不懂就学之挑战成为WorldQuant Brain顾问的第5天
操作符和数据字段
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Operators
| zscore() | Z-score is a statistical tool that indicates how many standard deviations a data point lies from the average of a group of values. Essentially, it measures how unusual a data point is in relation to the mean, making it a handy tool for understanding deviation and comparison. |
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ts_rank() |
Rank the values of x for each instrument over the past d days, then return the rank of the current value + constant. If not specified, by default, constant = 0. |
| rank() | The rank operator ranks the value of the input data x for the given stock among all instruments, and returns float numbers equally distributed between 0.0 and 1.0. When rate is set to 0, the sorting is done precisely. The default value of rate is 2. |
Data Fields
| cap | Daily market capitalization (in millions) |
| cash_st | Cash and Short-Term Investments |
| debt_st | Debt in Current Liabilities |
| scl12_buzz | relative sentiment volume |
| operating_income | Operating Income After Depreciation - Quarterly |
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