Operators¶

sigc includes 120+ built-in operators for signal construction.

Operator Categories¶

Category	Count	Description	Link
Arithmetic	15	Math operations	`abs`, `log`, `sqrt`, `pow`
Comparison	6	Relational operators	`>`, `<`, `>=`, `<=`
Logical	4	Boolean logic	`and`, `or`, `not`, `where`
Data Handling	8	Missing data, cumulative	`fill_nan`, `cumsum`
Time-Series	20+	Per-asset over time	`ret`, `lag`, `rolling_*`
Cross-Sectional	12	Across assets	`zscore`, `rank`, `winsor`
Technical	4	Technical indicators	`rsi`, `macd`, `atr`
Portfolio	3	Weight construction	`long_short`, `neutralize`

Quick Reference¶

Most Common Operators¶

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// Returns
ret(prices, 20)           // 20-day return

// Time-series
lag(x, 5)                 // Lag by 5 periods
rolling_mean(x, 20)       // 20-day moving average
rolling_std(x, 20)        // 20-day rolling std

// Cross-sectional
zscore(x)                 // Standardize
rank(x)                   // Rank 0-1
winsor(x, p=0.01)         // Clip outliers

// Portfolio
rank(signal).long_short(top=0.2, bottom=0.2)

Operator Signatures¶

Each operator has a signature:

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operator(input1: Type, input2: Type, ...) -> OutputType

Example:

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ret(x: Panel, n: Scalar) -> Panel
zscore(x: Panel) -> Panel
rolling_mean(x: Panel, window: Scalar) -> Panel

Using Operators¶

Basic Usage¶

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signal example:
  returns = ret(prices, 20)
  normalized = zscore(returns)
  emit normalized

Chaining¶

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signal chained:
  step1 = ret(prices, 20)
  step2 = zscore(step1)
  step3 = winsor(step2, p=0.01)
  emit step3

Composition¶

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signal composed:
  emit winsor(zscore(ret(prices, 20)), p=0.01)

Complete Operator Table¶

Arithmetic¶

Operator	Syntax	Description
`+`	`a + b`	Addition
`-`	`a - b`	Subtraction
`*`	`a * b`	Multiplication
`/`	`a / b`	Division
`abs`	`abs(x)`	Absolute value
`sign`	`sign(x)`	Sign (-1, 0, 1)
`log`	`log(x)`	Natural log
`exp`	`exp(x)`	Exponential
`pow`	`pow(x, n)`	Power
`sqrt`	`sqrt(x)`	Square root
`floor`	`floor(x)`	Round down
`ceil`	`ceil(x)`	Round up
`round`	`round(x)`	Round nearest
`min`	`min(a, b)`	Minimum
`max`	`max(a, b)`	Maximum
`clip`	`clip(x, lo, hi)`	Clamp range

Comparison¶

Operator	Syntax	Description
`>`	`a > b`	Greater than
`<`	`a < b`	Less than
`>=`	`a >= b`	Greater or equal
`<=`	`a <= b`	Less or equal
`==`	`a == b`	Equal
`!=`	`a != b`	Not equal

Logical¶

Operator	Syntax	Description
`and`	`a and b`	Logical AND
`or`	`a or b`	Logical OR
`not`	`not(x)`	Logical NOT
`where`	`where(c, a, b)`	Conditional

Data Handling¶

Operator	Syntax	Description
`is_nan`	`is_nan(x)`	Check NaN
`fill_nan`	`fill_nan(x, v)`	Replace NaN
`coalesce`	`coalesce(a, b)`	First non-NaN
`cumsum`	`cumsum(x)`	Cumulative sum
`cumprod`	`cumprod(x)`	Cumulative product
`cummax`	`cummax(x)`	Cumulative max
`cummin`	`cummin(x)`	Cumulative min

Time-Series¶

Operator	Syntax	Description
`lag`	`lag(x, n)`	Shift back
`ret`	`ret(x, n)`	n-period return
`delta`	`delta(x, n)`	n-period diff
`rolling_mean`	`rolling_mean(x, n)`	Moving avg
`rolling_std`	`rolling_std(x, n)`	Moving std
`rolling_sum`	`rolling_sum(x, n)`	Moving sum
`rolling_min`	`rolling_min(x, n)`	Moving min
`rolling_max`	`rolling_max(x, n)`	Moving max
`rolling_corr`	`rolling_corr(a, b, n)`	Moving corr
`ema`	`ema(x, span)`	Exponential MA
`decay_linear`	`decay_linear(x, n)`	Linear decay
`ts_argmax`	`ts_argmax(x, n)`	Index of max
`ts_argmin`	`ts_argmin(x, n)`	Index of min
`ts_rank`	`ts_rank(x, n)`	TS rank
`ts_skew`	`ts_skew(x, n)`	Rolling skew
`ts_kurt`	`ts_kurt(x, n)`	Rolling kurtosis
`ts_product`	`ts_product(x, n)`	Rolling product
`ts_zscore`	`ts_zscore(x, n)`	TS z-score

Cross-Sectional¶

Operator	Syntax	Description
`zscore`	`zscore(x)`	Standardize
`rank`	`rank(x)`	Rank 0-1
`rank_pct`	`rank_pct(x)`	Percentile
`scale`	`scale(x)`	Scale sum=1
`demean`	`demean(x)`	Remove mean
`winsor`	`winsor(x, p)`	Winsorize
`neutralize`	`neutralize(x, g)`	Group neutral
`quantile`	`quantile(x, q)`	q-th quantile
`bucket`	`bucket(x, n)`	n buckets
`median`	`median(x)`	CS median
`mad`	`mad(x)`	Median abs dev

Technical¶

Operator	Syntax	Description
`rsi`	`rsi(x, n)`	RSI
`macd`	`macd(x, f, s, sig)`	MACD
`atr`	`atr(h, l, c, n)`	ATR
`vwap`	`vwap(p, v)`	VWAP

Portfolio¶

Operator	Syntax	Description
`long_short`	`long_short(top, bot)`	L/S weights
`neutralize`	`neutralize(x, by)`	Group neutral
`clip`	`clip(x, lo, hi)`	Bound values

Section Index¶

Page	Description
Arithmetic	Math operations
Comparison	Relational operators
Logical	Boolean logic
Data Handling	Missing data, cumulative
Time-Series	Per-asset operators
Cross-Sectional	Across-asset operators
Technical	Technical indicators
Portfolio	Weight construction

Next Steps¶

Start with Time-Series and Cross-Sectional as these are the most commonly used operators.