cnhkmcp 2.0.4__py3-none-any.whl → 2.1.1__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (42) hide show
  1. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/README.md +38 -0
  2. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/config.json +6 -0
  3. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/ace_lib.py +1510 -0
  4. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/fetch_all_datasets.py +157 -0
  5. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/fetch_all_documentation.py +132 -0
  6. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/fetch_all_operators.py +99 -0
  7. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/helpful_functions.py +180 -0
  8. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/icon.ico +0 -0
  9. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/icon.png +0 -0
  10. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/test.txt +1 -0
  11. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/main.py +576 -0
  12. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/process_knowledge_base.py +280 -0
  13. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/rag_engine.py +356 -0
  14. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/requirements.txt +7 -0
  15. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/run.bat +3 -0
  16. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/vector_db/_manifest.json +326 -0
  17. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/vector_db/_meta.json +1 -0
  18. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/vector_db/be5d957c-b724-46e3-91d1-999e9f5f7d28/index_metadata.pickle +0 -0
  19. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/vector_db/chroma.sqlite3 +0 -0
  20. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242//321/211/320/266/320/246/321/206/320/274/320/261/321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/231/320/243/321/205/342/225/235/320/220/321/206/320/230/320/241.py +265 -0
  21. cnhkmcp/untracked/APP/Tranformer/Transformer.py +2804 -11
  22. cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates.json +1524 -889
  23. cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_error.json +884 -111
  24. cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_success.json +442 -168
  25. cnhkmcp/untracked/APP/Tranformer/template_summary.txt +2775 -1
  26. cnhkmcp/untracked/APP/ace.log +2 -0
  27. cnhkmcp/untracked/APP/give_me_idea/fetch_all_datasets.py +157 -0
  28. cnhkmcp/untracked/APP/give_me_idea/fetch_all_operators.py +99 -0
  29. cnhkmcp/untracked/APP/simulator/simulator_wqb.py +16 -16
  30. cnhkmcp/untracked/APP/static/brain.js +61 -0
  31. cnhkmcp/untracked/APP/static/script.js +140 -0
  32. cnhkmcp/untracked/APP/templates/index.html +25 -4
  33. cnhkmcp/untracked/APP//321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/231/320/243/321/205/342/225/235/320/220/321/206/320/230/320/241.py +67 -6
  34. {cnhkmcp-2.0.4.dist-info → cnhkmcp-2.1.1.dist-info}/METADATA +1 -1
  35. {cnhkmcp-2.0.4.dist-info → cnhkmcp-2.1.1.dist-info}/RECORD +40 -20
  36. cnhkmcp/untracked/APP/hkSimulator/autosim_20251205_145240.log +0 -0
  37. cnhkmcp/untracked/APP/hkSimulator/autosim_20251215_030103.log +0 -0
  38. /cnhkmcp/untracked/{APP/hkSimulator/ace.log → AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/ace.log"} +0 -0
  39. {cnhkmcp-2.0.4.dist-info → cnhkmcp-2.1.1.dist-info}/WHEEL +0 -0
  40. {cnhkmcp-2.0.4.dist-info → cnhkmcp-2.1.1.dist-info}/entry_points.txt +0 -0
  41. {cnhkmcp-2.0.4.dist-info → cnhkmcp-2.1.1.dist-info}/licenses/LICENSE +0 -0
  42. {cnhkmcp-2.0.4.dist-info → cnhkmcp-2.1.1.dist-info}/top_level.txt +0 -0
cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_success.json CHANGED
@@ -1,170 +1,444 @@
1
1
  [
2
- "ts_rank(ts_backfill(mdl219_1_nopatmargin, 200) / ts_backfill(mdl219_1_nnastp, 200), 252)",
3
- "ts_rank(ts_backfill(fnd23_cf_mvb_xecs, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
4
- "group_rank(ts_backfill(fnd23_annfv1a_xecs, 200) / ts_backfill(fnd23_intfvalld1_zhbs, 200), industry)",
5
- "group_rank(ts_backfill(fnd13_sbit, 200) / ts_backfill(fnd13_balancesheetq_nppa, 200), subindustry)",
6
- "group_rank(ts_backfill(mdl177_fa_ocfratio, 200) / ts_backfill(mdl177_liquidityriskfactor_nfaldebt_alt, 200), subindustry)",
7
- "ts_rank(ts_backfill(fnd23_intfvadjfieldsacctadj_ctpa, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
8
- "group_rank(ts_backfill(fnd23_intfvmalld1_xecs, 200) / ts_backfill(fnd23_intfvalld1_nirv, 200), industry)",
9
- "ts_rank(ts_backfill(fnd28_value_18297q, 200) / ts_backfill(fnd28_wast_value_02513a, 200), 252)",
10
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02507a, 200) / ts_backfill(fnd28_value_18297a, 200), 252)",
11
- "ts_rank(ts_backfill(fnd23_intfvadjfieldsacctadj_ctpa, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
12
- "ts_rank(ts_backfill(fnd23_intfvalld1_xecs, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
13
- "ts_rank(ts_backfill(mdl219_1_nopatmargin, 200) / ts_backfill(mdl219_1_nopatmargin, 200), 252)",
14
- "ts_rank(ts_backfill(fnd23_intfvmalld1_xecs, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
15
- "ts_rank(ts_backfill(fnd23_blsmvb_ctpa, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
16
- "ts_rank(ts_backfill(fnd23_blsmvb_ctpa, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
17
- "group_rank(ts_backfill(fnd23_intfvm_xecs, 200) / ts_backfill(fnd23_intfvalld1_aebm, 200), industry)",
18
- "ts_rank(ts_backfill(fnd23_annfv1a_xecs, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
19
- "group_rank(ts_backfill(mdl177_2_globaldevnorthamericasensitivityfactor_ceroe, 200) / ts_backfill(mdl177_liquidityriskfactor_nfaldebt_alt, 200), subindustry)",
20
- "ts_rank(ts_backfill(fnd28_wast_value_02507a, 200) / ts_backfill(fnd28_wast_value_02513a, 200), 252)",
21
- "group_rank(ts_backfill(mdl219_1_ocfmargin, 200) / ts_backfill(mdl219_1_nfaldebt, 200), subindustry)",
22
- "ts_rank(ts_backfill(fnd23_intfvm_xecs, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
23
- "group_rank(ts_backfill(mdl177_sensitivityfactor_ceroe, 200) / ts_backfill(mdl177_liquidityriskfactor_nfaldebt_alt, 200), subindustry)",
24
- "group_rank(ts_backfill(fnd23_intfvalld1_xecs, 200) / ts_backfill(fnd23_intfvalld1_aebm, 200), industry)",
25
- "group_rank(ts_backfill(fnd23_cf_m_xecs, 200) / ts_backfill(fnd23_intfvalld1_zhbs, 200), industry)",
26
- "group_rank(ts_backfill(mdl177_sensitivityfactor3_ceroe, 200) / ts_backfill(mdl177_global_all_delay_1_nfaldebt, 200), subindustry)",
27
- "ts_rank(ts_backfill(fnd23_blsmvb_ctpa, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
28
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02513a, 200) / ts_backfill(fnd28_value_18297a, 200), 252)",
29
- "ts_rank(ts_backfill(fnd28_wcbshtasseta_value_02501a, 200) / ts_backfill(fnd28_wast_value_02507a, 200), 252)",
30
- "ts_rank(ts_backfill(fnd28_wcbshtasseta_value_02501a, 200) / ts_backfill(fnd28_wsbsht_value_02507a, 200), 252)",
31
- "ts_rank(ts_backfill(fnd23_cf_mvb_xecs, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
32
- "ts_rank(ts_backfill(fnd23_cf_m_xecs, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
33
- "ts_rank(ts_backfill(fnd23_cf_m_xecs, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
34
- "group_rank(ts_backfill(fnd23_cf_m_xeci, 200) / ts_backfill(fnd23_intfvalld1_aebm, 200), industry)",
35
- "ts_rank(ts_backfill(fnd23_intfvmalld1_xecs, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
36
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02513a, 200) / ts_backfill(fnd28_wast_value_02513a, 200), 252)",
37
- "group_rank(ts_backfill(fnd23_icsm_m_tibs, 200) / ts_backfill(fnd23_intfvm_nppa, 200), subindustry)",
38
- "group_rank(ts_backfill(fnd23_annfv1a_xecs, 200) / ts_backfill(fnd23_intfvalld1_nirv, 200), industry)",
39
- "ts_rank(ts_backfill(fnd28_value_18297q, 200) / ts_backfill(fnd28_value_18297a, 200), 252)",
40
- "ts_rank(ts_backfill(fnd28_wast_value_02513a, 200) / ts_backfill(fnd28_wsbsht_value_02507a, 200), 252)",
41
- "ts_rank(ts_backfill(fnd28_wcbshtasseta_value_02501a, 200) / ts_backfill(fnd28_wcbshtasseta_value_02501a, 200), 252)",
42
- "ts_rank(ts_backfill(fnd23_cf_mvb_xecs, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
43
- "group_rank(ts_backfill(fnd23_icsm_m_tibs, 200) / ts_backfill(fnd23_nppv, 200), subindustry)",
44
- "ts_rank(ts_backfill(fnd28_value_18297a, 200) / ts_backfill(fnd28_wsbsht_value_02513a, 200), 252)",
45
- "ts_rank(ts_backfill(fnd23_cf_m_xecs, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
46
- "group_rank(ts_backfill(fnd23_icsm_m_tibs, 200) / ts_backfill(fnd23_intfvalld1_nppa, 200), subindustry)",
47
- "ts_rank(ts_backfill(fnd23_intfvm_ctpa, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
48
- "ts_rank(ts_backfill(fnd23_intfvmalld1_ctpa, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
49
- "ts_rank(ts_backfill(fnd28_wast_value_02513a, 200) / ts_backfill(fnd28_wcbshtasseta_value_02501a, 200), 252)",
50
- "group_rank(ts_backfill(mdl177_2_sensitivityfactor400_ceroe, 200) / ts_backfill(mdl177_liquidityriskfactor_nfaldebt_alt, 200), subindustry)",
51
- "ts_rank(ts_backfill(fnd28_wast_value_02507a, 200) / ts_backfill(fnd28_value_18297a, 200), 252)",
52
- "group_rank(ts_backfill(fnd23_cf_mvb_xecs, 200) / ts_backfill(fnd23_intfvalld1_rrov, 200), industry)",
53
- "ts_rank(ts_backfill(fnd23_intfvalld1_ctpa, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
54
- "group_rank(ts_backfill(fnd23_cf_m_xeci, 200) / ts_backfill(fnd23_intfvalld1_zhbs, 200), industry)",
55
- "ts_rank(ts_backfill(fnd28_wcbshtasseta_value_02501a, 200) / ts_backfill(fnd28_wsbsht_value_02513a, 200), 252)",
56
- "ts_rank(ts_backfill(fnd28_value_18297a, 200) / ts_backfill(fnd28_wcbshtasseta_value_02501a, 200), 252)",
57
- "group_rank(ts_backfill(fnd23_cf_m_xeci, 200) / ts_backfill(fnd23_intfvalld1_rrov, 200), industry)",
58
- "group_rank(ts_backfill(mdl219_1_ocfmargin, 200) / ts_backfill(mdl219_1_pb, 200), subindustry)",
59
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02507a, 200) / ts_backfill(fnd28_value_18297q, 200), 252)",
60
- "ts_rank(ts_backfill(fnd23_intfvm_ctpa, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
61
- "group_rank(ts_backfill(mdl219_1_ocfmargin, 200) / ts_backfill(mdl219_2_nfaldebt, 200), subindustry)",
62
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02507a, 200) / ts_backfill(fnd28_wsbsht_value_02513a, 200), 252)",
63
- "ts_rank(ts_backfill(fnd23_intfvadjfieldsacctadj_dlo_ctpa, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
64
- "group_rank(ts_backfill(mdl177_2_sensitivityfactor400_ceroe, 200) / ts_backfill(mdl177_global_all_delay_1_nfaldebt, 200), subindustry)",
65
- "ts_rank(ts_backfill(fnd23_intfvalld1_ctpa, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
66
- "group_rank(ts_backfill(fnd23_intfvalld1_xecs, 200) / ts_backfill(fnd23_intfvalld1_rrov, 200), industry)",
67
- "group_rank(ts_backfill(fnd23_icsm_m_tibs, 200) / ts_backfill(fnd23_annfv1a_nppa, 200), subindustry)",
68
- "ts_rank(ts_backfill(fnd23_annfv1a_ctpa, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
69
- "ts_rank(ts_backfill(fnd23_intfvadjfieldsacctadj_ctpa, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
70
- "ts_rank(ts_backfill(fnd28_value_18297a, 200) / ts_backfill(fnd28_wast_value_02513a, 200), 252)",
71
- "ts_rank(ts_backfill(fnd28_value_18297q, 200) / ts_backfill(fnd28_wast_value_02507a, 200), 252)",
72
- "ts_rank(ts_backfill(fnd28_value_18297q, 200) / ts_backfill(fnd28_wsbsht_value_02507a, 200), 252)",
73
- "ts_rank(ts_backfill(fnd23_intfvm_xecs, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
74
- "group_rank(ts_backfill(mdl177_sensitivityfactor_ceroe, 200) / ts_backfill(mdl177_global_all_delay_1_nfaldebt, 200), subindustry)",
75
- "ts_rank(ts_backfill(fnd23_cf_m_xeci, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
76
- "group_rank(ts_backfill(fnd23_intfvm_xecs, 200) / ts_backfill(fnd23_intfvalld1_rrov, 200), industry)",
77
- "group_rank(ts_backfill(fnd23_cf_m_xecs, 200) / ts_backfill(fnd23_intfvalld1_aebm, 200), industry)",
78
- "group_rank(ts_backfill(fnd23_cf_m_xecs, 200) / ts_backfill(fnd23_intfvalld1_nirv, 200), industry)",
79
- "group_rank(ts_backfill(mdl177_sensitivityfactor3_ceroe, 200) / ts_backfill(mdl177_liquidityriskfactor_nfaldebt_alt, 200), subindustry)",
80
- "ts_rank(ts_backfill(fnd23_intfvadjfieldsacctadj_dlo_ctpa, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
81
- "group_rank(ts_backfill(mdl177_fa_ocfratio, 200) / ts_backfill(mdl177_global_all_delay_1_nfaldebt, 200), subindustry)",
82
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02507a, 200) / ts_backfill(fnd28_wcbshtasseta_value_02501a, 200), 252)",
83
- "ts_rank(ts_backfill(fnd23_intfvalld1_xecs, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
84
- "ts_rank(ts_backfill(fnd23_annfv1a_ctpa, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
85
- "ts_rank(ts_backfill(fnd28_value_18297a, 200) / ts_backfill(fnd28_wast_value_02507a, 200), 252)",
86
- "group_rank(ts_backfill(fnd23_annfv1a_xecs, 200) / ts_backfill(fnd23_intfvalld1_rrov, 200), industry)",
87
- "ts_rank(ts_backfill(fnd28_wcbshtasseta_value_02501a, 200) / ts_backfill(fnd28_value_18297q, 200), 252)",
88
- "ts_rank(ts_backfill(fnd28_wast_value_02507a, 200) / ts_backfill(fnd28_wcbshtasseta_value_02501a, 200), 252)",
89
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02507a, 200) / ts_backfill(fnd28_wast_value_02513a, 200), 252)",
90
- "ts_rank(ts_backfill(fnd28_wast_value_02513a, 200) / ts_backfill(fnd28_wast_value_02513a, 200), 252)",
91
- "ts_rank(ts_backfill(fnd28_value_18297q, 200) / ts_backfill(fnd28_value_18297q, 200), 252)",
92
- "ts_rank(ts_backfill(fnd23_intfvm_xecs, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
93
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02513a, 200) / ts_backfill(fnd28_wast_value_02507a, 200), 252)",
94
- "ts_rank(ts_backfill(fnd28_value_18297q, 200) / ts_backfill(fnd28_wcbshtasseta_value_02501a, 200), 252)",
95
- "group_rank(ts_backfill(mdl177_2_globaldevnorthamericasensitivityfactor_ceroe, 200) / ts_backfill(mdl177_global_all_delay_1_nfaldebt, 200), subindustry)",
96
- "group_rank(ts_backfill(fnd23_annfv1a_xecs, 200) / ts_backfill(fnd23_intfvalld1_aebm, 200), industry)",
97
- "group_rank(ts_backfill(fnd23_intfvmalld1_xecs, 200) / ts_backfill(fnd23_intfvalld1_aebm, 200), industry)",
98
- "ts_rank(ts_backfill(fnd23_intfvmalld1_verr, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
99
- "ts_rank(ts_backfill(fnd23_intfvalld1_xecs, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
100
- "ts_rank(ts_backfill(fnd23_intfvmalld1_xecs, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
101
- "ts_rank(ts_backfill(fnd28_value_18297q, 200) / ts_backfill(fnd28_wsbsht_value_02513a, 200), 252)",
102
- "ts_rank(ts_backfill(fnd28_wast_value_02513a, 200) / ts_backfill(fnd28_value_18297a, 200), 252)",
103
- "ts_rank(ts_backfill(mdl219_1_nnastp, 200) / ts_backfill(mdl219_1_nopatmargin, 200), 252)",
104
- "ts_rank(ts_backfill(fnd28_value_18297a, 200) / ts_backfill(fnd28_wsbsht_value_02507a, 200), 252)",
105
- "ts_rank(ts_backfill(mdl262_sgpp_trkdpitdeltapredict_funda_predict, 200) / ts_backfill(mdl262_dpq_compustatdeltapredict_funda_predict, 200), 252)",
106
- "ts_rank(ts_backfill(fnd23_annfvadjfieldsacctadj_ctpa, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
107
- "ts_rank(ts_backfill(fnd23_intfvmalld1_verr, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
108
- "ts_rank(ts_backfill(fnd28_value_18297a, 200) / ts_backfill(fnd28_value_18297q, 200), 252)",
109
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02507a, 200) / ts_backfill(fnd28_wast_value_02507a, 200), 252)",
110
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02507a, 200) / ts_backfill(fnd28_wsbsht_value_02507a, 200), 252)",
111
- "ts_rank(ts_backfill(fnd23_intfvmalld1_ctpa, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
112
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02513a, 200) / ts_backfill(fnd28_wcbshtasseta_value_02501a, 200), 252)",
113
- "group_rank(ts_backfill(fnd13_sbit, 200) / ts_backfill(fnd13_rkdbalancesheetq_nppa, 200), subindustry)",
114
- "ts_rank(ts_backfill(fnd23_intfvmalld1_verr, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
115
- "ts_rank(ts_backfill(fnd28_wast_value_02507a, 200) / ts_backfill(fnd28_value_18297q, 200), 252)",
116
- "ts_rank(ts_backfill(fnd23_annfv1a_xecs, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
117
- "ts_rank(ts_backfill(fnd23_annfvadjfieldsacctadj_ctpa, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
118
- "ts_rank(ts_backfill(mdl262_sgrp_trkdpitdeltapredict_funda_predict, 200) / ts_backfill(mdl262_dpq_compustatdeltapredict_funda_predict, 200), 252)",
119
- "group_rank(ts_backfill(fnd23_intfvmalld1_xecs, 200) / ts_backfill(fnd23_intfvalld1_rrov, 200), industry)",
120
- "ts_rank(ts_backfill(fnd28_wcbshtasseta_value_02501a, 200) / ts_backfill(fnd28_wast_value_02513a, 200), 252)",
121
- "ts_rank(ts_backfill(fnd23_intfvmalld1_ctpa, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
122
- "ts_rank(ts_backfill(fnd28_wast_value_02507a, 200) / ts_backfill(fnd28_wast_value_02507a, 200), 252)",
123
- "group_rank(ts_backfill(fnd23_intfvm_xecs, 200) / ts_backfill(fnd23_intfvalld1_nirv, 200), industry)",
124
- "ts_rank(ts_backfill(fnd28_wast_value_02513a, 200) / ts_backfill(fnd28_wast_value_02507a, 200), 252)",
125
- "ts_rank(ts_backfill(fnd23_cf_m_xeci, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
126
- "ts_rank(ts_backfill(fnd23_annfvadjfieldsacctadj_ctpa, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
127
- "ts_rank(ts_backfill(fnd23_annfvmfm2_xecs, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
128
- "group_rank(ts_backfill(fnd23_intfvmalld1_xecs, 200) / ts_backfill(fnd23_intfvalld1_zhbs, 200), industry)",
129
- "group_rank(ts_backfill(fnd23_annfvmfm2_xecs, 200) / ts_backfill(fnd23_intfvalld1_rrov, 200), industry)",
130
- "ts_rank(ts_backfill(fnd23_annfv1a_ctpa, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
131
- "group_rank(ts_backfill(fnd23_icsm_m_tibs, 200) / ts_backfill(fnd23_annfvadjfieldsacctadj_dlo_nppa, 200), subindustry)",
132
- "ts_rank(ts_backfill(fnd28_wcbshtasseta_value_02501a, 200) / ts_backfill(fnd28_value_18297a, 200), 252)",
133
- "group_rank(ts_backfill(fnd23_cf_mvb_xecs, 200) / ts_backfill(fnd23_intfvalld1_zhbs, 200), industry)",
134
- "ts_rank(ts_backfill(fnd28_wast_value_02507a, 200) / ts_backfill(fnd28_wsbsht_value_02507a, 200), 252)",
135
- "group_rank(ts_backfill(fnd23_annfvmfm2_xecs, 200) / ts_backfill(fnd23_intfvalld1_zhbs, 200), industry)",
136
- "ts_rank(ts_backfill(fnd13_aing, 200) / ts_backfill(fnd13_rkdincomestatementq_pede, 200), 252)",
137
- "group_rank(ts_backfill(fnd23_annfvmfm2_xecs, 200) / ts_backfill(fnd23_intfvalld1_nirv, 200), industry)",
138
- "ts_rank(ts_backfill(fnd13_statementq_prgs, 200) / ts_backfill(fnd13_rkdincomestatementq_pede, 200), 252)",
139
- "group_rank(ts_backfill(fnd23_cf_m_xecs, 200) / ts_backfill(fnd23_intfvalld1_rrov, 200), industry)",
140
- "ts_rank(ts_backfill(fnd13_aing, 200) / ts_backfill(fnd13_adep, 200), 252)",
141
- "group_rank(ts_backfill(fnd23_cf_mvb_xecs, 200) / ts_backfill(fnd23_intfvalld1_aebm, 200), industry)",
142
- "ts_rank(ts_backfill(fnd23_annfv1a_xecs, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
143
- "group_rank(ts_backfill(fnd23_annfvmfm2_xecs, 200) / ts_backfill(fnd23_intfvalld1_aebm, 200), industry)",
144
- "ts_rank(ts_backfill(fnd23_intfvadjfieldsacctadj_dlo_ctpa, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
145
- "ts_rank(ts_backfill(mdl219_1_nnastp, 200) / ts_backfill(mdl219_1_nnastp, 200), 252)",
146
- "ts_rank(ts_backfill(fnd28_wast_value_02513a, 200) / ts_backfill(fnd28_value_18297q, 200), 252)",
147
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02513a, 200) / ts_backfill(fnd28_value_18297q, 200), 252)",
148
- "ts_rank(ts_backfill(fnd13_rkdincomestatementq_prgs, 200) / ts_backfill(fnd13_adep, 200), 252)",
149
- "ts_rank(ts_backfill(fnd13_statementq_prgs, 200) / ts_backfill(fnd13_adep, 200), 252)",
150
- "ts_rank(ts_backfill(fnd23_annfvmfm2_xecs, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
151
- "ts_rank(ts_backfill(fnd23_annfvadjfieldsacctadj_dlo_ctpa, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
152
- "ts_rank(ts_backfill(fnd23_cf_m_xeci, 200) / ts_backfill(fnd23_intfvalld1_pedv, 200), 252)",
153
- "group_rank(ts_backfill(fnd23_intfvalld1_xecs, 200) / ts_backfill(fnd23_intfvalld1_zhbs, 200), industry)",
154
- "group_rank(ts_backfill(fnd23_intfvalld1_xecs, 200) / ts_backfill(fnd23_intfvalld1_nirv, 200), industry)",
155
- "group_rank(ts_backfill(fnd23_cf_mvb_xecs, 200) / ts_backfill(fnd23_intfvalld1_nirv, 200), industry)",
156
- "group_rank(ts_backfill(fnd23_cf_m_xeci, 200) / ts_backfill(fnd23_intfvalld1_nirv, 200), industry)",
157
- "group_rank(ts_backfill(fnd23_intfvm_xecs, 200) / ts_backfill(fnd23_intfvalld1_zhbs, 200), industry)",
158
- "ts_rank(ts_backfill(fnd13_rkdincomestatementq_prgs, 200) / ts_backfill(fnd13_rkdincomestatementq_pede, 200), 252)",
159
- "ts_rank(ts_backfill(fnd28_wast_value_02507a, 200) / ts_backfill(fnd28_wsbsht_value_02513a, 200), 252)",
160
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02513a, 200) / ts_backfill(fnd28_wsbsht_value_02513a, 200), 252)",
161
- "ts_rank(ts_backfill(fnd23_annfvadjfieldsacctadj_dlo_ctpa, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
162
- "group_rank(ts_backfill(fnd13_sbit, 200) / ts_backfill(fnd13_aptc, 200), subindustry)",
163
- "ts_rank(ts_backfill(fnd28_value_18297a, 200) / ts_backfill(fnd28_value_18297a, 200), 252)",
164
- "ts_rank(ts_backfill(fnd23_intfvm_ctpa, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
165
- "ts_rank(ts_backfill(fnd23_intfvalld1_ctpa, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
166
- "ts_rank(ts_backfill(fnd23_annfvmfm2_xecs, 200) / ts_backfill(fnd23_intfvm_pedv, 200), 252)",
167
- "ts_rank(ts_backfill(fnd23_annfvadjfieldsacctadj_dlo_ctpa, 200) / ts_backfill(fnd23_blsm_peda, 200), 252)",
168
- "ts_rank(ts_backfill(fnd28_wast_value_02513a, 200) / ts_backfill(fnd28_wsbsht_value_02513a, 200), 252)",
169
- "ts_rank(ts_backfill(fnd28_wsbsht_value_02513a, 200) / ts_backfill(fnd28_wsbsht_value_02507a, 200), 252)"
2
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_pfgmtt, 63), std=4), 60, factor=0.94), 5), sector)",
3
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_61v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
4
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl30_new_numnly_fy1_eps, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
5
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(country_exposure_nld, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
6
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(country_exposure_dnk, 63), std=4), 60, factor=0.94), 5), sector)",
7
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(banking_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
8
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl242_factor_momentum_component, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
9
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(telecom_services_exposure_score, 63), std=4), 30), 5), 126), subindustry)",
10
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(oth553_p_avgnumericpos, 63), std=4), 30), 5), 126), subindustry)",
11
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(avg_change_analyst_recommendation_90d, 63), std=4), 60, factor=0.94), 5), sector)",
12
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(primary_industry_classification, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
13
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_rev_smart_estimate_fq1_d1, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
14
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl26_smartestimate_fq2_revenue, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
15
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_upgrades_7d, 63), std=4), 60, factor=0.94), 5), sector)",
16
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(capital_goods_sector_exposure, 63), std=4), 30), 5), 126), subindustry)",
17
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(software_sector_exposure_score, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
18
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_82v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
19
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl37_t12m_filings_count_d1, 63), std=4), 30), 5), 126), subindustry)",
20
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_positive_cashflow_summary, 63), std=4), 30), 5), 126), subindustry)",
21
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_chgvolpre4y, 63), std=4), 60, factor=0.94), 5), sector)",
22
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_rev_smart_estimate_fy2, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
23
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_52v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
24
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_dev_sedol_netdebt, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
25
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_indmom, 63), std=4), 30), 5), 126), subindustry)",
26
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(nws7_eur_newsfreq_qerf, 63), std=4), 60, factor=0.94), 5), sector)",
27
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_earnyild, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
28
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_earnyild, 63), std=4), 30), 5), 126), subindustry)",
29
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl39_d1_price_mo_short_term_component, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
30
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(yearly_filings_document_count, 63), std=4), 30), 5), 126), subindustry)",
31
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(avg_change_analyst_recommendation_7d, 63), std=4), 60, factor=0.94), 5), sector)",
32
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_pos_mean, 63), std=4), 60, factor=0.94), 5), sector)",
33
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_newssent, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
34
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(telecom_services_exposure_score, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
35
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(country_free_cash_flow_yield_score, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
36
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl37_t12m_tr_cnt_d1, 63), std=4), 30), 5), 126), subindustry)",
37
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_2pos_conf_up_88, 63), std=4), 60, factor=0.94), 5), sector)",
38
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_92v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
39
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(count_positive_cashflow_presentation, 63), std=4), 30), 5), 126), subindustry)",
40
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(credit_model_structural_letter_grade_float, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
41
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(free_cash_flow_yield_score_backfill, 63), std=4), 30), 5), 126), subindustry)",
42
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(oth553_tncrecnu_a, 63), std=4), 30), 5), 126), subindustry)",
43
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl242_reversal_component, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
44
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_size, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
45
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_dev_sedol_ratrev6m, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
46
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl177_qvm_qva_eur_alt, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
47
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(oth553_tncrecnu_q, 63), std=4), 30), 5), 126), subindustry)",
48
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_upgrades_14d, 63), std=4), 60, factor=0.94), 5), sector)",
49
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_allcap_sedol_netdebtebitda, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
50
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_4pos_conf_up_25, 63), std=4), 60, factor=0.94), 5), sector)",
51
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_earnqlty, 63), std=4), 30), 5), 126), subindustry)",
52
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(count_negative_cashflow_answer, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
53
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_2_w62isr, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
54
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21pos_conf_low_64, 63), std=4), 60, factor=0.94), 5), sector)",
55
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(construction_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
56
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl26_rm_nlyst_rvsns_scr_2, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
57
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(hedge_fund_ownership_percent_europe, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
58
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(other_materials_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
59
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(short_interest_europe_factor_score, 63), std=4), 60, factor=0.94), 5), sector)",
60
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_4pos_conf_low_23, 63), std=4), 60, factor=0.94), 5), sector)",
61
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_growth, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
62
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(country_exposure_bel, 63), std=4), 60, factor=0.94), 5), sector)",
63
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_midcap, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
64
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(energy_sector_exposure_score_2, 63), std=4), 60, factor=0.94), 5), sector)",
65
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(profitability_consistency_score, 63), std=4), 30), 5), 126), subindustry)",
66
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(utilities_sector_exposure_score_2, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
67
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl177_global_ratrev6m, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
68
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(industry_count_short, 63), std=4), 60, factor=0.94), 5), sector)",
69
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_shortint, 63), std=4), 30), 5), 126), subindustry)",
70
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_resvol, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
71
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_anlystsn, 63), std=4), 30), 5), 126), subindustry)",
72
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_3pos_mean, 63), std=4), 60, factor=0.94), 5), sector)",
73
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_momentum, 63), std=4), 30), 5), 126), subindustry)",
74
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_profitability_level_score, 63), std=4), 30), 5), 126), subindustry)",
75
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_rev_smart_estimate_12m, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
76
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(oth553_tncrecnu_p, 63), std=4), 30), 5), 126), subindustry)",
77
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_chg3yepsp, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
78
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(count_neutral_cashflow_question, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
79
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(analyst_revision_primary_earnings_score, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
80
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(profitability_level_score, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
81
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_leverage, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
82
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_earnvar, 63), std=4), 30), 5), 126), subindustry)",
83
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_2pos_conf_low, 63), std=4), 60, factor=0.94), 5), sector)",
84
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_exposure_gbr, 63), std=4), 30), 5), 126), subindustry)",
85
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(real_estate_europe_exposure_score, 63), std=4), 60, factor=0.94), 5), sector)",
86
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_anlystsn, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
87
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_allcap_sedol_pvan, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
88
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_downgrades_7d, 63), std=4), 60, factor=0.94), 5), sector)",
89
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(country_exposure_deu, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
90
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21pos_conf_up_73, 63), std=4), 60, factor=0.94), 5), sector)",
91
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_val_piv_ratio, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
92
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl26_sm_nlyst_rvsns_scr, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
93
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(media_sector_exposure, 63), std=4), 60, factor=0.94), 5), sector)",
94
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_exposure_bel, 63), std=4), 30), 5), 126), subindustry)",
95
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_ytlqsvni_drteue_2mfm, 63), std=4), 30), 5), 126), subindustry)",
96
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(rsk70_mfm2_euetrd_profit, 63), std=4), 60, factor=0.94), 5), sector)",
97
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(avg_change_analyst_recommendation_14d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
98
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(recommendation_change_score, 63), std=4), 60, factor=0.94), 5), sector)",
99
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_pspeghc, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
100
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_cntadj, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
101
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_downgrades_7d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
102
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(avg_change_analyst_recommendation_14d, 63), std=4), 60, factor=0.94), 5), sector)",
103
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_upward_revision_quarter_revenue_14d, 63), std=4), 60, factor=0.94), 5), sector)",
104
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_3pos_conf_up_54, 63), std=4), 60, factor=0.94), 5), sector)",
105
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(oth335_combined_all_region_mktcap, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
106
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_12v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
107
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_downgrades_60d, 63), std=4), 60, factor=0.94), 5), sector)",
108
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_profit, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
109
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_exeurexp, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
110
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_allcap_sedol_mpnghc, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
111
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_profitability_consistency_score, 63), std=4), 30), 5), 126), subindustry)",
112
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fscore_bfl_momentum, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
113
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_dev_sedol_ydp_cf, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
114
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(diversified_financials_europe_exposure_score, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
115
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(country_exposure_irl, 63), std=4), 60, factor=0.94), 5), sector)",
116
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_dev_sedol_netdebt, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
117
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_new_eps_analyst_number_fy1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
118
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl50_bk_fcf_valu, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
119
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_polarity_cashflow_presentation, 63), std=4), 30), 5), 126), subindustry)",
120
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_2_stockrating, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
121
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(food_retail_europe_exposure_score, 63), std=4), 30), 5), 126), subindustry)",
122
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_2_w57w03_rp, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
123
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(analyst_revision_revenue_score_d1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
124
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(machinery_sector_exposure_score, 63), std=4), 30), 5), 126), subindustry)",
125
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl26_smartestimate_fy1_revenue, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
126
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl177_qvm_qma_eur, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
127
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_rev_smart_estimate_fq2_d1, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
128
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_market, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
129
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_5pos_conf_low_16, 63), std=4), 60, factor=0.94), 5), sector)",
130
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(market_implied_5yr_eps_growth, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
131
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_upward_revision_quarter_revenue_7d, 63), std=4), 60, factor=0.94), 5), sector)",
132
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl26_revenue, 63), std=4), 60, factor=0.94), 5), sector)",
133
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_negative_cashflow_answer, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
134
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(count_positive_cashflow_summary, 63), std=4), 30), 5), 126), subindustry)",
135
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(count_positive_cashflow_answer, 63), std=4), 30), 5), 126), subindustry)",
136
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_positive_cashflow_presentation, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
137
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_w62isr, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
138
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(suspect_data_indicator_any_earnings, 63), std=4), 60, factor=0.94), 5), sector)",
139
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_dev_sedol_pge_cf, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
140
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_negative_cashflow_summary, 63), std=4), 30), 5), 126), subindustry)",
141
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl77_o_gsg_shortsentimentfactor_dmd_supply, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
142
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl177_global_visiratio, 63), std=4), 60, factor=0.94), 5), sector)",
143
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(avg_change_analyst_recommendation_30d, 63), std=4), 60, factor=0.94), 5), sector)",
144
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(diversified_financials_europe_exposure_score, 63), std=4), 30), 5), 126), subindustry)",
145
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_eps_analyst_number_fq1_d1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
146
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(rsk70_mfm2_euetrd_growth, 63), std=4), 60, factor=0.94), 5), sector)",
147
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(european_hedge_fund_ownership_count, 63), std=4), 30), 5), 126), subindustry)",
148
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl26_nm_mn_nlysts_prr_fq1_rnngs_7, 63), std=4), 60, factor=0.94), 5), sector)",
149
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_upgrades_7d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
150
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(country_exposure_nld, 63), std=4), 60, factor=0.94), 5), sector)",
151
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(healthcare_sector_exposure_score_2, 63), std=4), 30), 5), 126), subindustry)",
152
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl37_index_rating, 63), std=4), 30), 5), 126), subindustry)",
153
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_allcap_sedol_ratrev6m, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
154
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_vrv421_8v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
155
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(rp_ess_insider, 63), std=4), 60, factor=0.94), 5), sector)",
156
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_exeurexp, 63), std=4), 30), 5), 126), subindustry)",
157
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(count_positive_cashflow_answer, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
158
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_growth, 63), std=4), 30), 5), 126), subindustry)",
159
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_positive_cashflow_question, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
160
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(country_austria_exposure_score, 63), std=4), 60, factor=0.94), 5), sector)",
161
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl26_rm_nlyst_rvsns_scr, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
162
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_upgrades_60d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
163
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl26_revenue, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
164
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_neutral_cashflow_presentation, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
165
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(revenue_revision_score_3, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
166
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_indadj, 63), std=4), 30), 5), 126), subindustry)",
167
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_6351_rp, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
168
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_rev_smart_estimate_fy1_d1, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
169
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_srtindcnt, 63), std=4), 30), 5), 126), subindustry)",
170
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_3neg_conf_up_49, 63), std=4), 60, factor=0.94), 5), sector)",
171
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_shortint, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
172
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl30_numnly_fy1_eps, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
173
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(avg_change_analyst_recommendation_90d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
174
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(profitability_consistency_score_backfill, 63), std=4), 30), 5), 126), subindustry)",
175
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_positive_cashflow_presentation, 63), std=4), 30), 5), 126), subindustry)",
176
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_4neg_conf_up_33, 63), std=4), 60, factor=0.94), 5), sector)",
177
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(country_exposure_gbr, 63), std=4), 60, factor=0.94), 5), sector)",
178
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_rev_smart_estimate_fq1, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
179
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl31_dty_mm_fcf, 63), std=4), 30), 5), 126), subindustry)",
180
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_2_pb, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
181
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_upgrades_14d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
182
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_downgrades_90d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
183
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(market_implied_10yr_eps_growth, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
184
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_neutral_cashflow_summary, 63), std=4), 30), 5), 126), subindustry)",
185
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(hedge_fund_ownership_percent_europe, 63), std=4), 30), 5), 126), subindustry)",
186
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_negative_cashflow_question, 63), std=4), 30), 5), 126), subindustry)",
187
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(pb_ratio_relative_score, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
188
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_upgrades_90d, 63), std=4), 60, factor=0.94), 5), sector)",
189
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_2_6351_rp, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
190
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl31_q4t_mm_fcf, 63), std=4), 30), 5), 126), subindustry)",
191
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(airlines_sector_exposure, 63), std=4), 60, factor=0.94), 5), sector)",
192
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(analyst_recommendation_upgrades_count_30d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
193
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(analyst_revision_secondary_earnings_score, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
194
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_allcap_sedol_netdebt, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
195
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_arm_rec_days_since_newsell, 63), std=4), 60, factor=0.94), 5), sector)",
196
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(rsk70_mfm2_euetrd_market, 63), std=4), 60, factor=0.94), 5), sector)",
197
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(profitability_consistency_score, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
198
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_5pos_conf_low, 63), std=4), 60, factor=0.94), 5), sector)",
199
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl30_new_numnly_fq1_eps, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
200
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analysts_raise_revenue_est_next_qtr_14d_d1, 63), std=4), 60, factor=0.94), 5), sector)",
201
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_allcap_sedol_netdebt, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
202
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_4pos_conf_up, 63), std=4), 60, factor=0.94), 5), sector)",
203
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_3pos_conf_low_56, 63), std=4), 60, factor=0.94), 5), sector)",
204
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl30_new_numnly_fq2_eps, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
205
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_positive_cashflow_summary, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
206
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_val_iv_projection, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
207
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_positive_cashflow_question, 63), std=4), 30), 5), 126), subindustry)",
208
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(avg_change_analyst_recommendation_7d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
209
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl37_t12m_filings_count, 63), std=4), 30), 5), 126), subindustry)",
210
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(european_hedge_fund_ownership_count, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
211
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_42v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
212
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl219_1_cfleverage, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
213
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_dev_sedol_pge_cf, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
214
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(count_negative_cashflow_question, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
215
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(food_products_sector_exposure, 63), std=4), 30), 5), 126), subindustry)",
216
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(avg_change_analyst_recommendation_60d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
217
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(avg_change_analyst_recommendation_60d, 63), std=4), 60, factor=0.94), 5), sector)",
218
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_ltrevrsl, 63), std=4), 30), 5), 126), subindustry)",
219
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl26_smartestimate_fy2_revenue, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
220
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_profit, 63), std=4), 30), 5), 126), subindustry)",
221
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(rsk70_mfm2_euetrd_srtindcnt, 63), std=4), 60, factor=0.94), 5), sector)",
222
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_volto, 63), std=4), 60, factor=0.94), 5), sector)",
223
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_upgrades_90d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
224
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_allcap_sedol_fc_estep, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
225
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_eps_analyst_number_fy1_d1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
226
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_pb, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
227
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl25_history_31v, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
228
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_4neut_conf_up, 63), std=4), 60, factor=0.94), 5), sector)",
229
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl25_cbv421_22v, 63), std=4), 30), 5), 126), subindustry)",
230
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_polarity_cashflow_summary, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
231
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_dev_sedol_mpnghc, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
232
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(oth54_factor_momentum_component, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
233
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_arm_score, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
234
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl140_qes_sinc_sensitivity, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
235
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_dev_sedol_netdebtebitda, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
236
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_2_fc_rev3y1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
237
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl30_new_numnly_fy2_eps, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
238
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(count_positive_cashflow_presentation, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
239
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(analyst_revision_revenue_score, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
240
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(country_exposure_esp, 63), std=4), 60, factor=0.94), 5), sector)",
241
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_eps_analyst_number_fq2_d1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
242
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_downgrades_60d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
243
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(profitability_level_score, 63), std=4), 30), 5), 126), subindustry)",
244
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_23v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
245
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl77_bpemtt, 63), std=4), 60, factor=0.94), 5), sector)",
246
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(recent_filings_document_count, 63), std=4), 30), 5), 126), subindustry)",
247
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_divyild, 63), std=4), 30), 5), 126), subindustry)",
248
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_3pos_conf_low, 63), std=4), 60, factor=0.94), 5), sector)",
249
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_neg_conf_low, 63), std=4), 60, factor=0.94), 5), sector)",
250
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl140_qes_sinc_comp, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
251
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl219_1_cfleverage, 63), std=4), 30), 5), 126), subindustry)",
252
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_3neut_conf_up_44, 63), std=4), 60, factor=0.94), 5), sector)",
253
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_2pos_mean, 63), std=4), 60, factor=0.94), 5), sector)",
254
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(rsk70_mfm2_euetrd_primaryindustry, 63), std=4), 60, factor=0.94), 5), sector)",
255
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl30_numnly_fq1_eps, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
256
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_liqcoeff, 63), std=4), 60, factor=0.94), 5), sector)",
257
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_2_netcashp, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
258
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_apemtt, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
259
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(healthcare_sector_exposure_score_2, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
260
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(insurance_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
261
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_earnvar, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
262
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(short_interest_europe_factor_score, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
263
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(media_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
264
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(industry_count_short, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
265
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_positive_cashflow_answer, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
266
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(avg_change_analyst_recommendation_30d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
267
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_5v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
268
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_w57w03_rp, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
269
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl30_numnly_fq2_eps, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
270
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_5pos_conf_up_9, 63), std=4), 60, factor=0.94), 5), sector)",
271
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(real_estate_europe_exposure_score, 63), std=4), 30), 5), 126), subindustry)",
272
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(count_neutral_cashflow_answer, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
273
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_53v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
274
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl39_d1_price_mo_mid_term_component, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
275
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_upgrades_60d, 63), std=4), 60, factor=0.94), 5), sector)",
276
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_neutral_cashflow_answer, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
277
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(count_positive_cashflow_question, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
278
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_downgrades_14d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
279
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_dev_sedol_mpnghc, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
280
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_ytlqsvni_drteue_2mfm, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
281
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(current_market_cap_usd, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
282
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(nws7_eur_newsfreq_all_delay_qerf, 63), std=4), 60, factor=0.94), 5), sector)",
283
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl77_ratrev6m, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
284
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(country_exposure_gbr, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
285
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(oth54_reversal_component, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
286
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl25_cfsv421_9v, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
287
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_season, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
288
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_allcap_sedol_mpnghc, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
289
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_dev_sedol_fc_estep, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
290
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl26_arm_revenue, 63), std=4), 60, factor=0.94), 5), sector)",
291
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(rsk70_mfm2_euetrd_beta, 63), std=4), 60, factor=0.94), 5), sector)",
292
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl26_arm_revenue, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
293
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_vrv421_11v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
294
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_earnqlty, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
295
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(count_positive_cashflow_summary, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
296
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl31_fcf_mm_last_y, 63), std=4), 30), 5), 126), subindustry)",
297
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_neutral_cashflow_question, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
298
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_primaryindustry, 63), std=4), 30), 5), 126), subindustry)",
299
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_neutral_cashflow_presentation, 63), std=4), 30), 5), 126), subindustry)",
300
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_gse_drteue_2mfm, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
301
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_negative_cashflow_presentation, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
302
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_momentum, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
303
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(oth553_q_avgnumericpos, 63), std=4), 30), 5), 126), subindustry)",
304
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(consumer_durables_exposure_score, 63), std=4), 30), 5), 126), subindustry)",
305
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_exposure_nld, 63), std=4), 30), 5), 126), subindustry)",
306
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_indadj, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
307
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_fc_rev3y1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
308
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_dev_sedol_ratrev6m, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
309
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_rev_smart_estimate_fq2, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
310
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl37_t1m_filings_count_d1, 63), std=4), 30), 5), 126), subindustry)",
311
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_allcap_sedol_pge_cf, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
312
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(analyst_revision_rank_derivative, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
313
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_dev_sedol_pvan, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
314
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_2_past, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
315
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_dev_sedol_pvan, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
316
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_pos_conf_low, 63), std=4), 60, factor=0.94), 5), sector)",
317
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_03v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
318
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analysts_raise_revenue_est_next_qtr_7d_d1, 63), std=4), 60, factor=0.94), 5), sector)",
319
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_leverage, 63), std=4), 30), 5), 126), subindustry)",
320
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_rev_smart_estimate_fy1, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
321
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(rp_css_insider, 63), std=4), 60, factor=0.94), 5), sector)",
322
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_free_cash_flow_yield_score, 63), std=4), 30), 5), 126), subindustry)",
323
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(current_market_cap_usd, 63), std=4), 30), 5), 126), subindustry)",
324
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_allcap_sedol_ydp_cf, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
325
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(momentum_factor_exposure, 63), std=4), 30), 5), 126), subindustry)",
326
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl50_bk_average_vol, 63), std=4), 60, factor=0.94), 5), sector)",
327
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_2neut_conf_up, 63), std=4), 60, factor=0.94), 5), sector)",
328
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl26_traded_volume_u, 63), std=4), 60, factor=0.94), 5), sector)",
329
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(pharmaceuticals_europe_exposure_score, 63), std=4), 30), 5), 126), subindustry)",
330
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl26_smartestimate_f12m_revenue, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
331
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_downgrades_30d, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
332
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_negative_cashflow_answer, 63), std=4), 30), 5), 126), subindustry)",
333
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_negative_cashflow_question, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
334
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl50_bk_cn_analyst_revisn, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
335
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_divyild, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
336
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(oth553_a_avgnumericpos, 63), std=4), 30), 5), 126), subindustry)",
337
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_rev_smart_estimate_12m_d1, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
338
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_allcap_sedol_pge_cf, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
339
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_dev_sedol_netdebtebitda, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
340
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl39_d1_price_mo_long_term_component, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
341
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(country_exposure_irl, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
342
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl140_qes_sinc_neut, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
343
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(pharmaceuticals_europe_exposure_score, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
344
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_2neg_conf_low, 63), std=4), 60, factor=0.94), 5), sector)",
345
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(hedge_fund_ownership_percent_europe, 63), std=4), 60, factor=0.94), 5), sector)",
346
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl177_qvm_qva_eur, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
347
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analyst_recommendation_downgrades_14d, 63), std=4), 60, factor=0.94), 5), sector)",
348
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(rsk70_gse_drteue_2mfm, 63), std=4), 60, factor=0.94), 5), sector)",
349
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_arm_rec_mean_prior7, 63), std=4), 60, factor=0.94), 5), sector)",
350
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(hardware_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
351
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_eps_analyst_number_fy1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
352
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_primaryindustry, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
353
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mean_polarity_cashflow_answer, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
354
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_eps_analyst_number_fq1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
355
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_fc_rev6, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
356
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl25_cbv421_32v, 63), std=4), 30), 5), 126), subindustry)",
357
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl25_history_31v, 63), std=4), 30), 5), 126), subindustry)",
358
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fscore_momentum, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
359
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(capital_goods_sector_exposure, 63), std=4), 60, factor=0.94), 5), sector)",
360
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_allcap_sedol_ydp_cf, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
361
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(primary_industry_classification, 63), std=4), 30), 5), 126), subindustry)",
362
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_covol, 63), std=4), 60, factor=0.94), 5), sector)",
363
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_2pos_mean_96, 63), std=4), 60, factor=0.94), 5), sector)",
364
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(diversified_financials_europe_exposure_score, 63), std=4), 60, factor=0.94), 5), sector)",
365
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(transportation_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
366
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_eps_analyst_number_fy2_d1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
367
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl26_smartestimate_fq1_revenue, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
368
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_dev_sedol_fc_estep, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
369
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(household_products_exposure_score, 63), std=4), 30), 5), 126), subindustry)",
370
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(country_exposure_dnk, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
371
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl77_visiratio, 63), std=4), 60, factor=0.94), 5), sector)",
372
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(real_estate_europe_exposure_score, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
373
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(airlines_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
374
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_beta, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
375
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_33v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
376
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl37_t12m_tr_cnt, 63), std=4), 30), 5), 126), subindustry)",
377
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(retail_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
378
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_2pos_conf_low_85, 63), std=4), 60, factor=0.94), 5), sector)",
379
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_13v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
380
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl50_bk_fcf_valu, 63), std=4), 30), 5), 126), subindustry)",
381
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_4neg_conf_up, 63), std=4), 60, factor=0.94), 5), sector)",
382
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_exposure_dnk, 63), std=4), 30), 5), 126), subindustry)",
383
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_pos_conf_up, 63), std=4), 60, factor=0.94), 5), sector)",
384
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_dev_sedol_ydp_cf, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
385
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_new_eps_analyst_number_fq1, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
386
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(banking_sector_exposure, 63), std=4), 60, factor=0.94), 5), sector)",
387
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(healthcare_sector_exposure_score_2, 63), std=4), 60, factor=0.94), 5), sector)",
388
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl230_allcap_sedol_ratrev6m, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
389
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(banking_sector_exposure, 63), std=4), 30), 5), 126), subindustry)",
390
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(analyst_recommendation_upgrades_count_30d, 63), std=4), 60, factor=0.94), 5), sector)",
391
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_negative_cashflow_presentation, 63), std=4), 30), 5), 126), subindustry)",
392
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(short_interest_europe_factor_score, 63), std=4), 30), 5), 126), subindustry)",
393
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_eps_analyst_number_fq2, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
394
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(country_exposure_bel, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
395
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl37_t1m_filings_count, 63), std=4), 30), 5), 126), subindustry)",
396
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_4pos_conf_low, 63), std=4), 60, factor=0.94), 5), sector)",
397
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(pharmaceuticals_europe_exposure_score, 63), std=4), 60, factor=0.94), 5), sector)",
398
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(count_negative_cashflow_presentation, 63), std=4), 30), 5), 126), subindustry)",
399
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl39_d1_price_mo_global_rank, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
400
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(oil_gas_sector_exposure_score, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
401
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_exposure_irl, 63), std=4), 30), 5), 126), subindustry)",
402
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_stockrating, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
403
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(star_rev_smart_estimate_fy2_d1, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
404
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_p50_200ratio, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
405
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl26_traded_volume, 63), std=4), 60, factor=0.94), 5), sector)",
406
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_exposure_esp, 63), std=4), 30), 5), 126), subindustry)",
407
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mean_positive_cashflow_answer, 63), std=4), 30), 5), 126), subindustry)",
408
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(count_analysts_raise_revenue_est_next_qtr_14d, 63), std=4), 60, factor=0.94), 5), sector)",
409
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(country_exposure_esp, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
410
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(snt21_4pos_mean_42, 63), std=4), 60, factor=0.94), 5), sector)",
411
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl177_qvm_qma_eur_alt, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
412
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(rsk70_ytlqsvni_drteue_2mfm, 63), std=4), 60, factor=0.94), 5), sector)",
413
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_62v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
414
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(star_eps_analyst_number_fy2, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
415
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_allcap_sedol_pvan, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
416
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(free_cash_flow_yield_score, 63), std=4), 30), 5), 126), subindustry)",
417
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_2_fc_rev6, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
418
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(rsk70_mfm2_euetrd_srtindcnt, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
419
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(semiconductor_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
420
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl37_structural_rating, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
421
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl39_d1_price_mo_industry_component, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
422
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl31_fcf_mm_last_qtr, 63), std=4), 30), 5), 126), subindustry)",
423
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(current_market_cap_usd, 63), std=4), 60, factor=0.94), 5), sector)",
424
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_exposure_deu, 63), std=4), 30), 5), 126), subindustry)",
425
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(country_norway_exposure_score, 63), std=4), 30), 5), 126), subindustry)",
426
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_resvol, 63), std=4), 30), 5), 126), subindustry)",
427
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_mfm2_euetrd_midcap, 63), std=4), 30), 5), 126), subindustry)",
428
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_01v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
429
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(previous_sales_statement_date, 63), std=4), 60, factor=0.94), 5), sector)",
430
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(capital_goods_sector_exposure, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
431
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(country_exposure_deu, 63), std=4), 60, factor=0.94), 5), sector)",
432
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_fc_rev3y2, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
433
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_22v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
434
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_2_fc_rev3y2, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
435
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(construction_sector_exposure, 63), std=4), 60, factor=0.94), 5), sector)",
436
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_11v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
437
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(rsk70_gse_drteue_2mfm, 63), std=4), 30), 5), 126), subindustry)",
438
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(european_hedge_fund_ownership_count, 63), std=4), 60, factor=0.94), 5), sector)",
439
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(mdl50_bk_profitability, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)",
440
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_allcap_sedol_netdebtebitda, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
441
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(fnd65_allcap_sedol_fc_estep, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)",
442
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl177_global_ttmepb, 63), std=4), 60, factor=0.94), 5), sector)",
443
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl25_pcv421_32v, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)"
170
444
  ]