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May 23rd, 2019
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  1. z0_1=rank(hump(ts_corr(inventory/retained_earnings,income/debt,504)/ts_max(inventory/retained_earnings,504),hump=0.05));z1_1=rank(hump(ts_delta(log(abs(assets_curr/equity))*arc_tan(assets_curr/equity),200),hump=0.05));z2_1=rank(hump(ts_delta(log(abs(debt_lt/cash))*arc_tan(debt_lt/cash),50),hump=0.05));z3_1=rank(hump(ts_delta(log(abs(receivable/assets_curr))/sqrt(receivable/assets_curr),378),hump=0.05));z4_1=rank(hump(ts_delta(ts_delta(log(abs(cashflow_op/accounts_payable))/ts_corr(cashflow_op/accounts_payable,sales/assets,378),378),378),hump=0.05));z5_1=indneutralize(rank(hump(ts_corr(ts_delta(1/revenue,504),cash/capex,504),hump=0.05)),rank(cash/capex)*5);z6_1=rank(hump(ts_delta(log(abs(cash_st/liabilities_curr))*arc_tan(cash_st/liabilities_curr),126),hump=0.05));z7_1=rank(hump(ts_delta(ts_delta(log(abs(cash_st/liabilities_cur_oth))*ts_max(cash_st/liabilities_cur_oth,252),252),252),hump=0.05));z8_1=rank(hump(ts_delta(ts_delta(log(abs(liabilities_cur_oth/retained_earnings))/ts_corr(liabilities_cur_oth/retained_earnings,sales/assets,378),378),378),hump=0.05));z9_1=rank(hump(ts_delta(ts_delta(log(abs(assets/liabilities_cur_oth))/ts_corr(assets/liabilities_cur_oth,sales/assets,378),378),378),hump=0.05));z10_1=rank(hump(ts_corr(assets/cash_st,cashflow_op/cogs,200)/ts_max(assets/cash_st,200),hump=0.05));z11_1=rank(hump(ts_delta(ts_delta(log(abs(inventory/assets_curr))/ts_corr(inventory/assets_curr,sales/assets,200),200),200),hump=0.05));z12_1=indneutralize(rank(hump(ts_co_skewness(income_tax,income,378),hump=0.05)),rank(sales/assets)*5);z13_1=rank(hump(ts_corr(cashflow_invst/sales,eps/ebit,252)/ts_max(cashflow_invst/sales,252),hump=0.05));z14_1=rank(hump(ts_corr(cashflow_fin/current_ratio,operating_income/income,252)/ts_max(cashflow_fin/current_ratio,252),hump=0.05));z15_1=rank(hump(ts_delta(ts_delta(log(abs(liabilities/bookvalue_ps))/ts_corr(liabilities/bookvalue_ps,sales/assets,252),252),252),hump=0.05));z16_1=rank(hump(ts_co_kurtosis(return_assets,current_ratio,252)/ts_median(return_assets,252),hump=0.05));z0=scale(-z0_1)+scale(z1_1)+scale(-z2_1)+scale(z3_1)+scale(z4_1)+scale(z5_1)+scale(-z6_1)+scale(z7_1)+scale(z8_1)+scale(z9_1)+scale(z10_1)+scale(-z11_1)+scale(-z12_1)+scale(-z13_1)+scale(z14_1)+scale(-z15_1)+scale(z16_1);z0
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