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

++

Browse Source
This commit is contained in:
toor
2026-01-04 16:30:57 +08:00
parent 51a483ce22
commit 2950e9d2ce
134 changed files with 1180 additions and 47 deletions
Download Patch File Download Diff File Expand all files Collapse all files
generated_alpha/2025/2025-12-29/102728.txt
+18
View File
@@ -0,0 +1,18 @@
ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756)
group_neutralize(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),sector)
reverse(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756))
ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252)
ts_delta(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),21)
ts_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126)
multiply(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),reverse(ts_rank(fscore_momentum,63)))
subtract(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),ts_mean(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
divide(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),ts_std_dev(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
add(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),reverse(group_rank(fscore_growth,sector)))
generated_alpha/2025/2025-12-29/151730.txt
+22
View File
@@ -0,0 +1,22 @@
ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756)
reverse(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756))
ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252)
reverse(ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
ts_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),504)
reverse(ts_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),504))
subtract(ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126),ts_rank(ts_backfill(fscore_momentum,66),126))
reverse(subtract(ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126),ts_rank(ts_backfill(fscore_momentum,66),126)))
ts_delta(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63)
reverse(ts_delta(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63))
ts_sum(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63)
reverse(ts_sum(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63))
ts_mean(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126)
reverse(ts_mean(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126))
ts_std_dev(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252)
reverse(ts_std_dev(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
group_neutralize(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),country)
reverse(group_neutralize(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),country))
group_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),industry)
reverse(group_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),industry))
multiply(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),reverse(ts_backfill(fscore_momentum,66)))
multiply(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),ts_backfill(fscore_total,66))