ayush analyst in china - kitzz03/WorldQuant-Alphas GitHub Wiki

a = vector_neut((rank(mdl175_darev)),(1+rank(mdl175_moneyflow20)))*(1+rank(mdl175_beta20));

group = bucket(rank(cap) , range = '0,1,0.25');

c = group_neutralize(a,group);

d = ts_decay_exp_window(c,10, factor = 0.2); d