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jack
2025-12-12 16:19:11 +08:00
parent c0955d2cd7
commit 41f0010890
9 changed files with 3758 additions and 80 deletions
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generated_alpha/2025-12-12/154831.txt
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multiply(group_mean(ts_delta(close, 5), 1, bucket(rank(volume), range="0,3,0.4")), ts_corr(volume, returns, 10))
if_else(ts_rank(ts_std_dev(returns, 20), 120) > 0.7, ts_delta(close, 5), ts_delta(close, 30))
multiply(group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, industry), ts_corr(group_rank(returns, industry), returns, 10))
multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 20)), 10)), ts_mean(returns, 30))
multiply(if_else(rank(volume) > 0.7, ts_delta(close, 10), ts_delta(close, 30)), ts_av_diff(returns, 5))
if_else(ts_std_dev(returns, 60) > 0.02, ts_delta(close, 10), group_mean(ts_delta(close, 60), 1, bucket(rank(volume), range="0,3,0.4")))
multiply(ts_zscore(volume, 20), ts_decay_linear(ts_delta(close, 5), 10))
multiply(group_mean(ts_delta(close, 20), 1, industry), ts_rank(group_mean(returns, 1, industry), 30))
if_else(ts_rank(ts_mean(abs(returns), 30), 60) > 0.5, ts_delta(ts_delta(close, 5), 10), ts_delta(close, 20))
multiply(ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 20), if_else(bucket(rank(volume), range="0,3,0.4") == 0, 1, reverse(1)))
group_mean(ts_sum(returns, 10), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_rank(ts_std_dev(returns, 10), 30) > 0.8, ts_delta(close, 5) / ts_std_dev(returns, 10), ts_delta(close, 20) / ts_std_dev(returns, 30))
multiply(ts_corr(group_mean(returns, 1, sector), returns, 30), ts_regression(close, ts_step(1), 60, 0, 1))
multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 60)), 20)), ts_corr(returns, ts_delta(close, 5), 10))
if_else(ts_std_dev(returns, 20) > ts_mean(ts_std_dev(returns, 120), 20), ts_delta(close, 10), group_mean(ts_delta(close, 30), 1, industry))
multiply(ts_mean(returns, 10), if_else(rank(ts_std_dev(returns, 20)) > 0.7, reverse(1), 1))
multiply(group_mean(ts_rank(returns, 5), 1, bucket(rank(volume), range="0,3,0.4")), ts_decay_linear(ts_delta(close, 1), 10))
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, ts_delta(close, 10), reverse(ts_delta(close, 10)))
multiply(ts_corr(ts_delta(close, 5), ts_delta(high, 5), 10), if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_zscore(close, 20), 0))
group_mean(ts_delta(close, 5) / ts_std_dev(returns, 20), 1, industry)
if_else(ts_std_dev(returns, 30) > 0.015, ts_mean(returns, 5), ts_mean(returns, 20))
multiply(ts_rank(volume, 30), ts_regression(close, ts_step(1), 10, 0, 1))
multiply(group_zscore(ts_delta(close, 10), industry), ts_corr(returns, group_mean(returns, 1, industry), 30))
if_else(ts_rank(divide(volume, ts_mean(volume, 30)), 60) > 0.7, reverse(ts_delta(close, 5)), ts_delta(close, 20))
multiply(ts_av_diff(returns, 5), if_else(rank(volume) > 0.8, 1, reverse(1)))
group_mean(ts_delta(close, 20) * sign(ts_delta(volume, 20)), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_mean(abs(returns), 10) > 0.02, ts_delta(close, 5), group_mean(ts_delta(close, 30), 1, industry))
multiply(ts_corr(ts_delta(close, 10), ts_delta(vwap, 10), 15), ts_rank(ts_mean(returns, 10), 20))
multiply(reverse(ts_rank(ts_std_dev(returns, 10), 30)), ts_sum(returns, 10))
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 10) / ts_std_dev(returns, 10), ts_delta(close, 30) / ts_std_dev(returns, 30))
multiply(group_scale(ts_delta(close, 5), industry), ts_corr(returns, ts_delta(volume, 5), 10))
if_else(ts_rank(ts_mean(returns, 5), 20) > 0.7, ts_delta(close, 5), reverse(ts_delta(close, 5)))
multiply(ts_mean(ts_delta(close, 1), 10), if_else(rank(ts_zscore(volume, 30)) > 0.5, 1, reverse(1)))
group_mean(ts_delta(close, 30) * ts_corr(close, volume, 30), 1, industry)
if_else(ts_std_dev(returns, 60) > ts_mean(ts_std_dev(returns, 120), 60), ts_delta(close, 10), ts_delta(close, 60))
multiply(ts_rank(ts_delta(close, 5), 20), if_else(bucket(rank(volume), range="0,3,0.4") == 2, reverse(1), 1))
multiply(group_neutralize(ts_delta(close, 20), industry), ts_zscore(volume, 20))
if_else(ts_rank(divide(volume, ts_mean(volume, 90)), 120) > 0.6, ts_delta(close, 10), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4")))
multiply(ts_decay_linear(returns, 10), ts_corr(returns, group_mean(returns, 1, sector), 30))
multiply(reverse(ts_rank(ts_delta(volume, 5), 15)), ts_regression(close, ts_step(1), 30, 0, 1))
if_else(ts_mean(abs(returns), 20) > 0.01, group_mean(ts_delta(close, 5), 1, industry), group_mean(ts_delta(close, 20), 1, industry))
multiply(ts_scale(ts_delta(close, 10), 20), if_else(rank(volume) > 0.7, ts_zscore(returns, 10), 0))
group_mean(ts_sum(if_else(returns > 0, returns, 0), 10), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns, 30) > 0.025, ts_delta(close, 5) / ts_std_dev(returns, 5), ts_delta(close, 30) / ts_std_dev(returns, 30))
multiply(ts_corr(group_rank(close, industry), ts_rank(volume, 20), 20), ts_delta(close, 10))
multiply(ts_rank(ts_mean(returns, 30), 60), if_else(bucket(rank(volume), range="0,3,0.4") == 0, 1, reverse(1)))
group_mean(ts_delta(close, 5) * ts_delta(volume, 5), 1, industry)
if_else(ts_rank(ts_std_dev(returns, 10), 40) > 0.8, reverse(ts_delta(close, 5)), ts_delta(close, 20))
multiply(ts_zscore(ts_delta(close, 1), 10), ts_corr(returns, ts_delta(volume, 1), 15))
multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 40)), 30)), ts_mean(ts_delta(close, 1), 20))
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 10), ts_delta(close, 30) / ts_std_dev(returns, 30))
multiply(group_scale(ts_regression(close, ts_step(1), 20, 0, 1), industry), ts_rank(ts_mean(volume, 10), 20))
if_else(ts_mean(returns, 10) > 0, ts_delta(close, 10), reverse(ts_delta(close, 10)))
multiply(ts_mean(returns, 5), if_else(rank(ts_std_dev(returns, 20)) > 0.6, 1, reverse(1)))
group_mean(ts_delta(close, 15) / ts_mean(abs(returns), 15), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns, 50) > 0.02, group_mean(ts_delta(close, 5), 1, industry), ts_delta(close, 30))
multiply(ts_corr(ts_delta(close, 20), ts_delta(ts_mean(volume, 5), 20), 30), ts_av_diff(returns, 5))
multiply(reverse(ts_rank(ts_zscore(volume, 20), 40)), ts_sum(ts_delta(close, 1), 10))
if_else(ts_rank(ts_mean(returns, 15), 30) > 0.5, ts_delta(close, 10), group_mean(ts_delta(close, 20), 1, industry))
multiply(if_else(rank(volume) > 0.5, ts_zscore(close, 20), reverse(ts_zscore(close, 20))), ts_decay_linear(returns, 15))
group_mean(ts_delta(close, 10) * ts_corr(close, volume, 10), 1, industry)
if_else(ts_mean(abs(returns), 25) > 0.015, ts_delta(close, 5) / ts_std_dev(returns, 5), ts_delta(close, 25) / ts_std_dev(returns, 25))
multiply(ts_rank(ts_delta(close, 3), 10), ts_corr(returns, group_mean(returns, 1, sector), 20))
multiply(ts_scale(ts_mean(returns, 10), 15), if_else(bucket(rank(volume), range="0,3,0.4") == 1, 1, reverse(1)))
group_mean(ts_sum(if_else(ts_delta(close, 1) > 0, 1, reverse(1)), 10), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns, 70) > ts_mean(ts_std_dev(returns, 140), 70), ts_delta(close, 10), ts_delta(close, 40))
multiply(ts_corr(group_rank(returns, industry), ts_rank(ts_delta(volume, 5), 10), 15), ts_regression(close, ts_step(1), 25, 0, 1))
multiply(reverse(ts_rank(divide(ts_delta(volume, 1), ts_mean(volume, 20)), 25)), ts_mean(ts_delta(close, 2), 15))
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 15) / ts_mean(abs(returns), 15), ts_delta(close, 30) / ts_mean(abs(returns), 30))
multiply(group_zscore(ts_delta(close, 5), sector), ts_corr(returns, ts_delta(volume, 10), 20))
if_else(ts_mean(returns, 20) > 0, group_mean(ts_delta(close, 10), 1, industry), reverse(group_mean(ts_delta(close, 10), 1, industry)))
multiply(ts_zscore(ts_delta(close, 1), 20), if_else(rank(ts_std_dev(returns, 10)) > 0.7, 1, reverse(1)))
group_mean(ts_delta(close, 8) * sign(ts_delta(volume, 8)), 1, industry)
if_else(ts_std_dev(returns, 35) > 0.018, ts_delta(close, 8), group_mean(ts_delta(close, 35), 1, bucket(rank(volume), range="0,3,0.4")))
multiply(ts_corr(ts_mean(returns, 5), ts_mean(volume, 5), 15), ts_rank(ts_delta(close, 5), 10))
multiply(ts_rank(ts_mean(volume, 30), 60), ts_av_diff(close, 10))
if_else(ts_rank(divide(volume, ts_mean(volume, 50)), 100) > 0.65, reverse(ts_delta(close, 10)), ts_delta(close, 25))
multiply(if_else(rank(ts_zscore(close, 30)) > 0.5, ts_delta(close, 10), reverse(ts_delta(close, 10))), ts_decay_linear(returns, 20))
group_mean(ts_delta(close, 12) / ts_std_dev(returns, 12), 1, industry)
if_else(ts_mean(abs(returns), 30) > 0.012, ts_delta(close, 10), ts_delta(close, 30) / ts_std_dev(returns, 30))
multiply(ts_corr(group_mean(ts_delta(close, 1), 1, sector), returns, 40), ts_regression(close, ts_step(1), 15, 0, 1))
multiply(reverse(ts_rank(ts_delta(volume, 10), 20)), ts_sum(ts_delta(close, 1) * sign(volume), 15))
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 20) * ts_corr(close, volume, 20), ts_delta(close, 40))
multiply(group_scale(ts_mean(returns, 8), industry), ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 10))
if_else(ts_rank(ts_mean(returns, 12), 24) > 0.5, group_mean(ts_delta(close, 12), 1, industry), reverse(group_mean(ts_delta(close, 12), 1, industry)))
multiply(ts_zscore(volume, 15), ts_delta(ts_delta(close, 5), 10))
group_mean(ts_sum(if_else(ts_delta(close, 1) > ts_mean(returns, 5), 1, reverse(1)), 8), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns, 80) > 0.022, ts_delta(close, 10) / ts_std_dev(returns, 10), group_mean(ts_delta(close, 40), 1, industry))
multiply(ts_corr(ts_rank(close, 10), ts_rank(volume, 10), 20), ts_delta(close, 15))
multiply(ts_scale(ts_delta(close, 6), 12), if_else(bucket(rank(volume), range="0,3,0.4") == 2, reverse(1), 1))
group_mean(ts_delta(close, 18) * ts_zscore(volume, 18), 1, industry)
if_else(ts_mean(abs(returns), 40) > 0.01, reverse(ts_delta(close, 10)), ts_delta(close, 30))
multiply(ts_rank(ts_delta(close, 4), 8), ts_corr(returns, group_zscore(volume, 10), 15))
multiply(reverse(ts_rank(divide(volume, ts_mean(volume, 25)), 50)), ts_mean(ts_delta(close, 3), 12))
if_else(bucket(rank(volume), range="0,3,0.4") == 1, ts_delta(close, 15) / ts_mean(abs(returns), 15), ts_delta(close, 30) / ts_std_dev(returns, 30))
multiply(group_neutralize(ts_regression(close, ts_step(1), 18, 0, 1), sector), ts_rank(ts_mean(volume, 15), 30))
if_else(ts_mean(returns, 25) > 0, ts_delta(close, 15), reverse(ts_delta(close, 15)))
multiply(ts_mean(returns, 6), if_else(rank(ts_std_dev(returns, 15)) > 0.55, 1, reverse(1)))
group_mean(ts_delta(close, 9) / ts_mean(abs(returns), 9), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns, 45) > ts_mean(ts_std_dev(returns, 90), 45), ts_delta(close, 9), group_mean(ts_delta(close, 45), 1, industry))
multiply(ts_corr(group_rank(ts_delta(close, 1), industry), ts_zscore(volume, 20), 25), ts_av_diff(close, 5))
multiply(ts_rank(ts_mean(volume, 20), 40), ts_sum(ts_delta(close, 1) * if_else(returns > 0, 1, reverse(1)), 10))
if_else(ts_rank(divide(volume, ts_mean(volume, 35)), 70) > 0.6, ts_delta(close, 12), group_mean(ts_delta(close, 24), 1, bucket(rank(volume), range="0,3,0.4")))
multiply(if_else(rank(ts_zscore(close, 25)) > 0.6, ts_delta(close, 8), ts_delta(close, 20)), ts_decay_linear(returns, 15))
group_mean(ts_delta(close, 14) * ts_corr(close, ts_mean(volume, 5), 14), 1, industry)
if_else(ts_mean(abs(returns), 22) > 0.014, ts_delta(close, 7) / ts_std_dev(returns, 7), ts_delta(close, 22) / ts_std_dev(returns, 22))
multiply(ts_corr(group_mean(ts_delta(close, 2), 1, sector), ts_delta(volume, 2), 30), ts_regression(close, ts_step(1), 22, 0, 1))
multiply(reverse(ts_rank(ts_delta(volume, 8), 18)), ts_mean(ts_delta(close, 2) * sign(ts_delta(volume, 2)), 14))
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 25) * ts_rank(volume, 25), ts_delta(close, 50))
multiply(group_scale(ts_mean(returns, 9), sector), ts_corr(ts_delta(close, 8), ts_delta(ts_mean(volume, 3), 8), 12))
if_else(ts_rank(ts_mean(returns, 18), 36) > 0.52, group_mean(ts_delta(close, 18), 1, industry), reverse(group_mean(ts_delta(close, 18), 1, industry)))
multiply(ts_zscore(ts_delta(close, 1), 15), ts_corr(returns, ts_zscore(volume, 12), 18))
group_mean(ts_sum(if_else(ts_delta(close, 1) > group_mean(returns, 1, industry), 1, reverse(1)), 12), 1, bucket(rank(volume), range="0,3,0.4"))
generated_alpha/2025-12-12/155502.txt
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ts_delta(close, 5) * group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,5), ts_delta(close,60))
ts_corr(ts_delta(close,5), ts_delta(volume,5), 30) * ts_rank(returns, 20)
group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
ts_decay_linear(returns, 20) * if_else(ts_std_dev(returns,20) > 0.015, 1, 0.5)
multiply(ts_delta(close,10), group_rank(returns, industry)) * ts_zscore(volume, 30)
ts_delta(ts_delta(close,5), 5) / ts_std_dev(returns,20) * if_else(ts_rank(volume, 30) > 0.7, 1.2, 0.8)
group_neutralize(ts_delta(close,20), industry) * ts_corr(group_mean(returns,1,sector), group_mean(returns,1,industry), 60)
if_else(ts_rank(ts_mean(returns,20), 60) > 0.5, ts_delta(close,10), reverse(ts_delta(close,10))) * ts_std_dev(group_rank(returns, industry), 20)
multiply(ts_mean(returns,30), group_scale(ts_regression(close, ts_step(1), 60, 0, 1), industry)) * ts_zscore(volume, 20)
ts_delta(close,20) * group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns,20) > 0.02, ts_delta(close,5), ts_delta(close,30)) * group_rank(returns, sector)
ts_corr(ts_delta(close,10), ts_delta(volume,10), 20) * ts_mean(rank(returns), 30)
group_neutralize(ts_decay_linear(returns, 60), industry) * ts_rank(ts_delta(close,60), 120)
multiply(ts_regression(close, ts_step(1), 30, 0, 1), group_rank(returns, industry)) * ts_zscore(volume, 60)
ts_delta(close,30) * if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.7, ts_delta(close,5), ts_delta(close,60))
group_mean(ts_delta(close,20), 1, bucket(rank(volume), range="0,3,0.4")) * ts_corr(group_mean(returns,1,sector), group_mean(returns,1,industry), 30)
ts_decay_linear(returns, 30) * group_scale(ts_delta(close,10), industry) * ts_std_dev(group_rank(returns, industry), 20)
if_else(ts_rank(ts_mean(returns,10), 30) > 0.5, ts_delta(close,10), reverse(ts_delta(close,10))) * group_rank(returns, sector)
multiply(ts_mean(returns,20), group_neutralize(ts_regression(close, ts_step(1), 60, 0, 1), industry)) * ts_zscore(volume, 30)
ts_delta(close,60) * group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns,30) > 0.018, ts_delta(close,5), ts_delta(close,20)) * group_rank(returns, industry)
ts_corr(ts_delta(close,5), ts_delta(volume,5), 60) * ts_mean(rank(returns), 20)
group_neutralize(ts_delta(close,30), sector) * ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), 60)
multiply(ts_regression(close, ts_step(1), 20, 0, 1), group_scale(returns, industry)) * ts_zscore(volume, 20)
ts_delta(ts_delta(close,10), 5) / ts_std_dev(returns,30) * if_else(ts_rank(volume, 60) > 0.7, 1.1, 0.9)
group_mean(ts_decay_linear(returns, 20), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(returns, 30)
if_else(ts_rank(ts_std_dev(returns,30), 90) > 0.7, ts_delta(close,10), ts_delta(close,60)) * group_rank(returns, sector)
ts_mean(returns,60) * group_neutralize(ts_regression(close, ts_step(1), 30, 0, 1), industry) * ts_zscore(volume, 60)
multiply(ts_delta(close,20), group_rank(returns, industry)) * ts_corr(ts_delta(close,5), ts_delta(volume,5), 30)
ts_delta(close,10) * group_mean(ts_regression(close, ts_step(1), 60, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns,60) > 0.016, ts_delta(close,5), ts_delta(close,30)) * group_rank(returns, industry)
ts_corr(ts_delta(close,20), ts_delta(volume,20), 20) * ts_mean(rank(returns), 60)
group_neutralize(ts_decay_linear(returns, 30), sector) * ts_corr(group_mean(returns,1,sector), group_mean(returns,1,industry), 30)
multiply(ts_regression(close, ts_step(1), 60, 0, 1), group_neutralize(returns, industry)) * ts_zscore(volume, 20)
ts_delta(close,20) * if_else(ts_rank(ts_mean(returns,30), 90) > 0.5, ts_delta(close,5), reverse(ts_delta(close,5)))
group_mean(ts_delta(close,10), 1, bucket(rank(volume), range="0,3,0.4")) * ts_std_dev(group_rank(returns, industry), 30)
ts_decay_linear(returns, 60) * group_scale(ts_delta(close,20), sector) * ts_zscore(volume, 30)
if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,10), ts_delta(close,60)) * group_rank(returns, sector)
multiply(ts_mean(returns,30), group_neutralize(ts_regression(close, ts_step(1), 20, 0, 1), industry)) * ts_zscore(volume, 20)
ts_delta(close,30) * group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns,20) > 0.02, ts_delta(close,5), ts_delta(close,20)) * group_scale(returns, industry)
ts_corr(ts_delta(close,10), ts_delta(volume,10), 60) * ts_mean(rank(returns), 20)
group_neutralize(ts_delta(close,60), industry) * ts_corr(group_mean(returns,1,sector), group_mean(returns,1,industry), 60)
multiply(ts_regression(close, ts_step(1), 30, 0, 1), group_rank(returns, industry)) * ts_zscore(volume, 60)
ts_delta(ts_delta(close,20), 5) / ts_std_dev(returns,20) * if_else(ts_rank(volume, 30) > 0.7, 1.3, 0.7)
group_mean(ts_decay_linear(returns, 60), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(returns, 20)
if_else(ts_rank(ts_mean(returns,20), 60) > 0.5, ts_delta(close,10), reverse(ts_delta(close,10))) * group_rank(returns, sector)
multiply(ts_mean(returns,20), group_neutralize(ts_regression(close, ts_step(1), 60, 0, 1), industry)) * ts_zscore(volume, 30)
ts_delta(close,10) * group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns,30) > 0.018, ts_delta(close,5), ts_delta(close,60)) * group_rank(returns, industry)
ts_corr(ts_delta(close,5), ts_delta(volume,5), 30) * ts_mean(rank(returns), 60)
group_neutralize(ts_decay_linear(returns, 20), sector) * ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), 30)
multiply(ts_regression(close, ts_step(1), 60, 0, 1), group_scale(returns, sector)) * ts_zscore(volume, 20)
ts_delta(close,60) * if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.7, ts_delta(close,5), ts_delta(close,30))
group_mean(ts_delta(close,30), 1, bucket(rank(volume), range="0,3,0.4")) * ts_std_dev(group_rank(returns, industry), 20)
ts_decay_linear(returns, 30) * group_neutralize(ts_delta(close,10), industry) * ts_zscore(volume, 60)
if_else(ts_rank(ts_mean(returns,10), 30) > 0.5, ts_delta(close,5), reverse(ts_delta(close,5))) * group_rank(returns, sector)
multiply(ts_mean(returns,60), group_neutralize(ts_regression(close, ts_step(1), 30, 0, 1), sector)) * ts_zscore(volume, 20)
ts_delta(close,20) * group_mean(ts_regression(close, ts_step(1), 60, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns,60) > 0.015, ts_delta(close,5), ts_delta(close,20)) * group_scale(returns, industry)
ts_corr(ts_delta(close,20), ts_delta(volume,20), 30) * ts_mean(rank(returns), 30)
group_neutralize(ts_delta(close,30), industry) * ts_corr(group_mean(returns,1,sector), group_mean(returns,1,industry), 60)
multiply(ts_regression(close, ts_step(1), 20, 0, 1), group_rank(returns, sector)) * ts_zscore(volume, 30)
ts_delta(ts_delta(close,5), 5) / ts_std_dev(returns,60) * if_else(ts_rank(volume, 60) > 0.7, 1.2, 0.8)
group_mean(ts_decay_linear(returns, 30), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(returns, 60)
if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,10), ts_delta(close,60)) * group_rank(returns, sector)
multiply(ts_mean(returns,20), group_neutralize(ts_regression(close, ts_step(1), 60, 0, 1), sector)) * ts_zscore(volume, 60)
ts_delta(close,30) * group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns,20) > 0.02, ts_delta(close,5), ts_delta(close,20)) * group_neutralize(returns, industry)
ts_corr(ts_delta(close,10), ts_delta(volume,10), 60) * ts_mean(rank(returns), 20)
group_neutralize(ts_decay_linear(returns, 60), sector) * ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), 30)
multiply(ts_regression(close, ts_step(1), 30, 0, 1), group_scale(returns, industry)) * ts_zscore(volume, 20)
ts_delta(close,10) * if_else(ts_rank(ts_mean(returns,30), 90) > 0.5, ts_delta(close,5), reverse(ts_delta(close,5)))
group_mean(ts_delta(close,20), 1, bucket(rank(volume), range="0,3,0.4")) * ts_std_dev(group_rank(returns, sector), 20)
ts_decay_linear(returns, 20) * group_neutralize(ts_delta(close,30), industry) * ts_zscore(volume, 30)
if_else(ts_rank(ts_std_dev(returns,30), 90) > 0.7, ts_delta(close,5), ts_delta(close,60)) * group_rank(returns, industry)
multiply(ts_mean(returns,60), group_neutralize(ts_regression(close, ts_step(1), 20, 0, 1), industry)) * ts_zscore(volume, 20)
ts_delta(close,60) * group_mean(ts_regression(close, ts_step(1), 60, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns,60) > 0.016, ts_delta(close,5), ts_delta(close,30)) * group_scale(returns, sector)
ts_corr(ts_delta(close,5), ts_delta(volume,5), 20) * ts_mean(rank(returns), 60)
group_neutralize(ts_delta(close,20), sector) * ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), 60)
multiply(ts_regression(close, ts_step(1), 60, 0, 1), group_rank(returns, industry)) * ts_zscore(volume, 60)
ts_delta(ts_delta(close,10), 5) / ts_std_dev(returns,30) * if_else(ts_rank(volume, 30) > 0.7, 1.1, 0.9)
group_mean(ts_decay_linear(returns, 60), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(returns, 30)
if_else(ts_rank(ts_mean(returns,20), 60) > 0.5, ts_delta(close,10), reverse(ts_delta(close,10))) * group_rank(returns, sector)
multiply(ts_mean(returns,30), group_neutralize(ts_regression(close, ts_step(1), 30, 0, 1), sector)) * ts_zscore(volume, 30)
ts_delta(close,20) * group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns,20) > 0.02, ts_delta(close,5), ts_delta(close,60)) * group_neutralize(returns, sector)
ts_corr(ts_delta(close,20), ts_delta(volume,20), 60) * ts_mean(rank(returns), 20)
group_neutralize(ts_decay_linear(returns, 30), industry) * ts_corr(group_mean(returns,1,sector), group_mean(returns,1,industry), 30)
multiply(ts_regression(close, ts_step(1), 20, 0, 1), group_scale(returns, industry)) * ts_zscore(volume, 20)
ts_delta(close,30) * if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.7, ts_delta(close,5), ts_delta(close,20))
group_mean(ts_delta(close,10), 1, bucket(rank(volume), range="0,3,0.4")) * ts_std_dev(group_rank(returns, industry), 30)
ts_decay_linear(returns, 60) * group_neutralize(ts_delta(close,20), sector) * ts_zscore(volume, 60)
if_else(ts_rank(ts_mean(returns,10), 30) > 0.5, ts_delta(close,5), reverse(ts_delta(close,5))) * group_rank(returns, industry)
multiply(ts_mean(returns,20), group_neutralize(ts_regression(close, ts_step(1), 60, 0, 1), industry)) * ts_zscore(volume, 30)
ts_delta(close,60) * group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_std_dev(returns,30) > 0.018, ts_delta(close,5), ts_delta(close,30)) * group_scale(returns, industry)
ts_corr(ts_delta(close,5), ts_delta(volume,5), 30) * ts_mean(rank(returns), 60)
group_neutralize(ts_delta(close,10), sector) * ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), 60)
multiply(ts_regression(close, ts_step(1), 60, 0, 1), group_rank(returns, sector)) * ts_zscore(volume, 20)
ts_delta(ts_delta(close,20),
generated_alpha/2025-12-12/155552.txt
+240
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ts_delta(close, 5) - ts_mean(ts_delta(close, 5), 20)
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_rank(ts_std_dev(returns, 20), 60) > 0.7, ts_delta(close, 5), ts_delta(close, 30))
ts_regression(close, ts_step(1), 30, 0, 1) * rank(volume)
multiply(group_rank(ts_delta(close, 10), industry), ts_zscore(volume, 20))
ts_decay_linear(ts_delta(close, 1), 20) * ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30)
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_delta(close, 20), 0)
divide(ts_delta(close, 10), ts_std_dev(returns, 30))
ts_mean(ts_delta(close, 5) / ts_std_dev(returns, 20), 60)
group_mean(ts_mean(returns, 10), 1, bucket(rank(volume), range="0,3,0.4")) - ts_mean(returns, 20)
reverse(ts_rank(volume / ts_mean(volume, 20), 10)) * ts_delta(close, 20)
ts_corr(group_mean(returns, 1, industry), ts_delta(close, 10), 60) * ts_delta(close, 20)
ts_delta(ts_mean(returns, 5), 20) * rank(volume)
if_else(ts_std_dev(returns, 20) > 0.015, ts_delta(close, 5), ts_regression(close, ts_step(1), 60, 0, 1))
group_mean(ts_delta(close, 20) / ts_std_dev(returns, 60), 1, bucket(rank(volume), range="0,3,0.4"))
multiply(ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30), group_rank(returns, industry))
ts_regression(close, ts_step(1), 20, 0, 1) - ts_mean(ts_regression(close, ts_step(1), 20, 0, 1), 120)
if_else(rank(volume) > 0.8, ts_delta(close, 10), ts_delta(close, 30) * -1)
ts_mean(ts_rank(returns, 20), 30) * ts_zscore(volume, 10)
group_mean(ts_zscore(ts_delta(close, 10), 60), 1, bucket(rank(volume), range="0,3,0.4"))
multiply(ts_rank(ts_std_dev(returns, 30), 120), ts_delta(close, 10) * -1)
divide(ts_delta(ts_mean(returns, 20), 5), ts_std_dev(returns, 60))
if_else(ts_rank(ts_corr(ts_delta(close,5), ts_delta(volume,5), 30), 60) > 0.6, ts_delta(close, 20), ts_delta(close, 60))
group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), range="0,3,0.4")) * rank(ts_std_dev(returns, 60))
multiply(ts_delta(close, 5), rank(group_mean(returns, 1, industry)))
ts_mean(ts_delta(close, 10), 30) - ts_decay_linear(returns, 20)
if_else(ts_std_dev(returns, 60) > ts_mean(ts_std_dev(returns, 60), 120), ts_zscore(close, 10), ts_zscore(close, 60))
group_rank(ts_corr(ts_delta(close,5), ts_delta(volume,5), 30), industry) * rank(volume)
divide(ts_regression(close, ts_step(1), 60, 0, 1), ts_std_dev(returns, 30))
multiply(ts_mean(returns, 10), if_else(rank(volume) > 0.7, 1, -1))
ts_decay_linear(volume, 20) * ts_delta(close, 30)
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, ts_mean(returns, 10), ts_mean(returns, 60) * -1)
group_mean(ts_delta(close, 5) - ts_delay(close, 10), 1, bucket(rank(volume), range="0,3,0.4"))
multiply(ts_zscore(returns, 20), group_rank(returns, sector))
ts_delta(close, 20) / ts_mean(ts_std_dev(returns, 20), 60)
if_else(bucket(rank(volume), range="0,3,0.4") == 1, group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, industry), 0)
ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 60) - ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 20)
multiply(ts_rank(volume, 20), ts_delta(close, 5))
group_zscore(ts_mean(returns, 10), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(ts_rank(ts_std_dev(returns, 20), 240) > 0.8, reverse(ts_delta(close, 5)), ts_delta(close, 30))
ts_regression(close, ts_step(1), 20, 0, 1) * ts_zscore(volume, 60)
group_mean(ts_delta(close, 10), 1, industry) * rank(volume)
multiply(ts_decay_linear(returns, 10), ts_corr(ts_delta(close, 5), ts_delta(volume, 5), 30))
divide(ts_mean(ts_delta(close, 5), 20), ts_mean(abs(ts_delta(close, 5)), 20))
if_else(rank(volume) > 0.6, ts_regression(close, ts_step(1), 20, 0, 1), ts_zscore(close, 60))
group_rank(ts_mean(returns, 30), industry) * ts_std_dev(volume, 20)
multiply(ts_rank(ts_std_dev(returns, 60), 120), group_rank(ts_mean(returns, 10), industry))
ts_mean(ts_delta(close, 10), 60) / ts_std_dev(close, 60)
if_else(ts_corr(close, volume, 20) > 0.1, ts_delta(close, 20), ts_regression(close, ts_step(1), 60, 0, 1))
group_mean(ts_zscore(returns, 30), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(volume, 60)
reverse(ts_rank(volume, 30)) * ts_mean(returns, 20)
ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 60) * ts_delta(close, 30)
if_else(ts_std_dev(returns, 20) > 0.025, ts_mean(returns, 5), ts_mean(returns, 30))
group_mean(ts_regression(close, ts_step(1), 60, 0, 1), 1, bucket(rank(volume), range="0,3,0.4")) - ts_mean(ts_regression(close, ts_step(1), 60, 0, 1), 240)
multiply(ts_rank(returns, 20), group_rank(volume, industry))
divide(ts_mean(returns, 10), ts_std_dev(returns, 60))
if_else(rank(ts_mean(volume, 20)) > 0.5, ts_delta(close, 5), ts_delta(close, 60) * -1)
ts_regression(close, ts_step(1), 30, 0, 1) * rank(ts_std_dev(returns, 30))
group_mean(ts_zscore(returns, 10), 1, industry) * ts_zscore(volume, 30)
multiply(reverse(ts_rank(returns, 30)), group_mean(ts_delta(close, 20), 1, sector))
ts_delta(close, 60) - ts_delay(close, 20)
if_else(ts_rank(ts_corr(close, volume, 30), 120) > 0.6, ts_corr(close, volume, 5), ts_corr(close, volume, 60))
group_mean(ts_mean(returns, 20), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(close, 60)
divide(ts_std_dev(returns, 60), ts_std_dev(returns, 20))
multiply(ts_rank(ts_mean(returns, 60), 120), group_rank(volume, sector))
if_else(bucket(rank(volume), range="0,3,0.4") == 2, ts_mean(returns, 10), ts_mean(returns, 60))
ts_regression(close, ts_step(1), 10, 0, 1) + ts_regression(close, ts_step(1), 30, 0, 1) - ts_regression(close, ts_step(1), 120, 0, 1)
group_zscore(ts_regression(close, ts_step(1), 20, 0, 1), 1, industry)
multiply(rank(ts_mean(volume, 60)), ts_zscore(ts_delta(close, 20), 60))
if_else(ts_mean(abs(returns), 10) > ts_mean(abs(returns), 60), reverse(ts_delta(close, 10)), ts_delta(close, 30))
group_mean(ts_decay_linear(returns, 20), 1, bucket(rank(volume), range="0,3,0.4")) - ts_mean(ts_decay_linear(returns, 20), 60)
multiply(rank(ts_std_dev(returns, 30)), group_rank(ts_delta(close, 10), industry))
divide(ts_delay(close, 5), ts_delay(close, 20)) - 1
if_else(ts_rank(volume, 10) > 0.9, ts_zscore(close, 5), ts_zscore(close, 60))
group_mean(ts_corr(ts_delta(close,5), ts_delta(volume,5), 20), 1, industry) * rank(volume)
multiply(ts_regression(close, ts_step(1), 60, 0, 1), reverse(ts_rank(volume, 60)))
ts_std_dev(returns, 20) / ts_std_dev(ts_mean(volume, 20), 60)
if_else(group_rank(volume, sector) > 0.7, ts_mean(returns, 20), ts_mean(returns, 120))
group_mean(ts_delta(close, 30), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(ts_mean(volume, 120), 240)
multiply(ts_rank(returns, 10) - ts_rank(returns, 60), group_rank(returns, industry))
divide(ts_sum(returns, 20), ts_sum(abs(returns), 20))
if_else(ts_rank(ts_std_dev(returns, 30), 120) > 0.7, ts_regression(close, ts_step(1), 10, 0, 1), ts_delta(close, 60))
group_mean(ts_zscore(returns, 20), 1, industry) * ts_rank(volume, 120)
reverse(ts_rank(ts_mean(volume, 60))) * ts_zscore(close, 30)
multiply(ts_corr(ts_delta(close, 10), ts_delta(volume, 10), 20), group_rank(ts_mean(returns, 10), 1, bucket(rank(volume), range="0,3,0.4")))
divide(ts_mean(returns, 10), ts_mean(volume, 120))
if_else(bucket(rank(volume), range="0,3,0.4") == 0, ts_zscore(returns, 20), ts_zscore(returns, 120) * -1)
group_mean(ts_regression(close, ts_step(1), 60, 0, 1), 1, sector) * rank(volume)
multiply(rank(ts_zscore(returns, 30)), group_rank(close, industry))
ts_mean(ts_delta(close, 5), 20) - ts_mean(ts_delta(close, 20), 60)
if_else(ts_corr(close, volume, 60) > ts_corr(close, volume, 120), ts_mean(returns, 10), ts_mean(returns, 60))
group_mean(ts_rank(returns, 30), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(ts_std_dev(returns, 60), 120)
multiply(reverse(rank(ts_zscore(volume, 30))), ts_regression(close, ts_step(1), 30, 0, 1))
divide(ts_delay(close, 10) - ts_delay(close, 60), ts_delay(close, 60))
if_else(ts_rank(ts_zscore(volume, 10), 120) > 0.8, ts_delta(close, 5), ts_delta(close, 120))
group_mean(ts_mean(returns, 30), 1, industry) * rank(ts_mean(volume, 60), 120)
multiply(ts_std_dev(returns, 30) / ts_std_dev(returns, 120), group_rank(ts_delta(close, 20), sector))
ts_decay_linear(ts_delta(close, 1), 30) - ts_decay_linear(ts_delta(close, 1), 10)
if_else(rank(volume) > 0.9, ts_zscore(close, 5), ts_zscore(close, 120) * -1)
group_rank(ts_std_dev(returns, 60), industry) * rank(volume)
multiply(ts_corr(ts_delta(close, 20), ts_delta(volume, 20), 60), group_mean(ts_zscore(returns, 20), 1, bucket(rank(volume), range="0,3,0.4")))
divide(ts_sum(returns, 10) - ts_sum(returns, 60), ts_sum(abs(returns), 60))
if_else(ts_mean(ts_zscore(volume, 20), 60) > 0, ts_delta(close, 10), ts_regression(close, ts_step(1), 120, 0, 1))
group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, industry) * group_rank(volume, industry)
multiply(ts_rank(returns, 30) - ts_rank(returns, 120), rank(volume))
ts_regression(close, ts_step(1), 60, 0, 1) - ts_mean(ts_regression(close, ts_step(1), 60, 0, 1), 240)
if_else(group_rank(returns, sector) > 0.6, ts_mean(returns, 10), ts_mean(returns, 120))
group_mean(ts_zscore(ts_delta(close, 10), 60), 1, bucket(rank(volume), range="0,3,0.4")) * ts_rank(ts_std_dev(returns, 30), 60)
multiply(reverse(rank(ts_mean(returns, 30))), group_rank(ts_mean(returns, 60), industry))
divide(ts_mean(returns, 20), ts_zscore(returns, 60))
if_else(bucket(rank(volume), range="0,3,0.4") == 0 and ts_rank(close, 20) > 0.8, ts_delta(close, 5), ts_delta(close, 120) * -1)
group_mean(ts_corr(ts_delta(close,5), ts_delta(volume,5), 60), 1, industry) * rank(ts_mean(volume, 30), 120)
multiply(ts_rank(ts_std_dev(returns, 30), 120), group_rank(close, sector))
ts_mean(ts_zscore(returns, 20), 60) - ts_mean(ts_zscore(returns, 20), 120)
if_else(rank(volume) > 0.8, ts_regression(close, ts_step(1), 30, 0, 1), ts_regression(close, ts_step(1), 120, 0, 1) * -1)
group_mean(ts_delta(close, 20), 1, bucket(rank(volume), range="0,3,0.4")) - ts_mean(ts_delta(close, 20), 240)
multiply(rank(ts_corr(close, volume, 30)), group_rank(ts_std_dev(returns, 60), industry))
divide(ts_rank(close, 60), ts_rank(volume, 60))
if_else(ts_mean(volume, 20) > ts_delay(ts_mean(volume, 20), 20), ts_delta(close, 10), reverse(ts_delta(close, 10)))
group_rank(ts_regression(close, ts_step(1), 60, 0, 1), sector) * rank(volume)
generated_alpha/2025-12-12/161043.txt
+165
View File
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group_mean(ts_delta(close,5),1,industry)
group_mean(ts_delta(close,10),1,industry)
group_mean(ts_delta(close,20),1,industry)
group_mean(ts_delta(close,30),1,industry)
group_mean(ts_delta(close,60),1,industry)
group_mean(ts_regression(close,ts_step(1),20,0,1),1,industry)
group_mean(ts_regression(close,ts_step(1),30,0,1),1,industry)
group_mean(ts_regression(close,ts_step(1),60,0,1),1,industry)
group_mean(ts_delta(ts_delta(close,5),10),1,industry)
group_mean(ts_delta(ts_delta(close,10),20),1,industry)
group_mean(ts_mean(ts_delta(close,1),20),1,industry)
group_mean(ts_mean(ts_delta(close,1),30),1,industry)
group_mean(ts_decay_linear(ts_delta(close,1),20),1,industry)
group_mean(ts_decay_linear(ts_delta(close,1),30),1,industry)
group_mean(ts_corr(ts_delta(close,5),ts_delta(volume,5),20),1,industry)
group_mean(ts_corr(ts_delta(close,10),ts_delta(volume,5),20),1,industry)
group_mean(if_else(rank(volume)>0.7,ts_delta(close,20),ts_delta(close,5)),1,industry)
group_mean(if_else(rank(volume)>0.8,ts_delta(close,30),ts_delta(close,10)),1,industry)
group_mean(group_mean(ts_delta(close,20),1,bucket(rank(volume),range="0,3,0.4")),1,industry)
group_mean(group_mean(ts_delta(close,30),1,bucket(rank(volume),range="0,1,0.2")),1,industry)
group_mean(ts_std_dev(group_rank(ts_delta(close,1),industry),20),1,industry)
group_mean(ts_std_dev(group_rank(ts_delta(close,1),industry),30),1,industry)
group_mean(ts_mean(rank(ts_delta(close,1)),20),1,industry)
group_mean(ts_mean(rank(ts_delta(close,1)),30),1,industry)
group_mean(ts_delta(close,5)/ts_std_dev(ts_delta(close,1),20),1,industry)
group_mean(ts_delta(close,10)/ts_std_dev(ts_delta(close,1),20),1,industry)
group_mean(if_else(ts_std_dev(ts_delta(close,1),20)>0.02,ts_delta(close,5),ts_delta(close,20)),1,industry)
group_mean(if_else(ts_std_dev(ts_delta(close,1),20)>0.03,ts_delta(close,10),ts_delta(close,30)),1,industry)
group_mean(if_else(ts_std_dev(ts_delta(close,1),20)>0.025,ts_delta(close,5),ts_delta(close,60)),1,industry)
group_mean(group_mean(ts_delta(close,d1),1,bucket(rank(volume),range="0,3,0.4")),1,industry)
group_mean(multiply(ts_delta(close,5),if_else(ts_std_dev(ts_delta(close,1),20)>0.02,1.5,1)),1,industry)
group_mean(multiply(ts_delta(close,10),if_else(ts_std_dev(ts_delta(close,1),20)>0.015,1.2,0.8)),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_std_dev(ts_delta(close,1),60),120)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_std_dev(ts_delta(close,1),60),120)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_std_dev(ts_delta(close,1),60),120)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_std_dev(ts_delta(close,1),60),120)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),20)>0.001,1.2,0.8),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),20)>0.001,1.2,0.8),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),20)>0.001,1.2,0.8),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),20)>0.001,1.2,0.8),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),20)<-0.001,0.8,1.2),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),20)<-0.001,0.8,1.2),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),20)<-0.001,0.8,1.2),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),20)<-0.001,0.8,1.2),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),20)>0.025,1.5,1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),20)>0.025,1.5,1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),20)>0.025,1.5,1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),20)>0.025,1.5,1),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),20)<0.015,0.8,1.2),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),20)<0.015,0.8,1.2),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),20)<0.015,0.8,1.2),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),20)<0.015,0.8,1.2),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),20)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),20)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),20)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),20)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),20)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),20)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),20)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),20)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),30)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),30)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),30)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),30)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),30)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),30)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),30)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),30)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),60)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),60)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),60)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),60)>0.7,1.3,0.7),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_rank(ts_delta(close,1),60)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_rank(ts_delta(close,1),60)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_rank(ts_delta(close,1),60)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_rank(ts_delta(close,1),60)<0.3,0.7,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),5)>0.002,1.5,1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),5)>0.002,1.5,1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),5)>0.002,1.5,1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),5)>0.002,1.5,1),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),5)<-0.002,0.5,1.5),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),5)<-0.002,0.5,1.5),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),5)<-0.002,0.5,1.5),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),5)<-0.002,0.5,1.5),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),10)>0.001,1.3,0.7),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),10)>0.001,1.3,0.7),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),10)>0.001,1.3,0.7),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),10)>0.001,1.3,0.7),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),10)<-0.001,0.7,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),10)<-0.001,0.7,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),10)<-0.001,0.7,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),10)<-0.001,0.7,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),15)>0.0015,1.4,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),15)>0.0015,1.4,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),15)>0.0015,1.4,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),15)>0.0015,1.4,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_mean(ts_delta(close,1),15)<-0.0015,0.6,1.4),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_mean(ts_delta(close,1),15)<-0.0015,0.6,1.4),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_mean(ts_delta(close,1),15)<-0.0015,0.6,1.4),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_mean(ts_delta(close,1),15)<-0.0015,0.6,1.4),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),5)>0.02,1.5,1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),5)>0.02,1.5,1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),5)>0.02,1.5,1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),5)>0.02,1.5,1),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),5)<0.01,0.8,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),5)<0.01,0.8,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),5)<0.01,0.8,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),5)<0.01,0.8,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),10)>0.015,1.4,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),10)>0.015,1.4,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),10)>0.015,1.4,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),10)>0.015,1.4,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),10)<0.01,0.7,1.4),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),10)<0.01,0.7,1.4),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),10)<0.01,0.7,1.4),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),10)<0.01,0.7,1.4),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),15)>0.012,1.3,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),15)>0.012,1.3,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),15)>0.012,1.3,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),15)>0.012,1.3,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),15)<0.008,0.8,1.3),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),15)<0.008,0.8,1.3),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),15)<0.008,0.8,1.3),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),15)<0.008,0.8,1.3),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),20)>0.01,1.2,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),20)>0.01,1.2,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),20)>0.01,1.2,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),20)>0.01,1.2,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),20)<0.007,0.8,1.2),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),20)<0.007,0.8,1.2),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),20)<0.007,0.8,1.2),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),20)<0.007,0.8,1.2),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),25)>0.009,1.2,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),25)>0.009,1.2,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),25)>0.009,1.2,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),25)>0.009,1.2,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),25)<0.006,0.8,1.2),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),25)<0.006,0.8,1.2),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),25)<0.006,0.8,1.2),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),25)<0.006,0.8,1.2),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),30)>0.008,1.1,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),30)>0.008,1.1,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),30)>0.008,1.1,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),30)>0.008,1.1,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),30)<0.006,0.8,1.1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),30)<0.006,0.8,1.1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),30)<0.006,0.8,1.1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),30)<0.006,0.8,1.1),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),60)>0.006,1.1,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),60)>0.006,1.1,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),60)>0.006,1.1,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),60)>0.006,1.1,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),60)<0.004,0.8,1.1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),60)<0.004,0.8,1.1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),60)<0.004,0.8,1.1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),60)<0.004,0.8,1.1),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),120)>0.004,1.1,0.9),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),120)>0.004,1.1,0.9),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),120)>0.004,1.1,0.9),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),120)>0.004,1.1,0.9),1,industry)
group_mean(ts_delta(close,5)*if_else(ts_std_dev(ts_delta(close,1),120)<0.003,0.8,1.1),1,industry)
group_mean(ts_delta(close,10)*if_else(ts_std_dev(ts_delta(close,1),120)<0.003,0.8,1.1),1,industry)
group_mean(ts_delta(close,20)*if_else(ts_std_dev(ts_delta(close,1),120)<0.003,0.8,1.1),1,industry)
group_mean(ts_delta(close,30)*if_else(ts_std_dev(ts_delta(close,1),120)<0.003,0.8,1.1),1,industry)