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Jack 2 months ago
parent 6572c1061a
commit 030070fe43
11 changed files with 270 additions and 842 deletions
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  1. 226
      generated_alpha/2026/02/02/1.txt
  2. 1
      generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_102445.txt
  3. 19
      generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_140435.txt
  4. 1
      generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_173214.txt
  5. 99
      generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_104204.txt
  6. 99
      generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_141108.txt
  7. 99
      generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_173808.txt
  8. 109
      generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_102632.txt
  9. 44
      generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_140612.txt
  10. 49
      generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_173335.txt
  11. 366
      planning_post_alpha.txt

226
generated_alpha/2026/02/02/1.txt
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@ -1,137 +1,197 @@
rank(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60))
ts_sum(ts_delta(log(fnd17_nprice), 250), 20)
subtract(ts_delay(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), 20), ts_delay(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), inverse(ts_mean(pv37_volume_13, 20)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 20)), 60))
subtract(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_delay(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), 5))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 20)), 60))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 20)), 60))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 20)), 60))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 20)), 60))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 60)), 120))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 60)), 120))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 60)), 120))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 60)), 120))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 60)), 120))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 5)), 10))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 5)), 10))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 5)), 10))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 5)), 10))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 5)), 10))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 10)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 10)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 10)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 10)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 10)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 20)), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 20)), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 20)), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 20)), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 20)), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 40)), 80))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 40)), 80))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 40)), 80))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 40)), 80))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 40)), 80))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 160)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 160)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 160)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 160)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 160)), 250))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
rank(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,45,gaussian),returns,0),45),sector))
multiply(zscore(ts_sum(ts_delay(returns,21),105)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),63)))
zscore(ts_mean(if_else(returns < ts_quantile(returns,90,cauchy),returns,0),90))
multiply(zscore(ts_sum(ts_delay(returns,42),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),42)))
normalize(group_zscore(ts_mean(if_else(returns < ts_quantile(returns,30,uniform),returns,0),30),industry))
multiply(normalize(ts_sum(ts_delay(returns,21),231)),normalize(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
rank(ts_mean(if_else(subtract(returns,ts_quantile(returns,60)) < 0,returns,0),60))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,21),ts_mean(pv37_volume_13,21)))))
group_rank(ts_mean(if_else(returns < ts_quantile(returns,75,gaussian),returns,0),75),subindustry)
multiply(zscore(ts_sum(ts_delay(returns,63),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_alldelay1_priceavg150day)),21)))
zscore(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,50,cauchy),returns,0),50),country))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),21)))
rank(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),21)))
normalize(ts_mean(if_else(returns < ts_quantile(returns,80,gaussian),signed_power(returns,2),0),80))
multiply(zscore(ts_sum(ts_delay(returns,84),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),84)))
rank(group_zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60)),sector))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_alldelay1_priceavg150day)),21)))
zscore(ts_mean(if_else(returns < ts_quantile(returns,40,uniform),power(abs(returns),1.5),0),40))
multiply(normalize(ts_sum(ts_delay(returns,21),231),true),normalize(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21),true))
rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),signed_power(returns,3),0),60),industry))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
normalize(ts_mean(if_else(returns < ts_quantile(returns,70,cauchy),log(abs(returns)+1),0),70))
multiply(zscore(ts_sum(ts_delay(returns,42),210)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),42)))
rank(group_neutralize(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60)),subindustry))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,21),ts_mean(pv37_volume_14,21))))
zscore(ts_mean(if_else(returns < ts_quantile(returns,55,gaussian),sqrt(abs(returns)),0),55))
multiply(zscore(ts_sum(ts_delay(returns,63),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),63)))
rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),inverse(abs(returns)+1),0),60))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),21)))
group_zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,65,uniform),returns,0),65)),sector)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),42)))
normalize(group_rank(abs(ts_mean(if_else(returns < ts_quantile(returns,70,gaussian),returns,0),70)),country))
multiply(zscore(ts_sum(ts_delay(returns,84),126)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_alldelay1_priceavg150day)),21)))
rank(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),signed_power(returns,1.2),0),60)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_alldelay1_priceavg150day)),21)))
group_neutralize(rank(ts_mean(if_else(returns < ts_quantile(returns,50,uniform),returns,0),50)),industry)
multiply(normalize(ts_sum(ts_delay(returns,21),231)),normalize(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
rank(ts_mean(if_else(returns < ts_quantile(returns,85,gaussian),multiply(returns,100),0),85))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),84)))
zscore(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),divide(returns,100),0),60),subindustry))
multiply(zscore(ts_sum(ts_delay(returns,42),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),63)))
normalize(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),add(returns,1),0),60)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,42),ts_mean(pv37_volume_13,42))))
rank(ts_mean(if_else(returns < ts_quantile(returns,95,gaussian),subtract(0,returns),0),95))
multiply(zscore(ts_sum(ts_delay(returns,63),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
group_zscore(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60)),sector)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),21)))
rank(ts_mean(if_else(returns < ts_quantile(returns,35,uniform),sign(returns)*power(abs(returns),2),0),35))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),63)))
normalize(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),sqrt(abs(returns))*sign(returns),0),60),industry))
multiply(zscore(ts_sum(ts_delay(returns,84),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),84)))
zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,45,cauchy),signed_power(returns,0.5),0),45)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),42)))
rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),log(abs(returns)+2),0),60),subindustry))
multiply(normalize(ts_sum(ts_delay(returns,21),231),true),normalize(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21),true))
group_neutralize(zscore(ts_mean(if_else(returns < ts_quantile(returns,75,gaussian),inverse(abs(returns)+2),0),75)),country)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),max(returns,-0.5),0),60))
multiply(zscore(ts_sum(ts_delay(returns,42),210)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_alldelay1_priceavg150day)),42)))
zscore(normalize(ts_mean(if_else(returns < ts_quantile(returns,50,uniform),min(returns,-0.1),0),50)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,21),ts_mean(pv37_volume_14,21))))
rank(group_zscore(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),ts_zscore(returns,20),0),60)),sector)
multiply(zscore(ts_sum(ts_delay(returns,63),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
normalize(rank(abs(ts_mean(if_else(returns < ts_quantile(returns,80,cauchy),ts_std_dev(returns,10),0),80))))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),21)))
rank(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),ts_delta(returns,5),0),60),industry))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),42)))
zscore(ts_mean(if_else(returns < ts_quantile(returns,65,gaussian),ts_av_diff(returns,15),0),65))
multiply(zscore(ts_sum(ts_delay(returns,84),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),84)))
rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),ts_rank(returns,10),0),60),subindustry))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),63)))
normalize(zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,70,uniform),returns,0),70))))
multiply(normalize(ts_sum(ts_delay(returns,21),231)),normalize(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
group_zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),signed_power(returns,2.5),0),60)),country)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),84)))
rank(ts_mean(if_else(returns < ts_quantile(returns,50,cauchy),power(abs(returns),0.8),0),50))
multiply(zscore(ts_sum(ts_delay(returns,42),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),21)))
zscore(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),sqrt(abs(returns))*signed_power(returns,1),0),60),sector))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,63),ts_mean(pv37_volume_13,63))))
rank(normalize(ts_mean(if_else(returns < ts_quantile(returns,90,gaussian),log(abs(returns)+3),0),90)))
multiply(zscore(ts_sum(ts_delay(returns,63),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),63)))
group_rank(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),inverse(abs(returns)+3),0),60)),industry)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),21)))
normalize(abs(group_zscore(ts_mean(if_else(returns < ts_quantile(returns,65,uniform),returns,0),65),subindustry)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),42)))
rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),multiply(signed_power(returns,2),0.5),0),60))
multiply(zscore(ts_sum(ts_delay(returns,84),126)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,70,cauchy),divide(returns,abs(returns)+1),0),70)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),84)))
group_neutralize(normalize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),add(returns,2),0),60)),country)
multiply(normalize(ts_sum(ts_delay(returns,21),231),true),normalize(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21),true))
rank(abs(zscore(ts_mean(if_else(returns < ts_quantile(returns,80,gaussian),subtract(0,abs(returns)),0),80))))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
group_zscore(rank(abs(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60))),sector)
multiply(zscore(ts_sum(ts_delay(returns,42),210)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),42)))
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 60), 60)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,21),ts_mean(pv37_volume_14,21))))
ts_rank(ts_mean(if_else(returns < ts_quantile(returns, 60, "uniform"), returns, 0), 60), 60)
multiply(zscore(ts_sum(ts_delay(returns,63),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
rank(subtract(ts_mean(returns, 60), ts_mean(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),21)))
rank(ts_sum(if_else(returns < ts_delay(ts_quantile(returns, 60, "gaussian"), 1), returns, 0), 60))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),63)))
zscore(ts_sum(multiply(returns, returns < ts_mean(returns, 60)), 60))
multiply(zscore(ts_sum(ts_delay(returns,84),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),21)))
ts_rank(ts_sum(if_else(returns < ts_quantile(returns, 60, "cauchy"), returns, 0), 60), 120)
rank(ts_mean(if_else(returns < ts_delay(ts_quantile(returns, 60, "uniform"), 5), returns, 0), 60))
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 120, "gaussian")), 120), 60)
rank(subtract(ts_sum(returns, 60), ts_sum(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
zscore(ts_mean(if_else(returns < ts_delay(ts_mean(returns, 60), 1), returns, 0), 60))
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 30), 60)
rank(ts_mean(if_else(returns < ts_delay(ts_quantile(returns, 30, "uniform"), 2), returns, 0), 60))
ts_rank(ts_sum(if_else(returns < ts_quantile(returns, 90, "cauchy"), returns, 0), 90), 60)
zscore(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 60))
rank(subtract(ts_mean(returns, 90), ts_mean(if_else(returns < ts_quantile(returns, 90, "gaussian"), returns, 0), 90)))
ts_rank(ts_mean(multiply(returns, returns < ts_delay(ts_quantile(returns, 60, "uniform"), 3)), 60), 60)
rank(ts_sum(if_else(returns < ts_quantile(returns, 60, "cauchy"), returns, 0), 30))
zscore(ts_mean(if_else(returns < ts_delay(ts_mean(returns, 30), 5), returns, 0), 60))
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 120, "gaussian")), 60), 120)
rank(subtract(ts_sum(returns, 30), ts_sum(if_else(returns < ts_quantile(returns, 30, "gaussian"), returns, 0), 30)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_alldelay1_priceavg150day)),84)))
ts_delta(ts_sum(returns, 252), 21)
ts_rank(ts_mean(returns, 252), 252)
ts_zscore(ts_sum(returns, 252), 252)
ts_scale(ts_sum(returns, 252), 252)
ts_av_diff(ts_sum(returns, 252), 252)
ts_std_dev(ts_sum(returns, 252), 252)
ts_corr(ts_sum(returns, 252), ts_sum(returns, 126), 252)
ts_decay_linear(ts_sum(returns, 252), 252)
ts_backfill(ts_sum(returns, 252), 252)
ts_product(ts_sum(returns, 252), 252)
ts_quantile(ts_sum(returns, 252), 252)
ts_arg_max(ts_sum(returns, 252), 252)
ts_arg_min(ts_sum(returns, 252), 252)
ts_count_nans(ts_sum(returns, 252), 252)
ts_covariance(ts_sum(returns, 252), ts_sum(returns, 126), 252)
ts_regression(ts_sum(returns, 252), ts_sum(returns, 126), 252)
ts_target_tvr_decay(ts_sum(returns, 252))
ts_target_tvr_delta_limit(ts_sum(returns, 252), ts_sum(returns, 126))
normalize(ts_sum(returns, 252))
quantile(ts_sum(returns, 252))
rank(ts_sum(returns, 252))
scale(ts_sum(returns, 252))
winsorize(ts_sum(returns, 252))
zscore(ts_sum(returns, 252))
vec_avg(ts_sum(returns, 252))
vec_sum(ts_sum(returns, 252))
bucket(rank(ts_sum(returns, 252)))
trade_when(ts_sum(returns, 252), ts_sum(returns, 126), ts_sum(returns, 63))
group_backfill(ts_sum(returns, 252), group, 252)
group_mean(ts_sum(returns, 252), weight, group)
group_neutralize(ts_sum(returns, 252), group)
group_rank(ts_sum(returns, 252), group)
group_scale(ts_sum(returns, 252), group)
group_zscore(ts_sum(returns, 252), group)

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generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_102445.txt
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-rank(ts_std_dev(if_else(ts_rank(returns,60)<0.05,returns,NaN),60))

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generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_140435.txt
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if_else(and(rank(ts_mean(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
if_else(and(rank(ts_mean(divide(volume,public_float_shares),50))<0.05,ts_arg_max(ts_sum(group_mean(returns,1,market),5)<-0.03,200)<=15),ts_sum(returns,15),0)
if_else(and(rank(ts_decay_linear(divide(volume,cap),70))<0.1,ts_arg_max(ts_sum(vec_avg(returns),10)<-0.07,300)<=25),ts_sum(returns,25),0)
if_else(and(rank(ts_mean(daily_volume_to_shares_outstanding,60))<0.15,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
if_else(and(rank(ts_mean(divide(volume,fnd17_float),40))<0.1,ts_arg_max(ts_sum(group_mean(returns,cap,market),5)<-0.04,150)<=30),ts_sum(returns,30),0)
if_else(and(rank(ts_product(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
if_else(and(rank(ts_scale(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
if_else(and(rank(ts_zscore(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
if_else(and(rank(ts_av_diff(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
if_else(and(rank(ts_delta(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)

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generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_173214.txt
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trade_when(trade_when(0,rank(multiply(add(ts_min(returns,60),kth_element(returns,60,2)),inverse(2)),rate=2)>0.9,-1),rank(multiply(add(ts_min(returns,60),kth_element(returns,60,2)),inverse(2)),rate=2)<0.1,1)

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generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_104204.txt
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reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < -0.01, returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < -0.02, returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < -0.05, returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), ts_std_dev(returns, 60)), returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), multiply(ts_std_dev(returns, 60), 1.5)), returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), multiply(ts_std_dev(returns, 60), 2)), returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 30)))
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 90)))
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 120)))
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 250)))
reverse(rank(ts_decay_linear(if_else(returns < 0, returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(abs(returns) > add(ts_mean(abs(returns), 60), ts_std_dev(abs(returns), 60)), returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < 0, signed_power(returns, 2), NaN), 60)))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_equity_percent)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), anl45_risk_free_rate)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), fnd86_risk_score)
scale(winsorize(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), 4))
winsorize(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), 3)
scale(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), 1, 1.5, 0.5)
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_delay(ts_mean(returns, 60), 1), ts_delay(ts_std_dev(returns, 60), 1)), returns, NaN), 60)))
add(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent)
subtract(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), rank(quarterly_return_on_assets_percent))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), rank(ttm_return_on_equity_percent))
divide(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), add(ts_mean(abs(returns), 60), 0.001))
signed_power(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), 2)
reverse(rank(ts_std_dev(if_else(returns < ts_mean(returns, 20), returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < ts_mean(returns, 120), returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(abs(returns) > 0.05, returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < -0.03, returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < ts_min(returns, 60), returns, NaN), 60)))
reverse(rank(ts_delay(ts_std_dev(if_else(returns < 0, returns, NaN), 60), 5)))
reverse(rank(ts_decay_linear(ts_std_dev(if_else(returns < 0, returns, NaN), 60), 20)))
reverse(rank(ts_std_dev(if_else(returns < 0, ts_delay(returns, 1), NaN), 60)))
reverse(rank(ts_std_dev(if_else(ts_delay(returns, 1) < 0, ts_delay(returns, 1), NaN), 60)))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ts_step(1))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent_3)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), return_on_equity_ratio_3)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_equity_percent_2)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_investment_percent)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_assets_percent_2)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_average_equity)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), log(add(1, abs(quarterly_return_on_assets_percent))))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), sqrt(abs(quarterly_return_on_equity_percent)))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), sign(quarterly_return_on_investment))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), inverse(add(1, abs(ttm_return_on_equity_percent))))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), max(0.1, abs(quarterly_return_on_assets_percent)))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), min(10, abs(ttm_return_on_equity_percent)))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), add(1, anl45_risk_free_rate))

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generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_141108.txt
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trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(market_capitalization_current, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(ts_mean(daily_volume_to_shares_outstanding, 60)) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(public_float_shares, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 7) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -15), 15)), NaN)
trade_when(and(ts_zscore(returns, 5) < -2, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_std_dev(returns, 5) > ts_mean(ts_std_dev(returns, 60), 60), rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(rank(ts_mean(returns, 5)) < 0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(ts_decay_linear(divide(volume, cap), 60)) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(pv37_volume_global, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(fnd17_mktcap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(ts_mean(daily_volume_percent_shares_out, 60)) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(winsorize(divide(ts_mean(volume, 60), ts_mean(cap, 60)), std=3)) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(scale(divide(ts_mean(volume, 60), ts_mean(cap, 60)))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 10) < -0.07, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -10), 10)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -30), 30)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_corr(ts_delay(returns, -20), returns, 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_decay_linear(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, quantile(divide(ts_mean(volume, 60), ts_mean(cap, 60)), driver=uniform) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), group_neutralize(rank(ts_sum(ts_delay(returns, -20), 20)), market), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, zscore(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < -1.5), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(and(ts_mean(returns, 5) < -0.05, ts_std_dev(returns, 5) > ts_mean(ts_std_dev(returns, 60), 60)), rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(volume, 5) > ts_mean(volume, 60) * 2, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(fnd17_float, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(market_capitalization_value_5, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 30), ts_mean(cap, 30))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 90), ts_mean(cap, 90))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(signed_power(divide(ts_mean(volume, 60), ts_mean(cap, 60)), 0.5)) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(log(divide(ts_mean(volume, 60), ts_mean(cap, 60)))) < -1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(inverse(divide(ts_mean(volume, 60), ts_mean(cap, 60)))) > 0.9), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(divide(ts_sum(ts_delay(returns, -20), 20), ts_std_dev(returns, 20))), NaN)
trade_when(and(ts_delta(ts_mean(returns, 5), 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_arg_min(ts_mean(returns, 5), 10) == 0, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_product(add(1, ts_delay(returns, -20)), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(scale_down(divide(ts_mean(volume, 60), ts_mean(cap, 60)))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, bucket(rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))), range="0,0.1,1") == 0), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, group_rank(divide(ts_mean(volume, 60), ts_mean(cap, 60)), market) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), hump(rank(ts_sum(ts_delay(returns, -20), 20)), 0.02), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), jump_decay(rank(ts_sum(ts_delay(returns, -20), 20)), 20), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), ts_target_tvr_decay(rank(ts_sum(ts_delay(returns, -20), 20))), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_corr(ts_delay(returns, -20), volume, 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_covariance(ts_delay(returns, -20), returns, 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_regression(ts_delay(returns, -20), returns, 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_av_diff(ts_sum(ts_delay(returns, -20), 20), 60)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_backfill(ts_sum(ts_delay(returns, -20), 20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), ts_quantile(ts_sum(ts_delay(returns, -20), 20), 20), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(pv37_volume_global, 60), ts_mean(market_capitalization_current, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), scale(rank(ts_sum(ts_delay(returns, -20), 20))), NaN)

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rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), rate=0)
rank(ts_mean(if_else(ts_rank(returns, 30) < 0.05, returns, NaN), 30), rate=0)
rank(ts_mean(if_else(ts_rank(returns, 120) < 0.05, returns, NaN), 120), rate=0)
rank(ts_mean(if_else(ts_rank(returns, 60) < 0.01, returns, NaN), 60), rate=0)
rank(ts_mean(if_else(ts_rank(returns, 60) < 0.10, returns, NaN), 60), rate=0)
rank(ts_min(returns, 60), rate=0)
rank(divide(ts_sum(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_sum(if_else(ts_rank(returns, 60) < 0.05, 1, NaN), 60)), rate=0)
rank(ts_std_dev(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), rate=0)
rank(multiply(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_std_dev(returns, 60)), rate=0)
rank(divide(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_std_dev(returns, 60)), rate=0)
rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, ts_decay_linear(returns, 60), NaN), 60), rate=0)
rank(ts_delta(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 20), rate=0)
rank(ts_mean(if_else(ts_rank(abs(returns), 60) < 0.05, abs(returns), NaN), 60), rate=0)
rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, subtract(returns, ts_mean(returns, 60)), NaN), 60), rate=0)
rank(divide(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_regression(returns, ts_mean(returns, 60), 60, lag=0, rettype=0)), rate=0)
rank(ts_zscore(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 60), rate=0)
rank(ts_mean(if_else(ts_rank(winsorize(returns, std=3), 60) < 0.05, winsorize(returns, std=3), NaN), 60), rate=0)
rank(ts_delay(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 5), rate=0)
rank(ts_delta(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 10), rate=0)
rank(ts_arg_min(returns, 60), rate=0)
rank(ts_product(if_else(ts_rank(returns, 60) < 0.05, add(1, returns), NaN), 60), rate=0)
rank(ts_sum(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), rate=0)
rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, ts_decay_linear(returns, 60, dense=true), NaN), 60), rate=0)
rank(ts_backfill(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), lookback=60), rate=0)
rank(quantile(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), driver="cauchy"), rate=0)
rank(log(abs(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60))), rate=0)
rank(inverse(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60)), rate=0)
rank(signed_power(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 2), rate=0)
rank(scale(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60)), rate=0)
rank(zscore(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60)), rate=0)
rank(add(ts_mean(if_else(ts_rank(returns, 30) < 0.05, returns, NaN), 30), ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_mean(if_else(ts_rank(returns, 120) < 0.05, returns, NaN), 120)), rate=0)
rank(multiply(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_mean(returns, 20)), rate=0)
rank(multiply(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), reverse(ts_mean(returns, 20))), rate=0)
rank(if_else(ts_mean(returns, 60) < 0, ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), NaN), rate=0)
rank(if_else(ts_std_dev(returns, 60) > ts_mean(ts_std_dev(returns, 60), 252), ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), NaN), rate=0)
rank(multiply(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_corr(returns, ts_mean(returns, 60), 60)), rate=0)
rank(ts_mean(if_else(or(ts_rank(returns, 60) < 0.05, ts_rank(returns, 60) > 0.95), returns, NaN), 60), rate=0)
rank(subtract(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_mean(if_else(ts_rank(returns, 60) > 0.95, returns, NaN), 60)), rate=0)
rank(ts_mean(if_else(ts_rank(hump(returns, hump=0.02), 60) < 0.05, hump(returns, hump=0.02), NaN), 60), rate=0)
rank(ts_mean(if_else(and(ts_delta(returns, 1) > multiply(2, ts_std_dev(returns, 60)), ts_rank(returns, 60) < 0.05), returns, NaN), 60), rate=0)
rank(subtract(ts_arg_min(returns, 60), ts_arg_max(returns, 60)), rate=0)
rank(ts_av_diff(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 60), rate=0)
rank(ts_scale(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 60), rate=0)
rank(ts_zscore(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 60), rate=0)
rank(power(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 2), rate=0)
rank(sqrt(abs(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60))), rate=0)
rank(multiply(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), sign(ts_mean(returns, 60))), rate=0)
rank(divide(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_mean(abs(returns), 60)), rate=0)
rank(rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), rate=0), rate=0)
rank(bucket(rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), rate=0), range="0,1,0.1"), rate=0)

109
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ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)
rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reverse(rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
ts_zscore(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
normalize(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), true, 0.0)
ts_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
group_zscore(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
winsorize(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 4)
scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 1, 1, 1)
ts_scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 0)
ts_av_diff(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_delta(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 5)
ts_mean(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 30)
ts_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_sum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_product(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_decay_linear(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, false)
ts_backfill(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 1, "NAN")
ts_corr(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60)
ts_covariance(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60)
ts_regression(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60, 0, 0)
ts_arg_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_arg_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_count_nans(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_delay(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 5)
ts_quantile(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, "gaussian")
ts_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 0)
ts_scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 0)
ts_step(1)
ts_target_tvr_decay(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0, 1, 0.1)
ts_target_tvr_delta_limit(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 0, 1, 0.1)
group_neutralize(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
group_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
group_scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
group_mean(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, bucket(rank(returns), buckets="2,5,6,7,10"))
group_backfill(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"), 60, 4.0)
vec_avg(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
vec_sum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
vec_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
vec_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reduce_avg(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0)
reduce_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reduce_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reduce_stddev(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0)
reduce_sum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reduce_range(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reduce_skewness(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reduce_kurtosis(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reduce_ir(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reduce_norm(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reduce_powersum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 2, false)
reduce_percentage(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0.5)
reduce_choose(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 1, true)
reduce_count(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0)

44
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ts_mean(volume, 60)
divide(ts_mean(volume, 60), cap)
rank(divide(ts_mean(volume, 60), cap))
ts_arg_min(divide(ts_mean(volume, 60), cap), 60)
ts_delta(ts_mean(volume, 60), 1)
ts_std_dev(divide(ts_mean(volume, 60), cap), 60)
ts_zscore(divide(ts_mean(volume, 60), cap), 60)
ts_rank(divide(ts_mean(volume, 60), cap), 60)
ts_scale(divide(ts_mean(volume, 60), cap), 60)
ts_decay_linear(divide(ts_mean(volume, 60), cap), 60)
ts_corr(divide(ts_mean(volume, 60), cap), returns, 60)
ts_covariance(divide(ts_mean(volume, 60), cap), returns, 60)
ts_regression(returns, divide(ts_mean(volume, 60), cap), 60)
ts_backfill(divide(ts_mean(volume, 60), cap), 60)
ts_product(divide(ts_mean(volume, 60), cap), 60)
ts_quantile(divide(ts_mean(volume, 60), cap), 60)
ts_av_diff(divide(ts_mean(volume, 60), cap), 60)
ts_count_nans(divide(ts_mean(volume, 60), cap), 60)
ts_sum(divide(ts_mean(volume, 60), cap), 60)
ts_delay(divide(ts_mean(volume, 60), cap), 1)
ts_delta(divide(ts_mean(volume, 60), cap), 1)
ts_arg_max(divide(ts_mean(volume, 60), cap), 60)
ts_min(divide(ts_mean(volume, 60), cap), 60)
ts_max(divide(ts_mean(volume, 60), cap), 60)
ts_mean(divide(ts_mean(volume, 60), cap), 60)
ts_std_dev(ts_mean(volume, 60), 60)
ts_zscore(ts_mean(volume, 60), 60)
ts_rank(ts_mean(volume, 60), 60)
ts_scale(ts_mean(volume, 60), 60)
ts_decay_linear(ts_mean(volume, 60), 60)
ts_corr(ts_mean(volume, 60), returns, 60)
ts_covariance(ts_mean(volume, 60), returns, 60)
ts_regression(returns, ts_mean(volume, 60), 60)
ts_backfill(ts_mean(volume, 60), 60)
ts_product(ts_mean(volume, 60), 60)
ts_quantile(ts_mean(volume, 60), 60)
ts_av_diff(ts_mean(volume, 60), 60)
ts_count_nans(ts_mean(volume, 60), 60)
ts_sum(ts_mean(volume, 60), 60)
ts_delay(ts_mean(volume, 60), 1)
ts_delta(ts_mean(volume, 60), 1)
ts_arg_max(ts_mean(volume, 60), 60)
ts_min(ts_mean(volume, 60), 60)
ts_max(ts_mean(volume, 60), 60)

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ts_mean(returns, 60)
ts_std_dev(returns, 60)
ts_quantile(returns, 60, driver="gaussian")
ts_rank(returns, 60)
ts_zscore(returns, 60)
ts_arg_min(returns, 60)
ts_arg_max(returns, 60)
ts_delta(returns, 60)
ts_backfill(returns, 60, k=1)
ts_decay_linear(returns, 60, dense=false)
ts_corr(returns, returns, 60)
ts_covariance(returns, returns, 60)
ts_scale(returns, 60, constant=0)
ts_av_diff(returns, 60)
ts_product(returns, 60)
ts_sum(returns, 60)
ts_count_nans(returns, 60)
ts_regression(returns, returns, 60, lag=0, rettype=0)
ts_step(1)
ts_target_tvr_decay(returns, lambda_min=0, lambda_max=1, target_tvr=0.1)
ts_target_tvr_delta_limit(returns, returns, lambda_min=0, lambda_max=1, target_tvr=0.1)
rank(ts_quantile(returns, 60, driver="gaussian"))
rank(ts_zscore(returns, 60))
rank(ts_arg_min(returns, 60))
rank(ts_arg_max(returns, 60))
rank(ts_delta(returns, 60))
rank(ts_backfill(returns, 60, k=1))
rank(ts_decay_linear(returns, 60, dense=false))
rank(ts_corr(returns, returns, 60))
rank(ts_covariance(returns, returns, 60))
rank(ts_scale(returns, 60, constant=0))
rank(ts_av_diff(returns, 60))
rank(ts_product(returns, 60))
rank(ts_sum(returns, 60))
rank(ts_count_nans(returns, 60))
rank(ts_regression(returns, returns, 60, lag=0, rettype=0))
rank(ts_step(1))
rank(ts_target_tvr_decay(returns, lambda_min=0, lambda_max=1, target_tvr=0.1))
rank(ts_target_tvr_delta_limit(returns, returns, lambda_min=0, lambda_max=1, target_tvr=0.1))
quantile(ts_quantile(returns, 60, driver="gaussian"), driver="gaussian", sigma=1.0)
quantile(ts_zscore(returns, 60), driver="gaussian", sigma=1.0)
quantile(ts_arg_min(returns, 60), driver="gaussian", sigma=1.0)
quantile(ts_arg_max(returns, 60), driver="gaussian", sigma=1.0)
quantile(ts_delta(returns, 60), driver="gaussian", sigma=1.0)
quantile(ts_backfill(returns, 60, k=1), driver="gaussian", sigma=1.0)
quantile(ts_decay_linear(returns, 60, dense=false), driver="gaussian", sigma=1.0)
quantile(ts_corr(returns, returns, 60), driver="gaussian", sigma=1.0)
quantile(ts_covariance(returns, returns, 60), driver="gaussian", sigma=1.0)
quantile(ts_scale(returns, 60, constant=0), driver="gaussian", sigma=1.0)

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ts_arg_max(returns, 60)
rank(ts_count_nans(returns, 60))
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 120, "gaussian")), 120), 60)
zscore(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),divide(returns,100),0),60),subindustry))
rank(ts_step(1))
ts_std_dev(ts_mean(volume, 60), 60)
ts_product(divide(ts_mean(volume, 60), cap), 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), rank(ttm_return_on_equity_percent))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_assets_percent_2)
rank(ts_product(returns, 60))
vec_sum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
rank(subtract(ts_sum(returns, 60), ts_sum(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
ts_step(1)
quantile(ts_delta(returns, 60), driver="gaussian", sigma=1.0)
ts_count_nans(divide(ts_mean(volume, 60), cap), 60)
group_zscore(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
ts_corr(returns, returns, 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), anl45_risk_free_rate)
ts_min(divide(ts_mean(volume, 60), cap), 60)
ts_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_equity_percent)
rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),log(abs(returns)+2),0),60),subindustry))
subtract(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), rank(quarterly_return_on_assets_percent))
group_zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),signed_power(returns,2.5),0),60)),country)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent)
-rank(ts_std_dev(if_else(ts_rank(returns,60)<0.05,returns,NaN),60))
zscore(normalize(ts_mean(if_else(returns < ts_quantile(returns,50,uniform),min(returns,-0.1),0),50)))
zscore(ts_mean(if_else(returns < ts_quantile(returns,40,uniform),power(abs(returns),1.5),0),40))
group_neutralize(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
reverse(rank(ts_std_dev(if_else(returns < ts_min(returns, 60), returns, NaN), 60)))
normalize(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),sqrt(abs(returns))*sign(returns),0),60),industry))
rank(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60)))
reverse(rank(ts_std_dev(if_else(returns < ts_mean(returns, 120), returns, NaN), 60)))
ts_arg_max(divide(ts_mean(volume, 60), cap), 60)
quantile(ts_corr(returns, returns, 60), driver="gaussian", sigma=1.0)
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), multiply(ts_std_dev(returns, 60), 1.5)), returns, NaN), 60)))
zscore(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,50,cauchy),returns,0),50),country))
zscore(ts_mean(if_else(returns < ts_quantile(returns,65,gaussian),ts_av_diff(returns,15),0),65))
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 60), 60)
rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),inverse(abs(returns)+1),0),60))
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 30), 60)
reverse(rank(ts_std_dev(if_else(returns < -0.01, returns, NaN), 60)))
rank(ts_sum(returns, 60))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_average_equity)
ts_quantile(divide(ts_mean(volume, 60), cap), 60)
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 120)))
if_else(and(rank(ts_scale(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
ts_delta(returns, 60)
reverse(rank(ts_std_dev(if_else(ts_delay(returns, 1) < 0, ts_delay(returns, 1), NaN), 60)))
ts_corr(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60)
rank(divide(ts_mean(volume, 60), cap))
if_else(and(rank(ts_mean(divide(volume,fnd17_float),40))<0.1,ts_arg_max(ts_sum(group_mean(returns,cap,market),5)<-0.04,150)<=30),ts_sum(returns,30),0)
rank(ts_mean(if_else(returns < ts_quantile(returns,95,gaussian),subtract(0,returns),0),95))
normalize(group_rank(abs(ts_mean(if_else(returns < ts_quantile(returns,70,gaussian),returns,0),70)),country))
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60)))
ts_rank(divide(ts_mean(volume, 60), cap), 60)
ts_av_diff(ts_mean(volume, 60), 60)
ts_corr(divide(ts_mean(volume, 60), cap), returns, 60)
rank(subtract(ts_mean(returns, 60), ts_mean(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
ts_decay_linear(divide(ts_mean(volume, 60), cap), 60)
ts_quantile(ts_mean(volume, 60), 60)
ts_backfill(ts_mean(volume, 60), 60)
reverse(rank(ts_std_dev(if_else(abs(returns) > 0.05, returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_delay(ts_mean(returns, 60), 1), ts_delay(ts_std_dev(returns, 60), 1)), returns, NaN), 60)))
ts_corr(ts_mean(volume, 60), returns, 60)
ts_zscore(returns, 60)
zscore(ts_mean(if_else(returns < ts_delay(ts_mean(returns, 30), 5), returns, 0), 60))
rank(ts_zscore(returns, 60))
ts_count_nans(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_delay(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 5)
rank(subtract(ts_sum(returns, 30), ts_sum(if_else(returns < ts_quantile(returns, 30, "gaussian"), returns, 0), 30)))
ts_rank(ts_sum(if_else(returns < ts_quantile(returns, 60, "cauchy"), returns, 0), 60), 120)
normalize(zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,70,uniform),returns,0),70))))
reverse(rank(ts_std_dev(if_else(returns < 0, ts_delay(returns, 1), NaN), 60)))
rank(ts_sum(if_else(returns < ts_delay(ts_quantile(returns, 60, "gaussian"), 1), returns, 0), 60))
vec_avg(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reverse(rank(ts_std_dev(if_else(returns < -0.03, returns, NaN), 60)))
ts_av_diff(divide(ts_mean(volume, 60), cap), 60)
group_zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,65,uniform),returns,0),65)),sector)
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 250)))
ts_covariance(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60)
rank(abs(zscore(ts_mean(if_else(returns < ts_quantile(returns,80,gaussian),subtract(0,abs(returns)),0),80))))
ts_arg_min(returns, 60)
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 90)))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), min(10, abs(ttm_return_on_equity_percent)))
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), ts_std_dev(returns, 60)), returns, NaN), 60)))
rank(ts_corr(returns, returns, 60))
ts_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 0)
vec_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
rank(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60))
rank(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),ts_delta(returns,5),0),60),industry))
group_scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)
rank(ts_target_tvr_decay(returns, lambda_min=0, lambda_max=1, target_tvr=0.1))
ts_sum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
signed_power(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), 2)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), add(1, anl45_risk_free_rate))
vec_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
rank(ts_mean(if_else(returns < ts_delay(ts_quantile(returns, 60, "uniform"), 5), returns, 0), 60))
rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),ts_rank(returns,10),0),60),subindustry))
ts_arg_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
zscore(ts_sum(multiply(returns, returns < ts_mean(returns, 60)), 60))
zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,70,cauchy),divide(returns,abs(returns)+1),0),70)))
ts_regression(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60, 0, 0)
ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 120, "gaussian")), 60), 120)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), return_on_equity_ratio_3)
group_zscore(rank(abs(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60))),sector)
ts_count_nans(returns, 60)
quantile(ts_covariance(returns, returns, 60), driver="gaussian", sigma=1.0)
rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),signed_power(returns,3),0),60),industry))
rank(ts_covariance(returns, returns, 60))
quantile(ts_arg_max(returns, 60), driver="gaussian", sigma=1.0)
group_neutralize(rank(ts_mean(if_else(returns < ts_quantile(returns,50,uniform),returns,0),50)),industry)
if_else(and(rank(ts_mean(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
ts_product(returns, 60)
ts_regression(returns, ts_mean(volume, 60), 60)
if_else(and(rank(ts_delta(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), sign(quarterly_return_on_investment))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), fnd86_risk_score)
ts_delay(divide(ts_mean(volume, 60), cap), 1)
ts_rank(ts_mean(multiply(returns, returns < ts_delay(ts_quantile(returns, 60, "uniform"), 3)), 60), 60)
group_neutralize(zscore(ts_mean(if_else(returns < ts_quantile(returns,75,gaussian),inverse(abs(returns)+2),0),75)),country)
rank(ts_delta(returns, 60))
ts_target_tvr_delta_limit(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 0, 1, 0.1)
rank(ts_mean(if_else(subtract(returns,ts_quantile(returns,60)) < 0,returns,0),60))
ts_product(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
rank(ts_arg_min(returns, 60))
normalize(abs(group_zscore(ts_mean(if_else(returns < ts_quantile(returns,65,uniform),returns,0),65),subindustry)))
ts_product(ts_mean(volume, 60), 60)
ts_av_diff(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
normalize(ts_mean(if_else(returns < ts_quantile(returns,70,cauchy),log(abs(returns)+1),0),70))
ts_mean(returns, 60)
ts_sum(ts_mean(volume, 60), 60)
ts_backfill(divide(ts_mean(volume, 60), cap), 60)
reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), multiply(ts_std_dev(returns, 60), 2)), returns, NaN), 60)))
ts_zscore(ts_mean(volume, 60), 60)
ts_max(ts_mean(volume, 60), 60)
quantile(ts_zscore(returns, 60), driver="gaussian", sigma=1.0)
ts_mean(volume, 60)
ts_arg_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
rank(ts_mean(if_else(returns < ts_quantile(returns,85,gaussian),multiply(returns,100),0),85))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), max(0.1, abs(quarterly_return_on_assets_percent)))
ts_backfill(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 1, "NAN")
ts_delta(ts_mean(volume, 60), 1)
if_else(and(rank(ts_av_diff(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
group_neutralize(normalize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),add(returns,2),0),60)),country)
if_else(and(rank(ts_zscore(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
rank(ts_sum(if_else(returns < ts_quantile(returns, 60, "cauchy"), returns, 0), 30))
ts_count_nans(ts_mean(volume, 60), 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_investment_percent)
ts_std_dev(returns, 60)
ts_quantile(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, "gaussian")
reverse(rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
zscore(ts_mean(if_else(returns < ts_delay(ts_mean(returns, 60), 1), returns, 0), 60))
rank(ts_mean(if_else(returns < ts_delay(ts_quantile(returns, 30, "uniform"), 2), returns, 0), 60))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent_3)
ts_target_tvr_decay(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0, 1, 0.1)
normalize(rank(abs(ts_mean(if_else(returns < ts_quantile(returns,80,cauchy),ts_std_dev(returns,10),0),80))))
ts_decay_linear(ts_mean(volume, 60), 60)
ts_covariance(returns, returns, 60)
ts_scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 0)
rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),multiply(signed_power(returns,2),0.5),0),60))
normalize(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),add(returns,1),0),60)))
rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
reverse(rank(ts_std_dev(if_else(returns < 0, signed_power(returns, 2), NaN), 60)))
reverse(rank(ts_decay_linear(if_else(returns < 0, returns, NaN), 60)))
rank(ts_arg_max(returns, 60))
zscore(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 60))
if_else(and(rank(ts_mean(divide(volume,public_float_shares),50))<0.05,ts_arg_max(ts_sum(group_mean(returns,1,market),5)<-0.03,200)<=15),ts_sum(returns,15),0)
ts_sum(divide(ts_mean(volume, 60), cap), 60)
rank(ts_regression(returns, returns, 60, lag=0, rettype=0))
divide(ts_mean(volume, 60), cap)
ts_delay(ts_mean(volume, 60), 1)
ts_std_dev(divide(ts_mean(volume, 60), cap), 60)
ts_regression(returns, returns, 60, lag=0, rettype=0)
rank(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),signed_power(returns,1.2),0),60)))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_equity_percent_2)
ts_regression(returns, divide(ts_mean(volume, 60), cap), 60)
ts_sum(returns, 60)
ts_scale(ts_mean(volume, 60), 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ts_step(1))
zscore(ts_mean(if_else(returns < ts_quantile(returns,55,gaussian),sqrt(abs(returns)),0),55))
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), inverse(add(1, abs(ttm_return_on_equity_percent))))
rank(ts_mean(if_else(returns < ts_quantile(returns,35,uniform),sign(returns)*power(abs(returns),2),0),35))
ts_rank(returns, 60)
ts_arg_min(divide(ts_mean(volume, 60), cap), 60)
ts_target_tvr_decay(returns, lambda_min=0, lambda_max=1, target_tvr=0.1)
reverse(rank(ts_std_dev(if_else(returns < -0.02, returns, NaN), 60)))
normalize(ts_mean(if_else(returns < ts_quantile(returns,80,gaussian),signed_power(returns,2),0),80))
ts_rank(ts_mean(if_else(returns < ts_quantile(returns, 60, "uniform"), returns, 0), 60), 60)
quantile(ts_arg_min(returns, 60), driver="gaussian", sigma=1.0)
ts_covariance(ts_mean(volume, 60), returns, 60)
reverse(rank(ts_decay_linear(ts_std_dev(if_else(returns < 0, returns, NaN), 60), 20)))
ts_zscore(divide(ts_mean(volume, 60), cap), 60)
ts_max(divide(ts_mean(volume, 60), cap), 60)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), log(add(1, abs(quarterly_return_on_assets_percent))))
reverse(rank(ts_std_dev(if_else(returns < ts_mean(returns, 20), returns, NaN), 60)))
ts_arg_max(ts_mean(volume, 60), 60)
ts_delta(divide(ts_mean(volume, 60), cap), 1)
rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),max(returns,-0.5),0),60))
if_else(and(rank(ts_product(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
normalize(group_zscore(ts_mean(if_else(returns < ts_quantile(returns,30,uniform),returns,0),30),industry))
rank(ts_av_diff(returns, 60))
group_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
rank(group_zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60)),sector))
if_else(and(rank(ts_mean(daily_volume_to_shares_outstanding,60))<0.15,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
ts_av_diff(returns, 60)
group_zscore(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60)),sector)
group_backfill(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"), 60, 4.0)
group_mean(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, bucket(rank(returns), buckets="2,5,6,7,10"))
rank(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,45,gaussian),returns,0),45),sector))
ts_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
divide(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), add(ts_mean(abs(returns), 60), 0.001))
group_rank(ts_mean(if_else(returns < ts_quantile(returns,75,gaussian),returns,0),75),subindustry)
multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), sqrt(abs(quarterly_return_on_equity_percent)))
ts_mean(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 30)
ts_min(ts_mean(volume, 60), 60)
rank(subtract(ts_mean(returns, 90), ts_mean(if_else(returns < ts_quantile(returns, 90, "gaussian"), returns, 0), 90)))
zscore(ts_mean(if_else(returns < ts_quantile(returns,90,cauchy),returns,0),90))
ts_rank(ts_mean(volume, 60), 60)
reverse(rank(ts_delay(ts_std_dev(if_else(returns < 0, returns, NaN), 60), 5)))
reverse(rank(ts_std_dev(if_else(abs(returns) > add(ts_mean(abs(returns), 60), ts_std_dev(abs(returns), 60)), returns, NaN), 60)))
reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 30)))
reverse(rank(ts_std_dev(if_else(returns < -0.05, returns, NaN), 60)))
rank(normalize(ts_mean(if_else(returns < ts_quantile(returns,90,gaussian),log(abs(returns)+3),0),90)))
if_else(and(rank(ts_decay_linear(divide(volume,cap),70))<0.1,ts_arg_max(ts_sum(vec_avg(returns),10)<-0.07,300)<=25),ts_sum(returns,25),0)
rank(ts_mean(if_else(returns < ts_quantile(returns,50,cauchy),power(abs(returns),0.8),0),50))
ts_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
add(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent)
zscore(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),sqrt(abs(returns))*signed_power(returns,1),0),60),sector))
ts_zscore(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
ts_scale(divide(ts_mean(volume, 60), cap), 60)
ts_covariance(divide(ts_mean(volume, 60), cap), returns, 60)
ts_delta(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 5)
ts_rank(ts_sum(if_else(returns < ts_quantile(returns, 90, "cauchy"), returns, 0), 90), 60)
group_rank(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),inverse(abs(returns)+3),0),60)),industry)
zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,45,cauchy),signed_power(returns,0.5),0),45)))
rank(group_neutralize(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60)),subindustry))
ts_mean(divide(ts_mean(volume, 60), cap), 60)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 160)), 250))
multiply(zscore(ts_sum(ts_delay(returns,63),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
multiply(normalize(ts_sum(ts_delay(returns,21),231)),normalize(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),21)))
ts_target_tvr_decay(ts_sum(returns, 252))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 20)), 40))
ts_rank(ts_mean(returns, 252), 252)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 20)), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 10)), 20))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),42)))
ts_corr(ts_sum(returns, 252), ts_sum(returns, 126), 252)
ts_zscore(ts_sum(returns, 252), 252)
group_scale(ts_sum(returns, 252), group)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 10)), 20))
ts_backfill(ts_sum(returns, 252), 252)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 160)), 250))
multiply(zscore(ts_sum(ts_delay(returns,84),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),84)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 40)), 80))
ts_covariance(ts_sum(returns, 252), ts_sum(returns, 126), 252)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_alldelay1_priceavg150day)),21)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 80)), 160))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),42)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 60)), 120))
multiply(zscore(ts_sum(ts_delay(returns,63),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),63)))
multiply(zscore(ts_sum(ts_delay(returns,42),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),42)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 160)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 60)), 120))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 10)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 40)), 80))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),84)))
subtract(ts_delay(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), 20), ts_delay(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 60)), 120))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,21),ts_mean(pv37_volume_14,21))))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 20)), 60))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),42)))
group_rank(ts_sum(returns, 252), group)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 120)), 250))
group_mean(ts_sum(returns, 252), weight, group)
multiply(normalize(ts_sum(ts_delay(returns,21),231)),normalize(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 60)), 120))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 10)), 20))
ts_sum(ts_delta(log(fnd17_nprice), 250), 20)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 60)), 120))
multiply(zscore(ts_sum(ts_delay(returns,42),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),21)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),84)))
multiply(zscore(ts_sum(ts_delay(returns,42),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),63)))
rank(ts_sum(returns, 252))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),63)))
multiply(zscore(ts_sum(ts_delay(returns,42),210)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_alldelay1_priceavg150day)),42)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_alldelay1_priceavg150day)),21)))
bucket(rank(ts_sum(returns, 252)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 5)), 10))
ts_regression(ts_sum(returns, 252), ts_sum(returns, 126), 252)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
group_neutralize(ts_sum(returns, 252), group)
group_backfill(ts_sum(returns, 252), group, 252)
ts_std_dev(ts_sum(returns, 252), 252)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 160)), 250))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_alldelay1_priceavg150day)),84)))
ts_arg_max(ts_sum(returns, 252), 252)
normalize(ts_sum(returns, 252))
ts_decay_linear(ts_sum(returns, 252), 252)
multiply(zscore(ts_sum(ts_delay(returns,84),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),84)))
multiply(zscore(ts_sum(ts_delay(returns,63),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_alldelay1_priceavg150day)),21)))
ts_delta(ts_sum(returns, 252), 21)
ts_product(ts_sum(returns, 252), 252)
multiply(zscore(ts_sum(ts_delay(returns,84),126)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 120)), 250))
vec_sum(ts_sum(returns, 252))
zscore(ts_sum(returns, 252))
ts_av_diff(ts_sum(returns, 252), 252)
subtract(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_delay(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), 5))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 20)), 20))
group_zscore(ts_sum(returns, 252), group)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 20)), 40))
multiply(zscore(ts_sum(ts_delay(returns,84),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),84)))
multiply(zscore(ts_sum(ts_delay(returns,63),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),63)))
multiply(zscore(ts_sum(ts_delay(returns,42),210)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),42)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), inverse(ts_mean(pv37_volume_13, 20)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 80)), 160))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),21)))
ts_count_nans(ts_sum(returns, 252), 252)
trade_when(ts_sum(returns, 252), ts_sum(returns, 126), ts_sum(returns, 63))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,42),ts_mean(pv37_volume_13,42))))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,63),ts_mean(pv37_volume_13,63))))
vec_avg(ts_sum(returns, 252))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 40)), 80))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 20)), 20))
multiply(zscore(ts_sum(ts_delay(returns,84),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),21)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),63)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 5)), 10))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),63)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 160)), 250))
ts_scale(ts_sum(returns, 252), 252)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 40)), 80))
winsorize(ts_sum(returns, 252))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 5)), 10))
multiply(zscore(ts_sum(ts_delay(returns,21),105)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),63)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),21)))
multiply(zscore(ts_sum(ts_delay(returns,63),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 5)), 10))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 40)), 80))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 20)), 60))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 10)), 20))
ts_target_tvr_delta_limit(ts_sum(returns, 252), ts_sum(returns, 126))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 20)), 60))
ts_arg_min(ts_sum(returns, 252), 252)
multiply(zscore(ts_sum(ts_delay(returns,84),126)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_alldelay1_priceavg150day)),21)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 20)), 60))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 20)), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 20)), 40))
multiply(zscore(ts_sum(ts_delay(returns,63),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
quantile(ts_sum(returns, 252))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 20)), 60))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
ts_quantile(ts_sum(returns, 252), 252)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),42)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 5)), 10))

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