cash_st debt_st anshika - kitzz03/WorldQuant-Alphas GitHub Wiki

alpha=(zscore(cash_st/debt_st))(1+ts_rank(cashflow,704))(1+10*rank(est_sales/sharesout));

group=bucket(rank(cap),range="0.1667,1,0.1667");

beta=hump(group_rank(group_neutralize(alpha,group),exchange),hump=0.001);

beta