++

generated_alpha/2026/01/04/093236.txt

@@ -0,0 +1,25 @@
+reverse(ts_delta(customer_acquisition_cost, 63))
+multiply(ts_delta(customer_acquisition_cost, 63), reverse(ts_mean(customer_acquisition_cost, 126)))
+divide(ts_delta(customer_acquisition_cost, 63), ts_std_dev(customer_acquisition_cost, 126))
+subtract(ts_delta(customer_acquisition_cost, 63), ts_mean(customer_acquisition_cost, 252))
+
+if_else(ts_delta(customer_acquisition_cost, 63) > multiply(ts_mean(customer_acquisition_cost, 126), 1.2), -1, ts_delta(customer_acquisition_cost, 63))
+multiply(ts_delta(customer_acquisition_cost, 63), sign(subtract(ts_delta(customer_acquisition_cost, 63), ts_mean(customer_acquisition_cost, 252))))
+
+ts_zscore(ts_delta(customer_acquisition_cost, 63), 126)
+multiply(ts_rank(customer_acquisition_cost, 63), reverse(ts_delta(customer_acquisition_cost, 63)))
+add(ts_delta(customer_acquisition_cost, 63), multiply(ts_mean(customer_acquisition_cost, 126), -1))
+
+power(ts_delta(customer_acquisition_cost, 63), 0.5)
+multiply(ts_delta(customer_acquisition_cost, 63), log(ts_mean(customer_acquisition_cost, 126)))
+divide(ts_delta(customer_acquisition_cost, 63), ts_sum(customer_acquisition_cost, 126))
+subtract(ts_delta(customer_acquisition_cost, 63), ts_min(customer_acquisition_cost, 252))
+
+multiply(ts_delta(customer_acquisition_cost, 63), if_else(ts_delta(customer_acquisition_cost, 63) > 0, -1, 1))
+ts_scale(ts_delta(customer_acquisition_cost, 63), 126)
+multiply(ts_delta(customer_acquisition_cost, 63), reverse(ts_zscore(customer_acquisition_cost, 126)))
+
+add(ts_delta(customer_acquisition_cost, 63), multiply(ts_std_dev(customer_acquisition_cost, 126), -1))
+divide(ts_delta(customer_acquisition_cost, 63), ts_max(customer_acquisition_cost, 252))
+multiply(ts_delta(customer_acquisition_cost, 63), sqrt(ts_mean(customer_acquisition_cost, 126)))
+reverse(ts_sum(ts_delta(customer_acquisition_cost, 21), 3))

generated_alpha/2026/01/04/093304.txt

@@ -0,0 +1,39 @@
+ts_delta(customer_acquisition_cost, 63)
+
+ts_delta(customer_acquisition_cost, 63) > ts_mean(ts_delta(customer_acquisition_cost, 63), 189) * 1.2
+
+-1 * if_else(ts_delta(customer_acquisition_cost, 63) > ts_mean(ts_delta(customer_acquisition_cost, 63), 189) * 1.2, 1, 0)
+
+bucket(rank(customer_acquisition_cost), buckets="2,5,6,7,10")
+
+group_zscore(ts_delta(customer_acquisition_cost, 63), market_penetration_group)
+
+group_rank(ts_delta(customer_acquisition_cost, 63), market_penetration_group)
+
+group_scale(ts_delta(customer_acquisition_cost, 63), market_penetration_group)
+
+ts_zscore(ts_delta(customer_acquisition_cost, 63), 189)
+
+ts_rank(ts_delta(customer_acquisition_cost, 63), 189)
+
+ts_scale(ts_delta(customer_acquisition_cost, 63), 189)
+
+group_neutralize(ts_delta(customer_acquisition_cost, 63), market_penetration_group)
+
+multiply(ts_delta(customer_acquisition_cost, 63), -1, filter=true)
+
+ts_av_diff(customer_acquisition_cost, 189)
+
+divide(ts_delta(customer_acquisition_cost, 63), ts_mean(customer_acquisition_cost, 189))
+
+ts_std_dev(ts_delta(customer_acquisition_cost, 63), 189)
+
+ts_corr(ts_delta(customer_acquisition_cost, 63), ts_delta(forward_price_120, 63), 189)
+
+ts_regression(ts_delta(customer_acquisition_cost, 63), ts_delta(forward_price_120, 63), 189, rettype=0)
+
+ts_decay_linear(ts_delta(customer_acquisition_cost, 63), 189, dense=false)
+
+group_backfill(ts_delta(customer_acquisition_cost, 63), market_penetration_group, 189)
+
+ts_quantile(ts_delta(customer_acquisition_cost, 63), 189, driver="gaussian")

generated_alpha/2026/01/04/153654.txt

@@ -0,0 +1,20 @@
+ts_backfill(fnd6_newa2v1300_oiadp, 60)
+multiply(ts_delta(fnd6_newqeventv110_cipenq, 5), ts_rank(ts_zscore(fnd6_newqv1300_cipenq, 30), 10))
+group_neutralize(ts_mean(fscore_total, 20), vec_avg(multi_factor_acceleration_score_derivative))
+subtract(ts_av_diff(nws12_afterhsz_tonhigh, 10), ts_av_diff(nws12_allz_result2, 10))
+divide(ts_sum(nws12_mainz_tonhigh, 15), ts_std_dev(rp_nip_ratings, 15))
+add(power(fn_comp_not_rec_a, 0.5), sqrt(abs(fn_comp_not_rec_stock_options_a)))
+max(ts_delay(fn_comp_not_rec_stock_options_q, 3), ts_delay(fn_def_tax_assets_liab_net_q, 3))
+if_else(ts_rank(fn_entity_common_stock_shares_out_a, 20) > 0.5, fn_entity_common_stock_shares_out_q, 0)
+ts_corr(fn_liab_fair_val_a, fn_liab_fair_val_l1_a, 30)
+min(ts_product(fn_liab_fair_val_l1_q, 5), ts_product(fn_liab_fair_val_l2_a, 5))
+reverse(ts_regression(fn_liab_fair_val_l2_q, fn_oth_income_loss_fx_transaction_and_tax_translation_adj_q, 20, 0, 1))
+signed_power(ts_delta(fn_treasury_stock_shares_a, 10), ts_scale(fnd2_a_fedstyitxrt, 10))
+group_zscore(ts_backfill(forward_price_120, 30), bucket(rank(ts_mean(fscore_total, 20)), range="0,1,0.2"))
+ts_decay_linear(multi_factor_acceleration_score_derivative, 10, true)
+quantile(ts_covariance(nws12_afterhsz_tonhigh, nws12_allz_result2, 15), "gaussian", 1.0)
+trade_when(ts_step(1) > 5, ts_arg_max(nws12_mainz_tonhigh, 10), rp_nip_ratings)
+vec_sum(kth_element(fn_comp_not_rec_a, 5, 2))
+hump(ts_count_nans(fn_comp_not_rec_stock_options_a, 20), 0.01)
+winsorize(days_from_last_change(fn_comp_not_rec_stock_options_q), 3)
+last_diff_value(fn_def_tax_assets_liab_net_q, 7)

generated_alpha/2026/01/04/153729.txt

@@ -0,0 +1,39 @@
+ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN")
+
+divide(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), group_mean(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), sector))
+
+ts_delta(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 20)
+
+group_zscore(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), industry)
+
+ts_rank(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 126)
+
+ts_zscore(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 63)
+
+group_scale(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), industry)
+
+ts_decay_linear(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 90, dense=false)
+
+ts_mean(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 60)
+
+ts_std_dev(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 120)
+
+ts_corr(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), forward_price_120, 90)
+
+ts_quantile(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 252, driver="gaussian")
+
+ts_arg_max(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 180)
+
+ts_arg_min(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 180)
+
+ts_scale(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 252, constant=0)
+
+group_neutralize(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), subindustry)
+
+ts_av_diff(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 90)
+
+hump(ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), hump=0.01)
+
+ts_regression(forward_price_120, ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN"), 120, lag=0, rettype=0)
+
+multi_factor_acceleration_score_derivative * ts_backfill(digital_supply_chain_index, lookback=252, k=1, ignore="NAN")

generated_alpha/2026/01/04/161557.txt

@@ -0,0 +1,39 @@
+ts_backfill(fnd6_newa2v1300_oiadp, 250, 1)
+ts_backfill(fn_entity_common_stock_shares_out_q, 250, 1)
+ts_backfill(fn_treasury_stock_shares_a, 250, 1)
+
+divide(ts_backfill(fnd6_newa2v1300_oiadp, 250, 1), group_mean(ts_backfill(fnd6_newa2v1300_oiadp, 250, 1), 1, bucket(fn_comp_not_rec_a, buckets = "2,5,6,7,10")))
+
+ts_delta(ts_backfill(fn_liab_fair_val_l1_q, 250, 1), 60)
+
+ts_rank(divide(fn_comp_not_rec_stock_options_a, fn_entity_common_stock_shares_out_q), 120, 0)
+
+group_zscore(ts_backfill(fn_def_tax_assets_liab_net_q, 250, 1), bucket(ts_backfill(fn_treasury_stock_shares_a, 250, 1), buckets = "2,5,6,7,10"))
+
+ts_corr(ts_backfill(fn_liab_fair_val_l2_a, 250, 1), ts_backfill(fn_liab_fair_val_l1_a, 250, 1), 60)
+
+multiply(sign(ts_delta(ts_backfill(fnd6_newqv1300_cipenq, 250, 1), 30)), ts_std_dev(ts_backfill(fn_comp_not_rec_stock_options_q, 250, 1), 60))
+
+if_else(ts_backfill(fscore_total, 250, 1) > group_mean(ts_backfill(fscore_total, 250, 1), 1, bucket(fn_comp_not_rec_a, buckets = "2,5,6,7,10")), ts_sum(ts_backfill(multi_factor_acceleration_score_derivative, 250, 1), 30), reverse(ts_sum(ts_backfill(multi_factor_acceleration_score_derivative, 250, 1), 30)))
+
+subtract(ts_mean(ts_backfill(nws12_afterhsz_tonhigh, 250, 1), 60), ts_mean(ts_backfill(nws12_mainz_tonhigh, 250, 1), 60))
+
+ts_av_diff(ts_backfill(rp_nip_ratings, 250, 1), 30)
+
+add(ts_backfill(fn_oth_income_loss_fx_transaction_and_tax_translation_adj_q, 250, 1), ts_backfill(fnd2_a_fedstyitxrt, 250, 1))
+
+power(divide(ts_backfill(fn_entity_common_stock_shares_out_a, 250, 1), ts_backfill(fn_treasury_stock_shares_a, 250, 1)), 0.5)
+
+ts_zscore(ts_backfill(fn_liab_fair_val_a, 250, 1), 120)
+
+group_neutralize(ts_backfill(forward_price_120, 250, 1), bucket(ts_backfill(fn_comp_not_rec_stock_options_a, 250, 1), buckets = "2,5,6,7,10"))
+
+ts_regression(ts_backfill(fnd6_newa2v1300_oiadp, 250, 1), ts_backfill(fn_entity_common_stock_shares_out_q, 250, 1), 60, 0, 1)
+
+log(divide(ts_backfill(fn_def_tax_assets_liab_net_q, 250, 1), ts_backfill(fn_comp_not_rec_a, 250, 1)))
+
+ts_scale(ts_backfill(nws12_allz_result2, 250, 1), 60, 0.01)
+
+signed_power(ts_delta(ts_backfill(fscore_total, 250, 1), 30), 2)
+
+inverse(ts_mean(ts_backfill(fn_liab_fair_val_l2_q, 250, 1), 60))

generated_alpha/2026/01/04/161726.txt

@@ -0,0 +1,39 @@
+ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1)
+
+divide(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_mean(fnd6_newa2v1300_oiadp, 60))
+
+ts_delta(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 5)
+
+ts_rank(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 60)
+
+ts_zscore(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+
+group_mean(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), sector, industry)
+
+group_neutralize(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry)
+
+group_scale(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), sector)
+
+group_zscore(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry)
+
+ts_decay_linear(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 10)
+
+ts_corr(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_delay(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 1), 20)
+
+ts_quantile(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 60, driver="gaussian")
+
+ts_scale(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+
+ts_std_dev(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 20)
+
+ts_sum(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 10)
+
+ts_av_diff(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 20)
+
+ts_arg_max(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+
+ts_arg_min(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+
+ts_regression(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_delay(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 1), 20, rettype=0)
+
+group_backfill(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry, 20, std=4)