goodwill sales abhas - kitzz03/WorldQuant-Alphas GitHub Wiki

group=bucket(rank(cap),range="0,1,0.1");

alpha=-ts_backfill(zscore(goodwill/sales),65)(1+rank(fn_accrued_liab_a))(1+rank(vector_neut(capex,cap)))(1+rank(dividend/sharesout))(1+rank(debt_st));

winsorize(alpha)