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.
- {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.3.dist-info}/METADATA +1 -1
- cnhkmcp-2.1.3.dist-info/RECORD +6 -0
- cnhkmcp-2.1.3.dist-info/top_level.txt +1 -0
- cnhkmcp/__init__.py +0 -125
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- cnhkmcp/untracked/APP/.gitignore +0 -32
- cnhkmcp/untracked/APP/MODULAR_STRUCTURE.md +0 -112
- cnhkmcp/untracked/APP/README.md +0 -309
- cnhkmcp/untracked/APP/Tranformer/Transformer.py +0 -4985
- cnhkmcp/untracked/APP/Tranformer/ace.log +0 -0
- cnhkmcp/untracked/APP/Tranformer/ace_lib.py +0 -1510
- cnhkmcp/untracked/APP/Tranformer/helpful_functions.py +0 -180
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates.json +0 -2421
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates_/321/207/320/264/342/225/221/321/204/342/225/233/320/233.json +0 -654
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_error.json +0 -1034
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_success.json +0 -444
- 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
- cnhkmcp/untracked/APP/Tranformer/parsetab.py +0 -60
- cnhkmcp/untracked/APP/Tranformer/template_summary.txt +0 -3182
- cnhkmcp/untracked/APP/Tranformer/transformer_config.json +0 -7
- cnhkmcp/untracked/APP/Tranformer/validator.py +0 -889
- cnhkmcp/untracked/APP/ace.log +0 -69
- cnhkmcp/untracked/APP/ace_lib.py +0 -1510
- cnhkmcp/untracked/APP/blueprints/__init__.py +0 -6
- cnhkmcp/untracked/APP/blueprints/feature_engineering.py +0 -347
- cnhkmcp/untracked/APP/blueprints/idea_house.py +0 -221
- cnhkmcp/untracked/APP/blueprints/inspiration_house.py +0 -432
- cnhkmcp/untracked/APP/blueprints/paper_analysis.py +0 -570
- cnhkmcp/untracked/APP/custom_templates/templates.json +0 -1257
- cnhkmcp/untracked/APP/give_me_idea/BRAIN_Alpha_Template_Expert_SystemPrompt.md +0 -400
- cnhkmcp/untracked/APP/give_me_idea/ace_lib.py +0 -1510
- cnhkmcp/untracked/APP/give_me_idea/alpha_data_specific_template_master.py +0 -252
- cnhkmcp/untracked/APP/give_me_idea/fetch_all_datasets.py +0 -157
- cnhkmcp/untracked/APP/give_me_idea/fetch_all_operators.py +0 -99
- cnhkmcp/untracked/APP/give_me_idea/helpful_functions.py +0 -180
- cnhkmcp/untracked/APP/give_me_idea/what_is_Alpha_template.md +0 -11
- cnhkmcp/untracked/APP/helpful_functions.py +0 -180
- cnhkmcp/untracked/APP/hkSimulator/ace_lib.py +0 -1497
- cnhkmcp/untracked/APP/hkSimulator/autosimulator.py +0 -447
- cnhkmcp/untracked/APP/hkSimulator/helpful_functions.py +0 -180
- cnhkmcp/untracked/APP/mirror_config.txt +0 -20
- cnhkmcp/untracked/APP/operaters.csv +0 -129
- cnhkmcp/untracked/APP/requirements.txt +0 -53
- cnhkmcp/untracked/APP/run_app.bat +0 -28
- cnhkmcp/untracked/APP/run_app.sh +0 -34
- cnhkmcp/untracked/APP/setup_tsinghua.bat +0 -39
- cnhkmcp/untracked/APP/setup_tsinghua.sh +0 -43
- cnhkmcp/untracked/APP/simulator/alpha_submitter.py +0 -404
- cnhkmcp/untracked/APP/simulator/simulator_wqb.py +0 -618
- cnhkmcp/untracked/APP/ssrn-3332513.pdf +6 -109201
- cnhkmcp/untracked/APP/static/brain.js +0 -589
- cnhkmcp/untracked/APP/static/decoder.js +0 -1540
- cnhkmcp/untracked/APP/static/feature_engineering.js +0 -1729
- cnhkmcp/untracked/APP/static/idea_house.js +0 -937
- cnhkmcp/untracked/APP/static/inspiration.js +0 -465
- cnhkmcp/untracked/APP/static/inspiration_house.js +0 -868
- cnhkmcp/untracked/APP/static/paper_analysis.js +0 -390
- cnhkmcp/untracked/APP/static/script.js +0 -3082
- cnhkmcp/untracked/APP/static/simulator.js +0 -597
- cnhkmcp/untracked/APP/static/styles.css +0 -3127
- cnhkmcp/untracked/APP/static/usage_widget.js +0 -508
- cnhkmcp/untracked/APP/templates/alpha_inspector.html +0 -511
- cnhkmcp/untracked/APP/templates/feature_engineering.html +0 -960
- cnhkmcp/untracked/APP/templates/idea_house.html +0 -564
- cnhkmcp/untracked/APP/templates/index.html +0 -932
- cnhkmcp/untracked/APP/templates/inspiration_house.html +0 -861
- cnhkmcp/untracked/APP/templates/paper_analysis.html +0 -91
- cnhkmcp/untracked/APP/templates/simulator.html +0 -343
- cnhkmcp/untracked/APP/templates/transformer_web.html +0 -580
- cnhkmcp/untracked/APP/usage.md +0 -351
- 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
- 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
- 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
- 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
- cnhkmcp/untracked/arXiv_API_Tool_Manual.md +0 -490
- cnhkmcp/untracked/arxiv_api.py +0 -229
- cnhkmcp/untracked/forum_functions.py +0 -998
- 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
- 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
- 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
- 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
- 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
- cnhkmcp/untracked/platform_functions.py +0 -2886
- cnhkmcp/untracked/sample_mcp_config.json +0 -11
- cnhkmcp/untracked/user_config.json +0 -31
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- cnhkmcp-2.1.2.dist-info/RECORD +0 -111
- cnhkmcp-2.1.2.dist-info/top_level.txt +0 -1
- {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.3.dist-info}/WHEEL +0 -0
- {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.3.dist-info}/entry_points.txt +0 -0
- {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.3.dist-info}/licenses/LICENSE +0 -0
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"group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(mdl219_1_pfgmtt, 63), std=4), 60, factor=0.94), 5), sector)",
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"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)",
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"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)",
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"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)",
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"group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(country_exposure_dnk, 63), std=4), 60, factor=0.94), 5), sector)",
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"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)",
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"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)",
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"group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(telecom_services_exposure_score, 63), std=4), 30), 5), 126), subindustry)",
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"group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(oth553_p_avgnumericpos, 63), std=4), 30), 5), 126), subindustry)",
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"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)",
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"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)",
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"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)",
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"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)",
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"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)",
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"group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(capital_goods_sector_exposure, 63), std=4), 30), 5), 126), subindustry)",
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"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)",
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"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)",
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"group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(mdl37_t12m_filings_count_d1, 63), std=4), 30), 5), 126), subindustry)",
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|
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
|
-
]
|