主题
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