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toor
2026-01-04 16:30:57 +08:00
parent 51a483ce22
commit 2950e9d2ce
134 changed files with 1180 additions and 47 deletions
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generated_alpha/2025/2025-12-13/162739.txt
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if_else(ts_std_dev(returns, 20) > 0.02, ts_delta(close, 5), ts_delta(close, 20))
group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
multiply(ts_corr(group_mean(ts_delta(close, 1), 1, sector), ts_delta(close, 1), 30), ts_delta(close, 10))
multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), ts_mean(ts_delta(close, 1), 20))
divide(ts_delta(close, 10), ts_std_dev(returns, 20))
if_else(rank(volume) > 0.7, ts_delta(close, 5), ts_delta(close, 20))
multiply(ts_rank(volume, 10), ts_delta(close, 10))
if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 60))
group_mean(ts_delta(close, 30) / ts_std_dev(returns, 60), 1, bucket(rank(volume), range="0,3,0.4"))
ts_delta(ts_delta(close, 5), 5)
multiply(ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30), ts_delta(close, 10))
if_else(ts_mean(returns, 20) > 0, ts_delta(close, 10), reverse(ts_delta(close, 10)))
ts_mean(ts_delta(close, 1), 20)
group_mean(if_else(rank(ts_delta(close, 5)) > 0.8, 1, -1), 1, bucket(rank(volume), range="0,3,0.4"))
ts_decay_linear(returns, 20)
multiply(ts_rank(ts_delta(close, 5), 30), ts_rank(volume / ts_mean(volume, 20), 30))
if_else(ts_rank(ts_mean(abs(returns), 20), 60) < 0.3, ts_delta(close, 60), ts_delta(close, 10))
group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
multiply(ts_zscore(volume, 10), ts_delta(close, 10))
ts_delta(close, 5) / ts_mean(abs(returns), 20)
if_else(ts_rank(volume, 60) > 0.8, group_mean(ts_delta(close, 10), 1, sector), ts_delta(close, 10))
multiply(reverse(ts_rank(volume, 20)), ts_rank(ts_delta(close, 1), 20))
ts_corr(ts_delta(close, 10), group_mean(ts_delta(close, 10), 1, sector), 30)
group_mean(ts_delta(close, 20) - ts_delta(close, 5), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns, 10) > ts_std_dev(returns, 60), ts_delta(close, 5), ts_delta(close, 30))
multiply(sign(ts_delta(close, 5)), ts_std_dev(returns, 20))
ts_rank(ts_delta(close, 5), 30) - ts_rank(volume / ts_mean(volume, 20), 30)
group_mean(ts_scale(ts_delta(close, 1), 20), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_mean(returns, 10) > 0, ts_delta(close, 5) / ts_std_dev(returns, 10), reverse(ts_delta(close, 5)) / ts_std_dev(returns, 10))
multiply(ts_corr(close, volume, 20), ts_delta(close, 10))
ts_regression(close, ts_step(1), 60, 0, 1)
group_mean(if_else(ts_delta(close, 1) > 0, 1, -1), 1, bucket(rank(ts_mean(volume, 20)), range="0,3,0.4"))
ts_delta(close, 20) - ts_mean(ts_delta(close, 20), 60)
multiply(ts_rank(ts_delta(close, 2), 10), ts_rank(ts_delta(volume, 2), 10))
if_else(ts_rank(ts_delta(close, 1), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 60))
ts_sum(ts_delta(close, 1), 10)
group_mean(ts_av_diff(ts_delta(close, 1), 20), 1, bucket(rank(volume), range="0,3,0.4"))
divide(ts_delta(close, 10), ts_mean(volume, 20))
multiply(reverse(ts_zscore(volume, 30)), ts_zscore(ts_delta(close, 1), 30))
if_else(ts_rank(ts_corr(close, volume, 10), 60) > 0.5, ts_delta(close, 5), ts_delta(close, 30))
ts_mean(ts_delta(close, 1), 5) - ts_mean(ts_delta(close, 1), 20)
group_mean(ts_delta(ts_delta(close, 5), 5), 1, bucket(rank(volume), range="0,3,0.4"))
multiply(ts_rank(close, 30), ts_delta(close, 10))
ts_delta(close, 30) / ts_std_dev(ts_delta(close, 1), 30)
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 10), ts_delta(close, 30))
multiply(ts_corr(ts_mean(returns, 5), ts_mean(volume, 5), 20), ts_delta(close, 10))
ts_scale(ts_delta(close, 20), 60)
group_mean(ts_rank(ts_delta(close, 1), 20), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_mean(returns, 60) > 0, ts_delta(close, 20) / ts_std_dev(returns, 60), reverse(ts_delta(close, 20)) / ts_std_dev(returns, 60))
multiply(sign(ts_delta(close, 10)), ts_rank(volume, 20))
ts_delta(ts_regression(close, ts_step(1), 20, 0, 1), 1)
group_mean(ts_delta(close, 5) / ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
ts_corr(ts_delta(close, 5), group_mean(ts_delta(close, 5), 1, industry), 30)
if_else(ts_std_dev(returns, 5) > ts_mean(ts_std_dev(returns, 5), 20), ts_delta(close, 2), ts_delta(close, 10))
multiply(ts_rank(ts_delta(close, 1), 10), reverse(ts_rank(volume, 10)))
ts_mean(ts_delta(close, 1), 10) * ts_std_dev(returns, 10)
group_mean(if_else(ts_delta(close, 5) > 0, ts_delta(close, 5), 0), 1, bucket(rank(volume), range="0,3,0.4"))
divide(ts_delta(close, 20), ts_mean(abs(ts_delta(close, 1)), 20))
multiply(ts_corr(ts_delta(close, 1), ts_delta(volume, 1), 5), ts_delta(close, 5))
if_else(ts_rank(ts_mean(volume, 20), 60) > 0.8, group_mean(ts_delta(close, 10), 1, sector), ts_delta(close, 10))
ts_regression(close, ts_step(1), 120, 0, 1)
group_mean(ts_decay_linear(returns, 10), 1, bucket(rank(volume), range="0,3,0.4"))
ts_delta(close, 10) - ts_delta(close, 30)
multiply(ts_zscore(ts_delta(close, 1), 20), ts_zscore(volume, 20))
if_else(ts_rank(ts_delta(close, 5), 30) > 0.7, ts_delta(close, 5), reverse(ts_delta(close, 5)))
ts_sum(ts_delta(close, 1), 20)
group_mean(ts_std_dev(returns, 20), 1, bucket(rank(volume), range="0,3,0.4"))
divide(ts_delta(close, 5), ts_std_dev(ts_delta(close, 1), 5))
multiply(reverse(ts_rank(ts_delta(volume, 5), 20)), ts_rank(ts_delta(close, 5), 20))
if_else(ts_mean(returns, 30) < 0, reverse(ts_delta(close, 10)), ts_delta(close, 10))
ts_corr(ts_mean(returns, 5), group_mean(ts_mean(returns, 5), 1, sector), 30)
group_mean(ts_delta(close, 60) / ts_std_dev(returns, 60), 1, bucket(rank(volume), range="0,3,0.4"))
ts_delta(ts_delta(close, 10), 5)
multiply(ts_rank(close / ts_mean(close, 20), 30), ts_delta(close, 10))
if_else(ts_std_dev(returns, 30) > 0.015, ts_delta(close, 5) / ts_std_dev(returns, 5), ts_delta(close, 30) / ts_std_dev(returns, 30))
ts_mean(ts_delta(close, 1), 30) * ts_mean(volume, 30)
group_mean(if_else(ts_rank(ts_delta(close, 1), 10) > 0.5, 1, -1), 1, bucket(rank(volume), range="0,3,0.4"))
divide(ts_delta(close, 15), ts_mean(volume, 15))
multiply(ts_corr(ts_delta(close, 3), ts_delta(volume, 3), 10), ts_delta(close, 10))
if_else(ts_rank(ts_std_dev(returns, 20), 60) < 0.3, ts_delta(close, 20), ts_delta(close, 5))
ts_regression(close, ts_step(1), 40, 0, 1)
group_mean(ts_av_diff(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
ts_delta(close, 10) / ts_mean(abs(ts_delta(close, 1)), 10)
multiply(sign(ts_delta(close, 20)), ts_rank(ts_mean(volume, 20), 40))
if_else(ts_rank(volume / ts_mean(volume, 60), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 30))
ts_sum(ts_delta(close, 1), 5) - ts_sum(ts_delta(close, 1), 20)
group_mean(ts_delta(close, 10) - group_mean(ts_delta(close, 10), 1, sector), 1, bucket(rank(volume), range="0,3,0.4"))
divide(ts_delta(close, 25), ts_std_dev(returns, 25))
multiply(reverse(ts_rank(ts_delta(close, 2), 15)), ts_rank(ts_delta(volume, 2), 15))
if_else(ts_mean(returns, 10) > ts_mean(returns, 30), ts_delta(close, 5), ts_delta(close, 20))
ts_corr(ts_delta(close, 1), ts_mean(volume, 5), 20)
group_mean(ts_scale(ts_delta(close, 5), 10), 1, bucket(rank(volume), range="0,3,0.4"))
ts_delta(ts_delta(close, 20), 10)
multiply(ts_rank(ts_delta(close, 1), 5), ts_rank(volume / ts_mean(volume, 20), 5))
if_else(ts_std_dev(returns, 10) > ts_std_dev(returns, 40), ts_delta(close, 3) / ts_std_dev(returns, 3), ts_delta(close, 20) / ts_std_dev(returns, 20))
ts_mean(ts_delta(close, 1), 15) * ts_std_dev(returns, 15)
group_mean(if_else(ts_delta(close, 10) > group_mean(ts_delta(close, 10), 1, sector), 1, -1), 1, bucket(rank(volume), range="0,3,0.4"))
divide(ts_delta(close, 8), ts_mean(abs(returns), 8))
multiply(ts_corr(ts_mean(returns, 3), ts_mean(volume, 3), 15), ts_delta(close, 8))
if_else(ts_rank(ts_mean(abs(returns), 10), 30) > 0.6, ts_delta(close, 5), ts_delta(close, 15))
ts_regression(close, ts_step(1), 50, 0, 1)
group_mean(ts_decay_linear(ts_delta(close, 1), 10), 1, bucket(rank(volume), range="0,3,0.4"))
ts_delta(close, 12) - ts_mean(ts_delta(close, 12), 36)
multiply(sign(ts_delta(close, 6)), reverse(ts_rank(volume, 12)))
if_else(ts_rank(ts_corr(close, volume, 5), 20) > 0.5, ts_delta(close, 3), ts_delta(close, 12))
ts_sum(ts_delta(close, 1), 8) / ts_std_dev(returns, 8)
group_mean(ts_delta(close, 5) / ts_std_dev(returns, 10), 1, bucket(rank(volume), range="0,3,0.4"))
divide(ts_delta(close, 18), ts_std_dev(ts_delta(close, 1), 18))
multiply(reverse(ts_rank(ts_delta(volume, 3), 12)), ts_rank(ts_delta(close, 3), 12))
if_else(ts_mean(returns, 18) < 0, reverse(ts_delta(close, 9)), ts_delta(close, 9))
ts_corr(ts_mean(returns, 8), group_mean(ts_mean(returns, 8), 1, industry), 24)
group_mean(ts_delta(close, 24) / ts_std_dev(returns, 24), 1, bucket(rank(volume), range="0,3,0.4"))
ts_delta(ts_delta(close, 8), 4)
multiply(ts_rank(close / ts_mean(close, 15), 24), ts_delta(close, 12))
if_else(ts_std_dev(returns, 24) > 0.012, ts_delta(close, 6) / ts_std_dev(returns, 6), ts_delta(close, 18) / ts_std_dev(returns, 18))
ts_mean(ts_delta(close, 1), 12) * ts_mean(volume, 12)
group_mean(if_else(ts_rank(ts_delta(close, 1), 8) > 0.6, 1, -1), 1, bucket(rank(volume), range="0,3,0.4"))
divide(ts_delta(close, 7), ts_mean(volume, 7))
multiply(ts_corr(ts_delta(close, 2), ts_delta(volume, 2), 8), ts_delta(close, 7))
if_else(ts_rank(ts_std_dev(returns, 15), 30) < 0.4, ts_delta(close, 15), ts_delta(close, 7))
ts_regression(close, ts_step(1), 35, 0, 1)
group_mean(ts_av_diff(close, 15), 1, bucket(rank(volume), range="0,3,0.4"))
ts_delta(close, 9) / ts_mean(abs(ts_delta(close, 1)), 9)
multiply(sign(ts_delta(close, 15)), ts_rank(ts_mean(volume, 15), 30))
if_else(ts_rank(volume / ts_mean(volume, 30), 60) > 0.75, ts_delta(close, 7), ts_delta(close, 21))
ts_sum(ts_delta(close, 1), 9) - ts_sum(ts_delta(close, 1), 18)
generated_alpha/2025/2025-12-13/163313.txt
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ts_delta(close, 20) * group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns, 20) > 0.02, ts_delta(close, 5), ts_delta(close, 60))
multiply(ts_corr(ts_delta(close,5), ts_delta(volume,5), 30), ts_delta(close,20))
reverse(ts_rank(volume/ts_mean(volume,20), 10)) * ts_delta(close,20)
ts_regression(close, ts_step(1), 30, 0, 1) * group_rank(ts_delta(close,10), industry)
ts_decay_linear(returns, 20) + if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.7, ts_delta(close,5), ts_delta(close,30))
group_mean(ts_mean(returns, 10), 1, bucket(rank(volume), range="0,3,0.4")) * ts_std_dev(returns, 20)
ts_delta(ts_delta(close, 10), 5) * group_zscore(ts_delta(close,20), industry)
ts_corr(ts_delta(close,5), ts_delta(volume,5), 20) * ts_rank(ts_mean(returns,20), 60)
ts_mean(returns, 30) * if_else(ts_std_dev(returns,20) > 0.015, 1, -1)
group_neutralize(ts_delta(close, 20), industry) * ts_zscore(volume, 60)
ts_regression(close, ts_step(1), 20, 0, 1) / ts_std_dev(returns, 20)
multiply(ts_std_dev(group_rank(returns, industry), 20), ts_delta(close, 10))
if_else(rank(volume) > 0.7, ts_delta(close, 60), ts_delta(close, 20))
ts_decay_linear(ts_delta(close,5), 10) * group_scale(ts_delta(close,10), industry)
ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), 30) * ts_delta(close, 20)
ts_mean(ts_delta(close,5), 10) * group_rank(ts_delta(close,5), sector)
ts_delta(close, 5) / ts_std_dev(returns, 20) * ts_rank(ts_mean(returns,20), 60)
group_mean(ts_regression(close, ts_step(1), 10, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,5), ts_delta(close,120))
ts_regression(close, ts_step(1), 60, 0, 1) * ts_mean(returns, 30)
multiply(ts_zscore(ts_delta(close,20), industry), volume/ts_mean(volume,30))
group_mean(ts_delta(close,20), 1, bucket(rank(volume), range="0,3,0.4")) + ts_avg_diff(returns, 20)
ts_corr(ts_delta(close,10), ts_delta(volume,10), 30) * ts_rank(volume, 60)
ts_delta(close, 30) * ts_mean(rank(returns), 20)
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close,10), ts_delta(close,60))
ts_decay_linear(ts_mean(returns,5), 20) * group_zscore(ts_delta(close,20), sector)
ts_regression(close, ts_step(1), 30, 0, 1) + ts_std_dev(returns, 20)
group_rank(ts_mean(returns,20), industry) * ts_delta(close, 10)
ts_delta(close, 60) * group_mean(ts_std_dev(returns,20), 1, bucket(rank(volume), range="0,3,0.4"))
multiply(ts_rank(ts_mean(returns,20), 60), ts_delta(close,30))
ts_mean(returns, 10) * group_neutralize(ts_delta(close,20), industry)
ts_corr(ts_delta(close,5), ts_delta(volume,5), 60) * ts_regression(close, ts_step(1), 20, 0, 1)
if_else(ts_rank(ts_std_dev(returns,20), 30) > 0.8, ts_delta(close,5), ts_delta(close,30))
ts_delta(ts_delta(close, 20), 5) * group_scale(ts_mean(returns,10), sector)
group_mean(ts_delta(close,10), 1, bucket(rank(volume), range="0,3,0.4")) / ts_std_dev(returns,20)
ts_regression(close, ts_step(1), 10, 0, 1) * ts_sum(returns, 20)
ts_decay_linear(ts_delta(close,5), 30) * group_rank(ts_delta(close,10), subindustry)
ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), 20) * ts_mean(returns, 10)
ts_delta(close, 20) * ts_std_dev(group_rank(returns, industry), 20)
if_else(rank(volume) > 0.8, ts_regression(close, ts_step(1), 30, 0, 1), ts_regression(close, ts_step(1), 60, 0, 1))
ts_mean(ts_delta(close,5), 30) * group_zscore(ts_delta(close,20), industry)
multiply(ts_rank(ts_std_dev(returns,20), 60), ts_delta(close,10))
ts_regression(close, ts_step(1), 60, 0, 1) * if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.7, 1, -1)
group_mean(ts_mean(returns,5), 1, bucket(rank(volume), range="0,3,0.4")) * ts_delta(close, 20)
ts_delta(close, 5) * ts_zscore(ts_delta(close,20), sector)
ts_corr(ts_delta(close,5), ts_delta(volume,5), 20) + ts_mean(returns, 30)
if_else(ts_std_dev(returns,20) > 0.02, ts_delta(close,10), ts_delta(close,60))
ts_decay_linear(ts_mean(returns,5), 10) * group_neutralize(ts_delta(close,20), industry)
ts_regression(close, ts_step(1), 30, 0, 1) / ts_std_dev(returns,20)
multiply(group_rank(ts_delta(close,5), industry), ts_delta(close,30))
ts_delta(close, 20) * ts_mean(rank(returns), 30)
if_else(bucket(rank(volume), range="0,3,0.4") == 2, ts_delta(close,60), ts_delta(close,10))
ts_mean(returns, 20) * group_scale(ts_regression(close, ts_step(1), 20, 0, 1), sector)
ts_corr(ts_delta(close,10), ts_delta(volume,10), 60) * ts_rank(ts_mean(returns,20), 60)
ts_delta(ts_delta(close, 10), 5) * group_mean(ts_delta(close,5), 1, bucket(rank(volume), range="0,3,0.4"))
ts_regression(close, ts_step(1), 20, 0, 1) * ts_sum(returns, 30)
multiply(ts_std_dev(group_rank(returns, industry), 20), ts_mean(returns, 5))
group_neutralize(ts_delta(close, 30), sector) * ts_zscore(volume, 120)
ts_delta(close, 60) * ts_rank(volume, 30)
if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,5), ts_delta(close,120))
ts_decay_linear(ts_delta(close,5), 20) * group_mean(ts_mean(returns,5), 1, bucket(rank(volume), range="0,3,0.4"))
ts_regression(close, ts_step(1), 60, 0, 1) + ts_mean(returns, 20)
ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), 60) * ts_delta(close, 20)
group_rank(ts_delta(close,20), sector) * ts_delta(close, 10)
ts_mean(returns, 30) * ts_std_dev(returns, 20)
if_else(rank(volume) > 0.7, ts_delta(close, 60), ts_delta(close, 20))
ts_delta(close, 5) / ts_std_dev(returns, 20) * group_zscore(ts_delta(close,20), industry)
ts_regression(close, ts_step(1), 30, 0, 1) * if_else(ts_std_dev(returns,20) > 0.015, 1, -1)
multiply(ts_rank(ts_mean(returns,20), 60), ts_delta(close,60))
ts_corr(ts_delta(close,5), ts_delta(volume,5), 10) * ts_mean(returns, 20)
ts_delta(close, 20) * group_mean(ts_regression(close, ts_step(1), 10, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.8, ts_delta(close,5), ts_delta(close,30))
ts_mean(ts_delta(close,5), 20) * group_scale(ts_delta(close,10), industry)
ts_decay_linear(ts_mean(returns,10), 30) * ts_rank(ts_mean(returns,20), 60)
ts_regression(close, ts_step(1), 20, 0, 1) * group_rank(ts_delta(close,5), sector)
multiply(ts_std_dev(group_rank(returns, industry), 20), ts_delta(close,30))
group_neutralize(ts_delta(close, 10), industry) * ts_zscore(ts_delta(close,20), sector)
ts_delta(close, 60) * ts_mean(rank(returns), 20)
if_else(bucket(rank(volume), range="0,3,0.4") == 1, ts_delta(close,20), ts_delta(close,60))
ts_mean(returns, 5) * group_zscore(ts_regression(close, ts_step(1), 30, 0, 1), industry)
ts_corr(ts_delta(close,10), ts_delta(volume,10), 30) + ts_regression(close, ts_step(1), 60, 0, 1)
ts_delta(ts_delta(close, 20), 5) * group_mean(ts_delta(close,10), 1, bucket(rank(volume), range="0,3,0.4"))
ts_regression(close, ts_step(1), 10, 0, 1) / ts_std_dev(returns,20)
multiply(group_rank(ts_delta(close,5), industry), ts_delta(close,60))
ts_delta(close, 30) * ts_std_dev(returns, 20)
if_else(ts_std_dev(returns,20) > 0.02, ts_delta(close,10), ts_delta(close,60))
ts_decay_linear(ts_delta(close,5), 30) * group_mean(ts_mean(returns,10), 1, bucket(rank(volume), range="0,3,0.4"))
ts_regression(close, ts_step(1), 60, 0, 1) * ts_mean(returns, 30)
ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), 20) * ts_delta(close, 20)
group_rank(ts_delta(close,20), sector) * ts_delta(close, 10)
ts_mean(returns, 20) * ts_std_dev(group_rank(returns, industry), 20)
if_else(rank(volume) > 0.7, ts_regression(close, ts_step(1), 30, 0, 1), ts_regression(close, ts_step(1), 60, 0, 1))
ts_delta(close, 5) * ts_zscore(ts_delta(close,20), industry)
ts_corr(ts_delta(close,5), ts_delta(volume,5), 60) * ts_rank(ts_mean(returns,20), 60)
ts_delta(close, 20) * group_mean(ts_regression(close, ts_step(1), 10, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.7, ts_delta(close,5), ts_delta(close,30))
ts_mean(ts_delta(close,5), 30) * group_scale(ts_delta(close,10), sector)
ts_decay_linear(ts_mean(returns,5), 20) * group_neutralize(ts_delta(close,20), industry)
ts_regression(close, ts_step(1), 30, 0, 1) + ts_sum(returns, 20)
multiply(ts_rank(ts_std_dev(returns,20), 60), ts_delta(close,30))
group_mean(ts_delta(close,20), 1, bucket(rank(volume), range="0,3,0.4")) * ts_std_dev(returns, 20)
ts_delta(close, 60) * ts_mean(rank(returns), 30)
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close,10), ts_delta(close,60))
ts_mean(returns, 10) * group_zscore(ts_delta(close,20), sector)
ts_regression(close, ts_step(1), 20, 0, 1) * ts_corr(ts_delta(close,5), ts_delta(volume,5), 20)
ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), 30) * ts_delta(close, 20)
ts_delta(ts_delta(close, 10), 5) * group_mean(ts_delta(close,5), 1, bucket(rank(volume), range="0,3,0.4"))
ts_regression(close, ts_step(1), 60, 0, 1) * if_else(ts_std_dev(returns,20) > 0.015, 1, -1)
multiply(ts_std_dev(group_rank(returns, industry), 20), ts_mean(returns, 5))
group_neutralize(ts_delta(close, 30), sector) * ts_zscore(volume, 60)
ts_delta(close, 20) * ts_rank(volume, 30)
generated_alpha/2025/2025-12-13/163351.txt
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multiply(ts_delta(close, 5), rank(volume))
group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns, 20) > ts_mean(ts_std_dev(returns, 20), 120), ts_delta(close, 5), ts_delta(close, 60))
ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 20)
multiply(ts_regression(close, ts_step(1), 30, 0, 1), if_else(rank(volume) > 0.7, 1, -1))
group_mean(ts_mean(returns, 10), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_rank(ts_std_dev(returns, 60), 120) > 0.8, ts_delta(close, 10), ts_decay_linear(returns, 60))
ts_std_dev(group_rank(returns, industry), 20)
multiply(ts_mean(ts_zscore(volume, 20), 30), ts_delta(close, 20))
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 5), ts_delta(close, 30))
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,2,0.5"))
divide(ts_delta(close, 20), ts_std_dev(returns, 20))
ts_corr(close, ts_delay(volume, 1), 60)
multiply(ts_regression(close, ts_step(1), 60, 0, 1), ts_zscore(volume, 60))
if_else(ts_std_dev(returns, 20) > 0.015, ts_mean(returns, 5), ts_mean(returns, 30))
group_rank(ts_delta(close, 5), industry)
multiply(ts_delta(volume, 5), ts_corr(close, volume, 10))
if_else(rank(volume) > 0.8, ts_rank(close, 20), reverse(ts_rank(close, 20)))
group_mean(ts_rank(close, 10), 1, sector)
divide(ts_delta(close, 5), ts_mean(abs(returns), 20))
multiply(ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30), ts_delta(close, 10))
if_else(ts_mean(volume, 20) > ts_mean(volume, 120), ts_delta(close, 5), reverse(ts_delta(close, 5)))
ts_mean(rank(returns), 30)
group_mean(ts_decay_linear(returns, 60), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns, 60) > 0.025, ts_regression(close, ts_step(1), 10, 0, 1), ts_regression(close, ts_step(1), 60, 0, 1))
multiply(rank(volume), ts_delta(ts_delta(close, 5), 5))
group_neutralize(ts_delta(close, 20), industry)
divide(ts_mean(returns, 20), ts_std_dev(returns, 20))
multiply(ts_corr(close, volume, 20), ts_zscore(close, 20))
if_else(rank(volume) > 0.6, ts_zscore(returns, 10), reverse(ts_zscore(returns, 10)))
group_mean(ts_mean(close, 10), 1, bucket(rank(volume), range="0,2,0.5"))
ts_delta(ts_mean(close, 10), 30)
multiply(ts_zscore(volume, 10), ts_rank(close, 20))
group_rank(rank(returns), industry)
if_else(ts_std_dev(returns, 10) > ts_std_dev(returns, 60), ts_delta(close, 5), ts_delta(close, 30))
divide(ts_corr(close, volume, 10), ts_std_dev(returns, 20))
multiply(ts_rank(volume, 20), ts_mean(returns, 10))
group_mean(ts_zscore(returns, 20), 1, sector)
if_else(ts_rank(volume, 10) > 0.9, ts_mean(returns, 5), ts_mean(returns, 60))
reverse(ts_corr(volume, close, 30))
multiply(ts_delta(close, 60), if_else(rank(volume) > 0.7, 1, 0.5))
group_zscore(ts_delta(close, 10), industry)
divide(ts_regression(close, ts_step(1), 20, 0, 1), ts_std_dev(returns, 20))
ts_mean(ts_zscore(volume, 5), 30)
multiply(if_else(rank(volume) > 0.8, ts_delta(close, 5), ts_delta(close, 20)), ts_zscore(returns, 30))
group_mean(close, 1, bucket(rank(volume), range="0,3,0.3"))
if_else(ts_std_dev(returns, 30) > 0.02, ts_zscore(close, 10), ts_zscore(close, 60))
divide(ts_delta(close, 10), ts_mean(volume, 20))
multiply(ts_rank(ts_mean(returns, 10), 60), rank(volume))
group_rank(ts_corr(close, volume, 20), sector)
if_else(bucket(rank(volume), range="0,1,0.7") == 0, ts_delta(close, 10), ts_delta(close, 60))
ts_regression(close, ts_step(1), 30, 0, 1) / ts_regression(volume, ts_step(1), 30, 0, 1)
multiply(ts_zscore(returns, 20), ts_zscore(volume, 20))
group_mean(ts_rank(volume, 20), 1, bucket(rank(close), range="0,3,0.4"))
if_else(ts_rank(ts_std_dev(returns, 20), 60) > 0.7, ts_delta(close, 5), reverse(ts_delta(close, 5)))
divide(ts_mean(returns, 10), ts_mean(returns, 60))
multiply(ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 20), ts_delta(close, 20))
group_neutralize(ts_regression(close, ts_step(1), 30, 0, 1), sector)
if_else(rank(volume) > 0.5, ts_scale(ts_delta(close, 20)), reverse(ts_scale(ts_delta(close, 20))))
ts_zscore(ts_corr(close, volume, 30), 60)
multiply(ts_delta(volume, 10), ts_rank(close, 60))
group_mean(ts_std_dev(returns, 20), 1, bucket(rank(volume), range="0,3,0.4"))
divide(ts_delta(close, 30), ts_mean(volume, 60))
if_else(ts_rank(volume, 60) > 0.8, ts_mean(returns, 10), reverse(ts_mean(returns, 10)))
multiply(ts_regression(close, ts_step(1), 60, 0, 1), ts_zscore(volume, 10))
group_rank(ts_zscore(returns, 30), industry)
ts_decay_linear(ts_corr(close, volume, 10), 20)
if_else(ts_std_dev(returns, 30) > 0.018, ts_delta(close, 10), ts_delta(close, 120))
multiply(ts_zscore(close, 20), if_else(bucket(rank(volume), range="0,3,0.5") == 0, 1, -1))
group_mean(ts_delta(close, 60), 1, bucket(rank(volume), range="0,2,0.6"))
divide(ts_delta(close, 20), ts_delta(volume, 20))
multiply(ts_corr(ts_zscore(close, 10), ts_zscore(volume, 10), 30), ts_mean(returns, 20))
if_else(rank(volume) > 0.75, ts_rank(close, 10), ts_rank(close, 60))
group_zscore(ts_std_dev(returns, 30), sector)
ts_mean(ts_zscore(returns, 5), 60)
multiply(ts_delta(close, 5), ts_rank(volume, 120))
group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, industries)
if_else(ts_mean(abs(returns), 20) > 0.01, ts_rank(close, 5), ts_rank(close, 30))
divide(ts_corr(close, volume, 60), ts_std_dev(returns, 60))
multiply(ts_zscore(volume, 30), ts_delta(close, 30))
group_rank(if_else(rank(volume) > 0.7, 1, 0), industry)
if_else(ts_std_dev(ts_delta(close, 5), 20) > ts_std_dev(ts_delta(close, 20), 20), ts_delta(close, 5), ts_delta(close, 20))
reverse(ts_corr(returns, volume, 30))
multiply(ts_mean(ts_rank(close, 10), 30), ts_mean(ts_rank(volume, 10), 30))
group_mean(ts_zscore(returns, 60), 1, bucket(rank(volume), range="0,3,0.4"))
ts_delta(group_mean(close, 1, industry), 10)
if_else(rank(volume) > 0.6, ts_regression(close, ts_step(1), 10, 0, 1), ts_regression(close, ts_step(1), 60, 0, 1))
divide(ts_mean(close, 20), ts_std_dev(close, 20))
multiply(ts_rank(volume, 10), ts_corr(close, volume, 60))
group_rank(ts_zscore(ts_delta(close, 20)), sector)
if_else(bucket(rank(volume), range="0,1,0.8") == 0, ts_mean(returns, 20), reverse(ts_mean(returns, 20)))
ts_decau_linear(ts_mean(returns, 10), 30)
multiply(ts_zscore(ts_delta(close, 10), 20), ts_zscore(volume, 20))
group_mean(ts_corr(close, volume, 30), 1, industries)
divide(ts_regression(close, ts_step(1), 30, 0, 1), ts_mean(volume, 30))
if_else(ts_rank(volume, 30) > 0.85, ts_zscore(close, 5), ts_zscore(close, 60))
multiply(ts_corr(close, ts_delay(close, 5), 60), rank(volume))
group_rank(ts_mean(close, 60), industry)
if_else(ts_std_dev(returns, 20) > 0.022, ts_delta(close, 20), ts_delta(close, 120))
divide(ts_mean(returns, 5), ts_mean(returns, 20))
multiply(ts_zscore(volume, 20), ts_rank(returns, 20))
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,3,0.3"))
ts_corr(ts_zscore(close, 20), ts_zscore(volume, 20), 60)
if_else(rank(volume) > 0.65, ts_scale(close), reverse(ts_scale(close)))
multiply(ts_delta(ts_delta(close, 5), 10), ts_delta(volume, 20))
group_rank(rank(volume), industry)
divide(ts_corr(close, volume, 10), ts_mean(abs(returns), 20))
multiply(ts_mean(ts_rank(volume, 10), 20), ts_delta(close, 10))
group_neutralize(ts_decay_linear(returns, 30), sector)
if_else(ts_rank(ts_std_dev(returns, 30), 60) > 0.75, ts_rank(close, 10), ts_rank(close, 30))
ts_mean(ts_zscore(volume, 20), 60)
multiply(ts_delta(close, 60), if_else(rank(volume) > 0.55, 1, -1))
group_mean(ts_regression(close, ts_step(1), 40, 0, 1), 1, industries)
if_else(ts_mean(ts_std_dev(returns, 20), 60) > 0.02, ts_delta(close, 5), ts_delta(close, 60))
divide(ts_delta(volume, 10), ts_std_dev(returns, 10))
multiply(ts_zscore(returns, 30), ts_corr(close, volume, 40))
group_zscore(ts_delta(close, 30), industry)
ts_rank(ts_corr(close, volume, 20), 60)
multiply(ts_decay_linear(returns, 20), ts_zscore(volume, 30))
group_mean(ts_std_dev(returns, 60), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(rank(volume) > 0.9, ts_delta(close, 10), ts_delta(close, 120))
divide(ts_regression(close, ts_step(1), 20, 0, 1), ts_regression(volume, ts_step(1), 20, 0, 1))
multiply(ts_corr(ts_delta(close, 20), ts_delta(volume, 20), 30), ts_mean(returns, 30))
group_rank(ts_zscore(volume, 60), sector)
generated_alpha/2025/2025-12-13/163500.txt
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close / ts_delay(close, 5) - 1 + ts_zscore(volume, 20)
ts_delta(close, 10) * ts_rank(volume, 30) / ts_std_dev(returns, 20)
ts_regression(close, ts_step(1), 60, 0, 1) + bucket(rank(volume), range="0,3,0.4") * ts_mean(returns, 30)
if_else(ts_std_dev(returns, 60) > 0.025, ts_delta(close, 5), ts_delta(close, 60)) * ts_zscore(close, 20)
ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 20) + group_mean(ts_delta(close, 10), 1, industry)
ts_decay_linear(returns, 20) * ts_rank(ts_mean(volume, 60), 30) - ts_mean(returns, 10)
group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,5,0.25")) / ts_std_dev(close, 60)
if_else(ts_rank(volume, 30) > 0.8, ts_delta(close, 5), ts_delta(close, 30)) + ts_corr(close, volume, 10)
ts_delta(group_mean(close, 1, sector), 10) / ts_std_dev(group_rank(returns, sector), 30)
ts_mean(returns, 5) * ts_zscore(ts_delta(volume, 20), 60) - ts_delta(close, 20)
ts_regression(close, ts_step(1), 30, 0, 1) * if_else(rank(volume) > 0.7, 1.2, 0.8)
ts_delta(close, 30) + multiply(ts_corr(close, volume, 20), ts_mean(returns, 60), filter=true)
group_rank(ts_delta(close, 10), industry) * ts_decay_linear(volume, 90) / 100
if_else(ts_std_dev(returns, 20) > 0.03, ts_delta(close, 5), ts_delta(close, 90)) + ts_rank(returns, 60)
ts_corr(ts_delta(close, 20), ts_delta(volume, 20), 30) * group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,2,0.5"))
ts_delta(ts_mean(close, 10), 5) * ts_rank(volume / ts_mean(volume, 60), 30)
ts_decay_linear(close / ts_delay(close, 20) - 1, 40) + ts_mean(rank(volume), 20) * 2
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.6, ts_delta(close, 10), ts_delta(close, 120)) / ts_zscore(close, 30)
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,4,0.2")) - ts_std_dev(returns, 90)
ts_delta(close, 5) * ts_regression(close, ts_step(1), 60, 0, 1) / 100
ts_corr(group_mean(returns, 1, sector), ts_mean(returns, 20), 30) + ts_delta(close, 30)
if_else(ts_rank(volume, 20) > 0.75, ts_mean(returns, 5), ts_mean(returns, 90)) * ts_zscore(close, 60)
ts_delta(close, 20) + multiply(ts_rank(volume, 30), ts_corr(close, returns, 10), filter=true)
group_mean(ts_delta(close, 10), 1, industry) * if_else(bucket(rank(volume), range="0,5,0.2") == 0, 1.1, 0.9)
ts_decay_linear(returns, 30) / ts_std_dev(close, 60) + ts_rank(volume, 60)
ts_delta(close, 60) * ts_rank(ts_mean(volume, 20), 30) / ts_mean(returns, 10)
if_else(ts_std_dev(returns, 60) < 0.015, ts_delta(close, 10), ts_delta(close, 30)) + ts_corr(close, volume, 20)
ts_corr(ts_delta(close, 5), ts_delta(close, 30), 20) * ts_zscore(volume, 10) - ts_mean(returns, 5)
group_mean(ts_delta(close, 15), 1, bucket(rank(volume), range="0,5,0.2")) + ts_rank(returns, 90)
ts_regression(close, ts_step(1), 90, 0, 1) * if_else(rank(close) > 0.8, 1.05, 0.95)
ts_decay_linear(ts_delta(close, 10), 50) / ts_mean(returns, 20) + ts_rank(volume, 30)
if_else(ts_rank(ts_std_dev(returns, 10), 30) > 0.6, ts_delta(close, 5), ts_delta(close, 20)) * ts_corr(close, volume, 30)
ts_delta(group_mean(close, 1, sector), 20) / ts_std_dev(group_rank(returns, sector), 60)
ts_corr(ts_delta(close, 20), ts_delta(close, 5), 30) * ts_mean(rank(volume), 20)
group_mean(ts_delta(close, 5), 1, industry) * if_else(bucket(rank(volume), range="0,3,0.4") == 2, 1.0, 0.98)
ts_delta(close, 30) * ts_decay_linear(volume, 60) / ts_zscore(returns, 20)
if_else(ts_rank(volume, 60) > 0.7, ts_delta(close, 10), ts_delta(close, 120)) + ts_corr(close, volume, 20)
ts_regression(close, ts_step(1), 40, 0, 1) * group_mean(rsi(returns, 14), 1, industry) / 10
ts_delta(close, 10) * ts_rank(ts_mean(returns, 30), 20) / ts_std_dev(volume, 60)
if_else(ts_std_dev(returns, 20) > 0.04, ts_delta(close, 5), ts_delta(close, 60)) + ts_zscore(close, 30)
ts_decay_linear(close / ts_delay(close, 30) - 1, 90) * ts_corr(close, volume, 10)
group_mean(ts_delta(close, 5), 1, sector) * if_else(rank(volume) > 0.8, 1.1, 0.95)
ts_delta(close, 20) * ts_rank(ts_std_dev(returns, 60), 30) / ts_mean(returns, 20)
if_else(ts_rank(ts_std_dev(returns, 90), 60) > 0.7, ts_delta(close, 5), ts_delta(close, 30)) + ts_corr(ts_delta(close, 5), volume, 20)
ts_corr(group_mean(returns, 1, subindustry), ts_mean(returns, 30), 20) + ts_delta(close, 60)
ts_decay_linear(returns, 20) * ts_rank(volume, 90) - ts_zscore(close, 60)
if_else(ts_rank(volume, 90) > 0.7, group_mean(close, 1, industry), ts_delta(close, 20)) / ts_std_dev(returns, 10)
ts_delta(close, 5) * (ts_regression(close, ts_step(1), 30, 0, 1) + 0.1) / ts_mean(returns, 60)
ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 60) + group_mean(ts_delta(close, 20), 1, sector)
if_else(ts_std_dev(returns, 15) > 0.02, ts_delta(close, 5), ts_delta(close, 90)) * ts_rank(volume, 30)
ts_delta(group_mean(close, 1, industry), 10) / ts_std_dev(group_rank(returns, industry), 30)
ts_decay_linear(ts_delta(close, 5), 20) * if_else(rank(volume) > 0.6, 1.2, 0.8)
if_else(ts_rank(ts_std_dev(returns, 30), 40) > 0.65, ts_delta(close, 10), ts_delta(close, 120)) + ts_corr(close, volume, 30)
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,3,0.33")) - ts_mean(returns, 20)
ts_regression(close, ts_step(1), 60, 0, 1) * ts_rank(ts_delta(volume, 10), 20) / 100
ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30) + ts_delta(close, 30)
if_else(ts_rank(rank(volume), 30) > 0.7, ts_mean(returns, 5), ts_mean(returns, 90)) * ts_zscore(close, 60)
group_mean(ts_delta(close, 10), 1, sector) * if_else(bucket(rank(volume), range="0,5,0.2") == 0, 1.15, 0.85)
ts_delta(close, 60) * ts_rank(ts_mean(returns, 20), 30) / ts_std_dev(returns, 90)
if_else(ts_std_dev(returns, 20) > 0.03, ts_delta(close, 5), ts_delta(close, 20)) + ts_corr(close, volume, 10)
ts_decay_linear(returns, 60) * group_mean(ts_delta(close, 5), 1, industry)
ts_delta(close, 20) * ts_rank(ts_corr(close, volume, 10), 30) / ts_mean(returns, 60)
if_else(ts_rank(volume, 20) > 0.75, ts_delta(close, 5), ts_delta(close, 30)) * ts_zscore(close, 20)
ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 20) * group_mean(ts_delta(close, 5), 1, sector)
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,4,0.25")) - ts_std_dev(returns, 60)
ts_regression(close, ts_step(1), 30, 0, 1) * if_else(rank(close) > 0.8, 1.1, 0.9)
ts_delta(close, 30) * ts_corr(close, volume, 20) / ts_mean(returns, 10)
if_else(ts_std_dev(returns, 90) < 0.01, ts_delta(close, 20), ts_delta(close, 5)) + ts_rank(returns, 60)
group_rank(ts_delta(close, 10), industry) * ts_decay_linear(volume, 90) / 100
ts_delta(close, 10) * (ts_corr(close, volume, 30) + 0.5)
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, ts_delta(close, 5), ts_delta(close, 60)) * ts_rank(volume, 30)
ts_corr(group_mean(returns, 1, market), ts_mean(returns, 20), 30) + ts_delta(close, 60)
multiply(ts_delta(close, 10), ts_rank(volume, 20), filter=false) - ts_std_dev(returns, 20)
group_mean(ts_delta(close, 5), 1, industry) * if_else(bucket(rank(volume), range="0,3,0.33") == 0, 1.05, 0.97)
ts_delta(close, 20) * ts_rank(ts_std_dev(returns, 60), 40) / ts_mean(returns, 30)
if_else(ts_rank(ts_std_dev(returns, 10), 20) > 0.8, ts_delta(close, 5), ts_delta(close, 30)) + ts_corr(close, volume, 20)
ts_decay_linear(ts_delta(close, 10), 40) * ts_corr(close, volume, 30)
ts_delta(group_mean(close, 1, sector), 30) / ts_std_dev(group_rank(returns, sector), 90)
multiply(ts_delta(close, 5), ts_regression(close, ts_step(1), 20, 0, 1), filter=true)
ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 60) + group_mean(ts_delta(close, 10), 1, industry)
if_else(ts_std_dev(returns, 60) > 0.02, ts_delta(close, 5), ts_delta(close, 120)) * ts_zscore(volume, 20)
ts_decay_linear(ts_mean(returns, 10), 60) + ts_rank(volume, 90)
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,5,0.2")) - ts_mean(returns, 20)
ts_delta(close, 30) * ts_rank(ts_corr(close, returns, 10), 20) / ts_mean(volume, 30)
if_else(ts_rank(rank(volume), 30) > 0.8, ts_delta(close, 5), ts_delta(close, 60)) * ts_corr(close, returns, 20)
ts_regression(close, ts_step(1), 120, 0, 1) * if_else(bucket(rank(volume), range="0,4,0.25") == 0, 1.1, 0.9)
ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30) * group_mean(returns, 1, sector)
if_else(ts_std_dev(returns, 20) > 0.035, ts_delta(close, 5), ts_delta(close, 90)) + ts_rank(returns, 60) * 0.1
group_mean(ts_delta(close, 10), 1, industry) * ts_rank(ts_mean(volume, 60), 20) / ts_std_dev(returns, 90)
ts_delta(close, 20) * ts_corr(close, volume, 10) / ts_mean(returns, 30)
if_else(ts_rank(ts_std_dev(returns, 20), 60) > 0.7, ts_mean(returns, 5), ts_mean(returns, 120)) + ts_zscore(close, 60)
ts_decay_linear(ts_delta(close, 5), 30) * group_rank(ts_delta(close, 10), industry) / 100
group_mean(ts_delta(close, 20), 1, sector) * if_else(rank(close) > 0.8, 1.08, 0.92)
ts_delta(c
generated_alpha/2025/2025-12-13/163835.txt
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group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")) * ts_std_dev(returns, 20)
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.7")) / ts_mean(volume, 30)
group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), "0,4,0.3")) * ts_zscore(returns, 20)
group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,2,0.5")) + ts_delta(volume, 10)
if_else(rank(volume) > 0.8, group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.2")), group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "1,3,0.3")) * ts_mean(returns, 60)
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.4")) * ts_corr(close, volume, 20)
group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, bucket(rank(volume), "0,3,0.5")) / ts_mean(volume, 20)
if_else(rank(volume) > 0.7, group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.6")) * ts_mean(returns, 10)
group_mean(ts_regression(close, ts_step(1), 60, 0, 1), 1, bucket(rank(volume), "0,3,0.3")) + ts_zscore(returns, 30)
group_mean(ts_delta(close, 30), 1, bucket(rank(volume), "0,4,0.25")) / ts_std_dev(returns, 20)
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,2,0.5")) * ts_corr(returns, volume, 30)
group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), "0,3,0.4")) + ts_mean(volume, 60)
if_else(rank(volume) > 0.7, group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.5")), group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.6")))
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.3")) * ts_corr(returns, volume, 20)
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,4,0.2")) / ts_std_dev(returns, 30)
multiply(group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")), ts_rank(ts_std_dev(returns, 20), 30))
group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), "0,3,0.6")) * ts_zscore(returns, 20)
multiply(group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.4")), ts_corr(group_mean(returns, 1, industry), group_mean(returns, 1, sector), 30))
group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,2,0.5")) / ts_mean(volume, 60)
if_else(ts_rank(volume, 20) > 0.7, group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, bucket(rank(volume), "0,3,0.5")) * ts_mean(returns, 10)
if_else(ts_std_dev(returns, 20) > 0.02, ts_delta(close, 5), ts_delta(close, 60))
ts_delta(close, 10) / ts_std_dev(returns, 20)
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, ts_regression(close, ts_step(1), 10, 0, 1), ts_delta(close, 30))
multiply(ts_delta(close, 5), if_else(ts_std_dev(returns, 20) > 0.03, 0.5, 1))
if_else(ts_std_dev(returns, 20) > 0.025, ts_delta(close, 10), ts_delta(close, 20))
divide(ts_delta(close, 30), ts_mean(ts_std_dev(returns, 20), 60))
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, ts_delta(close, 5), ts_delta(close, 20))
multiply(ts_delta(close, 20), if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.8, -1, 1))
if_else(ts_std_dev(returns, 20) < 0.01, ts_delta(close, 5), ts_delta(close, 10))
divide(group_mean(ts_delta(close, 5), 1, industry), ts_mean(close, 1, market))
if_else(ts_std_dev(returns, 20) > 0.02, ts_delta(close, 5), ts_delta(close, 20))
multiply(ts_delta(close, 10), if_else(ts_rank(returns, 20) > 0.7, 1, 0.5))
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, ts_regression(close, ts_step(1), 30, 0, 1), ts_delta(close, 5))
divide(ts_delta(close, 5), ts_std_dev(returns, 20))
if_else(ts_std_dev(returns, 20) > 0.015, ts_delta(close, 10), ts_delta(close, 30))
multiply(ts_delta(close, 20), if_else(ts_rank(returns, 20) < 0.3, 1, -0.8))
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, ts_regression(close, ts_step(1), 30, 0, 1), ts_delta(close, 60))
divide(ts_delta(close, 30), ts_std_dev(returns, 20))
if_else(ts_std_dev(returns, 20) > 0.025, ts_regression(close, ts_step(1), 20, 0, 1), ts_delta(close, 10))
multiply(ts_delta(close, 5), if_else(ts_std_dev(returns, 20) < 0.01, 1, 0.9))
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, divide(ts_delta(close, 5), ts_std_dev(returns, 20)), ts_delta(close, 20))
multiply(group_mean(ts_delta(close, 5), 1, group_mean(returns, 1, sector)), ts_delta(close, 60))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
multiply(group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.5")), if_else(ts_rank(returns, 20) > 0.7, 1, 0.5))
if_else(ts_std_dev(returns, 20) < 0.015, ts_delta(close, 5), ts_delta(close, 10)) * if_else(ts_std_dev(returns, 20) > 0.02, -1, 1)
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")) * ts_corr(returns, volume, 20)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 60)
if_else(ts_std_dev(returns, 20) > 0.03, multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), ts_delta(close, 5)), ts_delta(close, 10))
group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 20)
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, multiply(reverse(ts_rank(volume, 10)), ts_delta(close, 5)), ts_delta(close, 10))
group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 60))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(reverse(bucket(rank(volume), "0,3,0.4")), 1, industry) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 30))
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, multiply(reverse(ts_rank(volume, 10)), ts_delta(close, 5)), ts_delta(close, 20))
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")) * ts_corr(returns, volume, 20)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, sector), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.025, group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(if_else(ts_rank(volume, 20) > 0.8, 1, -1), 1, industry) * ts_delta(close, 10)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, bucket(rank(volume), "0,3,0.4")), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.02, multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), ts_delta(close, 5)), ts_delta(close, 10))
group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 60))
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, group_mean(multiply(reverse(ts_rank(volume, 10)), 1), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(multiply(reverse(ts_rank(volume, 10)), 1), 1, bucket(rank(volume), "0,3,0.5")) * ts_delta(close, 20)
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, multiply(reverse(ts_rank(volume, 10)), ts_delta(close, 5)), ts_delta(close, 20))
group_mean(reverse(bucket(rank(volume), "0,3,0.4")), 1, industry) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 30))
group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_zscore(returns, 20)
multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.5")))
group_mean(if_else(ts_rank(volume, 20) > 0.7, 1, -1), 1, industry) * ts_delta(close, 10)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, sector), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4)), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_delta(close, 10), 1, industry) * if_else(ts_rank(returns, 20) > 0.7, 1, -1)
multiply(group_mean(reverse(ts_rank(volume, 10)), 1, industry), ts_delta(close, 60))
group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 20)
if_else(ts_std_dev(returns, 20) > 0.025, group_mean(displace(reverse(ts_rank(volume, 10)), 5), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")) * ts_corr(returns, volume, 20)
multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), group_mean(ts_delta(close, 30), 1, bucket(rank(volume), "0,3,0.5")))
if_else(ts_std_dev(returns, 20) > 0.03, multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), ts_delta(close, 5)), ts_delta(close, 10))
group_mean(reverse(ts_rank(volume, 10)), 1, industry) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 60))
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, multiply(reverse(ts_rank(volume, 10)), ts_delta(close, 5)), ts_delta(close, 20))
group_mean(reverse(bucket(rank(volume), "0,3,0.4")), 1, industry) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, sector), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_delta(close, 5), 1, industry) * if_else(ts_rank(returns, 20) > 0.7, 1, -1)
multiply(group_mean(reverse(ts_rank(volume, 10)), 1, industry), ts_delta(close, 30))
group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 10)
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, multiply(reverse(ts_rank(volume, 10)), ts_delta(close, 5)), ts_delta(close, 10))
group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_zscore(returns, 20)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
multiply(group_mean(reverse(ts_rank(volume, 10)), 1, industry), if_else(ts_rank(returns, 20) > 0.7, 1, -1))
group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, sector) * ts_delta(close, 30)
if_else(ts_risk_adjusted_condition, group_mean(reverse(ts_rank(volume, 10)), 1, industry), group_mean(ts_delta(close, 20), 1, industry)) * adjust