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- [
- {
- "name": "负债资产比因子",
- "expression": "liabilities/assets",
- "settings": {
- "instrumentType": "EQUITY",
- "region": "USA",
- "universe": "TOP3000",
- "delay": 1,
- "decay": 0,
- "neutralization": "INDUSTRY",
- "truncation": 0.08,
- "pasteurization": "ON",
- "unitHandling": "VERIFY",
- "nanHandling": "OFF",
- "language": "FASTEXPR",
- "visualization": false
- }
- },
- {
- "name": "营收权益比因子",
- "expression": "revenue/equity",
- "settings": {
- "instrumentType": "EQUITY",
- "region": "USA",
- "universe": "TOP3000",
- "delay": 1,
- "decay": 0,
- "neutralization": "INDUSTRY",
- "truncation": 0.1,
- "pasteurization": "ON",
- "unitHandling": "VERIFY",
- "nanHandling": "OFF",
- "language": "FASTEXPR",
- "visualization": false
- }
- },
- {
- "name": "流动比率因子",
- "expression": "current_assets/current_liabilities",
- "settings": {
- "instrumentType": "EQUITY",
- "region": "USA",
- "universe": "TOP2000",
- "delay": 1,
- "decay": 0,
- "neutralization": "INDUSTRY",
- "truncation": 0.12,
- "pasteurization": "ON",
- "unitHandling": "VERIFY",
- "nanHandling": "OFF",
- "language": "FASTEXPR",
- "visualization": false
- }
- }
- ]
|