From 030070fe43f4ee19f8e1eb2c376d953ef21c4584 Mon Sep 17 00:00:00 2001 From: Jack Date: Mon, 2 Feb 2026 23:32:43 +0800 Subject: [PATCH] ++ --- generated_alpha/2026/02/02/1.txt | 226 +++++++---- ...pseek-ai_DeepSeek-V3.1-Terminus_102445.txt | 1 - ...pseek-ai_DeepSeek-V3.1-Terminus_140435.txt | 19 - ...pseek-ai_DeepSeek-V3.1-Terminus_173214.txt | 1 - ...Pro_moonshotai_Kimi-K2-Thinking_104204.txt | 99 ----- ...Pro_moonshotai_Kimi-K2-Thinking_141108.txt | 99 ----- ...Pro_moonshotai_Kimi-K2-Thinking_173808.txt | 99 ----- ...wen_Qwen3-VL-235B-A22B-Instruct_102632.txt | 109 ------ ...wen_Qwen3-VL-235B-A22B-Instruct_140612.txt | 44 --- ...wen_Qwen3-VL-235B-A22B-Instruct_173335.txt | 49 --- planning_post_alpha.txt | 366 ++++++------------ 11 files changed, 270 insertions(+), 842 deletions(-) delete mode 100644 generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_102445.txt delete mode 100644 generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_140435.txt delete mode 100644 generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_173214.txt delete mode 100644 generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_104204.txt delete mode 100644 generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_141108.txt delete mode 100644 generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_173808.txt delete mode 100644 generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_102632.txt delete mode 100644 generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_140612.txt delete mode 100644 generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_173335.txt diff --git a/generated_alpha/2026/02/02/1.txt b/generated_alpha/2026/02/02/1.txt index 6f5a5ae..f8e9018 100644 --- a/generated_alpha/2026/02/02/1.txt +++ b/generated_alpha/2026/02/02/1.txt @@ -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))) \ No newline at end of file +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) \ No newline at end of file diff --git a/generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_102445.txt b/generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_102445.txt deleted file mode 100644 index 6529d80..0000000 --- a/generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_102445.txt +++ /dev/null @@ -1 +0,0 @@ --rank(ts_std_dev(if_else(ts_rank(returns,60)<0.05,returns,NaN),60)) \ No newline at end of file diff --git a/generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_140435.txt b/generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_140435.txt deleted file mode 100644 index 2916ebc..0000000 --- a/generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_140435.txt +++ /dev/null @@ -1,19 +0,0 @@ -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) \ No newline at end of file diff --git a/generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_173214.txt b/generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_173214.txt deleted file mode 100644 index 6f58e43..0000000 --- a/generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_173214.txt +++ /dev/null @@ -1 +0,0 @@ -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) \ No newline at end of file diff --git a/generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_104204.txt b/generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_104204.txt deleted file mode 100644 index cd3d706..0000000 --- a/generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_104204.txt +++ /dev/null @@ -1,99 +0,0 @@ -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)) \ No newline at end of file diff --git a/generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_141108.txt b/generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_141108.txt deleted file mode 100644 index 9b8be0b..0000000 --- a/generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_141108.txt +++ /dev/null @@ -1,99 +0,0 @@ -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) \ No newline at end of file diff --git a/generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_173808.txt b/generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_173808.txt deleted file mode 100644 index ba5d1ff..0000000 --- a/generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_173808.txt +++ /dev/null @@ -1,99 +0,0 @@ -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) \ No newline at end of file diff --git a/generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_102632.txt b/generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_102632.txt deleted file mode 100644 index 608c5f7..0000000 --- a/generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_102632.txt +++ /dev/null @@ -1,109 +0,0 @@ -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) \ No newline at end of file diff --git a/generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_140612.txt b/generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_140612.txt deleted file mode 100644 index 4f9ecda..0000000 --- a/generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_140612.txt +++ /dev/null @@ -1,44 +0,0 @@ -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) \ No newline at end of file diff --git a/generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_173335.txt b/generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_173335.txt deleted file mode 100644 index 82a0c4c..0000000 --- a/generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_173335.txt +++ /dev/null @@ -1,49 +0,0 @@ -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) \ No newline at end of file diff --git a/planning_post_alpha.txt b/planning_post_alpha.txt index 5c9d589..d1dc0f5 100644 --- a/planning_post_alpha.txt +++ b/planning_post_alpha.txt @@ -1,239 +1,127 @@ -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))