wqb/AlphaGenerator
2
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

++

Browse Source
This commit is contained in:
toor
2026-01-31 23:30:40 +08:00
parent 22e819f577
commit 06c5886998
13 changed files with 3150 additions and 20 deletions
Download Patch File Download Diff File Expand all files Collapse all files
generated_alpha/2026/01/31/1.txt
+317
View File
@@ -0,0 +1,317 @@
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(bid1_volume, bid1_price, 5), ts_regression(ask1_volume, ask1_price, 5))), 5), divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))))), industry_grouping_level10_top3000_2)
zscore(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid2_volume, bid2_price, 5), ts_regression(ask2_volume, ask2_price, 5))), 2), 5), sqrt(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price)))))
group_neutralize(normalize(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid3_volume, bid3_price, 5), ts_regression(ask3_volume, ask3_price, 5)))), 5), power(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price), 1.5))), pca_industry_grouping_method2_2)
rank(multiply(ts_decay_linear(log(1+abs(subtract(ts_regression(bid4_volume, bid4_price, 5), ts_regression(ask4_volume, ask4_price, 5)))), 5), inverse(1+abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price))))
group_zscore(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid5_volume, bid5_price, 5), ts_regression(ask5_volume, ask5_price, 5))), 0.5), 5), sign(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))))*abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))))), top1500_pca_factor1_grouping5)
zscore(winsorize(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid1_3_volume), vec_avg(bid1_3_price), 5), ts_regression(vec_sum(ask1_3_volume), vec_avg(ask1_3_price), 5))), 5), multiply(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price), ts_rank(volume, 5))), 3)
group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid3_5_volume), vec_avg(bid3_5_price), 5), ts_regression(vec_sum(ask3_5_volume), vec_avg(ask3_5_price), 5))), 5), divide(1, 1+abs(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume)))))), top2000_factor3_group50_score)
normalize(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid1_volume, bid1_price, 3), ts_regression(ask1_volume, ask1_price, 3))), 3), 5), abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), last_closing_price))))
zscore(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid2_volume, bid2_price, 3), ts_regression(ask2_volume, ask2_price, 3)))+1), 5), power(abs(divide(subtract(latest_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), latest_closing_price)), 0.5)))
group_zscore(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid3_volume, bid3_price, 3), ts_regression(ask3_volume, ask3_price, 3)))), 5), ts_zscore(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), last_closing_price)), 5)), pca_industry_grouping_method4_10)
rank(multiply(ts_decay_linear(abs(subtract(ts_regression(bid4_volume, bid4_price, 3), ts_regression(ask4_volume, ask4_price, 3))), 5), multiply(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price)), ts_mean(volume, 5))))
group_neutralize(normalize(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid5_volume, bid5_price, 3), ts_regression(ask5_volume, ask5_price, 3))), 2), 5), inverse(1+ts_std_dev(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price), 5)))), industry_grouping_level5_top1500)
zscore(multiply(ts_decay_linear(power(abs(subtract(ts_regression(vec_sum(bid1_2_volume), vec_avg(bid1_2_price), 5), ts_regression(vec_sum(ask1_2_volume), vec_avg(ask1_2_price), 5))), 0.5), 5), abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price)*sign(ts_delta(last_closing_price, 1))))
group_rank(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid4_5_volume), vec_avg(bid4_5_price), 5), ts_regression(vec_sum(ask4_5_volume), vec_avg(ask4_5_price), 5))), 5), divide(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), 1+ts_quantile(volume, 5))), top1500_pca_factor1_grouping50)
normalize(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid1_volume, bid1_price, 4), ts_regression(ask1_volume, ask1_price, 4)))+2), 5), power(abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price), 2)))
zscore(winsorize(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid2_volume, bid2_price, 4), ts_regression(ask2_volume, ask2_price, 4)))), 5), multiply(abs(divide(subtract(latest_closing_price, (vec_sum(ask1_5_price*ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), ts_rank(last_closing_price, 5))), 4)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(bid3_volume, bid3_price, 4), ts_regression(ask3_volume, ask3_price, 4))), 5), inverse(1+abs(subtract(latest_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))))))), top2000_factor2_group10_score)
rank(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid4_volume, bid4_price, 4), ts_regression(ask4_volume, ask4_price, 4))), 1.5), 5), abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), latest_closing_price)*ts_mean(volume, 3))))
group_zscore(normalize(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid5_volume, bid5_price, 4), ts_regression(ask5_volume, ask5_price, 4))), 0.5), 5), ts_zscore(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), last_closing_price)), 3))), resampled_pca_factor_9)
zscore(multiply(ts_decay_linear(log(abs(subtract(ts_regression(vec_sum(bid1_4_volume), vec_avg(bid1_4_price), 5), ts_regression(vec_sum(ask1_4_volume), vec_avg(ask1_4_price), 5)))+1), 5), divide(1, 1+ts_std_dev(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price), 3))))
group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid2_5_volume), vec_avg(bid2_5_price), 5), ts_regression(vec_sum(ask2_5_volume), vec_avg(ask2_5_price), 5))), 5), multiply(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price), ts_count_nans(volume, 5)))), pca_industry_grouping_method2_5)
normalize(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid1_volume, bid1_price, 2), ts_regression(ask1_volume, ask1_price, 2)))), 5), power(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), 3)))
zscore(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid2_volume, bid2_price, 2), ts_regression(ask2_volume, ask2_price, 2))), 2), 5), abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), last_closing_price)*sign(ts_delta(volume, 1))))
group_rank(multiply(ts_decay_linear(abs(subtract(ts_regression(bid3_volume, bid3_price, 2), ts_regression(ask3_volume, ask3_price, 2))), 5), inverse(1+ts_quantile(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), latest_closing_price)), 5))), top1500_pca_factor2_grouping50)
group_neutralize(normalize(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid4_volume, bid4_price, 2), ts_regression(ask4_volume, ask4_price, 2)))+2), 5), multiply(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), last_closing_price), ts_sum(volume, 3))))), industry_grouping_level50_top2000)
zscore(winsorize(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid5_volume, bid5_price, 2), ts_regression(ask5_volume, ask5_price, 2))), 3), 5), ts_zscore(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price)), 4)), 2)
rank(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid1_5_volume), vec_avg(bid1_5_price), 4), ts_regression(vec_sum(ask1_5_volume), vec_avg(ask1_5_price), 4))), 5), divide(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), 1+ts_mean(last_closing_price, 3))))
group_zscore(zscore(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid1_volume, bid1_price, 6), ts_regression(ask1_volume, ask1_price, 6))), 0.5), 5), abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price))), resampled_pca_factor_2)
normalize(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid2_volume, bid2_price, 6), ts_regression(ask2_volume, ask2_price, 6)))), 5), power(abs(divide(subtract(latest_closing_price, (vec_sum(ask1_5_price*ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), 1.5)))
group_neutralize(rank(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid3_volume, bid3_price, 6), ts_regression(ask3_volume, ask3_price, 6)))+1), 5), inverse(1+abs(subtract(latest_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))))))), top2000_factor4_group10_score)
zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(bid4_volume, bid4_price, 6), ts_regression(ask4_volume, ask4_price, 6))), 5), multiply(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), last_closing_price), ts_rank(volume, 3))))
group_rank(normalize(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid5_volume, bid5_price, 6), ts_regression(ask5_volume, ask5_price, 6))), 2), 5), ts_std_dev(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price)), 5))), pca_industry_grouping_method4_20)
winsorize(zscore(multiply(ts_decay_linear(power(abs(subtract(ts_regression(vec_sum(bid2_4_volume), vec_avg(bid2_4_price), 5), ts_regression(vec_sum(ask2_4_volume), vec_avg(ask2_4_price), 5))), 3), 5), abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price)*ts_delta(last_closing_price, 2))), 3)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid1_3_volume), vec_avg(bid1_3_price, 4), ts_regression(vec_sum(ask1_3_volume), vec_avg(ask1_3_price), 4))), 5), divide(1, 1+ts_quantile(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price)), 3)))), pca_industry_grouping_method2_50)
rank(multiply(ts_decay_linear(log(abs(subtract(ts_regression(vec_sum(bid3_5_volume), vec_avg(bid3_5_price, 3), ts_regression(vec_sum(ask3_5_volume), vec_avg(ask3_5_price, 3)))+2), 5), multiply(abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), last_closing_price), ts_sum(volume, 5)))))
normalize(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(bid1_volume, bid1_price, 1), ts_regression(ask1_volume, ask1_price, 1)))), 5), power(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), latest_closing_price), 0.5)))
group_zscore(rank(multiply(ts_decay_linear(abs(subtract(ts_regression(bid2_volume, bid2_price, 1), ts_regression(ask2_volume, ask2_price, 1))), 5), inverse(1+ts_mean(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price)), 5)))), top2000_factor3_group2_score)
zscore(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid3_volume, bid3_price, 1), ts_regression(ask3_volume, ask3_price, 1))), 0.5), 5), ts_zscore(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), last_closing_price)), 2)))
group_neutralize(normalize(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid4_volume, bid4_price, 1), ts_regression(ask4_volume, ask4_price, 1))), 2), 5), multiply(abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), latest_closing_price), ts_count_nans(last_closing_price, 3))))), top1500_pca_factor1_grouping10)
rank(winsorize(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid5_volume, bid5_price, 1), ts_regression(ask5_volume, ask5_price, 1)))+1), 5), abs(divide(subtract(last_closing_price, (vec_sum(bid1_5_price*bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price)*sign(ts_delta(volume, 2))), 4))
zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid1_2_volume), vec_avg(bid1_2_price, 6), ts_regression(vec_sum(ask1_2_volume), vec_avg(ask1_2_price, 6))), 5), power(abs(divide(subtract(last_closing_price, (vec_sum(ask1_5_price*ask1_5_volume))/vec_sum(ask1_5_volume))), last_closing_price), 3)))
group_rank(zscore(multiply(ts_decay_linear(sqrt(abs(subtract(ts_regression(vec_sum(bid4_5_volume), vec_avg(bid4_5_price, 4), ts_regression(vec_sum(ask4_5_volume), vec_avg(ask4_5_price, 4))), 5), inverse(1+ts_std_dev(abs(divide(subtract(latest_closing_price, (vec_sum(bid1_5_price*bid1_5_volume)+vec_sum(ask1_5_price*ask1_5_volume))/(vec_sum(bid1_5_volume)+vec_sum(ask1_5_volume))), latest_closing_price)), 2))), top1500_pca_factor2_grouping10)
group_neutralize(normalize(multiply(ts_decay_linear(signed_power(abs(subtract(ts_regression(bid1_volume, bid1_price, 5), ts_regression(ask1_volume, ask1_price, 5))), 3), 5), multiply(abs(divide(subtract(last_closing_price, vec_avg(weighted_avg(bid1_5_price, bid1_5_volume))), last_closing_price), ts_rank(last_closing_price, 2))))), top2000_factor4_group2_score)
winsorize(rank(multiply(ts_decay_linear(power(abs(subtract(ts_regression(bid2_volume, bid2_price, 5), ts_regression(ask2_volume, ask2_price, 5))), 1.5), 5), ts_quantile(abs(divide(subtract(latest_closing_price, vec_avg(weighted_avg(ask1_5_price, ask1_5_volume))), latest_closing_price)), 2))), 3)
zscore(multiply(ts_decay_linear(abs(subtract(ts_regression(vec_sum(bid1_5_volume), vec_avg(bid1_5_price, 6), ts_regression(vec_sum(ask1_5_volume), vec_avg(ask1_5_price, 6))), 5), divide(abs(divide(subtract(last_closing_price, vec_sum(weighted_avg(bid1_5_price, bid1_5_volume))/vec_sum(bid1_5_volume))), latest_closing_price), 1+ts_delta(volume, 5))))
group_neutralize(zscore(multiply(ts_decay_linear(log(abs(subtract(ts_regression(bid3_volume, bid3_price, 5), ts_regression(ask3_volume, ask3_price, 5)))+2), 5), abs(divide(subtract(latest_closing_price, vec_sum(weighted_avg(ask1_5_price, ask1_5_volume))/vec_sum(ask1_5_volume))), last_closing_price)*ts_mean(last_closing_price, 2)))), resampled_pca_factor_5)
rank(divide(anl69_best_eps_chg_pct,quarterly_eps_excluding_extraordinary))
zscore(multiply(anl14_mean_eps_fy1,market_capitalization_latest))
normalize(add(anl69_eps_best_eeps_cur_yr,anl69_eps_best_eeps_nxt_yr))
scale(group_mean(anl14_median_eps_fy1,quarterly_cash_per_share,industry_grouping_level2_top1500))
bucket(rank(divide(anl69_best_eps_median,anl14_numofests_eps_fp1)),range="0,1,0.2")
vec_avg(array(anl69_eps_best_eps_4wk_chg,anl69_epss_best_eps_gaap_4wk_chg))
vec_sum(array(quarterly_eps_excl_extraordinary_2,quarterly_eps_incl_extraordinary))
group_scale(anl14_stddev_eps_fy5,sta2_top500_fact1_c5)
abs(subtract(anl69_net_best_eeps_cur_yr,anl69_net_best_eeps_nxt_yr))
log(max(anl14_high_eps_fy1,anl14_low_eps_fy1))
sqrt(min(quarterly_cash_flow_per_share_2,quarterly_free_cash_flow_per_share_alt))
power(anl69_best_eps_chg_pct,2)
inverse(anl14_numofests_epsrep_fp1)
sign(divide(anl69_eps_best_eps_gaap,quarterly_book_value_per_share_2))
signed_power(quarterly_return_on_equity_percent,3)
reduce_avg(anl14_median_epsrep_fp1)
reduce_max(anl69_eps_best_eps_numest)
reduce_min(anl14_stddev_epsrep_fy1)
reduce_sum(quarterly_total_revenue)
reduce_stddev(anl14_mean_eps_fy3)
group_backfill(anl69_cps_best_eeps_cur_yr,exchange,30)
days_from_last_change(anl69_eps_expected_report_dt)
hump(anl14_actvalue_epsrep_fp0,0.02)
kth_element(quarterly_ebit_4,60,3)
last_diff_value(market_capitalization_latest,30)
trade_when(anl69_best_eps_chg_pct>0,anl69_eps_best_eeps_nxt_yr,nan)
is_nan(anl14_low_epsrep_fp1)
not(anl69_eps_best_fperiod_override==0)
and(anl14_numofests_eps_fp1>5,anl69_best_eps_chg_pct>0)
or(anl14_stddev_eps_fp1<0.1,anl69_eps_best_eps_lo>0)
rank(group_zscore(anl69_roa_best_eeps_nxt_yr,top2000_factor1_group20_score))
zscore(divide(fnd6_newqus_epspiq,quarterly_common_shares_outstanding_quarter_2))
normalize(multiply(anl14_mean_epsrep_fy2,quarterly_revenue_per_share))
scale_down(anl69_sales_best_eeps_nxt_yr,0.1)
vector_neut(anl69_ebit_best_eeps_nxt_yr,industry_grouping_level50_top2000)
quantile(anl14_median_eps_fp5,driver="uniform")
reduce_ir(anl69_best_eps_gaap_4wk_dn)
reduce_kurtosis(anl14_mean_eps_fp3)
reduce_skewness(anl69_eps_best_eps_gaap_stddev)
reduce_range(quarterly_operating_margin_percent)
reduce_percentage(anl14_numofests_eps_fy5,0.7)
reduce_powersum(anl69_best_eps_chg_pct,3)
reduce_norm(anl14_stddev_eps_fp2)
reduce_choose(anl69_epss_best_eeps_nxt_yr,2)
reduce_count(anl14_numofests_epsrep_fy5,10)
self_corr(anl69_eps_best_eps_4wk_chg)
universe_size
densify(sta2_top3000_fact1_c20)
to_nan(anl14_low_eps_fy5,value=0)
rank(divide(fnd31_coreepsp,anl69_pe_best_eeps_cur_yr))
rank(subtract(ts_mean(anl14_mean_eps_fy3, 20), ts_mean(anl14_median_eps_fy1, 20)))
group_neutralize(ts_delta(anl69_eps_best_eps, 5), industry_grouping_level2_top1500)
ts_rank(divide(anl69_eps_best_eps_gaap, anl69_eps_best_eps_4wk_chg), 10)
subtract(ts_sum(anl14_numofests_eps_fy2, 60), ts_sum(anl14_numofests_epsrep_fp1, 60))
ts_corr(anl69_best_eps_chg_pct, quarterly_eps_excluding_extraordinary, 30)
group_zscore(ts_mean(quarterly_operating_margin_percent, 20), industry_grouping_level10_top2000)
multiply(sign(ts_delta(anl14_stddev_eps_fy5, 5)), ts_rank(quarterly_asset_turnover, 15))
ts_regression(anl69_sales_best_eeps_nxt_yr, quarterly_total_revenue, 20, 0, 0)
if_else(ts_mean(anl14_low_eps_fy1, 10) > ts_mean(anl14_high_eps_fy5, 10), ts_std_dev(quarterly_return_on_equity_percent, 20), ts_std_dev(quarterly_return_on_assets_percent, 20))
subtract(ts_decay_linear(anl69_pe_best_eeps_cur_yr, 10), ts_decay_linear(quarterly_pe_ratio_high_2, 10))
ts_av_diff(anl69_roe_best_cur_fiscal_year_period, 5)
divide(ts_product(anl69_dps_best_eeps_cur_yr, 5), ts_product(quarterly_dividend_per_share, 5))
ts_backfill(anl69_cps_best_eeps_cur_yr, 5, 1, "NAN")
signed_power(ts_zscore(quarterly_free_cash_flow_2, 30), 0.5)
ts_count_nans(anl69_epss_best_eps_gaap, 20)
ts_covariance(quarterly_ebit_value, quarterly_net_income_to_common, 25)
group_rank(ts_sum(quarterly_total_debt, 40), industry_grouping_level50_top2000)
abs(ts_delta(anl14_median_epsrep_fp4, 3))
winsorize(ts_quantile(quarterly_gross_margin_percent, 20, "gaussian"), 3)
ts_arg_max(anl69_roa_best_eeps_nxt_yr, 15)
ts_arg_min(anl69_net_best_eeps_nxt_yr, 15)
add(ts_mean(quarterly_cash_per_share_amt, 30), ts_mean(quarterly_book_value_per_share_2, 30))
subtract(rank(anl69_eps_best_eps_lo), rank(anl69_eps_best_eps_gaap))
ts_scale(quarterly_current_assets, 20, 0.01)
divide(ts_std_dev(quarterly_long_term_debt_to_equity, 40), ts_std_dev(quarterly_total_debt_to_equity_ratio, 40))
ts_rank(anl69_best_eps_median, 30)
multiply(ts_corr(anl14_mean_eps_fp2, anl14_mean_epsrep_fp2, 20), ts_corr(quarterly_asset_turnover_2, quarterly_revenue_per_share, 20))
if_else(ts_min(anl69_eps_best_eps_gaap_stddev, 10) < 0, ts_max(quarterly_operating_margin_percent_2, 10), ts_min(quarterly_operating_margin_percent_3, 10))
group_neutralize(ts_delta(quarterly_inventory_turnover_ratio, 5), exchange)
subtract(ts_sum(anl14_numofests_eps_fp4, 50), ts_sum(anl14_numofests_epsrep_fp3, 50))
ts_regression(anl69_ndebt_best_eeps_cur_yr, quarterly_total_debt_to_assets, 25, 0, 1)
abs(ts_av_diff(quarterly_quick_ratio_prior, 10))
divide(ts_product(quarterly_depreciation_expense, 8), ts_product(quarterly_depreciation_expense_2, 8))
ts_backfill(quarterly_total_liabilities_3, 10, 1, "NAN")
signed_power(ts_zscore(quarterly_net_loans_change_percent, 35), 0.3)
ts_count_nans(quarterly_total_share_capital, 15)
ts_covariance(quarterly_earnings_before_tax_3, quarterly_ebit_4, 20)
group_rank(ts_sum(quarterly_long_term_debt_3, 30), industry_grouping_level20_top3000_2)
abs(ts_delta(anl69_cpss_best_eeps_nxt_yr, 4))
winsorize(ts_quantile(quarterly_return_on_investment_percent, 25, "uniform"), 2.5)
ts_arg_max(quarterly_reinvestment_rate, 12)
ts_arg_min(quarterly_reinvestment_rate_3, 12)
add(ts_mean(quarterly_cash_flow_per_share_2, 25), ts_mean(quarterly_cash_flow_per_share_3, 25))
subtract(rank(quarterly_price_to_sales_ratio_3), rank(quarterly_price_to_cash_flow_per_share_2))
ts_scale(quarterly_total_assets_db, 15, -0.01)
divide(ts_std_dev(quarterly_interest_coverage_ratio, 30), ts_std_dev(quarterly_debt_service_to_eps_2, 30))
ts_rank(quarterly_net_income_2, 40)
multiply(ts_corr(anl69_epss_best_eps, anl69_epss_best_eps_gaap, 15), ts_corr(quarterly_revenue_per_employee_3, quarterly_revenue_per_share_2, 15))
if_else(ts_min(anl69_roe_best_cur_fiscal_qtr_period, 8) > 0, ts_max(quarterly_total_shareholder_equity, 8), ts_min(quarterly_total_liabilities_4, 8))
group_neutralize(ts_delta(quarterly_asset_turnover, 6), industry_grouping_level2_top3000_2)
subtract(ts_sum(anl14_stddev_eps_fp3, 45), ts_sum(anl14_stddev_epsrep_fy1, 45))
ts_regression(anl69_saless_best_eeps_cur_yr, quarterly_sales_best_eeps_nxt_yr, 22, 0, 2)
abs(ts_av_diff(quarterly_current_liabilities_2, 12))
divide(ts_product(quarterly_cost_of_goods_sold, 7), ts_product(quarterly_cost_of_goods_sold_3, 7))
ts_backfill(quarterly_common_equity_value, 9, 1, "NAN")
signed_power(ts_zscore(quarterly_free_cash_flow_per_share_prior, 28), 0.4)
ts_count_nans(quarterly_total_debt_to_capital_2, 18)
ts_covariance(quarterly_return_on_average_assets, quarterly_return_on_investment, 22)
group_rank(ts_sum(quarterly_accumulated_depreciation_2, 35), industry_grouping_level50_top2000)
abs(ts_delta(anl69_dpss_best_eeps_cur_yr, 6))
winsorize(ts_quantile(quarterly_long_term_debt_to_total_capital, 30, "cauchy"), 3.5)
ts_arg_max(quarterly_net_loans_2, 18)
ts_arg_min(quarterly_net_loans_3, 18)
generated_alpha/2026/01/31/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_214522.txt
+149
View File
@@ -0,0 +1,149 @@
ts_mean(last_closing_price, 5)
ts_delta(fnd17_priceavg200day, 10)
divide(ts_sum(pv37_volume_global, 20), ts_mean(pv37_volume_global, 20))
ts_corr(last_closing_price, pv37_volume_global, 10)
ts_rank(fnd17_aprice2bk, 30)
zscore(ts_delta(anl14_mean_eps_fp1, 5))
group_neutralize(ts_mean(anl14_mean_revenue_fy2, 10), pca_industry_grouping_method2_2)
ts_decay_linear(fnd28_value_08381, 5)
multiply(ts_zscore(anl14_high_roe_fy3, 15), ts_av_diff(fnd28_value_08631, 10))
subtract(ts_max(last_closing_price, 20), ts_min(last_closing_price, 20))
ts_regression(last_closing_price, pv37_volume_global, 10, 0, 1)
rank(divide(fnd28_value_09402, fnd28_value_09411))
group_zscore(ts_sum(fnd28_value_08140, 5), industry_grouping_level5_top1500)
ts_backfill(anl14_mean_ebitda_fy1, 10, 1, "NAN")
signed_power(ts_delta(fnd28_value_08335a, 5), 0.5)
if_else(ts_mean(last_closing_price, 5) > ts_delay(last_closing_price, 5), 1, -1)
ts_product(ts_scale(fnd28_value_08636a, 10), 1)
winsorize(ts_covariance(last_closing_price, fnd17_priceavg200day, 10), 4)
ts_count_nans(anl14_high_ntp_fy4, 10)
ts_arg_max(fnd28_value_08326q, 15)
ts_arg_min(fnd28_value_08371q, 15)
ts_quantile(fnd28_value_09104q, 10, "gaussian")
add(ts_mean(anl14_mean_div_fy5, 10), ts_std_dev(anl14_mean_div_fy5, 10))
subtract(ts_mean(fnd28_value_08650a, 10), ts_mean(fnd28_value_08631a, 10))
multiply(rank(fnd28_value_09304q), rank(fnd28_value_09602))
divide(ts_sum(fnd28_value_05508a, 10), ts_sum(fnd28_value_07230a, 10))
ts_delay(fnd28_value_18189a, 5)
ts_av_diff(fnd28_value_18310q, 10)
group_rank(fnd28_value_18469q, industry_grouping_level50_top2000)
ts_corr(fnd28_value_19542, fnd28_value_19545, 10)
ts_decay_linear(fnd28_value_19501, 5)
zscore(ts_delta(fnd28_value_19534, 5))
ts_mean(fnd28_value_19505, 10)
ts_rank(fnd28_value_09416a, 20)
ts_std_dev(fnd28_value_09126a, 15)
ts_sum(fnd28_value_08803a, 10)
ts_backfill(fnd28_value_08805a, 10, 1, "NAN")
signed_power(ts_delta(fnd28_value_09326a, 5), 0.5)
if_else(ts_mean(fnd28_value_08621, 5) > ts_delay(fnd28_value_08621, 5), 1, -1)
ts_product(ts_scale(fnd28_value_08125, 10), 1)
winsorize(ts_covariance(fnd28_value_08241, fnd28_value_08287, 10), 4)
ts_count_nans(fnd28_value_05450, 10)
ts_arg_max(fnd28_value_05191q, 15)
ts_arg_min(fnd28_value_05145, 15)
ts_quantile(fnd28_value_05091, 10, "gaussian")
add(ts_mean(fnd28_value_05092, 10), ts_std_dev(fnd28_value_05092, 10))
subtract(ts_mean(fnd28_value_07210q, 10), ts_mean(fnd28_value_05190, 10))
multiply(rank(fnd28_value_09904), rank(fnd28_value_09106))
divide(ts_sum(fnd28_value_04052q, 10), ts_sum(fnd28_value_04355q, 10))
ts_delay(fnd28_value_18186a, 5)
ts_av_diff(fnd28_value_18309q, 10)
group_rank(fnd28_value_18318q, pca_industry_grouping_method4_10)
ts_corr(fnd28_value_19542, fnd28_value_19545, 10)
ts_decay_linear(fnd28_value_19501, 5)
zscore(ts_delta(fnd28_value_19534, 5))
ts_mean(fnd28_value_19505, 10)
ts_rank(fnd28_value_09416a, 20)
ts_std_dev(fnd28_value_09126a, 15)
ts_sum(fnd28_value_08803a, 10)
ts_backfill(fnd28_value_08805a, 10, 1, "NAN")
signed_power(ts_delta(fnd28_value_09326a, 5), 0.5)
if_else(ts_mean(fnd28_value_08621, 5) > ts_delay(fnd28_value_08621, 5), 1, -1)
ts_product(ts_scale(fnd28_value_08125, 10), 1)
winsorize(ts_covariance(fnd28_value_08241, fnd28_value_08287, 10), 4)
ts_count_nans(fnd28_value_05450, 10)
ts_arg_max(fnd28_value_05191q, 15)
ts_arg_min(fnd28_value_05145, 15)
ts_quantile(fnd28_value_05091, 10, "gaussian")
add(ts_mean(fnd28_value_05092, 10), ts_std_dev(fnd28_value_05092, 10))
subtract(ts_mean(fnd28_value_07210q, 10), ts_mean(fnd28_value_05190, 10))
multiply(rank(fnd28_value_09904), rank(fnd28_value_09106))
divide(ts_sum(fnd28_value_04052q, 10), ts_sum(fnd28_value_04355q, 10))
ts_delay(fnd28_value_18186a, 5)
ts_av_diff(fnd28_value_18309q, 10)
group_rank(fnd28_value_18318q, pca_industry_grouping_method4_10)
generated_alpha/2026/01/31/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_220840.txt
+99
View File
@@ -0,0 +1,99 @@
rank(anl14_mean_eps_fy2)
ts_rank(anl14_mean_eps_fy2, 60)
divide(anl14_mean_eps_fy1, fifty_day_average_price)
ts_delta(quarterly_return_on_equity_percent, 4)
multiply(rank(anl69_best_eps_chg_pct), rank(social_score_subsector_position))
group_neutralize(anl69_best_eps_chg_pct, industry_grouping_level2_top1500)
zscore(quarterly_asset_turnover)
ts_mean(anl14_median_eps_fy1, 20)
subtract(anl69_best_eps_gaap, anl69_best_eps_gaap_stddev)
power(quarterly_return_on_equity_percent, 2)
log(market_capitalization_latest)
ts_corr(anl14_mean_eps_fy2, quarterly_return_on_equity_percent, 10)
if_else(anl69_best_eps_chg_pct > 0, 1, -1)
ts_sum(anl69_best_eps_chg_pct, 30)
rank(ts_delta(fifty_day_average_price, 5))
group_rank(anl69_best_eps_chg_pct, industry_grouping_level2_top1500)
normalize(quarterly_ebit_value)
ts_scale(anl14_numofests_eps_fy2, 20)
signed_power(anl69_best_eps_chg_pct, 0.5)
add(anl14_mean_eps_fy2, anl14_mean_eps_fy3)
multiply(anl69_best_eps_chg_pct, log(market_capitalization_latest))
ts_backfill(anl69_best_eps_gaap, 10)
days_from_last_change(anl69_best_eps_chg_pct)
hump(anl69_best_eps_chg_pct, 0.01)
kth_element(anl69_best_eps_gaap, 10, 1)
last_diff_value(anl69_best_eps_chg_pct, 20)
ts_arg_max(anl69_best_eps_gaap, 30)
ts_av_diff(anl69_best_eps_gaap, 20)
ts_count_nans(anl69_best_eps_gaap, 50)
ts_covariance(anl69_best_eps_gaap, fifty_day_average_price, 20)
ts_decay_linear(anl69_best_eps_chg_pct, 10)
ts_delay(anl69_best_eps_gaap, 5)
ts_max(anl69_best_eps_gaap, 20)
ts_min(anl69_best_eps_gaap, 20)
ts_product(anl69_best_eps_chg_pct, 10)
ts_quantile(anl69_best_eps_gaap, 20, "gaussian")
ts_regression(anl69_best_eps_gaap, fifty_day_average_price, 20, 0, 0)
ts_std_dev(anl69_best_eps_gaap, 20)
ts_zscore(anl69_best_eps_gaap, 20)
quantile(anl69_best_eps_chg_pct, "gaussian", 1.0)
scale(anl69_best_eps_chg_pct, 1, 1, 1)
winsorize(anl69_best_eps_chg_pct, 4)
bucket(rank(anl69_best_eps_chg_pct), "0,1,0.1")
trade_when(anl69_best_eps_chg_pct > 0, anl69_best_eps_chg_pct, 0)
group_backfill(anl69_best_eps_gaap, industry_grouping_level2_top1500, 10, 4.0)
group_mean(anl69_best_eps_chg_pct, 1, industry_grouping_level2_top1500)
group_scale(anl69_best_eps_chg_pct, industry_grouping_level2_top1500)
group_zscore(anl69_best_eps_chg_pct, industry_grouping_level2_top1500)
vec_avg(anl14_mean_eps_fy2)
vec_sum(quarterly_return_on_equity_percent)
generated_alpha/2026/01/31/Pro_moonshotai_Kimi-K2-Thinking_220223.txt
+99
View File
@@ -0,0 +1,99 @@
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(pv37_high_13, pv37_ivwp_mean)), 5), ts_delta(pv37_volume_13, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, fnd17_priceavg200day)), 10), ts_delta(pv37_volume_global, 10))), industry_grouping_level5_top1500)
group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(last_closing_price, ts_mean(last_closing_price, 20))), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(signed_power(subtract(last_closing_price, pv37_ivwp_mean), 0.5), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(log(add(abs(subtract(last_closing_price, pv37_ivwp_mean)), 0.001)), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(pv37_high_global1h, pv37_ivwp_mean)), 5), ts_delta(pv37_volume_global3h, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, ts_mean(last_closing_price, 10))), 10), ts_delta(pv37_intv_mean, 10))), industry_grouping_level10_top3000_2)
group_neutralize(rank(multiply(ts_decay_linear(subtract(last_closing_price, pv37_ivwp_mean), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 20), ts_delta(pv37_volume_global, 20))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(sqrt(abs(subtract(last_closing_price, pv37_ivwp_mean))), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(pv37_high_global2h, pv37_ivwp_mean)), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, fnd17_priceavg200day)), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 10), ts_delta(pv37_volume_13, 10))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, ts_mean(last_closing_price, 15))), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(pv37_high_13, ts_mean(pv37_high_13, 20))), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_volume_global3h, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(log(add(abs(subtract(pv37_high_13, pv37_ivwp_mean)), 1)), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(last_closing_price, fnd17_priceavg200day)), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(power(abs(subtract(last_closing_price, pv37_ivwp_mean)), 0.5), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_volume_global, 5))), industry_grouping_level10_top3000_2)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(pv37_high_global1h, ts_mean(pv37_high_global1h, 10))), 10), ts_delta(pv37_intv_mean, 10))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 15), ts_delta(pv37_intv_mean, 15))), industry_grouping_level5_top1500)
group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_volume_13, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(signed_power(subtract(pv37_high_13, pv37_ivwp_mean), 0.5), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, fnd17_priceavg200day)), 20), ts_delta(pv37_intv_mean, 20))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_volume_global, 5))), industry_grouping_level50_top2000)
group_neutralize(zscore(multiply(ts_decay_linear(log(add(abs(subtract(last_closing_price, pv37_ivwp_mean)), 0.01)), 10), ts_delta(pv37_intv_mean, 10))), industry_grouping_level5_top1500)
group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(pv37_high_global2h, pv37_ivwp_mean)), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, ts_mean(last_closing_price, 30))), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_intv_mean, 5))), pca_industry_grouping_method2_5)
group_neutralize(zscore(multiply(ts_decay_linear(sqrt(abs(subtract(pv37_high_13, pv37_ivwp_mean))), 5), ts_delta(pv37_volume_13, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, fnd17_priceavg200day)), 5), ts_delta(pv37_intv_mean, 5))), pca_industry_grouping_method4_10)
group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_volume_global3h, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(ts_mean(pv37_intv_mean, 5), 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(pv37_high_global1h, fnd17_priceavg200day)), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(power(abs(subtract(last_closing_price, pv37_ivwp_mean)), 0.3), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_volume_global, 10))), industry_grouping_level5_top1500)
group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(last_closing_price, ts_mean(last_closing_price, 25))), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(log(add(abs(subtract(last_closing_price, pv37_ivwp_mean)), 0.1)), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(pv37_high_13, pv37_ivwp_mean)), 10), ts_delta(pv37_intv_mean, 10))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, fnd17_priceavg200day)), 5), ts_delta(pv37_intv_mean, 5))), pca_industry_grouping_method2_50)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_volume_13, 5))), pca_industry_grouping_method4_20)
group_neutralize(rank(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level10_top3000_2)
group_neutralize(zscore(multiply(ts_decay_linear(signed_power(subtract(pv37_high_global2h, pv37_ivwp_mean), 0.5), 5), ts_delta(pv37_intv_mean, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, ts_mean(last_closing_price, 20))), 5), ts_delta(pv37_volume_global, 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(ts_mean(pv37_intv_mean, 10), 5))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(pv37_high_global1h, pv37_ivwp_mean)), 5), ts_delta(pv37_intv_mean, 5))), pca_industry_grouping_method2_5)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, fnd17_priceavg200day)), 15), ts_delta(pv37_intv_mean, 15))), industry_grouping_level5_top1500)
group_neutralize(zscore(multiply(ts_decay_linear(abs(subtract(last_closing_price, pv37_ivwp_mean)), 5), ts_delta(pv37_intv_mean, 5))), top1500_pca_factor1_grouping10)
generated_alpha/2026/01/31/Pro_moonshotai_Kimi-K2-Thinking_232940.txt
+105
View File
@@ -0,0 +1,105 @@
rank(anl69_best_eps_chg_pct)
scale(anl69_eps_best_eps_4wk_chg)
ts_delay(anl69_eps_best_eps_4wk_chg, 5)
ts_delta(anl69_eps_best_eps_4wk_chg, 10)
group_neutralize(rank(anl69_eps_best_eps_4wk_chg), industry_grouping_level2_top1500)
multiply(rank(anl69_eps_best_eps_4wk_chg), rank(anl69_eps_best_eps_numest))
ts_rank(anl69_eps_best_eps_4wk_chg, 20)
subtract(rank(anl69_eps_best_eeps_cur_yr), rank(anl69_eps_best_eps_gaap_4wk_chg))
add(rank(anl69_roe_best_eeps_cur_yr), rank(anl69_roe_best_eeps_nxt_yr))
divide(anl69_eps_best_eps_4wk_chg, ts_std_dev(anl69_eps_best_eps_4wk_chg, 20))
winsorize(anl69_eps_best_eps_4wk_chg, std=3)
zscore(anl69_best_eps_chg_pct)
group_zscore(anl69_eps_best_eps_4wk_chg, industry_grouping_level2_top1500)
rank(ts_delay(anl69_roa_best_eeps_cur_yr, 10))
scale(ts_delta(anl69_sales_best_eeps_nxt_yr, 15))
multiply(rank(quarterly_eps_excl_extraordinary), rank(anl69_eps_best_eps_4wk_chg))
subtract(ts_rank(anl69_eps_best_eps_4wk_chg, 10), ts_rank(anl69_eps_best_eps_gaap_4wk_chg, 10))
add(rank(anl14_mean_eps_fy1), rank(anl69_eps_best_eeps_cur_yr))
divide(rank(anl69_net_best_eeps_cur_yr), rank(quarterly_net_income_2))
group_neutralize(scale(anl69_eps_best_eps_4wk_chg), industry_grouping_level10_top2000)
ts_delay(rank(anl69_eps_best_eps_gaap_4wk_chg), 3)
ts_delta(rank(anl69_roe_best_eeps_cur_yr), 5)
multiply(zscore(anl69_best_eps_chg_pct), zscore(anl69_eps_best_eps_numest))
rank(winsorize(anl69_eps_best_eps_4wk_chg, std=2))
scale(group_zscore(anl69_eps_best_eps_4wk_chg, industry_grouping_level2_top1500))
subtract(rank(anl69_eps_best_eeps_nxt_yr), rank(ts_delay(anl69_eps_best_eeps_cur_yr, 20)))
add(ts_rank(anl69_roa_best_eeps_cur_yr, 15), ts_rank(anl69_roa_best_eeps_nxt_yr, 15))
divide(anl69_eps_best_eps_4wk_chg, anl69_eps_best_eps_gaap_4wk_chg)
rank(multiply(anl69_eps_best_eps_4wk_chg, quarterly_eps_excl_extraordinary_2))
group_neutralize(zscore(anl69_best_eps_chg_pct), industry_grouping_level50_top2000)
ts_rank(winsorize(anl69_eps_best_eps_4wk_chg, std=4), 30)
scale(ts_delta(zscore(anl69_roe_best_eeps_cur_yr), 10))
multiply(rank(anl14_median_eps_fy1), rank(anl69_eps_best_eps_4wk_chg))
subtract(ts_std_dev(anl69_eps_best_eps_4wk_chg, 10), ts_std_dev(anl69_eps_best_eps_4wk_chg, 30))
add(rank(anl69_sales_best_eeps_cur_yr), rank(quarterly_revenue_per_share))
divide(rank(anl69_eps_best_eps_4wk_chg), rank(quarterly_book_value_per_share_2))
group_zscore(ts_delay(anl69_eps_best_eps_4wk_chg, 5), industry_grouping_level2_top3000_2)
rank(ts_mean(anl69_best_eps_chg_pct, 20))
scale(multiply(anl69_eps_best_eps_4wk_chg, anl69_eps_best_eps_numest))
winsorize(ts_delta(rank(anl69_roe_best_eeps_cur_yr), 5), std=3)
zscore(ts_rank(anl69_eps_best_eps_4wk_chg, 10))
subtract(rank(anl69_eps_best_eps_gaap_4wk_dn), rank(anl69_eps_best_eps_4wk_chg))
add(scale(anl69_net_best_eeps_nxt_yr), scale(quarterly_net_income_to_common))
multiply(ts_delay(rank(anl69_eps_best_eeps_cur_yr), 10), rank(anl69_eps_best_eps_4wk_chg))
divide(ts_std_dev(anl69_roa_best_eeps_cur_yr, 15), ts_mean(anl69_roa_best_eeps_cur_yr, 15))
group_neutralize(rank(ts_delta(anl69_eps_best_eps_4wk_chg, 5)), industry_grouping_level2_top1500)
ts_delay(scale(anl69_eps_best_eps_gaap_4wk_chg), 7)
rank(multiply(zscore(anl69_best_eps_chg_pct), zscore(quarterly_eps_excl_extraordinary)))
scale(subtract(rank(anl69_eps_best_eeps_cur_yr), rank(anl14_low_eps_fy1)))
winsorize(group_zscore(anl69_roe_best_eeps_cur_yr, industry_grouping_level2_top1500), std=2)
ts_rank(add(rank(anl69_eps_best_eps_4wk_chg), rank(anl69_eps_best_eps_numest)), 20)
zscore(divide(anl69_eps_best_eps_4wk_chg, quarterly_eps_incl_extraordinary))
multiply(rank(ts_mean(anl69_best_eps_chg_pct, 10)), rank(ts_delta(anl69_eps_best_eeps_nxt_yr, 10)))
generated_alpha/2026/01/31/Qwen_Qwen3-VL-235B-A22B-Instruct_214924.txt
+371
View File
@@ -0,0 +1,371 @@
abs(subtract(ts_mean(可以使用:anl14_mean_revenue_fy3, 5), ts_mean(可以使用:anl14_mean_revenue_fp3, 5)))
multiply(ts_decay_linear(可以使用:anl14_high_ebitda_fy1, 5), ts_scale(可以使用:anl14_mean_roe_fy3, 5))
ts_zscore(可以使用:anl14_mean_epsrep_fy3, 10)
group_neutralize(ts_rank(可以使用:anl14_high_ntp_fy5, 20), 可以使用:industry_grouping_level5_top1500)
ts_corr(可以使用:anl14_mean_cfps_fp2, 可以使用:anl14_mean_bvps_fp2, 15)
ts_std_dev(可以使用:anl14_mean_div_fy5, 10)
ts_delta(可以使用:anl14_high_roa_fy1, 5)
ts_arg_max(可以使用:anl14_mean_revenue_fy2, 20)
ts_backfill(可以使用:anl14_actvalue_eps_fp0, 5)
ts_av_diff(可以使用:anl14_mean_eps_fp1, 10)
ts_product(可以使用:anl14_high_ptp_fp3, 5)
ts_quantile(可以使用:anl14_mean_ntp_fp1, 15)
ts_regression(可以使用:anl14_mean_roe_fp1, 可以使用:anl14_mean_ebitda_fp3, 10)
ts_count_nans(可以使用:anl14_mean_capex_fy3, 5)
ts_covariance(可以使用:anl14_mean_epsrep_fp4, 可以使用:anl14_mean_cfps_fy4, 10)
ts_step(1)
ts_sum(可以使用:anl14_high_bvps_fp4, 5)
ts_mean(可以使用:anl14_mean_div_fp5, 10)
ts_min(可以使用:anl14_high_ntprep_fy2, 5)
ts_max(可以使用:anl14_high_roe_fy3, 10)
ts_rank(可以使用:anl14_mean_ntprep_fy1, 20)
ts_scale(可以使用:anl14_mean_ebit_fy3, 10)
ts_zscore(可以使用:anl14_mean_epsrep_fp5, 15)
ts_decay_linear(可以使用:anl14_high_ebit_fp2, 5)
ts_delay(可以使用:anl14_actvalue_opp_fp0, 3)
ts_delta(可以使用:anl14_mean_roa_fy4, 5)
ts_arg_min(可以使用:anl14_high_ntp_fy4, 20)
ts_av_diff(可以使用:anl14_mean_bvps_fy1, 10)
ts_product(可以使用:anl14_high_ptprep_fy1, 5)
ts_quantile(可以使用:anl14_mean_cfps_fp2, 15)
ts_regression(可以使用:anl14_mean_eps_fp1, 可以使用:anl14_mean_roe_fp1, 10)
ts_count_nans(可以使用:anl14_mean_capex_fp4, 5)
ts_covariance(可以使用:anl14_mean_epsrep_fy3, 可以使用:anl14_mean_ebitda_fy2, 10)
ts_step(1)
ts_sum(可以使用:anl14_high_bvps_fy3, 5)
ts_mean(可以使用:anl14_mean_div_fy5, 10)
ts_min(可以使用:anl14_high_ntprep_fy4, 5)
ts_max(可以使用:anl14_high_roe_fp3, 10)
ts_rank(可以使用:anl14_mean_ntp_fp1, 20)
ts_scale(可以使用:anl14_mean_ebitda_fy1, 10)
ts_zscore(可以使用:anl14_mean_epsrep_fp1, 15)
ts_decay_linear(可以使用:anl14_high_ebit_fy4, 5)
ts_delay(可以使用:anl14_actvalue_epsrep_fp0, 3)
ts_delta(可以使用:anl14_mean_roe_fy3, 5)
ts_arg_max(可以使用:anl14_high_ntp_fy5, 20)
ts_av_diff(可以使用:anl14_mean_cfps_fy4, 10)
ts_product(可以使用:anl14_high_ptp_fy1, 5)
ts_quantile(可以使用:anl14_mean_epsrep_fy5, 15)
ts_regression(可以使用:anl14_mean_roa_fy4, 可以使用:anl14_mean_ebitda_fp3, 10)
ts_count_nans(可以使用:anl14_mean_capex_fp5, 5)
ts_covariance(可以使用:anl14_mean_epsrep_fp4, 可以使用:anl14_mean_roe_fy3, 10)
ts_step(1)
ts_sum(可以使用:anl14_high_bvps_fp3, 5)
ts_mean(可以使用:anl14_mean_div_fp5, 10)
ts_min(可以使用:anl14_high_ntprep_fy3, 5)
ts_max(可以使用:anl14_high_roe_fy4, 10)
ts_rank(可以使用:anl14_mean_ntprep_fy1, 20)
ts_scale(可以使用:anl14_mean_ebit_fy3, 10)
ts_zscore(可以使用:anl14_mean_epsrep_fp5, 15)
ts_decay_linear(可以使用:anl14_high_ebitda_fy4, 5)
ts_delay(可以使用:anl14_actvalue_opp_fp0, 3)
ts_delta(可以使用:anl14_mean_roa_fy1, 5)
ts_arg_min(可以使用:anl14_high_ntp_fy3, 20)
ts_av_diff(可以使用:anl14_mean_bvps_fp2, 10)
ts_product(可以使用:anl14_high_ptprep_fy5, 5)
ts_quantile(可以使用:anl14_mean_cfps_fp2, 15)
ts_regression(可以使用:anl14_mean_eps_fp1, 可以使用:anl14_mean_roe_fy3, 10)
ts_count_nans(可以使用:anl14_mean_capex_fy3, 5)
ts_covariance(可以使用:anl14_mean_epsrep_fy3, 可以使用:anl14_mean_ebitda_fy1, 10)
ts_step(1)
ts_sum(可以使用:anl14_high_bvps_fy1, 5)
ts_mean(可以使用:anl14_mean_div_fy5, 10)
ts_min(可以使用:anl14_high_ntprep_fy2, 5)
ts_max(可以使用:anl14_high_roe_fp1, 10)
ts_rank(可以使用:anl14_mean_ntp_fp1, 20)
ts_scale(可以使用:anl14_mean_ebitda_fp3, 10)
ts_zscore(可以使用:anl14_mean_epsrep_fp1, 15)
ts_decay_linear(可以使用:anl14_high_ebit_fp1, 5)
ts_delay(可以使用:anl14_actvalue_eps_fp0, 3)
ts_delta(可以使用:anl14_mean_roe_fp1, 5)
ts_arg_max(可以使用:anl14_high_ntp_fy4, 20)
ts_av_diff(可以使用:anl14_mean_cfps_fy4, 10)
ts_product(可以使用:anl14_high_ptp_fp3, 5)
ts_quantile(可以使用:anl14_mean_epsrep_fy5, 15)
ts_regression(可以使用:anl14_mean_roa_fy4, 可以使用:anl14_mean_ebitda_fy2, 10)
ts_count_nans(可以使用:anl14_mean_capex_fp4, 5)
ts_covariance(可以使用:anl14_mean_epsrep_fp4, 可以使用:anl14_mean_roe_fp1, 10)
ts_step(1)
ts_sum(可以使用:anl14_high_bvps_fp4, 5)
ts_mean(可以使用:anl14_mean_div_fp5, 10)
ts_min(可以使用:anl14_high_ntprep_fy3, 5)
ts_max(可以使用:anl14_high_roe_fy3, 10)
ts_rank(可以使用:anl14_mean_ntprep_fy1, 20)
ts_scale(可以使用:anl14_mean_ebit_fy3, 10)
ts_zscore(可以使用:anl14_mean_epsrep_fp5, 15)
ts_decay_linear(可以使用:anl14_high_ebitda_fy1, 5)
ts_delay(可以使用:anl14_actvalue_opp_fp0, 3)
ts_delta(可以使用:anl14_mean_roa_fy1, 5)
ts_arg_min(可以使用:anl14_high_ntp_fy5, 20)
ts_av_diff(可以使用:anl14_mean_bvps_fy1, 10)
ts_product(可以使用:anl14_high_ptprep_fy1, 5)
ts_quantile(可以使用:anl14_mean_cfps_fp2, 15)
ts_regression(可以使用:anl14_mean_eps_fp1, 可以使用:anl14_mean_roe_fy3, 10)
ts_count_nans(可以使用:anl14_mean_capex_fy3, 5)
ts_covariance(可以使用:anl14_mean_epsrep_fy3, 可以使用:anl14_mean_ebitda_fp3, 10)
ts_step(1)
ts_sum(可以使用:anl14_high_bvps_fy3, 5)
ts_mean(可以使用:anl14_mean_div_fy5, 10)
ts_min(可以使用:anl14_high_ntprep_fy4, 5)
ts_max(可以使用:anl14_high_roe_fp3, 10)
ts_rank(可以使用:anl14_mean_ntp_fp1, 20)
ts_scale(可以使用:anl14_mean_ebitda_fy4, 10)
ts_zscore(可以使用:anl14_mean_epsrep_fp1, 15)
ts_decay_linear(可以使用:anl14_high_ebit_fy4, 5)
ts_delay(可以使用:anl14_actvalue_epsrep_fp0, 3)
ts_delta(可以使用:anl14_mean_roe_fy3, 5)
ts_arg_max(可以使用:anl14_high_ntp_fy3, 20)
ts_av_diff(可以使用:anl14_mean_cfps_fy4, 10)
ts_product(可以使用:anl14_high_ptp_fy1, 5)
ts_quantile(可以使用:anl14_mean_epsrep_fy5, 15)
ts_regression(可以使用:anl14_mean_roa_fy4, 可以使用:anl14_mean_ebitda_fy1, 10)
ts_count_nans(可以使用:anl14_mean_capex_fp5, 5)
ts_covariance(可以使用:anl14_mean_epsrep_fp4, 可以使用:anl14_mean_roe_fp1, 10)
ts_step(1)
ts_sum(可以使用:anl14_high_bvps_fp2, 5)
ts_mean(可以使用:anl14_mean_div_fp5, 10)
ts_min(可以使用:anl14_high_ntprep_fy2, 5)
ts_max(可以使用:anl14_high_roe_fy4, 10)
ts_rank(可以使用:anl14_mean_ntprep_fy1, 20)
ts_scale(可以使用:anl14_mean_ebit_fy3, 10)
ts_zscore(可以使用:anl14_mean_epsrep_fp5, 15)
ts_decay_linear(可以使用:anl14_high_ebitda_fp3, 5)
ts_delay(可以使用:anl14_actvalue_opp_fp0, 3)
ts_delta(可以使用:anl14_mean_roa_fy1, 5)
ts_arg_min(可以使用:anl14_high_ntp_fy4, 20)
ts_av_diff(可以使用:anl14_mean_bvps_fp2, 10)
ts_product(可以使用:anl14_high_ptprep_fy5, 5)
ts_quantile(可以使用:anl14_mean_cfps_fp2, 15)
ts_regression(可以使用:anl14_mean_eps_fp1, 可以使用:anl14_mean_roe_fy3, 10)
ts_count_nans(可以使用:anl14_mean_capex_fy3, 5)
ts_covariance(可以使用:anl14_mean_epsrep_fy3, 可以使用:anl14_mean_ebitda_fp3, 10)
ts_step(1)
ts_sum(可以使用:anl14_high_bvps_fy1, 5)
ts_mean(可以使用:anl14_mean_div_fy5, 10)
ts_min(可以使用:anl14_high_ntprep_fy3, 5)
ts_max(可以使用:anl14_high_roe_fp1, 10)
ts_rank(可以使用:anl14_mean_ntp_fp1, 20)
ts_scale(可以使用:anl14_mean_ebitda_fy1, 10)
ts_zscore(可以使用:anl14_mean_epsrep_fp1, 15)
ts_decay_linear(可以使用:anl14_high_ebit_fp2, 5)
ts_delay(可以使用:anl14_actvalue_eps_fp0, 3)
ts_delta(可以使用:anl14_mean_roe_fp1, 5)
ts_arg_max(可以使用:anl14_high_ntp_fy5, 20)
ts_av_diff(可以使用:anl14_mean_cfps_fy4, 10)
ts_product(可以使用:anl14_high_ptp_fp3, 5)
ts_quantile(可以使用:anl14_mean_epsrep_fy5, 15)
ts_regression(可以使用:anl14_mean_roa_fy4, 可以使用:anl14_mean_ebitda_fy2, 10)
ts_count_nans(可以使用:anl14_mean_capex_fp4, 5)
ts_covariance(可以使用:anl14_mean_epsrep_fp4, 可以使用:anl14_mean_roe_fp1, 10)
ts_step(1)
ts_sum(可以使用:anl14_high_bvps_fp4, 5)
ts_mean(可以使用:anl14_mean_div_fp5, 10)
ts_min(可以使用:anl14_high_ntprep_fy2, 5)
ts_max(可以使用:anl14_high_roe_fy3, 10)
ts_rank(可以使用:anl14_mean_ntprep_fy1, 20)
ts_scale(可以使用:anl14_mean_ebit_fy3, 10)
ts_zscore(可以使用:anl14_mean_epsrep_fp5, 15)
ts_decay_linear(可以使用:anl14_high_ebitda_fy4, 5)
ts_delay(可以使用:anl14_actvalue_opp_fp0, 3)
ts_delta(可以使用:anl14_mean_roa_fy1, 5)
ts_arg_min(可以使用:anl14_high_ntp_fy3, 20)
ts_av_diff(可以使用:anl14_mean_bvps_fy1, 10)
ts_product(可以使用:anl14_high_ptprep_fy1, 5)
ts_quantile(可以使用:anl14_mean_cfps_fp2, 15)
ts_regression(可以使用:anl14_mean_eps_fp1, 可以使用:anl14_mean_roe_fy3, 10)
ts_count_nans(可以使用:anl14_mean_capex_fy3, 5)
ts_covariance(可以使用:anl14_mean_epsrep_fy3, 可以使用:anl14_mean_ebitda_fp3, 10)
ts_step(1)
ts_sum(可以使用:anl14_high_bvps_fy3, 5)
ts_mean(可以使用:anl14_mean_div_fy5, 10)
ts_min(可以使用:anl14_high_ntprep_fy4, 5)
ts_max(可以使用:anl14_high_roe_fp3, 10)
ts_rank(可以使用:anl14_mean_ntp_fp1, 20)
ts_scale(可以使用:anl14_mean_ebitda_fy1, 10)
ts_zscore(可以使用:anl14_mean_epsrep_fp1, 15)
ts_decay_linear(可以使用:anl14_high_ebit_fy4, 5
generated_alpha/2026/01/31/Qwen_Qwen3-VL-235B-A22B-Instruct_220938.txt
+38
View File
@@ -0,0 +1,38 @@
ts_mean(anl69_eps_best_eeps_cur_yr, 20)
ts_delta(anl69_eps_best_eeps_cur_yr, 5)
ts_rank(anl69_eps_best_eeps_cur_yr, 60)
ts_zscore(anl69_eps_best_eeps_cur_yr, 30)
ts_std_dev(anl69_eps_best_eeps_cur_yr, 20)
ts_corr(anl69_eps_best_eeps_cur_yr, anl69_cps_best_eeps_cur_yr, 30)
ts_decay_linear(anl69_eps_best_eeps_cur_yr, 10)
ts_backfill(anl69_eps_best_eeps_cur_yr, 5)
ts_arg_max(anl69_eps_best_eeps_cur_yr, 20)
ts_arg_min(anl69_eps_best_eeps_cur_yr, 20)
ts_av_diff(anl69_eps_best_eeps_cur_yr, 30)
ts_quantile(anl69_eps_best_eeps_cur_yr, 60)
ts_scale(anl69_eps_best_eeps_cur_yr, 20)
ts_product(anl69_eps_best_eeps_cur_yr, 5)
ts_sum(anl69_eps_best_eeps_cur_yr, 10)
ts_covariance(anl69_eps_best_eeps_cur_yr, anl69_cps_best_eeps_cur_yr, 30)
ts_regression(anl69_eps_best_eeps_cur_yr, anl69_cps_best_eeps_cur_yr, 30)
ts_count_nans(anl69_eps_best_eeps_cur_yr, 20)
ts_delay(anl69_eps_best_eeps_cur_yr, 5)
ts_delta(anl69_cps_best_eeps_cur_yr, 5)
ts_mean(anl69_cps_best_eeps_cur_yr, 20)
ts_rank(anl69_cps_best_eeps_cur_yr, 60)
ts_zscore(anl69_cps_best_eeps_cur_yr, 30)
ts_std_dev(anl69_cps_best_eeps_cur_yr, 20)
ts_corr(anl69_cps_best_eeps_cur_yr, anl69_eps_best_eeps_cur_yr, 30)
ts_decay_linear(anl69_cps_best_eeps_cur_yr, 10)
ts_backfill(anl69_cps_best_eeps_cur_yr, 5)
ts_arg_max(anl69_cps_best_eeps_cur_yr, 20)
ts_arg_min(anl69_cps_best_eeps_cur_yr, 20)
ts_av_diff(anl69_cps_best_eeps_cur_yr, 30)
ts_quantile(anl69_cps_best_eeps_cur_yr, 60)
ts_scale(anl69_cps_best_eeps_cur_yr, 20)
ts_product(anl69_cps_best_eeps_cur_yr, 5)
ts_sum(anl69_cps_best_eeps_cur_yr, 10)
ts_covariance(anl69_cps_best_eeps_cur_yr, anl69_eps_best_eeps_cur_yr, 30)
ts_regression(anl69_cps_best_eeps_cur_yr, anl69_eps_best_eeps_cur_yr, 30)
ts_count_nans(anl69_cps_best_eeps_cur_yr, 20)
ts_delay(anl69_cps_best_eeps_cur_yr, 5)