eps china abhas - kitzz03/WorldQuant-Alphas GitHub Wiki

x =rank(ts_delta(mdl175_spe, 63) / ts_std_dev(ts_delta(mdl175_spe, 63), 126))ts_rank(sales,63)(ts_rank(-debt_lt,63));

y= regression_neut(regression_neut(x,ts_delta(close,378)),ts_mean(log(volume),20));

signed_power(y-0.5,5)