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jack
2025-12-25 16:00:25 +08:00
parent 0d3b279a2e
commit 3c98065653
6 changed files with 265 additions and 41 deletions
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generated_alpha/2025-12-25/155254.txt
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divide(ts_backfill(fnd6_drc, 252), assets)
rank(divide(ts_backfill(fnd6_drc, 252), assets))
group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector)
subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5)
ts_zscore(divide(ts_backfill(fnd6_drc, 252), assets), 63)
ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126)
ts_delta(divide(ts_backfill(fnd6_drc, 252), assets), 21)
multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5))
multiply(ts_zscore(divide(ts_backfill(fnd6_drc, 252), assets), 63), ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126))
multiply(ts_delta(divide(ts_backfill(fnd6_drc, 252), assets), 21), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5))
generated_alpha/2025-12-25/155311.txt
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ts_backfill(fnd6_drc, 252)
divide(ts_backfill(fnd6_drc, 252), assets)
group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector)
group_zscore(divide(ts_backfill(fnd6_drc, 252), assets), industry)
rank(group_scale(divide(ts_backfill(fnd6_drc, 252), assets), sector))
ts_zscore(divide(ts_backfill(fnd6_drc, 252), assets), 252)
group_neutralize(divide(ts_backfill(fnd6_drc, 252), assets), country)
multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 252), 1)
group_mean(divide(ts_backfill(fnd6_drc, 252), assets), sector, 1)
winsorize(group_zscore(divide(ts_backfill(fnd6_drc, 252), assets), industry), 3)