cnhkmcp 2.2.0__py3-none-any.whl → 2.3.1__py3-none-any.whl

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Files changed (121) hide show
  1. cnhkmcp/__init__.py +1 -1
  2. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/README.md +1 -1
  3. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/config.json +2 -2
  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/main.py +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/vector_db/chroma.sqlite3 +0 -0
  6. cnhkmcp/untracked/APP/Tranformer/Transformer.py +2 -2
  7. cnhkmcp/untracked/APP/Tranformer/transformer_config.json +1 -1
  8. cnhkmcp/untracked/APP/blueprints/feature_engineering.py +2 -2
  9. cnhkmcp/untracked/APP/blueprints/inspiration_house.py +4 -4
  10. cnhkmcp/untracked/APP/blueprints/paper_analysis.py +3 -3
  11. cnhkmcp/untracked/APP/give_me_idea/BRAIN_Alpha_Template_Expert_SystemPrompt.md +34 -73
  12. cnhkmcp/untracked/APP/give_me_idea/alpha_data_specific_template_master.py +2 -2
  13. cnhkmcp/untracked/APP/give_me_idea/what_is_Alpha_template.md +366 -1
  14. cnhkmcp/untracked/APP/simulator/wqb20260130130030.log +210 -0
  15. cnhkmcp/untracked/APP/simulator/wqb20260130131757.log +104 -0
  16. cnhkmcp/untracked/APP/simulator/wqb20260130172245.log +70 -0
  17. cnhkmcp/untracked/APP/static/inspiration.js +350 -14
  18. cnhkmcp/untracked/APP/templates/index.html +18 -3
  19. cnhkmcp/untracked/APP/templates/transformer_web.html +1 -1
  20. cnhkmcp/untracked/APP/trailSomeAlphas/README.md +38 -0
  21. cnhkmcp/untracked/APP/trailSomeAlphas/ace.log +66 -0
  22. cnhkmcp/untracked/APP/trailSomeAlphas/enhance_template.py +588 -0
  23. cnhkmcp/untracked/APP/trailSomeAlphas/requirements.txt +3 -0
  24. cnhkmcp/untracked/APP/trailSomeAlphas/run_pipeline.py +1051 -0
  25. cnhkmcp/untracked/APP/trailSomeAlphas/run_pipeline_step_by_step.ipynb +5258 -0
  26. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/OUTPUT_TEMPLATE.md +325 -0
  27. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/SKILL.md +503 -0
  28. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/examples.md +244 -0
  29. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/output_report/ASI_delay1_analyst11_ideas.md +285 -0
  30. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/output_report/GLB_delay1_fundamental72_ideas.md +362 -0
  31. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/reference.md +399 -0
  32. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/SKILL.md +40 -0
  33. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/config.json +6 -0
  34. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709385783386000.json +388 -0
  35. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709386274840400.json +131 -0
  36. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709386838244700.json +1926 -0
  37. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709387369198500.json +31 -0
  38. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709387908905800.json +1926 -0
  39. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709388486243600.json +240 -0
  40. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709389024058600.json +1926 -0
  41. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709389549608700.json +41 -0
  42. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709390068714000.json +110 -0
  43. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709390591996900.json +36 -0
  44. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709391129137100.json +31 -0
  45. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709391691643500.json +41 -0
  46. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709392192099200.json +31 -0
  47. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709392703423500.json +46 -0
  48. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709393213729400.json +246 -0
  49. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710186683932500.json +388 -0
  50. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710187165414300.json +131 -0
  51. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710187665211700.json +1926 -0
  52. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710188149193400.json +31 -0
  53. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710188667627400.json +1926 -0
  54. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710189220822000.json +240 -0
  55. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710189726189500.json +1926 -0
  56. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710190248066100.json +41 -0
  57. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710190768298700.json +110 -0
  58. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710191282588100.json +36 -0
  59. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710191838960900.json +31 -0
  60. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710192396688000.json +41 -0
  61. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710192941922400.json +31 -0
  62. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710193473524600.json +46 -0
  63. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710194001961200.json +246 -0
  64. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710420975888800.json +46 -0
  65. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710421647590100.json +196 -0
  66. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710422131378500.json +5 -0
  67. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710422644184400.json +196 -0
  68. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710423702350600.json +196 -0
  69. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710424244661800.json +5 -0
  70. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_delay1.csv +211 -0
  71. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/final_expressions.json +7062 -0
  72. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/final_expressions.json +138 -0
  73. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759441444909600.json +38 -0
  74. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759441920092000.json +14 -0
  75. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759442418767100.json +14 -0
  76. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759442902507600.json +14 -0
  77. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759443377036200.json +10 -0
  78. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759443845377000.json +14 -0
  79. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759444313546700.json +10 -0
  80. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759444784598600.json +14 -0
  81. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759445274311200.json +14 -0
  82. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759445747421700.json +10 -0
  83. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759446222137800.json +22 -0
  84. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759446686222600.json +14 -0
  85. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759447154698500.json +10 -0
  86. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759447629677000.json +10 -0
  87. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759448102331200.json +10 -0
  88. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759448573382000.json +14 -0
  89. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_delay1.csv +330 -0
  90. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace.log +3 -0
  91. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace_lib.py +1514 -0
  92. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/fetch_dataset.py +119 -0
  93. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/helpful_functions.py +180 -0
  94. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/implement_idea.py +236 -0
  95. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/merge_expression_list.py +90 -0
  96. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/parsetab.py +60 -0
  97. 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
  98. cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/sample_prompt.md +62 -0
  99. 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
  100. cnhkmcp/untracked/APP/usage.md +2 -2
  101. 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 +400 -9
  102. cnhkmcp/untracked/back_up/platform_functions.py +2 -2
  103. cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272/platform_functions.py +2 -2
  104. cnhkmcp/untracked/platform_functions.py +2 -2
  105. cnhkmcp/untracked/skills/alpha-expression-verifier/scripts/validator.py +889 -0
  106. cnhkmcp/untracked/skills/brain-feature-implementation/scripts/implement_idea.py +4 -3
  107. cnhkmcp/untracked/skills/brain-improve-alpha-performance/arXiv_API_Tool_Manual.md +490 -0
  108. cnhkmcp/untracked/skills/brain-improve-alpha-performance/reference.md +1 -1
  109. cnhkmcp/untracked/skills/brain-improve-alpha-performance/scripts/arxiv_api.py +229 -0
  110. 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
  111. cnhkmcp/vector_db/_manifest.json +1 -0
  112. cnhkmcp/vector_db/_meta.json +1 -0
  113. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/METADATA +1 -1
  114. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/RECORD +121 -33
  115. /cnhkmcp/untracked/{skills/expression_verifier → APP/trailSomeAlphas/skills/brain-feature-implementation}/scripts/validator.py +0 -0
  116. /cnhkmcp/untracked/skills/{expression_verifier → alpha-expression-verifier}/SKILL.md +0 -0
  117. /cnhkmcp/untracked/skills/{expression_verifier → alpha-expression-verifier}/scripts/verify_expr.py +0 -0
  118. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/WHEEL +0 -0
  119. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/entry_points.txt +0 -0
  120. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/licenses/LICENSE +0 -0
  121. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/top_level.txt +0 -0
@@ -0,0 +1,41 @@
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+ {
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+ "template": "ts_delta({percentile} - {percentile}, 90)",
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+ "idea": "**Concept**: Financial Materiality Signal Strength Trend\n- **Sample Fields Used**: corr_weighted_percentile, positive_corr_percentile\n- **Definition**: Rate of change in the gap between correlation-weighted and positive-correlation rankings\n- **Why This Feature**: Tracks whether a company's ESG strengths are becoming more aligned with positively correlated factors\n- **Logical Meaning**: Negative trend = improving alignment with positively correlated ESG factors\n- **Directionality**: Downward trend = improving financial materiality alignment\n- **Boundary Conditions**: Steep negative = rapid improvement in financially material ESG",
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+ "expression_list": [
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+ "ts_delta(anti_pollution_policy_industry_percentile - anti_pollution_policy_industry_percentile, 90)",
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+ "ts_delta(anti_pollution_policy_sector_percentile - anti_pollution_policy_sector_percentile, 90)",
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+ "ts_delta(anti_pollution_policy_subsector_percentile - anti_pollution_policy_subsector_percentile, 90)",
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+ "ts_delta(board_independence_industry_percentile - board_independence_industry_percentile, 90)",
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+ "ts_delta(board_independence_sector_percentile - board_independence_sector_percentile, 90)",
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+ "ts_delta(board_independence_subsector_percentile - board_independence_subsector_percentile, 90)",
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+ "ts_delta(community_engagement_industry_percentile - community_engagement_industry_percentile, 90)",
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+ "ts_delta(community_engagement_sector_percentile - community_engagement_sector_percentile, 90)",
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+ "ts_delta(community_engagement_subsector_percentile - community_engagement_subsector_percentile, 90)",
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+ "ts_delta(community_hybrid_industry_percentile - community_hybrid_industry_percentile, 90)",
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+ "ts_delta(community_hybrid_sector_percentile - community_hybrid_sector_percentile, 90)",
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+ "ts_delta(community_hybrid_subsector_percentile - community_hybrid_subsector_percentile, 90)",
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+ "ts_delta(community_maxcorr_industry_percentile - community_maxcorr_industry_percentile, 90)",
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+ "ts_delta(community_maxcorr_sector_percentile - community_maxcorr_sector_percentile, 90)",
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+ "ts_delta(community_maxcorr_subsector_percentile - community_maxcorr_subsector_percentile, 90)",
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+ "ts_delta(community_score_industry_percentile - community_score_industry_percentile, 90)",
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+ "ts_delta(community_score_sector_percentile - community_score_sector_percentile, 90)",
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+ "ts_delta(community_score_subsector_percentile - community_score_subsector_percentile, 90)",
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+ "ts_delta(disclosure_transparency_industry_percentile - disclosure_transparency_industry_percentile, 90)",
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+ "ts_delta(disclosure_transparency_sector_percentile - disclosure_transparency_sector_percentile, 90)",
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+ "ts_delta(disclosure_transparency_subsector_percentile - disclosure_transparency_subsector_percentile, 90)",
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+ "ts_delta(employee_compensation_industry_percentile - employee_compensation_industry_percentile, 90)",
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+ "ts_delta(employee_compensation_sector_percentile - employee_compensation_sector_percentile, 90)",
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+ "ts_delta(employee_compensation_subsector_percentile - employee_compensation_subsector_percentile, 90)",
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+ "ts_delta(employee_training_industry_percentile - employee_training_industry_percentile, 90)",
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+ "ts_delta(employee_training_sector_percentile - employee_training_sector_percentile, 90)",
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+ "ts_delta(employee_training_subsector_percentile - employee_training_subsector_percentile, 90)",
32
+ "ts_delta(environmental_corr_weighted_industry_percentile - environmental_corr_weighted_industry_percentile, 90)",
33
+ "ts_delta(environmental_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 90)",
34
+ "ts_delta(environmental_corr_weighted_subsector_percentile - environmental_corr_weighted_subsector_percentile, 90)",
35
+ "ts_delta(environmental_industry_percentile - environmental_industry_percentile, 90)",
36
+ "ts_delta(environmental_positive_corr_industry_percentile - environmental_positive_corr_industry_percentile, 90)",
37
+ "ts_delta(environmental_positive_corr_sector_percentile - environmental_positive_corr_sector_percentile, 90)",
38
+ "ts_delta(environmental_positive_corr_subsector_percentile - environmental_positive_corr_subsector_percentile, 90)",
39
+ "ts_delta(environmental_sector_percentile - environmental_sector_percentile, 90)"
40
+ ]
41
+ }
@@ -0,0 +1,110 @@
1
+ {
2
+ "template": "ts_std_dev({sector_rank}, 4) - ts_std_dev({industry_rank}, 4)",
3
+ "idea": "**Concept**: ESG Peer Group Ranking Divergence\n- **Sample Fields Used**: sector_rank, industry_rank, subsector_rank\n- **Definition**: Standard deviation of rankings across different peer group levels\n- **Why This Feature**: Identifies companies whose ESG performance assessment depends heavily on peer group definition\n- **Logical Meaning**: High divergence suggests ESG performance is context-dependent or peer group sensitive\n- **Directionality**: Higher = more peer group dependent ESG assessment\n- **Boundary Conditions**: 0 = identical ranking across all peer groups",
4
+ "expression_list": [
5
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
6
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
7
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
8
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
9
+ "ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
10
+ "ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
11
+ "ts_std_dev(disclosure_transparency_sector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
12
+ "ts_std_dev(disclosure_transparency_subsector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
13
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
14
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
15
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
16
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
17
+ "ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
18
+ "ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
19
+ "ts_std_dev(disclosure_transparency_sector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
20
+ "ts_std_dev(disclosure_transparency_subsector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
21
+ "ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
22
+ "ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
23
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
24
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
25
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
26
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
27
+ "ts_std_dev(disclosure_transparency_sector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
28
+ "ts_std_dev(disclosure_transparency_subsector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
29
+ "ts_std_dev(disclosure_transparency_sector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
30
+ "ts_std_dev(disclosure_transparency_subsector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
31
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
32
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
33
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
34
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
35
+ "ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
36
+ "ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
37
+ "ts_std_dev(employee_compensation_sector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
38
+ "ts_std_dev(employee_compensation_subsector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
39
+ "ts_std_dev(employee_training_sector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
40
+ "ts_std_dev(employee_training_subsector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
41
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
42
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
43
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
44
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
45
+ "ts_std_dev(employee_training_sector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
46
+ "ts_std_dev(employee_training_subsector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
47
+ "ts_std_dev(employee_compensation_sector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
48
+ "ts_std_dev(employee_compensation_subsector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
49
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
50
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
51
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
52
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
53
+ "ts_std_dev(human_rights_sector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
54
+ "ts_std_dev(human_rights_subsector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
55
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
56
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
57
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
58
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
59
+ "ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
60
+ "ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
61
+ "ts_std_dev(management_ethics_sector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
62
+ "ts_std_dev(management_ethics_subsector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
63
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
64
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
65
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
66
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
67
+ "ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
68
+ "ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
69
+ "ts_std_dev(pollution_prevention_sector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
70
+ "ts_std_dev(pollution_prevention_subsector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
71
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
72
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
73
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
74
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
75
+ "ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
76
+ "ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
77
+ "ts_std_dev(resource_efficiency_sector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
78
+ "ts_std_dev(resource_efficiency_subsector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
79
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
80
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
81
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
82
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
83
+ "ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
84
+ "ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
85
+ "ts_std_dev(sustainability_sector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
86
+ "ts_std_dev(sustainability_subsector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
87
+ "ts_std_dev(sustainable_product_sector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
88
+ "ts_std_dev(sustainable_product_subsector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
89
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
90
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
91
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
92
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
93
+ "ts_std_dev(sustainable_product_sector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
94
+ "ts_std_dev(sustainable_product_subsector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
95
+ "ts_std_dev(sustainability_sector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
96
+ "ts_std_dev(sustainability_subsector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
97
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
98
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
99
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
100
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
101
+ "ts_std_dev(workplace_diversity_sector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
102
+ "ts_std_dev(workplace_diversity_subsector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
103
+ "ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
104
+ "ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
105
+ "ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
106
+ "ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
107
+ "ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
108
+ "ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)"
109
+ ]
110
+ }
@@ -0,0 +1,36 @@
1
+ {
2
+ "template": "ts_sum(ts_delta({sector_percentile}, 30), 180)",
3
+ "idea": "**Concept**: ESG Improvement Momentum\n- **Sample Fields Used**: sector_percentile, industry_percentile\n- **Definition**: Weighted moving average of percentile improvements across time\n- **Why This Feature**: Captures sustained improvement trajectory in ESG rankings\n- **Logical Meaning**: Positive = improving ESG standing over time\n- **Directionality**: Higher = stronger improvement momentum\n- **Boundary Conditions**: >0 = improving, <0 = deteriorating",
4
+ "expression_list": [
5
+ "ts_sum(ts_delta(anti_pollution_policy_sector_percentile, 30), 180)",
6
+ "ts_sum(ts_delta(anti_pollution_policy_subsector_percentile, 30), 180)",
7
+ "ts_sum(ts_delta(board_independence_sector_percentile, 30), 180)",
8
+ "ts_sum(ts_delta(board_independence_subsector_percentile, 30), 180)",
9
+ "ts_sum(ts_delta(community_engagement_sector_percentile, 30), 180)",
10
+ "ts_sum(ts_delta(community_engagement_subsector_percentile, 30), 180)",
11
+ "ts_sum(ts_delta(community_hybrid_sector_percentile, 30), 180)",
12
+ "ts_sum(ts_delta(community_hybrid_subsector_percentile, 30), 180)",
13
+ "ts_sum(ts_delta(community_maxcorr_sector_percentile, 30), 180)",
14
+ "ts_sum(ts_delta(community_maxcorr_subsector_percentile, 30), 180)",
15
+ "ts_sum(ts_delta(community_score_sector_percentile, 30), 180)",
16
+ "ts_sum(ts_delta(community_score_subsector_percentile, 30), 180)",
17
+ "ts_sum(ts_delta(disclosure_transparency_sector_percentile, 30), 180)",
18
+ "ts_sum(ts_delta(disclosure_transparency_subsector_percentile, 30), 180)",
19
+ "ts_sum(ts_delta(employee_compensation_sector_percentile, 30), 180)",
20
+ "ts_sum(ts_delta(employee_compensation_subsector_percentile, 30), 180)",
21
+ "ts_sum(ts_delta(employee_training_sector_percentile, 30), 180)",
22
+ "ts_sum(ts_delta(employee_training_subsector_percentile, 30), 180)",
23
+ "ts_sum(ts_delta(environmental_corr_weighted_sector_percentile, 30), 180)",
24
+ "ts_sum(ts_delta(environmental_corr_weighted_subsector_percentile, 30), 180)",
25
+ "ts_sum(ts_delta(environmental_positive_corr_sector_percentile, 30), 180)",
26
+ "ts_sum(ts_delta(environmental_positive_corr_subsector_percentile, 30), 180)",
27
+ "ts_sum(ts_delta(environmental_sector_percentile, 30), 180)",
28
+ "ts_sum(ts_delta(environmental_subsector_percentile, 30), 180)",
29
+ "ts_sum(ts_delta(governance_corr_weighted_sector_percentile, 30), 180)",
30
+ "ts_sum(ts_delta(governance_corr_weighted_subsector_percentile, 30), 180)",
31
+ "ts_sum(ts_delta(governance_positive_corr_sector_percentile, 30), 180)",
32
+ "ts_sum(ts_delta(governance_positive_corr_subsector_percentile, 30), 180)",
33
+ "ts_sum(ts_delta(governance_sector_percentile, 30), 180)",
34
+ "ts_sum(ts_delta(governance_subsector_percentile, 30), 180)"
35
+ ]
36
+ }
@@ -0,0 +1,31 @@
1
+ {
2
+ "template": "ts_sum({corr_weighted_score} - {composite_score}, 360)",
3
+ "idea": "**Concept**: Financial Materiality Alignment Trend\n- **Sample Fields Used**: corr_weighted_score, composite_score\n- **Definition**: Cumulative improvement in alignment between overall ESG and financially material ESG\n- **Why This Feature**: Tracks whether company is shifting ESG focus toward financially relevant factors\n- **Logical Meaning**: Positive = improving alignment with financially material ESG factors\n- **Directionality**: Higher = faster alignment improvement\n- **Boundary Conditions**: Steep positive = rapid strategic shift toward material ESG",
4
+ "expression_list": [
5
+ "ts_sum(community_corr_weighted_score - community_pillar_composite_score, 360)",
6
+ "ts_sum(community_corr_weighted_score - environmental_pillar_composite_score, 360)",
7
+ "ts_sum(community_corr_weighted_score - governance_pillar_composite_score, 360)",
8
+ "ts_sum(community_corr_weighted_score - social_pillar_composite_score, 360)",
9
+ "ts_sum(community_corr_weighted_score - workforce_pillar_composite_score, 360)",
10
+ "ts_sum(environmental_corr_weighted_score - environmental_pillar_composite_score, 360)",
11
+ "ts_sum(environmental_corr_weighted_score - community_pillar_composite_score, 360)",
12
+ "ts_sum(environmental_corr_weighted_score - governance_pillar_composite_score, 360)",
13
+ "ts_sum(environmental_corr_weighted_score - social_pillar_composite_score, 360)",
14
+ "ts_sum(environmental_corr_weighted_score - workforce_pillar_composite_score, 360)",
15
+ "ts_sum(governance_corr_weighted_score - governance_pillar_composite_score, 360)",
16
+ "ts_sum(governance_corr_weighted_score - community_pillar_composite_score, 360)",
17
+ "ts_sum(governance_corr_weighted_score - environmental_pillar_composite_score, 360)",
18
+ "ts_sum(governance_corr_weighted_score - social_pillar_composite_score, 360)",
19
+ "ts_sum(governance_corr_weighted_score - workforce_pillar_composite_score, 360)",
20
+ "ts_sum(social_corr_weighted_score - social_pillar_composite_score, 360)",
21
+ "ts_sum(social_corr_weighted_score - community_pillar_composite_score, 360)",
22
+ "ts_sum(social_corr_weighted_score - environmental_pillar_composite_score, 360)",
23
+ "ts_sum(social_corr_weighted_score - governance_pillar_composite_score, 360)",
24
+ "ts_sum(social_corr_weighted_score - workforce_pillar_composite_score, 360)",
25
+ "ts_sum(workforce_corr_weighted_score - workforce_pillar_composite_score, 360)",
26
+ "ts_sum(workforce_corr_weighted_score - community_pillar_composite_score, 360)",
27
+ "ts_sum(workforce_corr_weighted_score - environmental_pillar_composite_score, 360)",
28
+ "ts_sum(workforce_corr_weighted_score - governance_pillar_composite_score, 360)",
29
+ "ts_sum(workforce_corr_weighted_score - social_pillar_composite_score, 360)"
30
+ ]
31
+ }
@@ -0,0 +1,41 @@
1
+ {
2
+ "template": "{percentile} / {percentile}",
3
+ "idea": "**Concept**: Financial Materiality Concentration\n- **Sample Fields Used**: corr_weighted_percentile, positive_corr_percentile\n- **Definition**: Proportion of correlation-weighted performance captured by positive-correlation factors\n- **Why This Feature**: Measures whether a company's financially material ESG strengths are in positively correlated areas\n- **Logical Meaning**: Higher = ESG strengths concentrated in factors with positive financial correlation\n- **Directionality**: Higher = better concentration in positively correlated factors\n- **Boundary Conditions**: 1 = all correlated factors are positive, 0.5 = mixed, 0 = all negative correlation",
4
+ "expression_list": [
5
+ "anti_pollution_policy_industry_percentile / anti_pollution_policy_industry_percentile",
6
+ "anti_pollution_policy_sector_percentile / anti_pollution_policy_sector_percentile",
7
+ "anti_pollution_policy_subsector_percentile / anti_pollution_policy_subsector_percentile",
8
+ "board_independence_industry_percentile / board_independence_industry_percentile",
9
+ "board_independence_sector_percentile / board_independence_sector_percentile",
10
+ "board_independence_subsector_percentile / board_independence_subsector_percentile",
11
+ "community_engagement_industry_percentile / community_engagement_industry_percentile",
12
+ "community_engagement_sector_percentile / community_engagement_sector_percentile",
13
+ "community_engagement_subsector_percentile / community_engagement_subsector_percentile",
14
+ "community_hybrid_industry_percentile / community_hybrid_industry_percentile",
15
+ "community_hybrid_sector_percentile / community_hybrid_sector_percentile",
16
+ "community_hybrid_subsector_percentile / community_hybrid_subsector_percentile",
17
+ "community_maxcorr_industry_percentile / community_maxcorr_industry_percentile",
18
+ "community_maxcorr_sector_percentile / community_maxcorr_sector_percentile",
19
+ "community_maxcorr_subsector_percentile / community_maxcorr_subsector_percentile",
20
+ "community_score_industry_percentile / community_score_industry_percentile",
21
+ "community_score_sector_percentile / community_score_sector_percentile",
22
+ "community_score_subsector_percentile / community_score_subsector_percentile",
23
+ "disclosure_transparency_industry_percentile / disclosure_transparency_industry_percentile",
24
+ "disclosure_transparency_sector_percentile / disclosure_transparency_sector_percentile",
25
+ "disclosure_transparency_subsector_percentile / disclosure_transparency_subsector_percentile",
26
+ "employee_compensation_industry_percentile / employee_compensation_industry_percentile",
27
+ "employee_compensation_sector_percentile / employee_compensation_sector_percentile",
28
+ "employee_compensation_subsector_percentile / employee_compensation_subsector_percentile",
29
+ "employee_training_industry_percentile / employee_training_industry_percentile",
30
+ "employee_training_sector_percentile / employee_training_sector_percentile",
31
+ "employee_training_subsector_percentile / employee_training_subsector_percentile",
32
+ "environmental_corr_weighted_industry_percentile / environmental_corr_weighted_industry_percentile",
33
+ "environmental_corr_weighted_sector_percentile / environmental_corr_weighted_sector_percentile",
34
+ "environmental_corr_weighted_subsector_percentile / environmental_corr_weighted_subsector_percentile",
35
+ "environmental_industry_percentile / environmental_industry_percentile",
36
+ "environmental_positive_corr_industry_percentile / environmental_positive_corr_industry_percentile",
37
+ "environmental_positive_corr_sector_percentile / environmental_positive_corr_sector_percentile",
38
+ "environmental_positive_corr_subsector_percentile / environmental_positive_corr_subsector_percentile",
39
+ "environmental_sector_percentile / environmental_sector_percentile"
40
+ ]
41
+ }
@@ -0,0 +1,31 @@
1
+ {
2
+ "template": "{positive_corr_score} / {composite_score}",
3
+ "idea": "**Concept**: Core ESG Financial Alignment\n- **Sample Fields Used**: positive_corr_score, composite_score\n- **Definition**: Ratio of positive-correlation-weighted score to overall composite score\n- **Why This Feature**: Distills ESG performance to its financially essential core - what actually matters for returns\n- **Logical Meaning**: Measures proportion of ESG value that is financially material and positively correlated\n- **Directionality**: Higher = greater proportion of ESG value is financially essential\n- **Boundary Conditions**: 1 = all ESG value is financially essential; 0 = none is financially essential",
4
+ "expression_list": [
5
+ "community_positive_corr_score / community_pillar_composite_score",
6
+ "community_positive_corr_score / environmental_pillar_composite_score",
7
+ "community_positive_corr_score / governance_pillar_composite_score",
8
+ "community_positive_corr_score / social_pillar_composite_score",
9
+ "community_positive_corr_score / workforce_pillar_composite_score",
10
+ "environmental_positive_corr_score / environmental_pillar_composite_score",
11
+ "environmental_positive_corr_score / community_pillar_composite_score",
12
+ "environmental_positive_corr_score / governance_pillar_composite_score",
13
+ "environmental_positive_corr_score / social_pillar_composite_score",
14
+ "environmental_positive_corr_score / workforce_pillar_composite_score",
15
+ "governance_positive_corr_score / governance_pillar_composite_score",
16
+ "governance_positive_corr_score / community_pillar_composite_score",
17
+ "governance_positive_corr_score / environmental_pillar_composite_score",
18
+ "governance_positive_corr_score / social_pillar_composite_score",
19
+ "governance_positive_corr_score / workforce_pillar_composite_score",
20
+ "social_positive_corr_score / social_pillar_composite_score",
21
+ "social_positive_corr_score / community_pillar_composite_score",
22
+ "social_positive_corr_score / environmental_pillar_composite_score",
23
+ "social_positive_corr_score / governance_pillar_composite_score",
24
+ "social_positive_corr_score / workforce_pillar_composite_score",
25
+ "workforce_positive_corr_score / workforce_pillar_composite_score",
26
+ "workforce_positive_corr_score / community_pillar_composite_score",
27
+ "workforce_positive_corr_score / environmental_pillar_composite_score",
28
+ "workforce_positive_corr_score / governance_pillar_composite_score",
29
+ "workforce_positive_corr_score / social_pillar_composite_score"
30
+ ]
31
+ }
@@ -0,0 +1,46 @@
1
+ {
2
+ "template": "{sector_percentile} - {corr_weighted_sector_percentile}",
3
+ "idea": "**Concept**: ESG Factor Alignment Gap\n- **Sample Fields Used**: sector_percentile, corr_weighted_sector_percentile\n- **Definition**: Difference between raw ESG percentile and correlation-weighted percentile\n- **Why This Feature**: Identifies companies that are good at ESG generally but not at the ESG factors that matter financially\n- **Logical Meaning**: Large positive gap = excels at ESG factors that don't correlate with returns\n- **Directionality**: Higher = greater misalignment between ESG performance and financial materiality\n- **Boundary Conditions**: 0 = perfect alignment, >50 = major misalignment",
4
+ "expression_list": [
5
+ "environmental_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile",
6
+ "environmental_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile",
7
+ "environmental_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile",
8
+ "environmental_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile",
9
+ "environmental_sector_percentile - environmental_corr_weighted_sector_percentile",
10
+ "environmental_subsector_percentile - environmental_corr_weighted_sector_percentile",
11
+ "employee_compensation_sector_percentile - environmental_corr_weighted_sector_percentile",
12
+ "employee_compensation_subsector_percentile - environmental_corr_weighted_sector_percentile",
13
+ "governance_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile",
14
+ "governance_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile",
15
+ "governance_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile",
16
+ "governance_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile",
17
+ "governance_sector_percentile - governance_corr_weighted_sector_percentile",
18
+ "governance_subsector_percentile - governance_corr_weighted_sector_percentile",
19
+ "anti_pollution_policy_sector_percentile - governance_corr_weighted_sector_percentile",
20
+ "anti_pollution_policy_subsector_percentile - governance_corr_weighted_sector_percentile",
21
+ "social_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile",
22
+ "social_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile",
23
+ "social_positive_corr_sector_percentile - social_corr_weighted_sector_percentile",
24
+ "social_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile",
25
+ "social_sector_percentile - social_corr_weighted_sector_percentile",
26
+ "social_subsector_percentile - social_corr_weighted_sector_percentile",
27
+ "sustainability_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile",
28
+ "sustainability_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile",
29
+ "sustainability_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile",
30
+ "sustainability_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile",
31
+ "sustainability_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile",
32
+ "sustainability_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile",
33
+ "sustainability_sector_percentile - sustainability_corr_weighted_sector_percentile",
34
+ "sustainability_subsector_percentile - sustainability_corr_weighted_sector_percentile",
35
+ "sustainable_product_sector_percentile - sustainability_corr_weighted_sector_percentile",
36
+ "sustainable_product_subsector_percentile - sustainability_corr_weighted_sector_percentile",
37
+ "workforce_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile",
38
+ "workforce_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile",
39
+ "workforce_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile",
40
+ "workforce_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile",
41
+ "workforce_sector_percentile - workforce_corr_weighted_sector_percentile",
42
+ "workforce_subsector_percentile - workforce_corr_weighted_sector_percentile",
43
+ "workplace_diversity_sector_percentile - workforce_corr_weighted_sector_percentile",
44
+ "workplace_diversity_subsector_percentile - workforce_corr_weighted_sector_percentile"
45
+ ]
46
+ }