cnhkmcp 2.1.2__py3-none-any.whl → 2.1.3__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 (113) hide show
  1. {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.3.dist-info}/METADATA +1 -1
  2. cnhkmcp-2.1.3.dist-info/RECORD +6 -0
  3. cnhkmcp-2.1.3.dist-info/top_level.txt +1 -0
  4. cnhkmcp/__init__.py +0 -125
  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/README.md +0 -38
  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/ace.log +0 -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/config.json +0 -6
  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/get_knowledgeBase_tool/ace_lib.py +0 -1510
  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/get_knowledgeBase_tool/fetch_all_datasets.py +0 -157
  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/get_knowledgeBase_tool/fetch_all_documentation.py +0 -132
  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/get_knowledgeBase_tool/fetch_all_operators.py +0 -99
  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/get_knowledgeBase_tool/helpful_functions.py +0 -180
  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/icon.ico +0 -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/icon.png +0 -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/knowledge/test.txt +0 -1
  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/main.py +0 -576
  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/process_knowledge_base.py +0 -281
  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/rag_engine.py +0 -408
  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/requirements.txt +0 -7
  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/run.bat +0 -3
  21. 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 +0 -265
  22. cnhkmcp/untracked/APP/.gitignore +0 -32
  23. cnhkmcp/untracked/APP/MODULAR_STRUCTURE.md +0 -112
  24. cnhkmcp/untracked/APP/README.md +0 -309
  25. cnhkmcp/untracked/APP/Tranformer/Transformer.py +0 -4985
  26. cnhkmcp/untracked/APP/Tranformer/ace.log +0 -0
  27. cnhkmcp/untracked/APP/Tranformer/ace_lib.py +0 -1510
  28. cnhkmcp/untracked/APP/Tranformer/helpful_functions.py +0 -180
  29. cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates.json +0 -2421
  30. cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates_/321/207/320/264/342/225/221/321/204/342/225/233/320/233.json +0 -654
  31. cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_error.json +0 -1034
  32. cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_success.json +0 -444
  33. cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_/321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/320/237/320/277/321/207/320/253/342/224/244/321/206/320/236/320/265/321/210/342/225/234/342/225/234/321/205/320/225/320/265Machine_lib.json +0 -22
  34. cnhkmcp/untracked/APP/Tranformer/parsetab.py +0 -60
  35. cnhkmcp/untracked/APP/Tranformer/template_summary.txt +0 -3182
  36. cnhkmcp/untracked/APP/Tranformer/transformer_config.json +0 -7
  37. cnhkmcp/untracked/APP/Tranformer/validator.py +0 -889
  38. cnhkmcp/untracked/APP/ace.log +0 -69
  39. cnhkmcp/untracked/APP/ace_lib.py +0 -1510
  40. cnhkmcp/untracked/APP/blueprints/__init__.py +0 -6
  41. cnhkmcp/untracked/APP/blueprints/feature_engineering.py +0 -347
  42. cnhkmcp/untracked/APP/blueprints/idea_house.py +0 -221
  43. cnhkmcp/untracked/APP/blueprints/inspiration_house.py +0 -432
  44. cnhkmcp/untracked/APP/blueprints/paper_analysis.py +0 -570
  45. cnhkmcp/untracked/APP/custom_templates/templates.json +0 -1257
  46. cnhkmcp/untracked/APP/give_me_idea/BRAIN_Alpha_Template_Expert_SystemPrompt.md +0 -400
  47. cnhkmcp/untracked/APP/give_me_idea/ace_lib.py +0 -1510
  48. cnhkmcp/untracked/APP/give_me_idea/alpha_data_specific_template_master.py +0 -252
  49. cnhkmcp/untracked/APP/give_me_idea/fetch_all_datasets.py +0 -157
  50. cnhkmcp/untracked/APP/give_me_idea/fetch_all_operators.py +0 -99
  51. cnhkmcp/untracked/APP/give_me_idea/helpful_functions.py +0 -180
  52. cnhkmcp/untracked/APP/give_me_idea/what_is_Alpha_template.md +0 -11
  53. cnhkmcp/untracked/APP/helpful_functions.py +0 -180
  54. cnhkmcp/untracked/APP/hkSimulator/ace_lib.py +0 -1497
  55. cnhkmcp/untracked/APP/hkSimulator/autosimulator.py +0 -447
  56. cnhkmcp/untracked/APP/hkSimulator/helpful_functions.py +0 -180
  57. cnhkmcp/untracked/APP/mirror_config.txt +0 -20
  58. cnhkmcp/untracked/APP/operaters.csv +0 -129
  59. cnhkmcp/untracked/APP/requirements.txt +0 -53
  60. cnhkmcp/untracked/APP/run_app.bat +0 -28
  61. cnhkmcp/untracked/APP/run_app.sh +0 -34
  62. cnhkmcp/untracked/APP/setup_tsinghua.bat +0 -39
  63. cnhkmcp/untracked/APP/setup_tsinghua.sh +0 -43
  64. cnhkmcp/untracked/APP/simulator/alpha_submitter.py +0 -404
  65. cnhkmcp/untracked/APP/simulator/simulator_wqb.py +0 -618
  66. cnhkmcp/untracked/APP/ssrn-3332513.pdf +6 -109201
  67. cnhkmcp/untracked/APP/static/brain.js +0 -589
  68. cnhkmcp/untracked/APP/static/decoder.js +0 -1540
  69. cnhkmcp/untracked/APP/static/feature_engineering.js +0 -1729
  70. cnhkmcp/untracked/APP/static/idea_house.js +0 -937
  71. cnhkmcp/untracked/APP/static/inspiration.js +0 -465
  72. cnhkmcp/untracked/APP/static/inspiration_house.js +0 -868
  73. cnhkmcp/untracked/APP/static/paper_analysis.js +0 -390
  74. cnhkmcp/untracked/APP/static/script.js +0 -3082
  75. cnhkmcp/untracked/APP/static/simulator.js +0 -597
  76. cnhkmcp/untracked/APP/static/styles.css +0 -3127
  77. cnhkmcp/untracked/APP/static/usage_widget.js +0 -508
  78. cnhkmcp/untracked/APP/templates/alpha_inspector.html +0 -511
  79. cnhkmcp/untracked/APP/templates/feature_engineering.html +0 -960
  80. cnhkmcp/untracked/APP/templates/idea_house.html +0 -564
  81. cnhkmcp/untracked/APP/templates/index.html +0 -932
  82. cnhkmcp/untracked/APP/templates/inspiration_house.html +0 -861
  83. cnhkmcp/untracked/APP/templates/paper_analysis.html +0 -91
  84. cnhkmcp/untracked/APP/templates/simulator.html +0 -343
  85. cnhkmcp/untracked/APP/templates/transformer_web.html +0 -580
  86. cnhkmcp/untracked/APP/usage.md +0 -351
  87. cnhkmcp/untracked/APP//321/207/342/225/235/320/250/321/205/320/230/320/226/321/204/342/225/225/320/220/321/211/320/221/320/243/321/206/320/261/320/265/ace_lib.py +0 -1510
  88. cnhkmcp/untracked/APP//321/207/342/225/235/320/250/321/205/320/230/320/226/321/204/342/225/225/320/220/321/211/320/221/320/243/321/206/320/261/320/265/brain_alpha_inspector.py +0 -712
  89. cnhkmcp/untracked/APP//321/207/342/225/235/320/250/321/205/320/230/320/226/321/204/342/225/225/320/220/321/211/320/221/320/243/321/206/320/261/320/265/helpful_functions.py +0 -180
  90. 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 +0 -2456
  91. cnhkmcp/untracked/arXiv_API_Tool_Manual.md +0 -490
  92. cnhkmcp/untracked/arxiv_api.py +0 -229
  93. cnhkmcp/untracked/forum_functions.py +0 -998
  94. cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272/forum_functions.py +0 -407
  95. cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272/platform_functions.py +0 -2415
  96. cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272/user_config.json +0 -31
  97. cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272//321/210/320/276/320/271AI/321/210/320/277/342/225/227/321/210/342/224/220/320/251/321/204/342/225/225/320/272/321/206/320/246/320/227/321/206/320/261/320/263/321/206/320/255/320/265/321/205/320/275/320/266/321/204/342/225/235/320/252/321/204/342/225/225/320/233/321/210/342/225/234/342/225/234/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270.md +0 -101
  98. cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272//321/211/320/225/320/235/321/207/342/225/234/320/276/321/205/320/231/320/235/321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/230/320/241_/321/205/320/276/320/231/321/210/320/263/320/225/321/205/342/224/220/320/225/321/210/320/266/320/221/321/204/342/225/233/320/255/321/210/342/225/241/320/246/321/205/320/234/320/225.py +0 -190
  99. cnhkmcp/untracked/platform_functions.py +0 -2886
  100. cnhkmcp/untracked/sample_mcp_config.json +0 -11
  101. cnhkmcp/untracked/user_config.json +0 -31
  102. cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/320/237/320/222/321/210/320/220/320/223/321/206/320/246/320/227/321/206/320/261/320/263_BRAIN_Alpha_Test_Requirements_and_Tips.md +0 -202
  103. cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/342/225/226/320/265/321/204/342/225/234/320/254/321/206/342/225/241/320/221_Alpha_explaination_workflow.md +0 -56
  104. cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/342/225/226/320/265/321/204/342/225/234/320/254/321/206/342/225/241/320/221_BRAIN_6_Tips_Datafield_Exploration_Guide.md +0 -194
  105. cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/342/225/226/320/265/321/204/342/225/234/320/254/321/206/342/225/241/320/221_BRAIN_Alpha_Improvement_Workflow.md +0 -101
  106. cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/342/225/226/320/265/321/204/342/225/234/320/254/321/206/342/225/241/320/221_Dataset_Exploration_Expert_Manual.md +0 -436
  107. cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/342/225/226/320/265/321/204/342/225/234/320/254/321/206/342/225/241/320/221_daily_report_workflow.md +0 -128
  108. cnhkmcp/untracked//321/211/320/225/320/235/321/207/342/225/234/320/276/321/205/320/231/320/235/321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/230/320/241_/321/205/320/276/320/231/321/210/320/263/320/225/321/205/342/224/220/320/225/321/210/320/266/320/221/321/204/342/225/233/320/255/321/210/342/225/241/320/246/321/205/320/234/320/225.py +0 -190
  109. cnhkmcp-2.1.2.dist-info/RECORD +0 -111
  110. cnhkmcp-2.1.2.dist-info/top_level.txt +0 -1
  111. {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.3.dist-info}/WHEEL +0 -0
  112. {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.3.dist-info}/entry_points.txt +0 -0
  113. {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.3.dist-info}/licenses/LICENSE +0 -0
@@ -1,444 +0,0 @@
1
- [
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)"
444
- ]
@@ -1,22 +0,0 @@
1
- [
2
- "-1*(ts_rank(ts_delta(group_zscore(fnd17_ttmpr2rev, subindustry), 3), 504) / (1 + ts_std_dev(group_zscore(fnd17_ttmpr2rev, subindustry), 504)))",
3
- "-1*(ts_rank(ts_delta(group_zscore(normalized_earnings_yield_composite, subindustry), 3), 60) / (1 + ts_std_dev(group_zscore(normalized_earnings_yield_composite, subindustry), 60)))",
4
- "-1*(ts_rank(ts_delta(group_zscore(mdl31_pb_current, subindustry), 21), 60) / (1 + ts_std_dev(group_zscore(mdl31_pb_current, subindustry), 60)))",
5
- "-1*(ts_rank(ts_delta(group_zscore(fnd17_gvay5dly, subindustry), 10), 252) / (1 + ts_std_dev(group_zscore(fnd17_gvay5dly, subindustry), 252)))",
6
- "-1*(ts_rank(ts_delta(group_zscore(mdl31_pricesales_last_y, subindustry), 63), 504) / (1 + ts_std_dev(group_zscore(mdl31_pricesales_last_y, subindustry), 504)))",
7
- "-1*(ts_rank(ts_delta(group_zscore(mdl31_pricesales_prior_y, subindustry), 5), 126) / (1 + ts_std_dev(group_zscore(mdl31_pricesales_prior_y, subindustry), 126)))",
8
- "-1*(ts_rank(ts_delta(group_zscore(fnd17_yield, subindustry), 3), 20) / (1 + ts_std_dev(group_zscore(fnd17_yield, subindustry), 20)))",
9
- "-1*(ts_rank(ts_delta(group_zscore(fnd17_ebitda2ev, subindustry), 10), 252) / (1 + ts_std_dev(group_zscore(fnd17_ebitda2ev, subindustry), 252)))",
10
- "-1*(ts_rank(ts_delta(group_zscore(mdl31_pricesales_last_y, subindustry), 10), 252) / (1 + ts_std_dev(group_zscore(mdl31_pricesales_last_y, subindustry), 252)))",
11
- "-1*(ts_rank(ts_delta(group_zscore(fnd17_gvay5dly, subindustry), 3), 126) / (1 + ts_std_dev(group_zscore(fnd17_gvay5dly, subindustry), 126)))",
12
- "-1*(ts_rank(ts_delta(group_zscore(fnd17_yield, subindustry), 63), 60) / (1 + ts_std_dev(group_zscore(fnd17_yield, subindustry), 60)))",
13
- "-1*(ts_rank(ts_delta(group_zscore(fnd17_ttmpr2rev, subindustry), 21), 20) / (1 + ts_std_dev(group_zscore(fnd17_ttmpr2rev, subindustry), 20)))",
14
- "-1*(ts_rank(ts_delta(group_zscore(mdl31_pb_prior_y, subindustry), 10), 252) / (1 + ts_std_dev(group_zscore(mdl31_pb_prior_y, subindustry), 252)))",
15
- "-1*(ts_rank(ts_delta(group_zscore(fnd17_price2bk, subindustry), 63), 60) / (1 + ts_std_dev(group_zscore(fnd17_price2bk, subindustry), 60)))",
16
- "-1*(ts_rank(ts_delta(group_zscore(dividend_yield_relative_score, subindustry), 5), 126) / (1 + ts_std_dev(group_zscore(dividend_yield_relative_score, subindustry), 126)))",
17
- "-1*(ts_rank(ts_delta(group_zscore(normalized_earnings_yield_composite, subindustry), 3), 126) / (1 + ts_std_dev(group_zscore(normalized_earnings_yield_composite, subindustry), 126)))",
18
- "-1*(ts_rank(ts_delta(group_zscore(earnings_valuation_score, subindustry), 63), 504) / (1 + ts_std_dev(group_zscore(earnings_valuation_score, subindustry), 504)))",
19
- "-1*(ts_rank(ts_delta(group_zscore(fnd17_gvay5dly, subindustry), 5), 126) / (1 + ts_std_dev(group_zscore(fnd17_gvay5dly, subindustry), 126)))",
20
- "-1*(ts_rank(ts_delta(group_zscore(fnd17_ebitda2ev_ttm, subindustry), 21), 504) / (1 + ts_std_dev(group_zscore(fnd17_ebitda2ev_ttm, subindustry), 504)))",
21
- "-1*(ts_rank(ts_delta(group_zscore(mdl31_pricesales_last_y, subindustry), 5), 60) / (1 + ts_std_dev(group_zscore(mdl31_pricesales_last_y, subindustry), 60)))"
22
- ]