++

generated_alpha/2025-12-16/110013.txt

@@ -0,0 +1,39 @@
+group_rank(if_else(ts_zscore(volume, 20) > 0, ts_delta(close, 10), reverse(ts_delta(close, 10))), sector)
+
+if_else(bucket(rank(close * volume), range="0,3,0.4") == 0, ts_regression(close, ts_step(1), 30, 0, 1), group_mean(ts_delta(close, 20), 1, sector))
+
+multiply(group_zscore(volume, sector), ts_std_dev(returns, 60))
+
+multiply(ts_rank(ts_std_dev(returns, 20), 120), if_else(ts_zscore(volume, 5) > 1, ts_delta(close, 5), ts_delta(close, 20)))
+
+ts_delta(group_rank(ts_sum(volume, 5), sector), 10)
+
+group_mean(multiply(ts_corr(returns, ts_sum(volume, 10), 30), if_else(ts_zscore(close, 20) > 0, 1, -1)), 1, sector)
+
+if_else(ts_rank(volume / ts_mean(volume, 20), 10) > 0.7, reverse(ts_delta(close, 5)), ts_delta(close, 20))
+
+multiply(group_zscore(ts_delta(close, 5), sector), reverse(ts_rank(ts_std_dev(returns, 60), 120)))
+
+ts_delta(group_mean(if_else(ts_mean(returns, 20) > 0, ts_zscore(volume, 20), reverse(ts_zscore(volume, 20))), 1, industry), 30)
+
+multiply(ts_corr(ts_delta(close, 5), ts_delta(close, 20), 60), group_rank(ts_sum(volume, 5), sector))
+
+group_scale(ts_av_diff(close, 30), sector)
+
+if_else(ts_std_dev(returns, 20) > ts_std_dev(returns, 60), ts_delta(close, 10), group_mean(ts_delta(close, 30), 1, industry))
+
+multiply(ts_rank(ts_delta(volume, 5), 20), group_zscore(ts_regression(close, ts_step(1), 30, 0, 1), sector))
+
+ts_delta(group_mean(if_else(rank(volume) > 0.8, ts_delta(close, 10), ts_delta(close, 5)), 1, sector), 20)
+
+subtract(group_rank(ts_sum(volume, 10), sector), ts_rank(ts_std_dev(returns, 30), 120))
+
+multiply(ts_corr(group_mean(returns, 1, sector), ts_delta(close, 10), 30), ts_delta(ts_sum(volume, 5), 20))
+
+if_else(bucket(rank(ts_std_dev(returns, 60)), range="0,3,0.4") == 2, ts_delta(close, 5), group_mean(ts_delta(close, 20), 1, industry))
+
+group_zscore(multiply(ts_delta(close, 5), if_else(ts_zscore(volume, 10) > 0, 1, -1)), sector)
+
+ts_delta(group_rank(ts_mean(abs(returns), 20), industry), 10)
+
+multiply(reverse(ts_rank(volume / ts_mean(volume, 30), 20)), group_mean(ts_delta(close, 10), 1, sector))

generated_alpha/2025-12-16/110049.txt

@@ -0,0 +1,39 @@
+multiply(ts_delta(close,20), ts_zscore(volume,30))
+
+group_mean(ts_delta(close,10), 1, bucket(rank(volume), range="0,3,0.4"))
+
+if_else(ts_std_dev(returns,20) > ts_quantile(ts_std_dev(returns,20),120,"gaussian"), ts_delta(close,5), ts_delta(close,30))
+
+ts_corr(ts_delta(close,5), ts_delta(volume,5), 60)
+
+multiply(ts_regression(close, ts_step(1), 30, 0, 1), group_rank(ts_delta(close,20), sector))
+
+ts_av_diff(ts_zscore(volume,20), 10)
+
+group_neutralize(ts_delta(close,60), industry)
+
+multiply(ts_rank(ts_delta(close,10), 60), ts_zscore(volume, 20))
+
+if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.7, ts_delta(close,10), ts_delta(close,60))
+
+group_zscore(ts_delta(close,30), sector)
+
+multiply(ts_delta(close,20), ts_delta(volume,20))
+
+ts_decay_linear(ts_delta(close,5), 30)
+
+group_scale(ts_zscore(volume,60), industry)
+
+multiply(ts_corr(group_mean(returns,1,sector), group_mean(returns,1,industry), 30), ts_delta(close,20))
+
+ts_regression(ts_delta(close,1), ts_step(1), 30, 0, 1)
+
+if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close,10), ts_delta(close,30))
+
+ts_mean(ts_delta(close,1), 20)
+
+group_mean(ts_zscore(volume,30), 1, sector)
+
+multiply(ts_rank(ts_delta(close,20), 60), ts_std_dev(returns,20))
+
+ts_scale(ts_delta(close,60), 120)

generated_alpha/2025-12-16/110056.txt

@@ -0,0 +1,21 @@
+
+multiply(ts_corr(group_mean(returns,1,sector), group_mean(returns,1,industry),30), ts_delta(close,20))
+divide(ts_zscore(volume,20), add(ts_std_dev(returns,30), 0.01))
+multiply(ts_delta(close,10), if_else(rank(volume) > 0.8, 1, -1))
+ts_corr(rank(ts_delta(close,5)), rank(ts_zscore(volume,10)), 20)
+multiply(ts_delta/ts_std_dev(ts_delta(close,20),20), -1)
+multiply(group_rank(close,industry), rank(volume))
+ts/ts_mean(ts_mean(volume,5),20)
+multiply(-1, ts_rank(rank(close),10))
+divide(subtract(mean(close,10), mean(close,50)), ts_std_dev(returns,100))
+multiply(hump(mean(close,10),0.05), hump(mean(close,50),0.05))
+multiply(rank(volume), -1 * ts_delta(close,30))
+multiply(-1, rank(ts_std_dev(returns,60)))
+divide(add(close,vwap),2)
+multiply(subtract(close,ts_delay(close,30)), -1 * ts_std_dev(returns,60))
+multiply(hump(mean(close,30),0.1), rank(volume))
+multiply(if_else(ts_std_dev(returns,60) > 0.02, -1 * ts_delta(mean(close,5),5), -1 * ts_delta(mean(close,20),20)), -1 * rank(volume))
+multiply(if_else(close > ts_delay(close,30), 1, -1), rank(volume))
+multiply(ts_corr(close, volume,20), -1 * ts_delta(close,5))
+multiply(hump(mean(close,15),0.05), hump(mean(close,60),0.1))
+multiply(if_else(ts_std_dev(returns,100) > 0.015, close/min(close,100), 0), hump(volume,0.1))

generated_alpha/2025-12-16/110120.txt

@@ -0,0 +1,39 @@
+close / ts_delay(close, 20) - 1 + ts_zscore(volume, 30) * (ts_delta(close, 5) / abs(ts_delta(close, 5))) * if_else(ts_rank(ts_std_dev(returns, 20), 200) > 0.7, 1, -1)
+
+ts_delta(close, 5) / ts_delay(close, 5) - 1 + bucket(rank(ts_delta(close, 10)), range="0,5,0.2") * ts_zscore(volume, 10)
+
+ts_regression(close, ts_step(1), 30, 0, 1) * (volume / ts_mean(volume, 30)) / ts_std_dev(returns, 10)
+
+(ts_delta(close, 10) / ts_delay(close, 10) - 1) * group_mean(volume / ts_mean(volume, 60), 1, industry) + if_else(ts_rank(close, 100) < 0.3, 1, 0)
+
+ts_mean(returns, 5) - ts_mean(returns, 20) + ts_zscore(volume, 20) * if_else(ts_rank(volume, 200) > 0.8, 1, -1) * bucket(ts_corr(close, close / ts_delay(close, 30), 30), range="0,4,0.5")
+
+ts_delta(close, 20) / ts_delay(close, 20) - 1 + (ts_rank(volume, 100) / 100) * if_else(ts_rank(close, 120) < 0.5, ts_delta(close, 5), -ts_delta(close, 5))
+
+group_zscore(close / ts_delay(close, 30) - 1, sector) * ts_zscore(volume, 10) - ts_std_dev(returns, 20) * if_else(ts_rank(volume, 100) > 0.9, 1, 0)
+
+ts_corr(close, volume, 20) * (ts_delta(close, 5) / ts_delay(close, 5) - 1) + bucket(ts_zscore(returns, 60), range="0,5,0.5") * if_else(ts_rank(volume, 120) < 0.4, -1, 1)
+
+ts_mean(close, 5) / ts_mean(close, 60) - 1 + group_mean(ts_delta(close, 1) / ts_delay(close, 1) - 1, 1, industry) * ts_zscore(volume / ts_mean(volume, 30), 30)
+
+(ts_delta(close, 20) / ts_delay(close, 20) - 1) * (volume / ts_mean(volume, 10)) + if_else(ts_rank(ts_std_dev(returns, 30), 100) > 0.6, ts_mean(returns, 20), 0)
+
+ts_delta(close, 5) / ts_delay(close, 5) - 1 + ts_zscore(volume, 60) * if_else(ts_rank(ts_corr(close, close / ts_delay(close, 20), 20), 100) > 0.7, 1, -1)
+
+ts_rank(volume, 100) / 100 * (ts_delta(close, 10) / ts_delay(close, 10) - 1) - bucket(ts_std_dev(returns, 20), range="0,4,0.5") * if_else(ts_rank(close, 200) < 0.3, 1, 0)
+
+ts_regression(close, ts_step(1), 20, 0, 1) * (volume / ts_mean(volume, 20)) + group_mean(ts_zscore(returns, 30), 1, sector) * if_else(ts_rank(close, 100) > 0.7, 1, -1)
+
+(ts_delta(close, 30) / ts_delay(close, 30) - 1) + ts_zscore(volume, 10) * bucket(ts_rank(ts_std_dev(returns, 10), 200), range="0,3,0.3")
+
+close / ts_delay(close, 60) - 1 + group_mean(ts_delta(close, 5), 1, industry) * if_else(ts_rank(volume, 200) > 0.9, 1, -1)
+
+ts_corr(close / ts_delay(close, 5) - 1, volume / ts_mean(volume, 5), 20) * ts_delta(close, 1) / ts_delay(close, 1) - bucket(rank(volume), range="0,3,0.3")
+
+ts_mean(returns, 10) - ts_mean(returns, 60) + group_zscore(volume, sector) * if_else(ts_rank(close, 50) < 0.4, -1, 1)
+
+(ts_delta(close, 5) / ts_delay(close, 5) - 1) * (ts_corr(close, ts_mean(close, 20), 20) + 1) / 2 + if_else(ts_rank(volume, 150) > 0.7, ts_zscore(returns, 20), 0)
+
+ts_delta(close, 20) / ts_delay(close, 20) - 1 + bucket(ts_rank(volume, 100), range="0,4,0.25") * group_mean(ts_delta(close, 1), 1, industry)
+
+ts_rank(volume, 100) / 100 * (ts_delta(close, 20) / ts_delay(close, 20) - 1) + if_else(ts_rank(ts_std_dev(returns, 60), 200) > 0.5, group_mean(returns, 1, sector), -group_mean(returns, 1, sector))

generated_alpha/2025-12-16/110532.txt

@@ -0,0 +1,19 @@
+group_mean(multiply(ts_zscore(volume, 5), group_mean(abs(ts_delta(close, 5)), 1, industry)), 1, bucket(rank(volume), range="0,3,0.4"))
+multiply(group_mean(ts_delta(close, 10), 1, industry), ts_regression(volume, ts_step(1), 30, 0, 1))
+ts_corr(multiply(volume, returns), group_mean(multiply(volume, returns), 1, sector), 20)
+group_mean(if_else(ts_std_dev(volume, 10) < 0.7, ts_delta(close, 5), -ts_delta(close, 5)), 1, bucket(rank(volume), range="0,3,0.4"))
+multiply(ts_zscore(volume, 15), divide(group_mean(ts_delta(close, 1), 1, industry), ts_std_dev(returns, 15)))
+group_mean(ts_delta(ts_regression(close, ts_step(1), 20, 0, 1), 1, industry), 1, bucket(rank(ts_regression(close, ts_step(1), 30, 0, 1), range="0,3,0.4", 2)))
+multiply(group_mean(days_from_last_change(high_volume_event), 1, sector), ts_zscore(volume, 10))
+group_mean(ts_delay(close, 1) / close - group_mean(ts_delay(close, 1) / close, 1, industry), 1, bucket(rank(volume), range="0,3,0.4"))
+ts_corr(ts_delta(close, 1), group_mean(ts_delta(close, 1), 1, sector), 30)
+divide(group_mean(ts_delta(close, 20), 1, industry), ts_std_dev(returns, 20))
+multiply(ts_zscore(volume, 5), group_mean(ts_delta(close, 1), 1, bucket(rank(volume), range="0,3,0.4", 1)))
+group_mean(ts_delay(multiply(volume, returns), 1), 1, industry) * ts_regression(close, ts_step(1), 60, 0, 1)
+divide(group_mean(ts_delta(volume / sharesout, 1), 1, industry_leader_bucket), group_mean(volume / sharesout, 1, industry))
+multiply(group_mean(abs(returns - group_mean(returns, 1, industry)), 1, industry), ts_zscore(volume, 10))
+group_mean(ts_delta(close, 5), 1, bucket(rank(ts_regression(close, ts_step(1), 20, 0, 1), range="0,3,0.4")))
+if_else(group_mean(ts_corr(volume, group_mean(close, 1, industry), 20), 1, industry) > 0.6, ts_delta(close, 5), -ts_delta(close, 5))
+group_mean(days_from_last_change(ts_zscore(volume, 5)), 1, industry) * ts_std_dev(returns, 20)
+multiply(ts_zscore(volume, 10), group_mean(ts_delta(close, 1), 1, bucket(rank(volume), range="0,3,0.5")))
+divide(group_mean(ts_delta(close, 10), 1, industry), ts_std_dev(returns, 10))