cnhkmcp 2.1.9__py3-none-any.whl → 2.3.0__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (142) hide show
  1. cnhkmcp/__init__.py +1 -1
  2. cnhkmcp/untracked/AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221/BRAIN_AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221Mac_Linux/321/207/320/231/320/230/321/206/320/254/320/274.zip +0 -0
  3. cnhkmcp/untracked/AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221//321/205/320/237/320/234/321/205/320/227/342/225/227/321/205/320/276/320/231/321/210/320/263/320/225AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221_Windows/321/207/320/231/320/230/321/206/320/254/320/274.exe +0 -0
  4. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/README.md +1 -1
  5. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/config.json +2 -2
  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/main.py +1 -1
  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/vector_db/chroma.sqlite3 +0 -0
  8. cnhkmcp/untracked/APP/Tranformer/Transformer.py +2 -2
  9. cnhkmcp/untracked/APP/Tranformer/transformer_config.json +1 -1
  10. cnhkmcp/untracked/APP/blueprints/feature_engineering.py +2 -2
  11. cnhkmcp/untracked/APP/blueprints/inspiration_house.py +4 -4
  12. cnhkmcp/untracked/APP/blueprints/paper_analysis.py +3 -3
  13. cnhkmcp/untracked/APP/give_me_idea/BRAIN_Alpha_Template_Expert_SystemPrompt.md +34 -73
  14. cnhkmcp/untracked/APP/give_me_idea/alpha_data_specific_template_master.py +2 -2
  15. cnhkmcp/untracked/APP/give_me_idea/what_is_Alpha_template.md +366 -1
  16. cnhkmcp/untracked/APP/static/inspiration.js +345 -13
  17. cnhkmcp/untracked/APP/templates/index.html +11 -3
  18. cnhkmcp/untracked/APP/templates/transformer_web.html +1 -1
  19. cnhkmcp/untracked/APP/trailSomeAlphas/README.md +38 -0
  20. cnhkmcp/untracked/APP/trailSomeAlphas/ace.log +66 -0
  21. cnhkmcp/untracked/APP/trailSomeAlphas/enhance_template.py +588 -0
  22. cnhkmcp/untracked/APP/trailSomeAlphas/requirements.txt +3 -0
  23. cnhkmcp/untracked/APP/trailSomeAlphas/run_pipeline.py +1001 -0
  24. cnhkmcp/untracked/APP/trailSomeAlphas/run_pipeline_step_by_step.ipynb +5258 -0
  25. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/OUTPUT_TEMPLATE.md +325 -0
  26. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/SKILL.md +503 -0
  27. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/examples.md +244 -0
  28. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/output_report/ASI_delay1_analyst11_ideas.md +285 -0
  29. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/reference.md +399 -0
  30. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/SKILL.md +40 -0
  31. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/config.json +6 -0
  32. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709385783386000.json +388 -0
  33. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709386274840400.json +131 -0
  34. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709386838244700.json +1926 -0
  35. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709387369198500.json +31 -0
  36. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709387908905800.json +1926 -0
  37. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709388486243600.json +240 -0
  38. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709389024058600.json +1926 -0
  39. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709389549608700.json +41 -0
  40. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709390068714000.json +110 -0
  41. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709390591996900.json +36 -0
  42. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709391129137100.json +31 -0
  43. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709391691643500.json +41 -0
  44. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709392192099200.json +31 -0
  45. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709392703423500.json +46 -0
  46. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709393213729400.json +246 -0
  47. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710186683932500.json +388 -0
  48. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710187165414300.json +131 -0
  49. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710187665211700.json +1926 -0
  50. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710188149193400.json +31 -0
  51. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710188667627400.json +1926 -0
  52. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710189220822000.json +240 -0
  53. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710189726189500.json +1926 -0
  54. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710190248066100.json +41 -0
  55. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710190768298700.json +110 -0
  56. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710191282588100.json +36 -0
  57. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710191838960900.json +31 -0
  58. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710192396688000.json +41 -0
  59. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710192941922400.json +31 -0
  60. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710193473524600.json +46 -0
  61. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710194001961200.json +246 -0
  62. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710420975888800.json +46 -0
  63. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710421647590100.json +196 -0
  64. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710422131378500.json +5 -0
  65. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710422644184400.json +196 -0
  66. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710423702350600.json +196 -0
  67. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710424244661800.json +5 -0
  68. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_delay1.csv +211 -0
  69. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/final_expressions.json +7062 -0
  70. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace.log +3 -0
  71. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace_lib.py +1514 -0
  72. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/fetch_dataset.py +113 -0
  73. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/helpful_functions.py +180 -0
  74. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/implement_idea.py +236 -0
  75. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/merge_expression_list.py +90 -0
  76. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/parsetab.py +60 -0
  77. cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/op/321/206/320/220/342/225/227/321/207/342/225/227/320/243.md +434 -0
  78. cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/sample_prompt.md +62 -0
  79. cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance//321/205/320/235/320/245/321/205/320/253/320/260/321/205/320/275/320/240/321/206/320/220/320/255/321/210/320/220/320/223/321/211/320/220/342/225/227/321/210/342/225/233/320/241/321/211/320/243/342/225/233.md +354 -0
  80. cnhkmcp/untracked/APP/usage.md +2 -2
  81. 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 +388 -8
  82. cnhkmcp/untracked/skills/alpha-expression-verifier/scripts/validator.py +889 -0
  83. cnhkmcp/untracked/skills/brain-data-feature-engineering/OUTPUT_TEMPLATE.md +325 -0
  84. cnhkmcp/untracked/skills/brain-data-feature-engineering/SKILL.md +263 -0
  85. cnhkmcp/untracked/skills/brain-data-feature-engineering/examples.md +244 -0
  86. cnhkmcp/untracked/skills/brain-data-feature-engineering/reference.md +493 -0
  87. cnhkmcp/untracked/skills/brain-feature-implementation/SKILL.md +87 -0
  88. cnhkmcp/untracked/skills/brain-feature-implementation/config.json +6 -0
  89. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/analyst15_GLB_delay1.csv +289 -0
  90. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/final_expressions.json +410 -0
  91. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588244.json +4 -0
  92. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588251.json +20 -0
  93. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588273.json +23 -0
  94. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588293.json +23 -0
  95. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588319.json +23 -0
  96. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588322.json +14 -0
  97. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588325.json +20 -0
  98. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588328.json +23 -0
  99. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588354.json +23 -0
  100. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588357.json +23 -0
  101. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588361.json +23 -0
  102. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588364.json +23 -0
  103. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588368.json +23 -0
  104. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588391.json +14 -0
  105. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588394.json +23 -0
  106. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588397.json +59 -0
  107. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588400.json +35 -0
  108. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588403.json +20 -0
  109. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588428.json +23 -0
  110. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588431.json +32 -0
  111. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588434.json +20 -0
  112. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588438.json +20 -0
  113. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588441.json +14 -0
  114. cnhkmcp/untracked/skills/brain-feature-implementation/data/analyst15_GLB_delay1/idea_1768588468.json +20 -0
  115. cnhkmcp/untracked/skills/brain-feature-implementation/scripts/ace_lib.py +1514 -0
  116. cnhkmcp/untracked/skills/brain-feature-implementation/scripts/fetch_dataset.py +107 -0
  117. cnhkmcp/untracked/skills/brain-feature-implementation/scripts/helpful_functions.py +180 -0
  118. cnhkmcp/untracked/skills/brain-feature-implementation/scripts/implement_idea.py +165 -0
  119. cnhkmcp/untracked/skills/brain-feature-implementation/scripts/merge_expression_list.py +88 -0
  120. cnhkmcp/untracked/skills/brain-improve-alpha-performance/arXiv_API_Tool_Manual.md +490 -0
  121. cnhkmcp/untracked/skills/brain-improve-alpha-performance/reference.md +1 -1
  122. cnhkmcp/untracked/skills/brain-improve-alpha-performance/scripts/arxiv_api.py +229 -0
  123. cnhkmcp/untracked/skills/planning-with-files/SKILL.md +211 -0
  124. cnhkmcp/untracked/skills/planning-with-files/examples.md +202 -0
  125. cnhkmcp/untracked/skills/planning-with-files/reference.md +218 -0
  126. cnhkmcp/untracked/skills/planning-with-files/scripts/check-complete.sh +44 -0
  127. cnhkmcp/untracked/skills/planning-with-files/scripts/init-session.sh +120 -0
  128. cnhkmcp/untracked/skills/planning-with-files/templates/findings.md +95 -0
  129. cnhkmcp/untracked/skills/planning-with-files/templates/progress.md +114 -0
  130. cnhkmcp/untracked/skills/planning-with-files/templates/task_plan.md +132 -0
  131. 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 +35 -11
  132. cnhkmcp/vector_db/_manifest.json +1 -0
  133. cnhkmcp/vector_db/_meta.json +1 -0
  134. {cnhkmcp-2.1.9.dist-info → cnhkmcp-2.3.0.dist-info}/METADATA +1 -1
  135. {cnhkmcp-2.1.9.dist-info → cnhkmcp-2.3.0.dist-info}/RECORD +142 -31
  136. /cnhkmcp/untracked/{skills/expression_verifier → APP/trailSomeAlphas/skills/brain-feature-implementation}/scripts/validator.py +0 -0
  137. /cnhkmcp/untracked/skills/{expression_verifier → alpha-expression-verifier}/SKILL.md +0 -0
  138. /cnhkmcp/untracked/skills/{expression_verifier → alpha-expression-verifier}/scripts/verify_expr.py +0 -0
  139. {cnhkmcp-2.1.9.dist-info → cnhkmcp-2.3.0.dist-info}/WHEEL +0 -0
  140. {cnhkmcp-2.1.9.dist-info → cnhkmcp-2.3.0.dist-info}/entry_points.txt +0 -0
  141. {cnhkmcp-2.1.9.dist-info → cnhkmcp-2.3.0.dist-info}/licenses/LICENSE +0 -0
  142. {cnhkmcp-2.1.9.dist-info → cnhkmcp-2.3.0.dist-info}/top_level.txt +0 -0
@@ -0,0 +1,196 @@
1
+ {
2
+ "template": "multiply(quantile({sector_percentile} - {corr_weighted_sector_percentile}, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev({corr_weighted_sector_percentile}, 20), 63))))",
3
+ "idea": "波动率调整的分布拉伸。主信号使用柯西分布分位数(quantile, 'cauchy')处理原始差距,强烈拉伸尾部,使极端错配公司更为突出。从属信号B是财务重要性百分位(corr_weighted_sector_percentile)近期波动率(ts_std_dev(20))在过去63天的标准化值(ts_zscore)。将B限制在0.3的系数内并加1,生成一个0.7到1.3的乘数因子。最终信号是主信号与该因子的乘积,使得在财务重要性波动大的时期,对错配信号的置信度进行微调。",
4
+ "expression_list": [
5
+ "multiply(quantile(environmental_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
6
+ "multiply(quantile(environmental_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
7
+ "multiply(quantile(environmental_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
8
+ "multiply(quantile(environmental_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
9
+ "multiply(quantile(environmental_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
10
+ "multiply(quantile(environmental_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
11
+ "multiply(quantile(employee_compensation_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
12
+ "multiply(quantile(employee_compensation_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
13
+ "multiply(quantile(environmental_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
14
+ "multiply(quantile(environmental_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
15
+ "multiply(quantile(environmental_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
16
+ "multiply(quantile(environmental_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
17
+ "multiply(quantile(environmental_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
18
+ "multiply(quantile(environmental_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
19
+ "multiply(quantile(employee_compensation_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
20
+ "multiply(quantile(employee_compensation_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
21
+ "multiply(quantile(environmental_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
22
+ "multiply(quantile(environmental_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
23
+ "multiply(quantile(environmental_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
24
+ "multiply(quantile(environmental_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
25
+ "multiply(quantile(environmental_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
26
+ "multiply(quantile(environmental_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
27
+ "multiply(quantile(employee_compensation_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
28
+ "multiply(quantile(employee_compensation_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
29
+ "multiply(quantile(environmental_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
30
+ "multiply(quantile(environmental_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
31
+ "multiply(quantile(environmental_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
32
+ "multiply(quantile(environmental_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
33
+ "multiply(quantile(environmental_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
34
+ "multiply(quantile(environmental_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
35
+ "multiply(quantile(employee_compensation_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
36
+ "multiply(quantile(employee_compensation_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
37
+ "multiply(quantile(environmental_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
38
+ "multiply(quantile(environmental_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
39
+ "multiply(quantile(environmental_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
40
+ "multiply(quantile(environmental_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
41
+ "multiply(quantile(environmental_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
42
+ "multiply(quantile(environmental_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
43
+ "multiply(quantile(employee_compensation_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
44
+ "multiply(quantile(employee_compensation_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
45
+ "multiply(quantile(governance_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
46
+ "multiply(quantile(governance_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
47
+ "multiply(quantile(governance_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
48
+ "multiply(quantile(governance_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
49
+ "multiply(quantile(governance_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
50
+ "multiply(quantile(governance_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
51
+ "multiply(quantile(anti_pollution_policy_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
52
+ "multiply(quantile(anti_pollution_policy_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
53
+ "multiply(quantile(governance_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
54
+ "multiply(quantile(governance_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
55
+ "multiply(quantile(governance_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
56
+ "multiply(quantile(governance_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
57
+ "multiply(quantile(governance_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
58
+ "multiply(quantile(governance_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
59
+ "multiply(quantile(anti_pollution_policy_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
60
+ "multiply(quantile(anti_pollution_policy_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
61
+ "multiply(quantile(governance_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
62
+ "multiply(quantile(governance_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
63
+ "multiply(quantile(governance_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
64
+ "multiply(quantile(governance_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
65
+ "multiply(quantile(governance_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
66
+ "multiply(quantile(governance_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
67
+ "multiply(quantile(anti_pollution_policy_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
68
+ "multiply(quantile(anti_pollution_policy_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
69
+ "multiply(quantile(governance_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
70
+ "multiply(quantile(governance_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
71
+ "multiply(quantile(governance_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
72
+ "multiply(quantile(governance_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
73
+ "multiply(quantile(governance_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
74
+ "multiply(quantile(governance_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
75
+ "multiply(quantile(anti_pollution_policy_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
76
+ "multiply(quantile(anti_pollution_policy_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
77
+ "multiply(quantile(governance_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
78
+ "multiply(quantile(governance_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
79
+ "multiply(quantile(governance_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
80
+ "multiply(quantile(governance_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
81
+ "multiply(quantile(governance_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
82
+ "multiply(quantile(governance_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
83
+ "multiply(quantile(anti_pollution_policy_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
84
+ "multiply(quantile(anti_pollution_policy_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
85
+ "multiply(quantile(social_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
86
+ "multiply(quantile(social_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
87
+ "multiply(quantile(social_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
88
+ "multiply(quantile(social_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
89
+ "multiply(quantile(social_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
90
+ "multiply(quantile(social_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
91
+ "multiply(quantile(sustainability_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
92
+ "multiply(quantile(sustainability_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
93
+ "multiply(quantile(social_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
94
+ "multiply(quantile(social_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
95
+ "multiply(quantile(social_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
96
+ "multiply(quantile(social_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
97
+ "multiply(quantile(social_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
98
+ "multiply(quantile(social_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
99
+ "multiply(quantile(sustainability_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
100
+ "multiply(quantile(sustainability_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
101
+ "multiply(quantile(social_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
102
+ "multiply(quantile(social_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
103
+ "multiply(quantile(social_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
104
+ "multiply(quantile(social_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
105
+ "multiply(quantile(social_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
106
+ "multiply(quantile(social_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
107
+ "multiply(quantile(sustainability_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
108
+ "multiply(quantile(sustainability_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
109
+ "multiply(quantile(social_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
110
+ "multiply(quantile(social_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
111
+ "multiply(quantile(social_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
112
+ "multiply(quantile(social_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
113
+ "multiply(quantile(social_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
114
+ "multiply(quantile(social_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
115
+ "multiply(quantile(sustainability_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
116
+ "multiply(quantile(sustainability_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
117
+ "multiply(quantile(social_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
118
+ "multiply(quantile(social_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
119
+ "multiply(quantile(social_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
120
+ "multiply(quantile(social_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
121
+ "multiply(quantile(social_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
122
+ "multiply(quantile(social_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
123
+ "multiply(quantile(sustainability_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
124
+ "multiply(quantile(sustainability_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
125
+ "multiply(quantile(sustainability_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
126
+ "multiply(quantile(sustainability_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
127
+ "multiply(quantile(sustainability_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
128
+ "multiply(quantile(sustainability_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
129
+ "multiply(quantile(sustainable_product_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
130
+ "multiply(quantile(sustainable_product_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
131
+ "multiply(quantile(sustainability_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
132
+ "multiply(quantile(sustainability_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
133
+ "multiply(quantile(sustainability_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
134
+ "multiply(quantile(sustainability_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
135
+ "multiply(quantile(sustainable_product_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
136
+ "multiply(quantile(sustainable_product_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
137
+ "multiply(quantile(sustainability_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
138
+ "multiply(quantile(sustainability_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
139
+ "multiply(quantile(sustainability_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
140
+ "multiply(quantile(sustainability_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
141
+ "multiply(quantile(sustainable_product_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
142
+ "multiply(quantile(sustainable_product_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
143
+ "multiply(quantile(sustainability_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
144
+ "multiply(quantile(sustainability_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
145
+ "multiply(quantile(sustainability_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
146
+ "multiply(quantile(sustainability_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
147
+ "multiply(quantile(sustainable_product_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
148
+ "multiply(quantile(sustainable_product_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
149
+ "multiply(quantile(sustainability_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
150
+ "multiply(quantile(sustainability_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
151
+ "multiply(quantile(sustainability_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
152
+ "multiply(quantile(sustainability_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
153
+ "multiply(quantile(sustainable_product_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
154
+ "multiply(quantile(sustainable_product_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
155
+ "multiply(quantile(workforce_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
156
+ "multiply(quantile(workforce_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
157
+ "multiply(quantile(workforce_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
158
+ "multiply(quantile(workforce_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
159
+ "multiply(quantile(workforce_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
160
+ "multiply(quantile(workforce_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
161
+ "multiply(quantile(workplace_diversity_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
162
+ "multiply(quantile(workplace_diversity_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
163
+ "multiply(quantile(workforce_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
164
+ "multiply(quantile(workforce_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
165
+ "multiply(quantile(workforce_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
166
+ "multiply(quantile(workforce_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
167
+ "multiply(quantile(workforce_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
168
+ "multiply(quantile(workforce_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
169
+ "multiply(quantile(workplace_diversity_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
170
+ "multiply(quantile(workplace_diversity_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
171
+ "multiply(quantile(workforce_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
172
+ "multiply(quantile(workforce_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
173
+ "multiply(quantile(workforce_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
174
+ "multiply(quantile(workforce_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
175
+ "multiply(quantile(workforce_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
176
+ "multiply(quantile(workforce_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
177
+ "multiply(quantile(workplace_diversity_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
178
+ "multiply(quantile(workplace_diversity_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
179
+ "multiply(quantile(workforce_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
180
+ "multiply(quantile(workforce_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
181
+ "multiply(quantile(workforce_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
182
+ "multiply(quantile(workforce_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
183
+ "multiply(quantile(workforce_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
184
+ "multiply(quantile(workforce_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
185
+ "multiply(quantile(workplace_diversity_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
186
+ "multiply(quantile(workplace_diversity_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
187
+ "multiply(quantile(workforce_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
188
+ "multiply(quantile(workforce_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
189
+ "multiply(quantile(workforce_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
190
+ "multiply(quantile(workforce_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
191
+ "multiply(quantile(workforce_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
192
+ "multiply(quantile(workforce_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
193
+ "multiply(quantile(workplace_diversity_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
194
+ "multiply(quantile(workplace_diversity_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))"
195
+ ]
196
+ }
@@ -0,0 +1,196 @@
1
+ {
2
+ "template": "group_scale(ts_mean(if_else(greater(ts_rank({sector_percentile}, 126), 0.9), {sector_percentile} - {corr_weighted_sector_percentile}, if_else(less(ts_rank({corr_weighted_sector_percentile}, 126), 0.1), {sector_percentile} - {corr_weighted_sector_percentile}, 0)), 21), industry)",
3
+ "idea": "基于双维度排名的条件信号聚合。只关注两种极端情况:1) ESG百分位自身处于历史高位(ts_rank > 0.9)的股票;或 2) 财务重要性百分位处于历史低位(ts_rank < 0.1)的股票。仅对这些股票计算原始差距信号,其他股票信号设为0。然后对产生的稀疏信号进行21日移动平均(ts_mean)以平滑,最后在行业内部线性缩放到0-1(group_scale),确保信号在行业内的相对强度可比。",
4
+ "expression_list": [
5
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.9), environmental_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
6
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_subsector_percentile, 126), 0.9), environmental_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
7
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_sector_percentile, 126), 0.9), environmental_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
8
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_subsector_percentile, 126), 0.9), environmental_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
9
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_sector_percentile, 126), 0.9), environmental_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
10
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_subsector_percentile, 126), 0.9), environmental_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
11
+ "group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_sector_percentile, 126), 0.9), employee_compensation_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
12
+ "group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_subsector_percentile, 126), 0.9), employee_compensation_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
13
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.9), environmental_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
14
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_subsector_percentile, 126), 0.9), environmental_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
15
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_sector_percentile, 126), 0.9), environmental_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
16
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_subsector_percentile, 126), 0.9), environmental_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
17
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_sector_percentile, 126), 0.9), environmental_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
18
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_subsector_percentile, 126), 0.9), environmental_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
19
+ "group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_sector_percentile, 126), 0.9), employee_compensation_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
20
+ "group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_subsector_percentile, 126), 0.9), employee_compensation_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
21
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.9), environmental_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
22
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_subsector_percentile, 126), 0.9), environmental_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
23
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_sector_percentile, 126), 0.9), environmental_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
24
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_subsector_percentile, 126), 0.9), environmental_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
25
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_sector_percentile, 126), 0.9), environmental_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
26
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_subsector_percentile, 126), 0.9), environmental_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
27
+ "group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_sector_percentile, 126), 0.9), employee_compensation_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
28
+ "group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_subsector_percentile, 126), 0.9), employee_compensation_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
29
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.9), environmental_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
30
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_subsector_percentile, 126), 0.9), environmental_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
31
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_sector_percentile, 126), 0.9), environmental_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
32
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_subsector_percentile, 126), 0.9), environmental_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
33
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_sector_percentile, 126), 0.9), environmental_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
34
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_subsector_percentile, 126), 0.9), environmental_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
35
+ "group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_sector_percentile, 126), 0.9), employee_compensation_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
36
+ "group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_subsector_percentile, 126), 0.9), employee_compensation_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
37
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.9), environmental_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
38
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_subsector_percentile, 126), 0.9), environmental_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
39
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_sector_percentile, 126), 0.9), environmental_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
40
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_subsector_percentile, 126), 0.9), environmental_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
41
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_sector_percentile, 126), 0.9), environmental_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
42
+ "group_scale(ts_mean(if_else(greater(ts_rank(environmental_subsector_percentile, 126), 0.9), environmental_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
43
+ "group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_sector_percentile, 126), 0.9), employee_compensation_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
44
+ "group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_subsector_percentile, 126), 0.9), employee_compensation_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
45
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.9), governance_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
46
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_subsector_percentile, 126), 0.9), governance_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
47
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_sector_percentile, 126), 0.9), governance_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
48
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_subsector_percentile, 126), 0.9), governance_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
49
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_sector_percentile, 126), 0.9), governance_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
50
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_subsector_percentile, 126), 0.9), governance_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
51
+ "group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_sector_percentile, 126), 0.9), anti_pollution_policy_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
52
+ "group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_subsector_percentile, 126), 0.9), anti_pollution_policy_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
53
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.9), governance_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
54
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_subsector_percentile, 126), 0.9), governance_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
55
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_sector_percentile, 126), 0.9), governance_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
56
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_subsector_percentile, 126), 0.9), governance_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
57
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_sector_percentile, 126), 0.9), governance_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
58
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_subsector_percentile, 126), 0.9), governance_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
59
+ "group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_sector_percentile, 126), 0.9), anti_pollution_policy_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
60
+ "group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_subsector_percentile, 126), 0.9), anti_pollution_policy_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
61
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.9), governance_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
62
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_subsector_percentile, 126), 0.9), governance_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
63
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_sector_percentile, 126), 0.9), governance_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
64
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_subsector_percentile, 126), 0.9), governance_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
65
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_sector_percentile, 126), 0.9), governance_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
66
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_subsector_percentile, 126), 0.9), governance_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
67
+ "group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_sector_percentile, 126), 0.9), anti_pollution_policy_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
68
+ "group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_subsector_percentile, 126), 0.9), anti_pollution_policy_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
69
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.9), governance_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
70
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_subsector_percentile, 126), 0.9), governance_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
71
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_sector_percentile, 126), 0.9), governance_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
72
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_subsector_percentile, 126), 0.9), governance_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
73
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_sector_percentile, 126), 0.9), governance_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
74
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_subsector_percentile, 126), 0.9), governance_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
75
+ "group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_sector_percentile, 126), 0.9), anti_pollution_policy_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
76
+ "group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_subsector_percentile, 126), 0.9), anti_pollution_policy_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
77
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.9), governance_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
78
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_subsector_percentile, 126), 0.9), governance_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
79
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_sector_percentile, 126), 0.9), governance_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
80
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_subsector_percentile, 126), 0.9), governance_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
81
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_sector_percentile, 126), 0.9), governance_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
82
+ "group_scale(ts_mean(if_else(greater(ts_rank(governance_subsector_percentile, 126), 0.9), governance_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
83
+ "group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_sector_percentile, 126), 0.9), anti_pollution_policy_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
84
+ "group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_subsector_percentile, 126), 0.9), anti_pollution_policy_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
85
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_sector_percentile, 126), 0.9), social_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
86
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_subsector_percentile, 126), 0.9), social_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
87
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_sector_percentile, 126), 0.9), social_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
88
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_subsector_percentile, 126), 0.9), social_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
89
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_sector_percentile, 126), 0.9), social_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
90
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_subsector_percentile, 126), 0.9), social_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
91
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.9), sustainability_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
92
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_subsector_percentile, 126), 0.9), sustainability_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
93
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_sector_percentile, 126), 0.9), social_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
94
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_subsector_percentile, 126), 0.9), social_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
95
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_sector_percentile, 126), 0.9), social_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
96
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_subsector_percentile, 126), 0.9), social_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
97
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_sector_percentile, 126), 0.9), social_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
98
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_subsector_percentile, 126), 0.9), social_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
99
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.9), sustainability_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
100
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_subsector_percentile, 126), 0.9), sustainability_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
101
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_sector_percentile, 126), 0.9), social_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
102
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_subsector_percentile, 126), 0.9), social_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
103
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_sector_percentile, 126), 0.9), social_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
104
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_subsector_percentile, 126), 0.9), social_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
105
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_sector_percentile, 126), 0.9), social_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
106
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_subsector_percentile, 126), 0.9), social_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
107
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.9), sustainability_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
108
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_subsector_percentile, 126), 0.9), sustainability_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
109
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_sector_percentile, 126), 0.9), social_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
110
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_subsector_percentile, 126), 0.9), social_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
111
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_sector_percentile, 126), 0.9), social_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
112
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_subsector_percentile, 126), 0.9), social_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
113
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_sector_percentile, 126), 0.9), social_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
114
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_subsector_percentile, 126), 0.9), social_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
115
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.9), sustainability_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
116
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_subsector_percentile, 126), 0.9), sustainability_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
117
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_sector_percentile, 126), 0.9), social_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
118
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_subsector_percentile, 126), 0.9), social_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
119
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_sector_percentile, 126), 0.9), social_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
120
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_subsector_percentile, 126), 0.9), social_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
121
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_sector_percentile, 126), 0.9), social_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
122
+ "group_scale(ts_mean(if_else(greater(ts_rank(social_subsector_percentile, 126), 0.9), social_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
123
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.9), sustainability_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
124
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_subsector_percentile, 126), 0.9), sustainability_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
125
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_sector_percentile, 126), 0.9), sustainability_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
126
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_subsector_percentile, 126), 0.9), sustainability_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
127
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_sector_percentile, 126), 0.9), sustainability_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
128
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_subsector_percentile, 126), 0.9), sustainability_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
129
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_sector_percentile, 126), 0.9), sustainable_product_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
130
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_subsector_percentile, 126), 0.9), sustainable_product_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
131
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_sector_percentile, 126), 0.9), sustainability_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
132
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_subsector_percentile, 126), 0.9), sustainability_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
133
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_sector_percentile, 126), 0.9), sustainability_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
134
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_subsector_percentile, 126), 0.9), sustainability_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
135
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_sector_percentile, 126), 0.9), sustainable_product_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
136
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_subsector_percentile, 126), 0.9), sustainable_product_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
137
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_sector_percentile, 126), 0.9), sustainability_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
138
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_subsector_percentile, 126), 0.9), sustainability_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
139
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_sector_percentile, 126), 0.9), sustainability_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
140
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_subsector_percentile, 126), 0.9), sustainability_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
141
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_sector_percentile, 126), 0.9), sustainable_product_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
142
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_subsector_percentile, 126), 0.9), sustainable_product_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
143
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_sector_percentile, 126), 0.9), sustainability_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
144
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_subsector_percentile, 126), 0.9), sustainability_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
145
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_sector_percentile, 126), 0.9), sustainability_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
146
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_subsector_percentile, 126), 0.9), sustainability_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
147
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_sector_percentile, 126), 0.9), sustainable_product_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
148
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_subsector_percentile, 126), 0.9), sustainable_product_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
149
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_sector_percentile, 126), 0.9), sustainability_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
150
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_subsector_percentile, 126), 0.9), sustainability_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
151
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_sector_percentile, 126), 0.9), sustainability_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
152
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainability_subsector_percentile, 126), 0.9), sustainability_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
153
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_sector_percentile, 126), 0.9), sustainable_product_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
154
+ "group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_subsector_percentile, 126), 0.9), sustainable_product_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
155
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.9), workforce_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
156
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_subsector_percentile, 126), 0.9), workforce_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
157
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_sector_percentile, 126), 0.9), workforce_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
158
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_subsector_percentile, 126), 0.9), workforce_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
159
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_sector_percentile, 126), 0.9), workforce_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
160
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_subsector_percentile, 126), 0.9), workforce_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
161
+ "group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_sector_percentile, 126), 0.9), workplace_diversity_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
162
+ "group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_subsector_percentile, 126), 0.9), workplace_diversity_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
163
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.9), workforce_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
164
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_subsector_percentile, 126), 0.9), workforce_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
165
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_sector_percentile, 126), 0.9), workforce_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
166
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_subsector_percentile, 126), 0.9), workforce_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
167
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_sector_percentile, 126), 0.9), workforce_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
168
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_subsector_percentile, 126), 0.9), workforce_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
169
+ "group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_sector_percentile, 126), 0.9), workplace_diversity_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
170
+ "group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_subsector_percentile, 126), 0.9), workplace_diversity_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
171
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.9), workforce_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
172
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_subsector_percentile, 126), 0.9), workforce_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
173
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_sector_percentile, 126), 0.9), workforce_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
174
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_subsector_percentile, 126), 0.9), workforce_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
175
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_sector_percentile, 126), 0.9), workforce_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
176
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_subsector_percentile, 126), 0.9), workforce_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
177
+ "group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_sector_percentile, 126), 0.9), workplace_diversity_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
178
+ "group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_subsector_percentile, 126), 0.9), workplace_diversity_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
179
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.9), workforce_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
180
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_subsector_percentile, 126), 0.9), workforce_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
181
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_sector_percentile, 126), 0.9), workforce_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
182
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_subsector_percentile, 126), 0.9), workforce_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
183
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_sector_percentile, 126), 0.9), workforce_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
184
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_subsector_percentile, 126), 0.9), workforce_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
185
+ "group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_sector_percentile, 126), 0.9), workplace_diversity_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
186
+ "group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_subsector_percentile, 126), 0.9), workplace_diversity_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
187
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.9), workforce_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
188
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_subsector_percentile, 126), 0.9), workforce_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
189
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_sector_percentile, 126), 0.9), workforce_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
190
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_subsector_percentile, 126), 0.9), workforce_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
191
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_sector_percentile, 126), 0.9), workforce_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
192
+ "group_scale(ts_mean(if_else(greater(ts_rank(workforce_subsector_percentile, 126), 0.9), workforce_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
193
+ "group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_sector_percentile, 126), 0.9), workplace_diversity_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
194
+ "group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_subsector_percentile, 126), 0.9), workplace_diversity_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)"
195
+ ]
196
+ }
@@ -0,0 +1,5 @@
1
+ {
2
+ "template": "subtract(group_zscore(trade_when(greater(days_from_last_change({sector_percentile} - {corr_weighted_sector_percentile}), 5), 0, {sector_percentile} - {corr_weighted_sector_percentile}), industry), group_mean({sector_percentile} - {corr_weighted_sector_percentile}, log(ts_mean({market_cap}, 21)), sector))",
3
+ "idea": "事件新鲜度过滤与市值加权市场中性化。首先,使用days_from_last_change识别差距指标近期是否发生变动,若超过5天无变化,则视信号为陈旧并置零(trade_when),仅交易近期有更新的股票。然后将此过滤后的信号在行业内标准化(group_zscore)。最后,减去以平滑市值对数加权的行业均值(group_mean),实现行业内的市值中性化,避免信号被行业中的大盘股主导。",
4
+ "expression_list": []
5
+ }