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今日份量化模版Idea

今日份量化模版Idea

Idea 1:均值差

close-group_mean(close,1, industry)

Idea 2:变化率

ts_delta(ts_delta(close,5),7)

Idea 3:分组排名差Base = group_rank[datafield, subindustry) - group_rank(datafield, market)Base = group_rank(datafield, market) - grgr = group_rank/group_mean(datafield, subindustry), market)Idea 4:两个指标间的排名差Base = ts_rank(datafield_1,days) - ts_rank[datafield_2, days)Base = group_rank(datafield_1,group) - group_rank(datafleld_2. group)