++

generated_alpha/2026/02/02/1.txt

@@ -0,0 +1,137 @@
+rank(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60))
+
+rank(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,45,gaussian),returns,0),45),sector))
+
+zscore(ts_mean(if_else(returns < ts_quantile(returns,90,cauchy),returns,0),90))
+
+normalize(group_zscore(ts_mean(if_else(returns < ts_quantile(returns,30,uniform),returns,0),30),industry))
+
+rank(ts_mean(if_else(subtract(returns,ts_quantile(returns,60)) < 0,returns,0),60))
+
+group_rank(ts_mean(if_else(returns < ts_quantile(returns,75,gaussian),returns,0),75),subindustry)
+
+zscore(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,50,cauchy),returns,0),50),country))
+
+rank(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60)))
+
+normalize(ts_mean(if_else(returns < ts_quantile(returns,80,gaussian),signed_power(returns,2),0),80))
+
+rank(group_zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60)),sector))
+
+zscore(ts_mean(if_else(returns < ts_quantile(returns,40,uniform),power(abs(returns),1.5),0),40))
+
+rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),signed_power(returns,3),0),60),industry))
+
+normalize(ts_mean(if_else(returns < ts_quantile(returns,70,cauchy),log(abs(returns)+1),0),70))
+
+rank(group_neutralize(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),returns,0),60)),subindustry))
+
+zscore(ts_mean(if_else(returns < ts_quantile(returns,55,gaussian),sqrt(abs(returns)),0),55))
+
+rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),inverse(abs(returns)+1),0),60))
+
+group_zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,65,uniform),returns,0),65)),sector)
+
+normalize(group_rank(abs(ts_mean(if_else(returns < ts_quantile(returns,70,gaussian),returns,0),70)),country))
+
+rank(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),signed_power(returns,1.2),0),60)))
+
+group_neutralize(rank(ts_mean(if_else(returns < ts_quantile(returns,50,uniform),returns,0),50)),industry)
+
+rank(ts_mean(if_else(returns < ts_quantile(returns,85,gaussian),multiply(returns,100),0),85))
+
+zscore(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),divide(returns,100),0),60),subindustry))
+
+normalize(abs(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),add(returns,1),0),60)))
+
+rank(ts_mean(if_else(returns < ts_quantile(returns,95,gaussian),subtract(0,returns),0),95))
+
+group_zscore(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60)),sector)
+
+rank(ts_mean(if_else(returns < ts_quantile(returns,35,uniform),sign(returns)*power(abs(returns),2),0),35))
+
+normalize(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),sqrt(abs(returns))*sign(returns),0),60),industry))
+
+zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,45,cauchy),signed_power(returns,0.5),0),45)))
+
+rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),log(abs(returns)+2),0),60),subindustry))
+
+group_neutralize(zscore(ts_mean(if_else(returns < ts_quantile(returns,75,gaussian),inverse(abs(returns)+2),0),75)),country)
+
+rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),max(returns,-0.5),0),60))
+
+zscore(normalize(ts_mean(if_else(returns < ts_quantile(returns,50,uniform),min(returns,-0.1),0),50)))
+
+rank(group_zscore(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),ts_zscore(returns,20),0),60)),sector)
+
+normalize(rank(abs(ts_mean(if_else(returns < ts_quantile(returns,80,cauchy),ts_std_dev(returns,10),0),80))))
+
+rank(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),ts_delta(returns,5),0),60),industry))
+
+zscore(ts_mean(if_else(returns < ts_quantile(returns,65,gaussian),ts_av_diff(returns,15),0),65))
+
+rank(group_rank(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),ts_rank(returns,10),0),60),subindustry))
+
+normalize(zscore(abs(ts_mean(if_else(returns < ts_quantile(returns,70,uniform),returns,0),70))))
+
+group_zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),signed_power(returns,2.5),0),60)),country)
+
+rank(ts_mean(if_else(returns < ts_quantile(returns,50,cauchy),power(abs(returns),0.8),0),50))
+
+zscore(group_neutralize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),sqrt(abs(returns))*signed_power(returns,1),0),60),sector))
+
+rank(normalize(ts_mean(if_else(returns < ts_quantile(returns,90,gaussian),log(abs(returns)+3),0),90)))
+
+group_rank(zscore(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),inverse(abs(returns)+3),0),60)),industry)
+
+normalize(abs(group_zscore(ts_mean(if_else(returns < ts_quantile(returns,65,uniform),returns,0),65),subindustry)))
+
+rank(ts_mean(if_else(returns < ts_quantile(returns,60,gaussian),multiply(signed_power(returns,2),0.5),0),60))
+
+zscore(rank(ts_mean(if_else(returns < ts_quantile(returns,70,cauchy),divide(returns,abs(returns)+1),0),70)))
+
+group_neutralize(normalize(ts_mean(if_else(returns < ts_quantile(returns,60,uniform),add(returns,2),0),60)),country)
+
+rank(abs(zscore(ts_mean(if_else(returns < ts_quantile(returns,80,gaussian),subtract(0,abs(returns)),0),80))))
+
+group_zscore(rank(abs(ts_mean(if_else(returns < ts_quantile(returns,60,cauchy),returns,0),60))),sector)
+
+ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 60), 60)
+
+ts_rank(ts_mean(if_else(returns < ts_quantile(returns, 60, "uniform"), returns, 0), 60), 60)
+
+rank(subtract(ts_mean(returns, 60), ts_mean(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
+
+rank(ts_sum(if_else(returns < ts_delay(ts_quantile(returns, 60, "gaussian"), 1), returns, 0), 60))
+
+zscore(ts_sum(multiply(returns, returns < ts_mean(returns, 60)), 60))
+
+ts_rank(ts_sum(if_else(returns < ts_quantile(returns, 60, "cauchy"), returns, 0), 60), 120)
+
+rank(ts_mean(if_else(returns < ts_delay(ts_quantile(returns, 60, "uniform"), 5), returns, 0), 60))
+
+ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 120, "gaussian")), 120), 60)
+
+rank(subtract(ts_sum(returns, 60), ts_sum(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
+
+zscore(ts_mean(if_else(returns < ts_delay(ts_mean(returns, 60), 1), returns, 0), 60))
+
+ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 30), 60)
+
+rank(ts_mean(if_else(returns < ts_delay(ts_quantile(returns, 30, "uniform"), 2), returns, 0), 60))
+
+ts_rank(ts_sum(if_else(returns < ts_quantile(returns, 90, "cauchy"), returns, 0), 90), 60)
+
+zscore(ts_sum(multiply(returns, returns < ts_quantile(returns, 60, "gaussian")), 60))
+
+rank(subtract(ts_mean(returns, 90), ts_mean(if_else(returns < ts_quantile(returns, 90, "gaussian"), returns, 0), 90)))
+
+ts_rank(ts_mean(multiply(returns, returns < ts_delay(ts_quantile(returns, 60, "uniform"), 3)), 60), 60)
+
+rank(ts_sum(if_else(returns < ts_quantile(returns, 60, "cauchy"), returns, 0), 30))
+
+zscore(ts_mean(if_else(returns < ts_delay(ts_mean(returns, 30), 5), returns, 0), 60))
+
+ts_rank(ts_sum(multiply(returns, returns < ts_quantile(returns, 120, "gaussian")), 60), 120)
+
+rank(subtract(ts_sum(returns, 30), ts_sum(if_else(returns < ts_quantile(returns, 30, "gaussian"), returns, 0), 30)))

generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_102445.txt

@@ -0,0 +1 @@
+-rank(ts_std_dev(if_else(ts_rank(returns,60)<0.05,returns,NaN),60))

generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_140435.txt

@@ -0,0 +1,19 @@
+if_else(and(rank(ts_mean(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
+
+if_else(and(rank(ts_mean(divide(volume,public_float_shares),50))<0.05,ts_arg_max(ts_sum(group_mean(returns,1,market),5)<-0.03,200)<=15),ts_sum(returns,15),0)
+
+if_else(and(rank(ts_decay_linear(divide(volume,cap),70))<0.1,ts_arg_max(ts_sum(vec_avg(returns),10)<-0.07,300)<=25),ts_sum(returns,25),0)
+
+if_else(and(rank(ts_mean(daily_volume_to_shares_outstanding,60))<0.15,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
+
+if_else(and(rank(ts_mean(divide(volume,fnd17_float),40))<0.1,ts_arg_max(ts_sum(group_mean(returns,cap,market),5)<-0.04,150)<=30),ts_sum(returns,30),0)
+
+if_else(and(rank(ts_product(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
+
+if_else(and(rank(ts_scale(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
+
+if_else(and(rank(ts_zscore(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
+
+if_else(and(rank(ts_av_diff(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)
+
+if_else(and(rank(ts_delta(daily_volume_percent_shares_out,60))<0.1,ts_arg_max(ts_sum(vec_avg(returns),5)<-0.05,250)<=20),ts_sum(returns,20),0)

generated_alpha/2026/02/02/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_173214.txt

@@ -0,0 +1 @@
+trade_when(trade_when(0,rank(multiply(add(ts_min(returns,60),kth_element(returns,60,2)),inverse(2)),rate=2)>0.9,-1),rank(multiply(add(ts_min(returns,60),kth_element(returns,60,2)),inverse(2)),rate=2)<0.1,1)

generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_104204.txt

@@ -0,0 +1,99 @@
+reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < -0.01, returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < -0.02, returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < -0.05, returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), ts_std_dev(returns, 60)), returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), multiply(ts_std_dev(returns, 60), 1.5)), returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < subtract(ts_mean(returns, 60), multiply(ts_std_dev(returns, 60), 2)), returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 30)))
+
+reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 90)))
+
+reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 120)))
+
+reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 250)))
+
+reverse(rank(ts_decay_linear(if_else(returns < 0, returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(abs(returns) > add(ts_mean(abs(returns), 60), ts_std_dev(abs(returns), 60)), returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < 0, signed_power(returns, 2), NaN), 60)))
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent)
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_equity_percent)
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), anl45_risk_free_rate)
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), fnd86_risk_score)
+
+scale(winsorize(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), 4))
+
+winsorize(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), 3)
+
+scale(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), 1, 1.5, 0.5)
+
+reverse(rank(ts_std_dev(if_else(returns < subtract(ts_delay(ts_mean(returns, 60), 1), ts_delay(ts_std_dev(returns, 60), 1)), returns, NaN), 60)))
+
+add(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent)
+
+subtract(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), rank(quarterly_return_on_assets_percent))
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), rank(ttm_return_on_equity_percent))
+
+divide(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), add(ts_mean(abs(returns), 60), 0.001))
+
+signed_power(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), 2)
+
+reverse(rank(ts_std_dev(if_else(returns < ts_mean(returns, 20), returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < ts_mean(returns, 120), returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(abs(returns) > 0.05, returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < -0.03, returns, NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(returns < ts_min(returns, 60), returns, NaN), 60)))
+
+reverse(rank(ts_delay(ts_std_dev(if_else(returns < 0, returns, NaN), 60), 5)))
+
+reverse(rank(ts_decay_linear(ts_std_dev(if_else(returns < 0, returns, NaN), 60), 20)))
+
+reverse(rank(ts_std_dev(if_else(returns < 0, ts_delay(returns, 1), NaN), 60)))
+
+reverse(rank(ts_std_dev(if_else(ts_delay(returns, 1) < 0, ts_delay(returns, 1), NaN), 60)))
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ts_step(1))
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_equity_percent_3)
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), return_on_equity_ratio_3)
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_equity_percent_2)
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_investment_percent)
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), quarterly_return_on_assets_percent_2)
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), ttm_return_on_average_equity)
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), log(add(1, abs(quarterly_return_on_assets_percent))))
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), sqrt(abs(quarterly_return_on_equity_percent)))
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), sign(quarterly_return_on_investment))
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), inverse(add(1, abs(ttm_return_on_equity_percent))))
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), max(0.1, abs(quarterly_return_on_assets_percent)))
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), min(10, abs(ttm_return_on_equity_percent)))
+
+multiply(reverse(rank(ts_std_dev(if_else(returns < 0, returns, NaN), 60))), add(1, anl45_risk_free_rate))

generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_141108.txt

@@ -0,0 +1,99 @@
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(market_capitalization_current, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(ts_mean(daily_volume_to_shares_outstanding, 60)) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(public_float_shares, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 7) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -15), 15)), NaN)
+
+trade_when(and(ts_zscore(returns, 5) < -2, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_std_dev(returns, 5) > ts_mean(ts_std_dev(returns, 60), 60), rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(rank(ts_mean(returns, 5)) < 0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(ts_decay_linear(divide(volume, cap), 60)) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(pv37_volume_global, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(fnd17_mktcap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(ts_mean(daily_volume_percent_shares_out, 60)) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(winsorize(divide(ts_mean(volume, 60), ts_mean(cap, 60)), std=3)) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(scale(divide(ts_mean(volume, 60), ts_mean(cap, 60)))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 10) < -0.07, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -10), 10)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -30), 30)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_corr(ts_delay(returns, -20), returns, 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_decay_linear(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, quantile(divide(ts_mean(volume, 60), ts_mean(cap, 60)), driver=uniform) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), group_neutralize(rank(ts_sum(ts_delay(returns, -20), 20)), market), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, zscore(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < -1.5), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(and(ts_mean(returns, 5) < -0.05, ts_std_dev(returns, 5) > ts_mean(ts_std_dev(returns, 60), 60)), rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(volume, 5) > ts_mean(volume, 60) * 2, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(fnd17_float, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(market_capitalization_value_5, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 30), ts_mean(cap, 30))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 90), ts_mean(cap, 90))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(signed_power(divide(ts_mean(volume, 60), ts_mean(cap, 60)), 0.5)) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(log(divide(ts_mean(volume, 60), ts_mean(cap, 60)))) < -1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(inverse(divide(ts_mean(volume, 60), ts_mean(cap, 60)))) > 0.9), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(divide(ts_sum(ts_delay(returns, -20), 20), ts_std_dev(returns, 20))), NaN)
+
+trade_when(and(ts_delta(ts_mean(returns, 5), 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_arg_min(ts_mean(returns, 5), 10) == 0, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_product(add(1, ts_delay(returns, -20)), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(scale_down(divide(ts_mean(volume, 60), ts_mean(cap, 60)))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, bucket(rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))), range="0,0.1,1") == 0), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, group_rank(divide(ts_mean(volume, 60), ts_mean(cap, 60)), market) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), hump(rank(ts_sum(ts_delay(returns, -20), 20)), 0.02), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), jump_decay(rank(ts_sum(ts_delay(returns, -20), 20)), 20), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), ts_target_tvr_decay(rank(ts_sum(ts_delay(returns, -20), 20))), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_corr(ts_delay(returns, -20), volume, 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_covariance(ts_delay(returns, -20), returns, 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_regression(ts_delay(returns, -20), returns, 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_av_diff(ts_sum(ts_delay(returns, -20), 20), 60)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), rank(ts_backfill(ts_sum(ts_delay(returns, -20), 20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), ts_quantile(ts_sum(ts_delay(returns, -20), 20), 20), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(pv37_volume_global, 60), ts_mean(market_capitalization_current, 60))) < 0.1), rank(ts_sum(ts_delay(returns, -20), 20)), NaN)
+
+trade_when(and(ts_mean(returns, 5) < -0.05, rank(divide(ts_mean(volume, 60), ts_mean(cap, 60))) < 0.1), scale(rank(ts_sum(ts_delay(returns, -20), 20))), NaN)

generated_alpha/2026/02/02/Pro_moonshotai_Kimi-K2-Thinking_173808.txt

@@ -0,0 +1,99 @@
+rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), rate=0)
+
+rank(ts_mean(if_else(ts_rank(returns, 30) < 0.05, returns, NaN), 30), rate=0)
+
+rank(ts_mean(if_else(ts_rank(returns, 120) < 0.05, returns, NaN), 120), rate=0)
+
+rank(ts_mean(if_else(ts_rank(returns, 60) < 0.01, returns, NaN), 60), rate=0)
+
+rank(ts_mean(if_else(ts_rank(returns, 60) < 0.10, returns, NaN), 60), rate=0)
+
+rank(ts_min(returns, 60), rate=0)
+
+rank(divide(ts_sum(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_sum(if_else(ts_rank(returns, 60) < 0.05, 1, NaN), 60)), rate=0)
+
+rank(ts_std_dev(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), rate=0)
+
+rank(multiply(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_std_dev(returns, 60)), rate=0)
+
+rank(divide(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_std_dev(returns, 60)), rate=0)
+
+rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, ts_decay_linear(returns, 60), NaN), 60), rate=0)
+
+rank(ts_delta(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 20), rate=0)
+
+rank(ts_mean(if_else(ts_rank(abs(returns), 60) < 0.05, abs(returns), NaN), 60), rate=0)
+
+rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, subtract(returns, ts_mean(returns, 60)), NaN), 60), rate=0)
+
+rank(divide(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_regression(returns, ts_mean(returns, 60), 60, lag=0, rettype=0)), rate=0)
+
+rank(ts_zscore(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 60), rate=0)
+
+rank(ts_mean(if_else(ts_rank(winsorize(returns, std=3), 60) < 0.05, winsorize(returns, std=3), NaN), 60), rate=0)
+
+rank(ts_delay(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 5), rate=0)
+
+rank(ts_delta(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 10), rate=0)
+
+rank(ts_arg_min(returns, 60), rate=0)
+
+rank(ts_product(if_else(ts_rank(returns, 60) < 0.05, add(1, returns), NaN), 60), rate=0)
+
+rank(ts_sum(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), rate=0)
+
+rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, ts_decay_linear(returns, 60, dense=true), NaN), 60), rate=0)
+
+rank(ts_backfill(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), lookback=60), rate=0)
+
+rank(quantile(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), driver="cauchy"), rate=0)
+
+rank(log(abs(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60))), rate=0)
+
+rank(inverse(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60)), rate=0)
+
+rank(signed_power(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 2), rate=0)
+
+rank(scale(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60)), rate=0)
+
+rank(zscore(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60)), rate=0)
+
+rank(add(ts_mean(if_else(ts_rank(returns, 30) < 0.05, returns, NaN), 30), ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_mean(if_else(ts_rank(returns, 120) < 0.05, returns, NaN), 120)), rate=0)
+
+rank(multiply(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_mean(returns, 20)), rate=0)
+
+rank(multiply(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), reverse(ts_mean(returns, 20))), rate=0)
+
+rank(if_else(ts_mean(returns, 60) < 0, ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), NaN), rate=0)
+
+rank(if_else(ts_std_dev(returns, 60) > ts_mean(ts_std_dev(returns, 60), 252), ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), NaN), rate=0)
+
+rank(multiply(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_corr(returns, ts_mean(returns, 60), 60)), rate=0)
+
+rank(ts_mean(if_else(or(ts_rank(returns, 60) < 0.05, ts_rank(returns, 60) > 0.95), returns, NaN), 60), rate=0)
+
+rank(subtract(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_mean(if_else(ts_rank(returns, 60) > 0.95, returns, NaN), 60)), rate=0)
+
+rank(ts_mean(if_else(ts_rank(hump(returns, hump=0.02), 60) < 0.05, hump(returns, hump=0.02), NaN), 60), rate=0)
+
+rank(ts_mean(if_else(and(ts_delta(returns, 1) > multiply(2, ts_std_dev(returns, 60)), ts_rank(returns, 60) < 0.05), returns, NaN), 60), rate=0)
+
+rank(subtract(ts_arg_min(returns, 60), ts_arg_max(returns, 60)), rate=0)
+
+rank(ts_av_diff(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 60), rate=0)
+
+rank(ts_scale(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 60), rate=0)
+
+rank(ts_zscore(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 60), rate=0)
+
+rank(power(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), 2), rate=0)
+
+rank(sqrt(abs(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60))), rate=0)
+
+rank(multiply(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), sign(ts_mean(returns, 60))), rate=0)
+
+rank(divide(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), ts_mean(abs(returns), 60)), rate=0)
+
+rank(rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), rate=0), rate=0)
+
+rank(bucket(rank(ts_mean(if_else(ts_rank(returns, 60) < 0.05, returns, NaN), 60), rate=0), range="0,1,0.1"), rate=0)

generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_102632.txt

@@ -0,0 +1,109 @@
+ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)
+
+rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+reverse(rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60)))
+
+ts_zscore(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
+
+normalize(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), true, 0.0)
+
+ts_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
+
+group_zscore(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
+
+winsorize(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 4)
+
+scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 1, 1, 1)
+
+ts_scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 0)
+
+ts_av_diff(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
+
+ts_delta(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 5)
+
+ts_mean(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 30)
+
+ts_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
+
+ts_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
+
+ts_sum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
+
+ts_product(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
+
+ts_decay_linear(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, false)
+
+ts_backfill(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 1, "NAN")
+
+ts_corr(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60)
+
+ts_covariance(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60)
+
+ts_regression(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 60, 0, 0)
+
+ts_arg_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
+
+ts_arg_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
+
+ts_count_nans(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60)
+
+ts_delay(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 5)
+
+ts_quantile(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, "gaussian")
+
+ts_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 0)
+
+ts_scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 60, 0)
+
+ts_step(1)
+
+ts_target_tvr_decay(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0, 1, 0.1)
+
+ts_target_tvr_delta_limit(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, 0, 1, 0.1)
+
+group_neutralize(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
+
+group_rank(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
+
+group_scale(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"))
+
+group_mean(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), returns, bucket(rank(returns), buckets="2,5,6,7,10"))
+
+group_backfill(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), bucket(rank(returns), buckets="2,5,6,7,10"), 60, 4.0)
+
+vec_avg(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+vec_sum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+vec_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+vec_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+reduce_avg(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0)
+
+reduce_max(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+reduce_min(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+reduce_stddev(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0)
+
+reduce_sum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+reduce_range(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+reduce_skewness(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+reduce_kurtosis(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+reduce_ir(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+reduce_norm(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60))
+
+reduce_powersum(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 2, false)
+
+reduce_percentage(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0.5)
+
+reduce_choose(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 1, true)
+
+reduce_count(ts_std_dev(if_else(returns < ts_quantile(returns, 60, "gaussian"), returns, 0), 60), 0)

generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_140612.txt

@@ -0,0 +1,44 @@
+ts_mean(volume, 60)
+divide(ts_mean(volume, 60), cap)
+rank(divide(ts_mean(volume, 60), cap))
+ts_arg_min(divide(ts_mean(volume, 60), cap), 60)
+ts_delta(ts_mean(volume, 60), 1)
+ts_std_dev(divide(ts_mean(volume, 60), cap), 60)
+ts_zscore(divide(ts_mean(volume, 60), cap), 60)
+ts_rank(divide(ts_mean(volume, 60), cap), 60)
+ts_scale(divide(ts_mean(volume, 60), cap), 60)
+ts_decay_linear(divide(ts_mean(volume, 60), cap), 60)
+ts_corr(divide(ts_mean(volume, 60), cap), returns, 60)
+ts_covariance(divide(ts_mean(volume, 60), cap), returns, 60)
+ts_regression(returns, divide(ts_mean(volume, 60), cap), 60)
+ts_backfill(divide(ts_mean(volume, 60), cap), 60)
+ts_product(divide(ts_mean(volume, 60), cap), 60)
+ts_quantile(divide(ts_mean(volume, 60), cap), 60)
+ts_av_diff(divide(ts_mean(volume, 60), cap), 60)
+ts_count_nans(divide(ts_mean(volume, 60), cap), 60)
+ts_sum(divide(ts_mean(volume, 60), cap), 60)
+ts_delay(divide(ts_mean(volume, 60), cap), 1)
+ts_delta(divide(ts_mean(volume, 60), cap), 1)
+ts_arg_max(divide(ts_mean(volume, 60), cap), 60)
+ts_min(divide(ts_mean(volume, 60), cap), 60)
+ts_max(divide(ts_mean(volume, 60), cap), 60)
+ts_mean(divide(ts_mean(volume, 60), cap), 60)
+ts_std_dev(ts_mean(volume, 60), 60)
+ts_zscore(ts_mean(volume, 60), 60)
+ts_rank(ts_mean(volume, 60), 60)
+ts_scale(ts_mean(volume, 60), 60)
+ts_decay_linear(ts_mean(volume, 60), 60)
+ts_corr(ts_mean(volume, 60), returns, 60)
+ts_covariance(ts_mean(volume, 60), returns, 60)
+ts_regression(returns, ts_mean(volume, 60), 60)
+ts_backfill(ts_mean(volume, 60), 60)
+ts_product(ts_mean(volume, 60), 60)
+ts_quantile(ts_mean(volume, 60), 60)
+ts_av_diff(ts_mean(volume, 60), 60)
+ts_count_nans(ts_mean(volume, 60), 60)
+ts_sum(ts_mean(volume, 60), 60)
+ts_delay(ts_mean(volume, 60), 1)
+ts_delta(ts_mean(volume, 60), 1)
+ts_arg_max(ts_mean(volume, 60), 60)
+ts_min(ts_mean(volume, 60), 60)
+ts_max(ts_mean(volume, 60), 60)

generated_alpha/2026/02/02/Qwen_Qwen3-VL-235B-A22B-Instruct_173335.txt

@@ -0,0 +1,49 @@
+ts_mean(returns, 60)
+ts_std_dev(returns, 60)
+ts_quantile(returns, 60, driver="gaussian")
+ts_rank(returns, 60)
+ts_zscore(returns, 60)
+ts_arg_min(returns, 60)
+ts_arg_max(returns, 60)
+ts_delta(returns, 60)
+ts_backfill(returns, 60, k=1)
+ts_decay_linear(returns, 60, dense=false)
+ts_corr(returns, returns, 60)
+ts_covariance(returns, returns, 60)
+ts_scale(returns, 60, constant=0)
+ts_av_diff(returns, 60)
+ts_product(returns, 60)
+ts_sum(returns, 60)
+ts_count_nans(returns, 60)
+ts_regression(returns, returns, 60, lag=0, rettype=0)
+ts_step(1)
+ts_target_tvr_decay(returns, lambda_min=0, lambda_max=1, target_tvr=0.1)
+ts_target_tvr_delta_limit(returns, returns, lambda_min=0, lambda_max=1, target_tvr=0.1)
+rank(ts_quantile(returns, 60, driver="gaussian"))
+rank(ts_zscore(returns, 60))
+rank(ts_arg_min(returns, 60))
+rank(ts_arg_max(returns, 60))
+rank(ts_delta(returns, 60))
+rank(ts_backfill(returns, 60, k=1))
+rank(ts_decay_linear(returns, 60, dense=false))
+rank(ts_corr(returns, returns, 60))
+rank(ts_covariance(returns, returns, 60))
+rank(ts_scale(returns, 60, constant=0))
+rank(ts_av_diff(returns, 60))
+rank(ts_product(returns, 60))
+rank(ts_sum(returns, 60))
+rank(ts_count_nans(returns, 60))
+rank(ts_regression(returns, returns, 60, lag=0, rettype=0))
+rank(ts_step(1))
+rank(ts_target_tvr_decay(returns, lambda_min=0, lambda_max=1, target_tvr=0.1))
+rank(ts_target_tvr_delta_limit(returns, returns, lambda_min=0, lambda_max=1, target_tvr=0.1))
+quantile(ts_quantile(returns, 60, driver="gaussian"), driver="gaussian", sigma=1.0)
+quantile(ts_zscore(returns, 60), driver="gaussian", sigma=1.0)
+quantile(ts_arg_min(returns, 60), driver="gaussian", sigma=1.0)
+quantile(ts_arg_max(returns, 60), driver="gaussian", sigma=1.0)
+quantile(ts_delta(returns, 60), driver="gaussian", sigma=1.0)
+quantile(ts_backfill(returns, 60, k=1), driver="gaussian", sigma=1.0)
+quantile(ts_decay_linear(returns, 60, dense=false), driver="gaussian", sigma=1.0)
+quantile(ts_corr(returns, returns, 60), driver="gaussian", sigma=1.0)
+quantile(ts_covariance(returns, returns, 60), driver="gaussian", sigma=1.0)
+quantile(ts_scale(returns, 60, constant=0), driver="gaussian", sigma=1.0)