "anl15_s_ltg_mdn", "anl15_s_ltg_mktcap", "anl15_s_ltg_st_dev", "anl15_s_prc" ], "configType": "data" }, "t_window": { "variables": [ "20", "60", "200", "600" ], "configType": "normal" }, "group_stats": { "variables": [ "group_min", "group_median", "group_max", "group_count", "group_sum" ], "configType": "operator" }, "compare": { "variables": [ "signed_power", "regression_proj", "vector_neut", "regression_neut", "vector_proj" ], "configType": "operator" }, "ts_op": { "variables": [ "ts_zscore", "ts_returns", "ts_product", "ts_av_diff", "ts_min_max_diff", "ts_min_max_cps", "ts_rank", "ts_min_diff", "ts_arg_min", "ts_max_diff", "ts_delta", "ts_arg_max" ], "configType": "operator" }, "group_op": { "variables": [ "group_rank", "group_normalize", "group_scale", "group_zscore", "group_neutralize" ], "configType": "operator" } }, "createdAt": "2025-07-09T13:20:21.529056" }, { "name": "Group_compare_glb_topdivmodel26", "description": "", "expression": "gp = group_cartesian_product(country, industry);\nalpha = group_zscore(\n ts_zscore(\n ts_backfill(, 90), 200\n ), gp\n);\nalpha_gpm = (alpha, gp);\nresid = (alpha, alpha_gpm);\n((resid, gp), 200)", "templateConfigurations": { "analyst_field": { "variables": [ "mdl26_5yr_hstrcl_grwth_rt", "mdl26_60dy_srprs_lst_q_rnngs", "mdl26_60dy_srprs_lst_y_rnngs", "mdl26_7dy_mn_chng_flg_fq1_rnngs", "mdl26_actual_last_q_earnings", "mdl26_actual_last_y_earnings", "mdl26_avrevsn_fq1_earnings_30", "mdl26_blndd_grwth_ndstry_prcntl", "mdl26_blndd_grwth_rt_smrtstmt", "mdl26_blndd_grwth_sctr_prcntl", "mdl26_chng_frm_52wk_hgh_prc", "mdl26_chng_frm_52wk_lw_prc", "mdl26_chng_rltv_t_cc_40_30", "mdl26_chng_rltv_t_cntry_bnchmrk_30", "mdl26_chng_rltv_t_dj_stxx_600_30", "mdl26_chng_rltv_t_fts_100_30", "mdl26_chng_rltv_t_hng_sng_30", "mdl26_chng_rltv_t_js_ll_shr_30", "mdl26_chng_rltv_t_msc_f_30", "mdl26_chng_rltv_t_msc_mf_30", "mdl26_chng_rltv_t_msc_pc_x_jp_30", "mdl26_chng_rltv_t_msc_rp_30", "mdl26_chng_rltv_t_ndstry_bnchmrk_30", "mdl26_chng_rltv_t_r1000_grwth_30", "mdl26_chng_rltv_t_rssll_2000_30", "mdl26_chng_rltv_t_rssll_mdcp_30", "mdl26_chng_rltv_t_sp_400_30", "mdl26_chng_rltv_t_sp_500_30", "mdl26_chng_rltv_t_sp_600_30", "mdl26_chng_rltv_t_sx_100_30", "mdl26_chng_rltv_t_sx_200_30", "mdl26_chng_rltv_t_sx_300_30", "mdl26_chng_rltv_t_sx_ll_rd_30", "mdl26_chng_rltv_t_tpx_30", "mdl26_chng_rltv_t_tsx_cmpst_30", "mdl26_days_since_last_report", "mdl26_dff_frm_200dy_mvng_vrg", "mdl26_dff_frm_50dy_mvng_vrg", "mdl26_dffrnc_frm_hstrcl_p", "mdl26_dffrnc_frm_hstrcl_prc_rt_rnngs", "mdl26_dsnc_clstr_bgn_fq1_rnngs", "mdl26_dsnc_clstr_dtctd_fq1_rnngs", "mdl26_dsnc_lst_ps_prnnncmnt", "mdl26_dsnc_prd_srprs_flg_chg_fq1_rnngs", "mdl26_ep_industry_percentile_fy1", "mdl26_ep_sector_percentile_fy1", "mdl26_ep_yield_smartestimate_fy1", "mdl26_forward_pe_mean_fy1", "mdl26_frwrd_p_stm_fy1", "mdl26_grwth_nxt_yr_ndstry_prcntl_rnngs", "mdl26_grwth_nxt_yr_sctr_prcntl_rnngs", "mdl26_grwth_ths_yr_ndstry_prcntl_rnngs", "mdl26_grwth_ths_yr_sctr_prcntl_rnngs", "mdl26_hgh_stmt_chng_fq1_rnngs_30", "mdl26_hgh_stmt_prr_fq1_rnngs_30", "mdl26_high_price_52", "mdl26_last_fiscal_year_pe", "mdl26_low_price_52", "mdl26_lt_grwth_ndstry_prcntl", "mdl26_lt_grwth_sctr_prcntl", "mdl26_lw_stmt_chng_fq1_rnngs_30", "mdl26_lw_stmt_prr_fq1_rnngs_30", "mdl26_market_cap_l", "mdl26_market_cap_u", "mdl26_mdn_hstrcl_f12m_prc_rt_rnngs", "mdl26_median_historical_f12m_pe", "mdl26_mn_f_rvsnclstr_nlysts_fq1_rnngs", "mdl26_mn_stmt_prc_rt_fy1_rnngs", "mdl26_mn_stmt_prr_fq1_rnngs_7", "mdl26_mstchg_fq1_rnngs_30", "mdl26_nm_mn_nlysts_prr_fq1_rnngs_7", "mdl26_nm_rvsnclstr_nlysts_fq1_rnngs", "mdl26_nm_stm_nlysts_fq1_rnngs", "mdl26_nnlyst_rvsng_dwn_fq1_rnngs_30", "mdl26_nnlyst_rvsng_p_fq1_rnngs_30", "mdl26_peg_mean_fy1", "mdl26_peg_smartestimate_fy1", "mdl26_price_change_30", "mdl26_prsprise_flag_fq1_earnings", "mdl26_prsprise_fq1_earnings", "mdl26_prsprise_per_fq1_earnings", "mdl26_rvsnclstr_flg_fq1_rnngs", "mdl26_rvsnclstr_vg_rvsn_fq1_rnngs", "mdl26_rvsnclstr_vg_rvsn_pr_fq1_rnngs", "mdl26_smartestimate_fq1_earnings", "mdl26_smrtst_grwth_f12mt12m_rnngs", "mdl26_smrtst_grwth_f24mf12m_rnngs", "mdl26_smrtst_grwth_nxt_yrths_yr_rnngs", "mdl26_smrtst_grwth_ths_yrlst_yr_rnngs", "mdl26_smrtst_pg_ndstry_prcntl_f12m", "mdl26_smrtst_pg_sctr_prcntl_f12m", "mdl26_stdv_rvsnclstr_nlysts_fq1_rnngs", "mdl26_stdv_stm_nlysts_fq1_rnngs", "mdl26_stm_chng_fq1_rnngs_30", "mdl26_stm_prc_rt_fy1_rnngs", 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