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jack
2025-12-11 18:05:20 +08:00
parent 032ed50853
commit 5731e8c8fe
24 changed files with 5458 additions and 107 deletions
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generated_alpha/2025-12-11/173635.txt
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multiply(ts_delta(ts_mean(close, 20), 5), group_zscore(close, industry))
subtract(group_rank(volume, industry), ts_rank(ts_av_diff(close, 30), 60))
multiply(ts_decay_linear(ts_delta(close, 10), 20), group_mean(ts_zscore(close, 60), industry))
add(ts_corr(close, volume, 30), if_else(ts_std_dev(close, 20) > ts_mean(ts_std_dev(close, 20), 60), 1, -1))
divide(ts_regression(close, ts_step(1), 30, 0, 1), group_std(close, industry))
multiply(ts_zscore(ts_delta(close, 5), 20), group_neutralize(ts_mean(close, 60), industry))
subtract(ts_scale(close, 90), group_scale(ts_delta(volume, 5), industry))
multiply(ts_av_diff(close, 30), group_zscore(ts_mean(close, 20), industry))
add(ts_corr(ts_zscore(close, 10), ts_zscore(volume, 10), 20), ts_rank(ts_delta(close, 5), 60))
divide(group_mean(ts_regression(close, ts_step(1), 20, 0, 1), industry), ts_std_dev(close, 30))
multiply(ts_decay_linear(ts_delta(ts_mean(close, 10), 5), 15), group_rank(close, industry))
subtract(ts_rank(ts_mean(close, 60), 90), group_zscore(ts_delta(close, 3), industry))
multiply(ts_std_dev(close, 20), if_else(ts_corr(close, volume, 10) > 0.5, 1, -1))
add(ts_regression(close, ts_step(1), 60, 0, 1), group_mean(ts_zscore(volume, 30), industry))
divide(ts_delta(ts_mean(close, 30), 10), group_neutralize(ts_std_dev(close, 20), industry))
multiply(ts_zscore(ts_delta(close, 3), 10), group_scale(ts_mean(volume, 20), industry))
subtract(ts_av_diff(close, 60), group_rank(ts_delta(close, 5), industry))
multiply(ts_corr(ts_mean(close, 10), ts_mean(volume, 10), 30), ts_rank(ts_delta(close, 5), 30))
add(ts_decay_linear(ts_delta(close, 5), 10), group_zscore(ts_mean(close, 90), industry))
divide(ts_regression(close, ts_step(1), 20, 0, 1), ts_mean(group_std(close, industry), 30))
multiply(ts_scale(ts_delta(close, 5), 20), group_mean(ts_zscore(ts_delta(close, 3), 10), industry))
subtract(ts_rank(ts_mean(close, 30), 60), group_neutralize(ts_delta(close, 5), industry))
multiply(ts_av_diff(close, 20), group_scale(ts_mean(ts_delta(close, 3), 10), industry))
add(ts_corr(ts_zscore(close, 20), ts_zscore(volume, 20), 30), ts_rank(ts_delta(close, 5), 30))
divide(ts_std_dev(ts_delta(close, 5), 20), group_mean(ts_regression(close, ts_step(1), 30, 0, 1), industry))
multiply(ts_decay_linear(ts_mean(close, 10), 15), group_zscore(ts_delta(close, 3), industry))
subtract(ts_rank(ts_mean(close, 60), 90), group_neutralize(ts_std_dev(close, 30), industry))
multiply(ts_zscore(ts_delta(close, 5), 30), group_scale(ts_mean(close, 20), industry))
add(ts_regression(close, ts_step(1), 30, 0, 1), group_mean(ts_zscore(ts_delta(close, 5), 30), industry))
divide(ts_delta(ts_mean(close, 20), 5), group_rank(ts_std_dev(close, 10), industry))
multiply(ts_av_diff(close, 30), group_mean(ts_regression(close, ts_step(1), 20, 0, 1), industry))
subtract(ts_corr(close, volume, 20), group_zscore(ts_mean(close, 60), industry))
multiply(ts_scale(ts_delta(close, 5), 30), group_neutralize(ts_delta(volume, 5), industry))
add(ts_rank(ts_std_dev(close, 20), 60), group_scale(ts_mean(close, 30), industry))
divide(ts_regression(close, ts_step(1), 90, 0, 1), ts_mean(group_zscore(close, industry), 30))
multiply(ts_decay_linear(ts_delta(close, 3), 20), group_rank(ts_zscore(close, 30), industry))
subtract(ts_av_diff(close, 60), group_mean(ts_std_dev(close, 20), industry))
multiply(ts_corr(ts_mean(close, 5), ts_mean(volume, 5), 20), ts_rank(ts_delta(close, 3), 30))
add(ts_zscore(ts_delta(close, 5), 20), group_neutralize(ts_mean(close, 60), industry))
divide(ts_std_dev(ts_delta(close, 3), 10), group_mean(ts_regression(close, ts_step(1), 60, 0, 1), industry))
multiply(ts_scale(ts_mean(close, 30), 60), group_zscore(ts_delta(close, 5), industry))
subtract(ts_rank(ts_mean(close, 20), 60), group_neutralize(ts_zscore(close, 30), industry))
multiply(ts_av_diff(close, 90), group_scale(ts_mean(ts_delta(close, 3), 10), industry))
add(ts_corr(ts_zscore(close, 10), ts_zscore(volume, 10), 60), ts_rank(ts_delta(close, 5), 90))
divide(ts_regression(close, ts_step(1), 30, 0, 1), group_std(ts_delta(close, 5), industry))
multiply(ts_decay_linear(ts_delta(ts_mean(close, 5), 3), 15), group_rank(ts_zscore(close, 60), industry))
subtract(ts_rank(ts_std_dev(close, 30), 90), group_mean(ts_zscore(ts_delta(close, 3), 10), industry))
multiply(ts_zscore(ts_delta(close, 3), 20), group_neutralize(ts_mean(close, 30), industry))
add(ts_mean(ts_regression(close, ts_step(1), 20, 0, 1), 60), group_scale(ts_delta(close, 5), industry))
divide(ts_delta(ts_mean(close, 30), 10), group_zscore(ts_std_dev(close, 20), industry))
multiply(ts_av_diff(close, 10), group_mean(ts_regression(close, ts_step(1), 90, 0, 1), industry))
subtract(ts_corr(close, volume, 10), group_neutralize(ts_mean(close, 60), industry))
multiply(ts_scale(ts_delta(close, 5), 90), group_rank(ts_zscore(ts_delta(close, 3), 20), industry))
add(ts_rank(ts_mean(close, 60), 90), group_scale(ts_std_dev(close, 10), industry))
divide(ts_regression(close, ts_step(1), 20, 0, 1), ts_mean(group_rank(close, industry), 30))
multiply(ts_decay_linear(ts_delta(close, 3), 30), group_zscore(ts_mean(close, 20), industry))
subtract(ts_av_diff(close, 30), group_neutralize(ts_delta(close, 5), industry))
multiply(ts_corr(ts_mean(close, 30), ts_mean(volume, 30), 60), ts_rank(ts_delta(close, 5), 60))
add(ts_zscore(ts_delta(close, 5), 60), group_mean(ts_std_dev(close, 20), industry))
divide(ts_std_dev(ts_delta(close, 5), 30), group_mean(ts_regression(close, ts_step(1), 20, 0, 1), industry))
multiply(ts_scale(ts_mean(close, 60), 90), group_neutralize(ts_delta(close, 3), industry))
subtract(ts_rank(ts_mean(close, 30), 60), group_zscore(ts_mean(close, 90), industry))
multiply(ts_av_diff(close, 20), group_scale(ts_mean(ts_delta(close, 5), 3), industry))
add(ts_corr(ts_zscore(close, 20), ts_zscore(volume, 20), 90), ts_rank(ts_delta(close, 3), 30))
divide(ts_regression(close, ts_step(1), 60, 0, 1), group_std(ts_delta(close, 3), industry))
multiply(ts_decay_linear(ts_delta(close, 5), 20), group_rank(ts_zscore(close, 20), industry))
subtract(ts_rank(ts_std_dev(close, 10), 30), group_mean(ts_zscore(ts_delta(close, 5), 20), industry))
multiply(ts_zscore(ts_delta(close, 3), 10), group_neutralize(ts_mean(close, 60), industry))
add(ts_mean(ts_regression(close, ts_step(1), 30, 0, 1), 90), group_scale(ts_delta(close, 5), industry))
divide(ts_delta(ts_mean(close, 10), 5), group_zscore(ts_std_dev(close, 30), industry))
multiply(ts_av_diff(close, 60), group_mean(ts_regression(close, ts_step(1), 20, 0, 1), industry))
subtract(ts_corr(close, volume, 30), group_neutralize(ts_mean(close, 20), industry))
multiply(ts_scale(ts_delta(close, 3), 60), group_rank(ts_zscore(ts_delta(close, 5), 10), industry))
add(ts_rank(ts_mean(close, 90), 90), group_scale(ts_std_dev(close, 30), industry))
divide(ts_regression(close, ts_step(1), 90, 0, 1), ts_mean(group_zscore(close, industry), 60))
multiply(ts_decay_linear(ts_delta(ts_mean(close, 3), 5), 15), group_zscore(ts_mean(close, 30), industry))
subtract(ts_av_diff(close, 20), group_neutralize(ts_delta(close, 3), industry))
multiply(ts_corr(ts_mean(close, 20), ts_mean(volume, 20), 30), ts_rank(ts_delta(close, 5), 20))
add(ts_zscore(ts_delta(close, 5), 30), group_mean(ts_std_dev(close, 10), industry))
divide(ts_std_dev(ts_delta(close, 3), 20), group_mean(ts_regression(close, ts_step(1), 30, 0, 1), industry))
multiply(ts_scale(ts_mean(close, 20), 30), group_neutralize(ts_delta(close, 5), industry))
subtract(ts_rank(ts_mean(close, 60), 90), group_zscore(ts_mean(close, 30), industry))
multiply(ts_av_diff(close, 90), group_scale(ts_mean(ts_delta(close, 3), 5), industry))
add(ts_corr(ts_zscore(close, 30), ts_zscore(volume, 30), 60), ts_rank(ts_delta(close, 5), 30))
divide(ts_regression(close, ts_step(1), 20, 0, 1), group_std(ts_delta(close, 5), industry))
multiply(ts_decay_linear(ts_delta(close, 5), 10), group_rank(ts_zscore(close, 90), industry))
subtract(ts_rank(ts_std_dev(close, 20), 60), group_mean(ts_zscore(ts_delta(close, 3), 30), industry))
multiply(ts_zscore(ts_delta(close, 3), 20), group_neutralize(ts_mean(close, 20), industry))
add(ts_mean(ts_regression(close, ts_step(1), 60, 0, 1), 30), group_scale(ts_delta(close, 5), industry))
divide(ts_delta(ts_mean(close, 30), 5), group_zscore(ts_std_dev(close, 20), industry))
multiply(ts_av_diff(close, 30), group_mean(ts_regression(close, ts_step(1), 90, 0, 1), industry))
subtract(ts_corr(close, volume, 20), group_neutralize(ts_mean(close, 90), industry))
multiply(ts_scale(ts_delta(close, 5), 30), group_rank(ts_zscore(ts_delta(close, 3), 20), industry))
add(ts_rank(ts_mean(close, 20), 60), group_scale(ts_std_dev(close, 60), industry))
divide(ts_regression(close, ts_step(1), 30, 0, 1), ts_mean(group_rank(close, industry), 60))
multiply(ts_decay_linear(ts_delta(close, 3), 20), group_zscore(ts_mean(close, 60), industry))
subtract(ts_av_diff(close, 60), group_neutralize(ts_delta(close, 5), industry))
multiply(ts_corr(ts_mean(close, 10), ts_mean(volume, 10), 90), ts_rank(ts_delta(close, 5), 60))
add(ts_zscore(ts_delta(close, 5), 20), group_mean(ts_std_dev(close, 30), industry))
divide(ts_std_dev(ts_delta(close, 5), 10), group_mean(ts_regression(close, ts_step(1), 60, 0, 1), industry))
multiply(ts_scale(ts_mean(close, 90), 90), group_neutralize(ts_delta(close, 3), industry))
subtract(ts_rank(ts_mean(close, 30), 90), group_zscore(ts_mean(close, 60), industry))
multiply(ts_av_diff(close, 10), group_scale(ts_mean(ts_delta(close, 5), 3), industry))
add(ts_corr(ts_zscore(close, 10), ts_zscore(volume, 10), 30), ts_rank(ts_delta(close, 3), 20))
divide(ts_regression(close, ts_step(1), 90, 0, 1), group_std(ts_delta(close, 3), industry))
multiply(ts_decay_linear(ts_delta(ts_mean(close, 5), 3), 30), group_rank(ts_zscore(close, 30), industry))
subtract(ts_rank(ts_std_dev(close, 60), 90), group_mean(ts_zscore(ts_delta(close, 5), 10), industry))
multiply(ts_zscore(ts_delta(close, 3), 60), group_neutralize(ts_mean(close, 30), industry))
add(ts_mean(ts_regression(close, ts_step(1), 20, 0, 1), 60), group_scale(ts_delta(close, 5), industry))
divide(ts_delta(ts_mean(close, 60), 10), group_zscore(ts_std_dev(close, 30), industry))
generated_alpha/2025-12-11/175755.txt
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ts_delta(group_mean(ts_regression(close, ts_step(1), 20, 0, 1), industry, 0, 1), 5) * bucket(group_rank(close, industry), "0.7,1")
ts_regression(group_mean(close, industry), ts_step(1), 30, 0, 1) * ts_rank(close, 20)
ts_zscore(ts_delta(close, 10), 60) * bucket(group_rank(close, industry), "0.8,0.2")
group_mean(ts_delta(close, 10), industry) - ts_mean(close, 20)
ts_delta(group_mean(close, industry), 20) * reverse(if_else(group_rank(close, industry) > 0.7, 1, 0))
ts_corr(group_mean(close, industry), ts_mean(sector_index, 30), 20) * ts_zscore(volume, 30)
ts_regression(group_mean(close, industry), ts_step(1), 60, 0, 1) * group_mean(ts_zscore(volume, 30), industry)
(1 - ts_zscore(group_mean(close, industry), 60)) * ts_rank(close, 30)
ts_delta(group_mean(close, industry), 10) * ts_scale(ts_delay(returns, 1), 5)
group_mean(ts_delta(close, 10), industry) * ts_ranks(industry, 20)
ts_delta(group_mean(close, industry), 5) / ts_std_dev(group_mean(close, industry), 60)
multiply(ts_decay_linear(group_mean(close, industry), 20, densefalse), ts_rank(ts_regression(close, ts_step(1), 30, 0, 1), 20))
ts_zscore(ts_delta(group_mean(close, industry), 5), 60) * bucket(group_rank(close, industry), "0.7,0.3,1")
(group_mean(close, industry) - ts_delay(group_mean(close, industry), 10)) * ts_scale(volume, 30)
divide(group_mean(ts_delta(close, 5), industry), group_mean(ts_delta(close, 20), industry))
ts_regression(group_mean(close, industry), ts_step(1), 40, 0, 1) * group_mean(bucket(rank(close), "0.8,1"), industry)
ts_corr(group_mean(close, industry), group_mean(tech_index, 30), 20) * ts_zscore(volume, 30)
ts_delta(group_mean(close, industry), 15) * if_else(group_rank(close, industry) > 0.7, 1, -1)
ts_scale(multiply(group_mean(close, industry), ts_rank(volume, 20)), 30)
group_zscore(group_mean(close, industry), industry) * ts_delta(returns, 5)
ts_regression(group_mean(close, industry), ts_step(1), 30, 0, 1) * group_mean(bucket(rank(close), "0.6,1"), industry)
ts_zscore(ts_delta(group_mean(close, industry), 10), 60) * reverse(group_rank(close, industry))
group_mean(ts_delta(close, 5), industry) - group_mean(ts_delta(close, 20), industry)
ts_delta(group_mean(close, industry), 20) * group_rank(ts_mean(volume, 30), industry)
divide(group_mean(close, industry), ts_delay(group_mean(close, industry), 10)) * ts_scale(volume, 20)
ts_regression(group_mean(close, industry), ts_step(1), 20, 0, 1) * bucket(group_rank(close, industry), "0.75,1")
ts_corr(group_mean(close, industry), group_mean(sector_index, 30), 20) * ts_zscore(returns, 30)
ts_delta(group_mean(close, industry), 10) * if_else(ts_std_dev(returns, 60) > 0.1, ts_rank(close, 30), -ts_rank(close, 30))
group_mean(ts_delta(close, 5), industry) * ts_scale(ts_regression(close, ts_step(1), 60, 0, 1), 30)
ts_zscore(group_mean(close, industry), 60) * reverse(ts_delta(volume, 10))
ts_regression(group_mean(close, industry), ts_step(1), 30, 0, 1) * group_mean(bucket(rank(volume), "0.9,1"), industry)
ts_delta(group_mean(close, industry), 30) * group_rank(ts_mean(volume, 20), industry)
divide(group_mean(close, industry), ts_delay(group_mean(close, industry), 5)) * ts_rank(returns, 30)
ts_corr(group_mean(close, industry), group_mean(energy_index, 30), 20) * ts_zscore(volume, 20)
ts_delta(group_mean(close, industry), 15) * if_else(group_rank(close, industry) > 0.6, 1, -0.5)
(ts_mean(group_mean(close, industry), 10) - group_mean(close, industry)) * ts_scale(volume, 30)
group_mean(ts_delta(close, 10), industry) * ts_regression(ts_rank(close, 30), ts_step(1), 20, 0, 1)
ts_zscore(ts_delta(group_mean(close, industry), 20), 60) * bucket(group_rank(close, industry), "0.7,0.8,1")
ts_regression(group_mean(close, industry), ts_step(1), 60, 0, 1) * group_mean(ts_delta(volume, 10), industry)
ts_delta(group_mean(close, industry), 5) * ts_scale(group_rank(volume, industry), 20)
divide(ts_delay(group_mean(close, industry), 5), group_mean(close, industry)) * ts_rank(close, 30)
ts_corr(group_mean(close, industry), group_mean(market_index, 30), 20) * ts_zscore(volume, 20)
ts_delta(group_mean(close, industry), 10) * if_else(quantile(group_rank(close, industry), 0.9) > 0.9, 1, -1)
group_mean(ts_delta(close, 5), industry) * ts_regression(group_rank(close, industry), ts_step(1), 40, 0, 1)
ts_zscore(ts_delta(group_mean(close, industry), 15), 60) * reverse(bucket(rank(close), "0.8,1"))
ts_regression(group_mean(close, industry), ts_step(1), 30, 0, 1) * group_mean(bucket(rank(close), "0.6,1"), industry)
(ts_mean(group_mean(close, industry), 20) - group_mean(close, industry)) * ts_scale(volume, 30)
divide(group_mean(close, industry), ts_delay(group_mean(close, industry), 10)) * group_rank(ts_mean(volume, 20), industry)
ts_corr(group_mean(close, industry), group_mean(banking_index, 30), 20) * ts_zscore(returns, 30)
ts_delta(group_mean(close, industry), 20) * if_else(quantile(group_std_dev(close, industry), 0.2) < ts_std_dev(close, industry), 1, -1)
group_mean(ts_delat(close, industry), 20)
group_mean(ts_delta(close, 10), industry) * ts_regression(group_rank(close, industry), ts_step(1), 30, 0, 1)
ts_zscore(ts_delta(group_mean(close, industry), 5), 60) * bucket(group_rank(close, industry), "0.7,1")
ts_regression(group_mean(close, industry), ts_step(1), 20, 0, 1) * group_mean(ts_delta(volume, 10), industry)
ts_delta(group_mean(close, industry), 10) * ts_scale(group_rank(volume, industry), 60)
divide(group_mean(close, industry), ts_delay(group_mean(close, industry), 5)) * ts_rank(returns, 30)
ts_corr(group_mean(close, industry), group_mean(technology_index, 20), 20) * ts_zscore(volume, 20)
ts_delta(group_mean(close, industry), 5) * if_else(group_rank(close, industry) > 0.65, 1, -1)
group_mean(ts_delta(close, 5), industry) * ts_regression(group_rank(close, industry), ts_step(1), 40, 0, 1)
ts_zscore(ts_delta(group_mean(close, industry), 15), 60) * reverse(bucket(rank(close), "0.7,1"))
ts_regression(group_mean(close, industry), ts_step(1), 30, 0, 1) * group_mean(bucket(rank(close), "0.65,1"), industry)
(ts_mean(group_mean(close, industry), 10) - group_mean(close, industry)) * ts_scale(volume, 30)
divide(group_mean(close, industry), ts_delay(group_mean(close, industry), 10)) * group_rank(ts_mean(volume, 20), industry)
ts_corr(group_mean(close, industry), group_mean(consumer_index, 30), 20) * ts_zscore(returns, 30)
ts_delta(group_mean(close, industry), 20) * if_else(quantile(group_std_dev(close, industry), 0.8) < ts_std_dev(close, industry), 1, -1)
group_mean(ts_delta(close, 10), industry) * ts_regression(group_rank(close, industry), ts_step(1), 20, 0, 1)
ts_zscore(ts_delta(group_mean(close, industry), 20), 60) * bucket(group_rank(close, industry), "0.75,1")
ts_regression(group_mean(close, industry), ts_step(1), 40, 0, 1) * group_mean(ts_delta(volume, 10), industry)
ts_delta(group_mean(close, industry), 5) * ts_scale(group_rank(volume, industry), 60)
divide(group_mean(close, industry), ts_delay(group_mean(close, industry), 10)) * ts_rank(returns, 30)
ts_corr(group_mean(close, industry), group_mean(financial_index, 20), 20) * ts_zscore(volume, 20)
ts_delta(group_mean(close, industry), 10) * if_else(group_rank(close, industry) > 0.7, 1, -1)
group_mean(ts_delta(close, 5), industry) * ts_regression(group_rank(close, industry), ts_step(1), 30, 0, 1)
ts_zscore(ts_delta(group_mean(close, industry), 15), 60) * reverse(bucket(rank(close), "0.7,1"))
ts_regression(group_mean(close, industry), ts_step(1), 20, 0, 1) * group_mean(bucket(rank(close), "0.6,1"), industry)
(ts_mean(group_mean(close, industry), 5) - group_mean(close, industry)) * ts_scale(volume, 30)
divide(group_mean(close, industry), ts_delay(group_mean(close, industry), 10)) * group_rank(ts_mean(volume, 20), industry)
ts_corr(group_mean(close, industry), group_mean(healthcare_index, 30), 20) * ts_zscore(returns, 30)
ts_delta(group_mean(close, industry), 20) * if_else(quantile(group_std_dev(close, industry), 0.2) < ts_std_dev(close, industry), 1, -1)
group_mean(ts_delta(close, 10), industry) * ts_regression(group_rank(close), ts_step(1), 40, 0, 1)
ts_zscore(ts_delta(group_mean(close, industry), 5), 60) * bucket(group_rank(close, industry), "0.7,0.85,1")
ts_regression(group_mean(close, industry), ts_step(1), 30, 0, 1) * group_mean(ts_delta(volume, 10), industry)