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prompts/templates/vol_shock.j2
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{# Volatility-Scaled Shock #}
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{%- set c = bp.components[0] -%}
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group_zscore(zscore(ts_delta({{ c.fields[0] }}, {{ c.horizon_days }}) / (ts_std({{ c.fields[0] }}, {{ c.horizon_days * 4 }}) + 0.001)), {{ bp.neutralization.value }})
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