++

generated_alpha/2025-12-17/105528.txt

@@ -0,0 +1,39 @@
+multiply(ts_delta(close, 10), group_mean(ts_zscore(volume, 120), 1, subindustry))
+
+multiply(if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 5), ts_delta(close, 20)), ts_corr(returns, group_mean(returns, 1, sector), 30))
+
+group_neutralize(multiply(sign(ts_delta(close, 60)), ts_std_dev(returns, 20)), sector)
+
+if_else(ts_rank(ts_std_dev(returns, 20), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 60))
+
+multiply(ts_corr(group_mean(returns, 1, industry), group_mean(returns, 1, sector), 20), ts_delta(close, 10))
+
+reverse(multiply(ts_rank(divide(volume, ts_mean(volume, 20)), 10), ts_delta(close, 30)))
+
+multiply(group_rank(ts_zscore(volume, 5), industry), ts_delta(group_mean(close, 1, sector), 20))
+
+multiply(if_else(ts_mean(abs(returns), 10) > ts_mean(abs(returns), 60), ts_delta(close, 5), ts_delta(close, 30)), ts_zscore(volume, 120))
+
+ts_delta(group_mean(close, 1, subindustry), 10)
+
+multiply(ts_sum(if_else(returns > 0, volume, multiply(volume, -1)), 5), ts_delta(close, 3))
+
+subtract(ts_delta(close, 20), group_mean(ts_delta(close, 20), 1, industry))
+
+multiply(if_else(ts_rank(volume, 120) > 0.8, ts_delta(close, 5), ts_delta(close, 120)), ts_corr(returns, group_mean(returns, 1, sector), 60))
+
+group_zscore(multiply(ts_zscore(volume, 30), ts_delta(close, 10)), industry)
+
+multiply(ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30), ts_delta(close, 20))
+
+if_else(bucket(rank(ts_std_dev(returns, 30)), range="0,3,0.4") == 0, ts_delta(close, 10), reverse(ts_delta(close, 20)))
+
+multiply(ts_delta(close, 5), divide(ts_corr(returns, group_mean(returns, 1, subindustry), 20), ts_std_dev(returns, 30)))
+
+group_mean(reverse(multiply(ts_rank(volume, 60), ts_delta(close, 5))), 1, sector)
+
+multiply(sign(ts_delta(close, 120)), ts_rank(ts_zscore(volume, 10), 30))
+
+subtract(ts_delta(close, 10), group_mean(ts_delta(close, 10), 1, subindustry))
+
+multiply(if_else(ts_mean(volume, 5) > ts_mean(volume, 20), ts_delta(close, 3), ts_delta(close, 15)), ts_std_dev(returns, 10))

generated_alpha/2025-12-17/105621.txt

@@ -0,0 +1,39 @@
+multiply(ts_delta(close, 20), ts_zscore(volume, 60))
+
+if_else(ts_rank(ts_std_dev(returns, 20), 120) > 0.8, ts_delta(close, 5), ts_delta(close, 60))
+
+group_mean(ts_delta(close, 30), 1, bucket(rank(volume), range="0,3,0.4"))
+
+ts_corr(group_mean(returns, 1, industry), group_mean(returns, 1, sector), 60)
+
+multiply(reverse(ts_rank(volume/ts_mean(volume,20), 10)), ts_delta(close,20))
+
+ts_regression(close, ts_step(1), 30, 0, 1)
+
+ts_av_diff(ts_delta(close,5), 20)
+
+group_zscore(ts_delta(close,30), industry)
+
+if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close,10), ts_delta(close,60))
+
+ts_decay_linear(ts_delta(close,5), 30)
+
+multiply(ts_corr(returns, ts_delay(returns,1), 20), ts_delta(close,20))
+
+group_rank(ts_delta(close,30), sector)
+
+ts_scale(ts_zscore(volume, 30), 60)
+
+multiply(ts_std_dev(returns, 20), ts_delta(close, 30))
+
+ts_quantile(ts_delta(close, 20), 60, "gaussian")
+
+group_neutralize(ts_delta(close, 30), industry)
+
+ts_arg_max(ts_delta(close,5), 60)
+
+ts_sum(ts_delta(close,5), 20)
+
+ts_backfill(ts_delta(close,10), 30, 1)
+
+group_scale(ts_delta(close,30), sector)

generated_alpha/2025-12-17/105631.txt

@@ -0,0 +1,42 @@
+
+multiply(ts_zscore(volume, 5), ts_delta(close, 5))
+
+multiply(group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,3,0.4")), reverse(ts_rank(volume/ts_mean(volume, 20), 10)))
+
+if_else(ts_rank(ts_std_dev(returns, 20), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 20))
+
+multiply(ts_corr(group_mean(returns, 1, sector), ts_delta(group_mean(close, 1, sector), 10), 60), ts_delta(close, 20))
+
+multiply(reverse(ts_rank(volume/ts_mean(volume, 20), 10)), ts_delta(close, 20))
+
+multiply(ts_corr(returns, ts_delta(close, 1), 5), ts_zscore(volume, 10))
+
+group_rank(multiply(ts_delta(close, 5), ts_zscore(volume, 5)), sector)
+
+if_else(ts_rank(volume, 60) > 0.8, ts_delta(close, 5), multiply(ts_delta(close, 20), reverse(ts_rank(volume, 10))))
+
+ts_rank(ts_sum(multiply(sign(ts_delta(close, 1)), volume), 10), 60)
+
+multiply(ts_corr(returns, volume, 20), ts_delta(close, 10))
+
+if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 5), ts_delta(close, 20))
+
+multiply(ts_zscore(volume, 30), ts_delta(group_mean(close, 1, sector), 20))
+
+ts_rank(multiply(ts_delta(close, 10), ts_std_dev(returns, 20)), 250)
+
+if_else(ts_rank(abs(ts_delta(close, 5)), 60) > 0.9, reverse(ts_delta(close, 5)), ts_delta(close, 20))
+
+ts_rank(multiply(sign(ts_delta(close, 5)), ts_zscore(volume, 5)), 60)
+
+multiply(group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,3,0.4")), ts_corr(close, group_mean(close, 1, sector), 60))
+
+if_else(ts_corr(close, ts_sum(volume, 5), 20) > 0.5, ts_delta(close, 5), reverse(ts_delta(close, 5)))
+
+multiply(ts_zscore(volume, 10), ts_rank(ts_delta(close, 30), 120))
+
+group_rank(ts_delta(close, 10), bucket(rank(volume), range="0,3,0.4"))
+
+multiply(if_else(ts_std_dev(returns, 10) > ts_mean(ts_std_dev(returns, 10), 60), ts_delta(close, 5), ts_delta(close, 20)), reverse(ts_rank(volume, 20)))
+
+ts_rank(multiply(ts_corr(returns, volume, 5), ts_delta(close, 10)), 60)

generated_alpha/2025-12-17/105652.txt

@@ -0,0 +1,37 @@
+close / ts_delay(close, 20) - 1 + ts_zscore(volume, 60) * if_else(ts_rank(close, 60) > 0.5, 1, -1)
+
+ts_delta(close, 5) * (volume / ts_mean(volume, 20)) - ts_std_dev(returns, 30) * bucket(rank(close), range="0,5,0.2")
+
+(ts_rank(volume, 30) - ts_rank(volume, 5)) * (ts_corr(close, ts_mean(close, 10), 30) + if_else(ts_rank(close, 60) > 0.3, ts_delta(close, 10), 0))
+
+close / ts_delay(close, 60) - 1 + (ts_zscore(returns, 20) * ts_zscore(volume, 20)) * if_else(close > ts_delay(close, 10), 1, -1)
+
+(ts_delta(close, 10) / ts_delay(close, 10)) * (1 - bucket(rank(volume), range="0,3,0.333")) + ts_corr(close, ts_mean(close, 60), 20)
+
+(ts_regression(close, ts_step(1), 30, 0, 1) * 100) - (ts_std_dev(returns, 90) * group_rank(close, sector)) + if_else(ts_rank(volume, 20) > 0.75, 1, 0)
+
+(ts_delta(close, 20) / ts_delay(close, 20)) * ts_zscore(volume, 60) + if_else(ts_rank(close, 60) < 0.3, -1, 1) * bucket(rank(close), range="0,10,0.1")
+
+(group_mean(close, 1, sector) / close - 1) * ts_rank(volume, 20) + (ts_delta(close, 30) - ts_std_dev(returns, 120)) * if_else(ts_rank(close, 30) > 0.5, 1, -1)
+
+(ts_delay(close, 5) / close - 1) * ts_zscore(volume, 10) + (ts_delta(close, 30) * if_else(ts_rank(volume, 60) > 0.5, 1, -1))
+
+close / ts_delay(close, 10) - 1 + (ts_zscore(returns, 60) * bucket(rank(volume), range="0,4,0.25")) + ts_regression(close, ts_step(1), 20, 0, 1)
+
+(ts_delta(close, 10) / ts_delay(close, 10)) * (volume / ts_mean(volume, 30)) - if_else(ts_rank(close, 60) > 0.6, ts_std_dev(returns, 20), 0)
+
+(ts_rank(close, 20) * ts_zscore(volume, 30)) + (ts_corr(close, ts_mean(close, 60), 30) * if_else(ts_delta(close, 5) > 0, 1, -1))
+
+bucket(rank(ts_delta(close, 5)), range="0,5,1") * ts_zscore(volume, 20) - (ts_regression(close, ts_step(1), 60, 0, 1) * ts_std_dev(returns, 90))
+
+close / ts_delay(close, 30) - 1 + (ts_corr(close, ts_mean(close, 60), 20) * bucket(rank(volume), range="0,3,0.333"))
+
+(ts_rank(volume, 5) - ts_rank(volume, 20)) * ts_zscore(returns, 10) + if_else(ts_delay(close, 10) > close, -1, 1) * ts_delta(close, 20)
+
+(group_mean(returns, 1, industry) / ts_std_dev(returns, 60)) * (close / ts_delay(close, 20) - 1) - ts_rank(volume, 30) * if_else(ts_rank(close, 30) > 0.5, 1, -1)
+
+ts_delta(close, 5) * (ts_corr(close, ts_mean(close, 120), 60) - bucket(rank(close), range="0,10,0.1")) + (ts_zscore(volume, 60) * if_else(ts_rank(close, 5) > 0.5, 1, -1))
+
+(ts_rank(close, 60) * ts_zscore(returns, 20)) - (ts_std_dev(returns, 30) * bucket(rank(volume), range="0,4,0.25"))
+
+close / ts_delay(close, 20) - 1 + ts_corr(close, ts_mean(close, 30), 10) * (ts_zscore(volume, 20) * if_else(ts_rank(close, 60) > 0.7, 1, -1))

generated_alpha/2025-12-17/110226.txt

@@ -0,0 +1,27 @@
+
+
+group_zscore(ts_delta(close,5), bucket(rank(volume), range="0,3,0.4"))
+ts_corr(ts_delta(volume,1), ts_delay(ts_delta(volume,1),1), 20)
+1 - ts_regression(returns, group_mean(returns,1,sector), 30, 0, 2)
+ts_mean(power(ts_scale(volume,20), 2), 20)
+ts_regression(log(divide(volume,ts_mean(volume,20))), ts_step(1), 10, 0, 1) * -1
+group_zscore(snt_value, industry)
+ts_corr(snt_value, group_mean(returns,1,sector), 10)
+ts_zscore(group_mean(returns,1,industry), bucket(ts_regression(returns, close, 30, 0, 1), range="0,3,0.4"))
+if_else(ts_std_dev(returns,20) > 0.02, ts_delta(close,5), ts_delta(close,20))
+multiply(ts_corr(returns, group_mean(returns,1,industry), d), ts_delta(close,20))
+ts_delta(ts_mean(power(ts_scale(volume,20),2),20),5)
+days_from_last_change(volume > ts_mean(volume,20)*1.2)
+group_zscore(ts_delta(volume,1), industry) * group_zscore(ts_delta(close,1), industry)
+ts_regression(volume, ts_step(1), 30, 0, 1) * ts_delta(close,5)
+bucket(rank(volume), range="0,3,0.4") * ts_zscore(returns, 30)
+ts_std_dev(group_mean(returns,1,industry) - returns, 30)
+ts_regression(close, ts_step(1), 5, 0, 1) - ts_regression(close, ts_step(1), 60, 0, 1)
+group_mean(put_breakeven_60, 1, industry) * ts_delta(close,10)
+ts_corr(volume, group_mean(returns,1,sector), 10) * group_zscore(close, 30)
+sqrt(group_mean(power(subtract(volume, ts_mean(volume,1)), 2), 1, industry))
+ts_delta(log(divide(volume, ts_mean(volume,20))), 1)
+group_mean(analyst_revision_rank_derivative, 1, bucket(rank(volume), range="0,3,0.4")) * ts_delta(close,5)
+multiply(reverse(ts_rank(volume/ts_mean(volume,20), 10)), ts_zscore(returns, 30))
+abs(ts_regression(close, ts_step(1), 30, 0, 0)) * ts_zscore(volume, industry)
+group_mean(imp(returns,5), 1, industry) - group_mean(ts_mean(returns,1),1,industry)