Exabel Signal DSL documentation

The Signal DSL is used to create signal expressions in the user interface.

For user guides and API documentation, see help.exabel.com.

Contents:

• Introduction
• Companies, entities and tags
  • Entity set operations
  • Examples
• Transformations
  • Arithmetic operations
  • Absolute change
  • Relative (percent) change
  • Aggregate change
  • Change relative to other signal
  • Time aggregations
  • Moving average
  • Rolling window aggregations
  • Delay (lag)
  • Rolling z-score
  • Rolling p-value
  • Surge
  • Seasonal adjustment
  • Momentum
  • Exponentially weighted mean
  • Normalization
  • Cross-sectional correlation
  • Elementwise transforms
  • Time-axis operations
  • Handling missing values in weighted sums
  • Estimate changes
  • Company group normalization
• Cross-sectional aggregation
• Signal template
  • Examples
• Selecting columns
  • Exact match
  • Substring and regex filtering
  • Top and bottom n columns
• Pandas operations
• Fallback
  • Examples
• Custom Models
  • Ratio modelling
  • Combining multiple predictions
  • Performance metrics for predictions
• Forecasting
  • General advice
  • Auto
  • Theta
  • Holt-Winters
  • Unobserved Components
  • SARIMA
  • Prophet
• Models
  • Unobserved Components
  • SARIMAX
  • Linear Regression
  • Elastic Net
  • Huber Regression
  • Decision Tree
  • Gradient Boosting
  • Neural Network
  • ARD Regression
  • Extreme Gradient Boosting
  • Retrieving model data in signals
  • Rolling OLS regression with extractions of various stats
• Portfolios
• Scenario Analysis
  • Prognosis
• Company Calendar
• Company Reports
  • Usage
  • Examples
• FactSet data
  • FactSet Prices & Shares
  • FactSet Estimates & Actuals
  • FactSet Fundamentals
  • FactSet Segments
• Exchange rates
  • Retrieve exchange rate
  • Currency conversion
• Quandl Data Sets
  • Usage
  • Examples of available data
• Visible Alpha Actuals & Consensus
  • Usage
  • Examples
  • Parameter names
• Similarweb
  • Usage
• Signals from the Exabel Data API
• Entity relationships
  • Following relationships
  • Aggregating over entities
• Graph traversal and filtering
  • Graph traversal
  • Graph filtering
  • Advanced filtering
  • Grouping
• Current Quarter
  • Usage
• Simulating stock trading
  • Examples
• Imputation
  • Impute
• Outlier detection
  • Usage
• Entity type switch
  • Examples
• Tag switch
• Point in time
  • Usage