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因子模板速查(复制即用) ​

T1 ROE Trend ​

group_rank(ts_rank(operating_income / equity, 126), subindustry)

settings: decay=0, neutralization=SUBINDUSTRY, truncation=0.08, nanHandling=ON

T2 EPS Yield ​

group_rank(ts_rank(est_eps / close, 126), industry)

settings: decay=4, neutralization=INDUSTRY

T3 FCF Quality ​

group_rank(ts_rank(free_cash_flow_reported_value / equity, 126), industry)

settings: decay=0, neutralization=INDUSTRY

T4 Quality Blend ​

0.5 * group_rank(ts_rank(operating_income / equity, 126), subindustry)
+ 0.5 * group_rank(ts_rank(est_eps / close, 126), industry)

settings: decay=4, neutralization=SUBINDUSTRY

T5 Tech + Fund Hybrid ​

0.5 * rank(-(close / open - 1)) + 0.5 * rank(ts_rank(operating_income / equity, 126))

settings: decay=16, neutralization=INDUSTRY

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