worldquantbrain_2(倒序)

杰瑞发布于2025-09-13

company: assets, equity, debt, enterprise_value, cap, ebitda, operating_income. stock: volume, adv20, vwap, high, low, open, close, returns, option:
  1. correlationUS[ˌkɔrəˈleɪʃ(ə)n]UK[ˌkɒrəˈleɪʃ(ə)n] n. 相关,关联;相互关系
  2. regression n. 逆行;退化;回归;复原
  3. proficiency n. 精通,熟练
  4. neutralizationUK[ˌnjuːtrəlaɪ'zeɪʃ(ə)n] n.中和;抵消;中和试验;〔政〕中立化 Web中和作用;中和反应;中和法
  5. fluctuationUS[ˌflʌktʃuˈeɪʃ(ə)n]UK[.flʌktʃu'eɪʃ(ə)n] n.波动;【物】脉动;踌躇;【生】彷徨变异 Web起伏;涨落;变动
  6. hump n. 圆形隆起物;驼背;驼峰
  7. incline vi. 倾斜;倾向;易于
  8. eliteUS[ɪˈlit]UK[ɪˈliːt] n.精英;精华;杰出人物 Web中坚分子;精锐;菁英
  9. glossary n. 术语(特殊用语)表;词汇表;专业词典
  10. premium[ˈpriːmiəm] n. 保险费;额外费用;附加费 adj. 高昂的;优质的
Rate your English proficiency
评价你的英语水平
Rate your coding proficiency
评估您的编码熟练程度
Associate Degree; Bachelor's Degree; Doctoral Degree; High School; Master's Degree.
副学士学位;学士学位;博士学位;高中;硕士学位。
Search your email inbox for invitation to become a BRAIN Research Consultant and follow the onboarding instructions; Once you complete submitting all the necessary documents in Workday and signing the Consulting Agreement, you may become a Conditional Consultant.
在您的电子邮件收件箱中搜索成为BRAIN研究顾问的邀请,并按照入职说明进行操作;一旦您在Workday中提交了所有必要的文件并签署了咨询协议,您就可以成为有条件顾问。
Boost the signal with sales data. For example, if the company has higher sales, it is more likely to outperform.
用销售数据增强信号。例如,如果公司的销售额更高,它更有可能跑赢大市。
Step 1 : Go to your Workday inbox, fill in the necessary information and submit all the tasks that are required to initiate your background check. Step 2 : After a few days, you may receive another notification to go to your Workday inbox to review the Consulting Agreement, sign, and upload the signed page. Once you complete up to Step 2, you will become a Conditional Consultant and within 24 hours your BRAIN platform will be upgraded to Consultant access! You may also start to accrue fees on any submitted Alphas.
步骤1:转到Workday收件箱,填写必要的信息,并提交启动背景调查所需的所有任务。步骤2:几天后,您可能会收到另一个通知,要求您转到Workday收件箱查看咨询协议,签署并上传已签署的页面。完成第2步后,您将成为有条件顾问,在24小时内,您的BRAIN平台将升级为顾问访问权限!您还可以开始对任何提交的Alphas累计费用。
Please complete the following steps to become a BRAIN Research Consultant. Once you complete the 2 steps, we will issue your Quantitative Finance Starter Level Certificate to your email.
请完成以下步骤,成为BRAIN研究顾问。完成这两个步骤后,我们将向您的电子邮件发放定量金融初级证书。
After you have reached Gold level, you may have received an invitation email and BRAIN pop-up notification with a link to the Workday portal.
Complete the final steps to receive your Quantitative Finance Starter Level Certificate!
完成最后的步骤以获得您的定量金融初级证书!
If you have received an invitation to become a BRAIN Research Consultant, you now have 20 days to complete the process, after which your Quant Finance Starter Level Certificate will be issued.
如果您已收到成为BRAIN研究顾问的邀请,您现在有20天的时间完成该过程,之后将颁发您的量化金融初级证书。
Boost the signal with sales data. For example, if the company has higher sales, it is more likely to outperform.
用销售数据增强信号。例如,如果公司的销售额更高,它更有可能跑赢大市。
Retained Earnings
留存收益
Neutralization: Subindustry
中和:子行业
Compare CapEx with EBIT, which is a company's net income before interest and taxes, and short stocks with inadequate CapEx relative to EBIT.
将资本支出与息税前利润进行比较,息税前利润是一家公司的息税前净收入,并做空资本支出相对于息税前利润不足的股票。
CapEx is money spent on acquiring/maintaining fixed assets
资本支出是指用于购置/维护固定资产的资金
Capital Expenditures
资本支出
alpha-6:
decay:20# group_neutralize( -scl12_buzz, industry)
ts_scale(x, d, constant = 0):
Returns (x - ts_min(x, d)) / (ts_max(x, d) - ts_min(x, d)) + constant. This operator is similar to scale down operator but acts in time series space
返回(x-ts_min(x,d))/(ts_max(x,d)-ts_min[x,d])+常数。此运算符类似于缩尺运算符,但在时间序列空间中起作用
ts_rank(x,d,constant=0):
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.
对过去d天内每个仪器的x值进行排名,然后返回当前值+常数的排名。如果未指定,默认情况下,常量=0。
Can performing a time series comparison of the ratio of FFO to long-term debt, highlight increasing financial health overtime and produce better signal?
对FFO与长期债务的比率进行时间序列比较,能否突出金融健康状况随时间的增长,并产生更好的信号?
alpha-5:
-ts_rank(fn_liab_fair_val_l1_a,120)
Using ts_rank() operator, sell stocks when there is an increase in the fair value of liabilities within a year using fundamental data.
使用ts_rank()运算符,使用基本面数据在一年内负债公允价值增加时卖出股票。
"Fair value accounting" aims to measure and report on-going valuations of assets and liabilities. A recent increase in the fair value of liabilities may indicate a higher cost to be borne by the company in the future. This may deteriorate the company's financial health, potentially leading to lower profitability or financial distress.
“公允价值会计”旨在衡量和报告资产和负债的持续估值。最近负债公允价值的增加可能表明公司未来将承担更高的成本。这可能会恶化公司的财务状况,可能导致盈利能力下降或财务困境。
11932-Matrix:
Could observing the increase over a shorter period improve accuracy?
在较短的时间内观察这一增长能否提高准确性?
Try comparing a stock with its peers instead of the whole market.
试着将一只股票与同行进行比较,而不是与整个市场进行比较。