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jack
2026-01-28 18:20:30 +08:00
parent fc220ae985
commit 7b264856da
30 changed files with 6938 additions and 1017 deletions
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generated_alpha/2026/01/27/1.txt
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rank(divide(fnd28_growthratesa_value_08631a, max(fnd28_growthratesa_value_08635a, 0.001)))
zscore(group_neutralize(abs(subtract(anl14_median_revenue_fy1, anl14_median_revenue_fy2)), "sw1"))
normalize(multiply(quarterly_return_on_average_assets, fnd28_ratesq_value_08301q))
rank(group_scale(sqrt(abs(fnd28_growthratesa_value_08601a)), "sw1"))
zscore(divide(anl14_median_eps_fy1, max(anl14_median_eps_fy2, 0.001)))
normalize(add(quarterly_debt_to_equity_ratio_2, fnd28_ratesq_value_08231q))
rank(subtract(ts_mean(fnd28_growthratesa_value_08680a, 720), fnd28_growthratesa_value_08676a))
zscore(multiply(sqrt(anl14_median_roa_fy1), quarterly_quick_ratio))
group_neutralize(divide(fnd28_ratesq_value_08366q, max(fnd28_ratesq_value_08316q, 0.001)), "sw1")
rank(ts_zscore(add(anl14_median_ebit_fy1, anl14_median_ebitda_fy1), 720))
normalize(abs(subtract(quarterly_total_debt_to_equity_ratio, quarterly_long_term_debt_to_equity_ratio)))
zscore(multiply(ts_rank(fnd28_growthratesa_value_08606a, 720), fnd17_qcurratio))
rank(group_zscore(sqrt(abs(fnd28_growthratesa_value_08611a)), "sw1"))
normalize(divide(anl14_median_cfps_fy1, max(anl14_median_cfps_fy2, 0.001)))
zscore(add(ts_mean(quarterly_pe_ratio_low, 720), quarterly_price_to_sales_ratio))
rank(subtract(anl14_median_ntp_fy1, anl14_median_ntprep_fy1))
group_neutralize(multiply(sqrt(quarterly_current_ratio), fnd28_ratesq_value_08306q), "sw1")
normalize(ts_zscore(divide(fnd28_growthratesa_value_08646a, max(fnd28_growthratesa_value_08650a, 0.001)), 720))
zscore(abs(multiply(anl14_median_roe_fy1, return_on_average_assets_quarterly)))
rank(add(group_rank(fnd28_ratesq_value_08401q, "sw1"), ts_rank(quarterly_reinvestment_rate, 720)))
normalize(divide(ts_sum(fnd28_growthratesa_value_08621a, 720), max(ts_sum(fnd28_growthratesa_value_08625a, 720), 0.001)))
zscore(subtract(anl14_median_bvps_fy1, anl14_median_bvps_fy2))
group_neutralize(sqrt(abs(multiply(fnd28_ratesq_value_08326q, quarterly_interest_coverage))), "sw1")
rank(ts_mean(divide(anl14_median_div_fy1, max(anl14_median_div_fy2, 0.001)), 720))
normalize(multiply(ts_std_dev(fnd28_growthratesa_value_08616a, 720), fnd17_apayratio))
zscore(add(quarterly_sga_to_revenue_ratio, fnd28_ratesq_value_08311q))
rank(subtract(group_mean(fnd28_ratesq_value_08381q, 1, "sw1"), fnd28_ratesq_value_08381q))
group_zscore(abs(divide(anl14_median_capex_fy1, max(anl14_median_capex_fy2, 0.001))), "sw1")
normalize(ts_rank(multiply(quarterly_tax_rate_percent, fnd17_ttmtaxrate), 720))
zscore(sqrt(add(anl14_median_ebitda_fy1, anl14_median_ebit_fy2)))
rank(divide(ts_delta(fnd28_growthratesa_value_08636a, 30), max(ts_std_dev(fnd28_growthratesa_value_08636a, 720), 0.001)))
group_neutralize(add(quarterly_pe_ratio_high, fnd28_ratesq_value_08321q), "sw1")
normalize(abs(multiply(ts_corr(fnd28_growthratesa_value_08601a, fnd28_growthratesa_value_08606a, 720), quarterly_dividend_payout_ratio)))
zscore(subtract(anl14_median_epsrep_fy1, anl14_median_epsrep_fy2))
rank(sqrt(group_scale(divide(fnd28_ratesq_value_08287q, max(fnd28_ratesq_value_08241q, 0.001)), "sw1")))
normalize(multiply(ts_decay_linear(fnd28_growthratesa_value_08640a, 720), quarterly_quick_ratio_2))
zscore(add(ts_mean(quarterly_debt_to_assets_ratio, 720), fnd17_siratio1))
rank(group_rank(subtract(anl14_median_nav_fy1, anl14_median_ndebt_fy1), "sw1"))
group_zscore(abs(ts_av_diff(fnd28_ratesq_value_08301q, 720)), "sw1")
normalize(divide(anl14_median_ptp_fy1, max(anl14_median_ptprep_fy1, 0.001)))
zscore(multiply(ts_quantile(fnd28_growthratesa_value_08615a, 720), quarterly_effective_tax_rate))
rank(add(ts_backfill(fnd28_ratesq_value_08251q, 720), fnd28_ratesq_value_08251q))
group_neutralize(sqrt(ts_sum(anl14_median_opp_fy1, 720)), "sw1")
normalize(abs(subtract(ts_max(fnd28_growthratesa_value_08626a, 720), ts_min(fnd28_growthratesa_value_08626a, 720))))
zscore(divide(quarterly_return_on_average_equity, max(ttm_return_on_average_equity, 0.001)))
rank(multiply(group_mean(quarterly_inventory_turnover_ratio, 1, "sw1"), fnd28_ratesq_value_08416q))
group_zscore(ts_regression(fnd28_growthratesa_value_08676a, fnd28_growthratesa_value_08680a, 720), "sw1")
normalize(add(sqrt(anl14_median_revenue_fp1), anl14_median_revenue_fp2))
zscore(abs(ts_count_nans(fnd28_ratesq_value_08346q, 720)))
rank(divide(group_max(fnd28_growthratesa_value_08604a, "sw1"), max(group_min(fnd28_growthratesa_value_08604a, "sw1"), 0.001)))
ts_zscore(group_zscore(divide(ts_sum(fnd28_ratesq_value_08601q,504),ts_sum(fnd28_ratesq_value_08601q,756)),fnd28_ratesq_value_08601q),504)
ts_rank(multiply(ts_mean(quarterly_total_debt_to_equity_ratio,252),subtract(1,ts_mean(anl14_median_eps_fp1,126))),504)
ts_zscore(group_zscore(subtract(ts_mean(fnd28_ratesq_value_08326q,504),ts_mean(fnd28_ratesq_value_08301q,504)),fnd28_ratesq_value_08326q),252)
ts_rank(divide(ts_sum(anl14_median_revenue_fp1,504),ts_sum(anl14_median_revenue_fp2,504)),504)
ts_corr(subtract(fnd28_ratesq_value_08636q,fnd28_ratesq_value_08631q),subtract(fnd28_ratesq_value_08616q,fnd28_ratesq_value_08621q),252)
ts_mean(group_zscore(divide(ts_sum(anl14_median_ebit_fp1,504),ts_sum(anl14_median_ebit_fp2,504)),anl14_median_ebit_fp1),252)
ts_rank(subtract(ts_zscore(fnd28_ratesq_value_08311q,504),ts_zscore(fnd28_ratesq_value_08316q,504)),504)
ts_zscore(group_zscore(divide(ts_mean(quarterly_pe_ratio_low,252),ts_mean(quarterly_pe_ratio_high,252)),quarterly_pe_ratio_low),252)
ts_corr(fnd28_ratesq_value_08601q,subtract(fnd28_ratesq_value_08606q,fnd28_ratesq_value_08611q),252)
ts_rank(multiply(ts_zscore(quarterly_current_ratio,504),subtract(1,ts_zscore(quarterly_quick_ratio,504))),504)
ts_mean(group_zscore(subtract(ts_sum(anl14_median_ebitda_fp1,504),ts_sum(anl14_median_ebitda_fp2,504)),anl14_median_ebitda_fp1),252)
ts_zscore(divide(ts_sum(anl14_median_capex_fp1,504),ts_sum(anl14_median_capex_fp2,504)),504)
ts_rank(subtract(ts_mean(fnd28_ratesq_value_08371q,504),ts_mean(fnd28_ratesq_value_08381q,504)),504)
ts_corr(anl14_median_eps_fp1,subtract(anl14_median_eps_fp2,anl14_median_eps_fp3),252)
ts_mean(group_zscore(divide(ts_mean(fnd28_ratesq_value_08416q,252),ts_mean(fnd28_ratesq_value_08421q,252)),fnd28_ratesq_value_08416q),252)
ts_zscore(subtract(ts_sum(fnd28_ratesq_value_08231q,504),ts_sum(fnd28_ratesq_value_08226q,504)),504)
ts_rank(multiply(ts_zscore(quarterly_total_debt_to_assets_ratio,504),ts_zscore(quarterly_long_term_debt_to_assets_ratio,504)),504)
ts_corr(fnd28_ratesq_value_08346q,subtract(fnd28_ratesq_value_08366q,fnd28_ratesq_value_08371q),252)
ts_mean(group_zscore(divide(ts_sum(anl14_median_roe_fp1,504),ts_sum(anl14_median_roe_fp2,504)),anl14_median_roe_fp1),252)
ts_zscore(subtract(ts_mean(fnd28_ratesq_value_08111q,504),ts_mean(fnd28_ratesq_value_08106q,504)),504)
ts_rank(divide(ts_sum(anl14_median_ntp_fp1,504),ts_sum(anl14_median_ntp_fp2,504)),504)
ts_corr(fnd28_ratesq_value_08676q,subtract(fnd28_ratesq_value_08601q,fnd28_ratesq_value_08606q),252)
ts_mean(group_zscore(subtract(ts_sum(fnd28_ratesq_value_08301q,504),ts_sum(fnd28_ratesq_value_08306q,504)),fnd28_ratesq_value_08301q),252)
ts_zscore(divide(ts_mean(anl14_median_div_fp1,252),ts_mean(anl14_median_div_fp2,252)),504)
ts_rank(multiply(ts_zscore(quarterly_payout_ratio,504),subtract(1,ts_zscore(quarterly_reinvestment_rate,504))),504)
ts_corr(anl14_median_bvps_fp1,subtract(anl14_median_bvps_fp2,anl14_median_bvps_fp3),252)
ts_mean(group_zscore(divide(ts_sum(anl14_median_roa_fy1,504),ts_sum(anl14_median_roa_fy2,504)),anl14_median_roa_fy1),252)
ts_zscore(subtract(ts_sum(fnd28_ratesq_value_08266q,504),ts_sum(fnd28_ratesq_value_08287q,504)),504)
ts_rank(divide(ts_mean(fnd28_ratesq_value_08401q,252),ts_mean(fnd28_ratesq_value_08396q,252)),504)
ts_corr(fnd28_ratesq_value_08321q,subtract(fnd28_ratesq_value_08326q,fnd28_ratesq_value_08331q),252)
ts_mean(group_zscore(subtract(ts_sum(anl14_median_cfps_fp1,504),ts_sum(anl14_median_cfps_fp2,504)),anl14_median_cfps_fp1),252)
ts_zscore(divide(ts_sum(anl14_median_ptp_fp1,504),ts_sum(anl14_median_ptp_fp2,504)),504)
ts_rank(multiply(ts_zscore(quarterly_sga_to_revenue_ratio,504),ts_zscore(quarterly_sga_to_sales_ratio,504)),504)
ts_corr(fnd28_ratesq_value_08611q,subtract(fnd28_ratesq_value_08616q,fnd28_ratesq_value_08621q),252)
ts_mean(group_zscore(divide(ts_mean(quarterly_debt_to_equity_ratio,252),ts_mean(quarterly_debt_to_equity_ratio_prior_year,252)),quarterly_debt_to_equity_ratio),252)
ts_zscore(subtract(ts_mean(fnd28_ratesq_value_08381q,504),ts_mean(fnd28_ratesq_value_08386q,504)),504)
ts_rank(divide(ts_sum(anl14_median_opp_fp1,504),ts_sum(anl14_median_opp_fy1,504)),504)
ts_corr(fnd28_ratesq_value_08631q,subtract(fnd28_ratesq_value_08636q,fnd28_ratesq_value_08641q),252)
ts_mean(group_zscore(subtract(ts_sum(fnd28_ratesq_value_08311q,504),ts_sum(fnd28_ratesq_value_08316q,504)),fnd28_ratesq_value_08311q),252)
ts_zscore(divide(ts_mean(anl14_median_ndebt_fp1,252),ts_mean(anl14_median_ndebt_fp2,252)),504)
ts_rank(multiply(ts_zscore(quarterly_interest_coverage,504),subtract(1,ts_zscore(quarterly_interest_coverage_db,504))),504)
ts_corr(fnd28_ratesq_value_08606q,subtract(fnd28_ratesq_value_08611q,fnd28_ratesq_value_08616q),252)
ts_mean(group_zscore(divide(ts_sum(anl14_median_epsrep_fp1,504),ts_sum(anl14_median_epsrep_fp2,504)),anl14_median_epsrep_fp1),252)
ts_zscore(subtract(ts_sum(fnd28_ratesq_value_08251q,504),ts_sum(fnd28_ratesq_value_08261q,504)),504)
ts_rank(divide(ts_mean(fnd28_ratesq_value_08396q,252),ts_mean(fnd28_ratesq_value_08401q,252)),504)
ts_corr(fnd28_ratesq_value_08616q,subtract(fnd28_ratesq_value_08621q,fnd28_ratesq_value_08626q),252)
ts_mean(group_zscore(subtract(ts_sum(anl14_median_ntprep_fp1,504),ts_sum(anl14_median_ntprep_fp2,504)),anl14_median_ntprep_fp1),252)
ts_zscore(divide(ts_sum(anl14_median_ptprep_fy1,504),ts_sum(anl14_median_ptprep_fy2,504)),504)
reverse(zscore(group_neutralize(ts_delta(fnd28_ishtspmnt_value_01084a, 12), industry)))
rank(group_scale(subtract(fnd28_fsa1_value_03054a, ts_mean(fnd28_fsa1_value_03054a, 24)), industry))
normalize(multiply(sqrt(abs(ts_delta(bonus_proportion_total_comp, 6))), sign(ts_corr(bonus_proportion_total_comp, quarterly_employee_turnover_rate, 18))))
group_zscore(divide(ts_sum(fnd28_ishtspmnt_value_01084a, 12), ts_sum(annual_base_salary, 12)), industry_grouping_level2_top3000_2)
winsorize(ts_zscore(subtract(ts_mean(fnd28_ishtspmnt_value_01084a, 6), ts_mean(bonus_proportion_total_comp, 6)), 12), 3)
sign(ts_av_diff(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 18))
ts_quantile(group_rank(abs(ts_delta(estimated_value_exercisable_options, 9)), industry), 12, "gaussian")
if_else(ts_arg_max(fnd28_ishtspmnt_value_01084a, 12) < 3, reverse(zscore(ts_mean(bonus_proportion_total_comp, 6))), zscore(ts_mean(bonus_proportion_total_comp, 6)))
ts_scale(add(ts_std_dev(fnd28_ishtspmnt_value_01084a, 12), ts_std_dev(annual_base_salary, 12)), 24)
group_neutralize(ts_corr(fnd28_ishtspmnt_value_01084a, quarterly_reinvestment_rate_2, 18), pca_industry_grouping_method4_20)
ts_decay_linear(multiply(ts_delta(fnd28_ishtspmnt_value_01084a, 6), sign(ts_delta(bonus_proportion_total_comp, 6))), 12)
subtract(ts_sum(fnd28_ishtspmnt_value_01084a, 6), ts_sum(bonus_proportion_total_comp, 12))
divide(ts_mean(fnd28_ishtspmnt_value_01084a, 12), ts_mean(annual_base_salary, 12))
ts_backfill(abs(ts_delta(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 6)), 12)
ts_count_nans(fnd28_ishtspmnt_value_01084a, 12)
ts_covariance(fnd28_ishtspmnt_value_01084a, quarterly_employee_turnover_rate, 18)
ts_rank(abs(ts_delta(fnd28_ishtspmnt_value_01084a, 6)), 12)
ts_arg_min(ts_mean(fnd28_ishtspmnt_value_01084a, 6), 12)
ts_arg_max(ts_mean(bonus_proportion_total_comp, 6), 12)
signed_power(ts_zscore(subtract(fnd28_ishtspmnt_value_01084a, bonus_proportion_total_comp), 12), 1.5)
ts_product(sign(ts_delta(fnd28_ishtspmnt_value_01084a, 6)), 6)
ts_delay(ts_mean(fnd28_ishtspmnt_value_01084a, 6), 3)
multiply(ts_std_dev(fnd28_ishtspmnt_value_01084a, 12), ts_std_dev(quarterly_employee_turnover_rate, 12))
add(ts_mean(fnd28_ishtspmnt_value_01084a, 6), ts_mean(quarterly_reinvestment_rate_2, 6))
abs(ts_av_diff(divide(fnd28_ishtspmnt_value_01084a, quarterly_employee_turnover_rate), 12))
group_rank(ts_zscore(fnd28_ishtspmnt_value_01084a, 12), industry_grouping_level20_top3000_2)
winsorize(subtract(fnd28_ishtspmnt_value_01084a, ts_mean(fnd28_ishtspmnt_value_01084a, 12)), 2)
ts_regression(fnd28_ishtspmnt_value_01084a, quarterly_employee_turnover_rate, 18, 0, 1)
reverse(group_zscore(ts_mean(fnd28_ishtspmnt_value_01084a, 12), top1500_pca_factor2_grouping50))
sign(ts_delta(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 12))
ts_sum(sign(ts_delta(fnd28_ishtspmnt_value_01084a, 3)), 12)
ts_corr(bonus_proportion_total_comp, quarterly_reinvestment_rate_2, 12)
normalize(ts_mean(subtract(fnd28_ishtspmnt_value_01084a, bonus_proportion_total_comp), 12))
ts_quantile(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 12, "uniform")
ts_av_diff(multiply(fnd28_ishtspmnt_value_01084a, quarterly_employee_turnover_rate), 18)
group_neutralize(ts_rank(abs(ts_delta(bonus_proportion_total_comp, 6)), 12), resampled_pca_factor_7)
ts_decay_linear(subtract(fnd28_ishtspmnt_value_01084a, ts_mean(fnd28_ishtspmnt_value_01084a, 12)), 18)
multiply(ts_delta(fnd28_ishtspmnt_value_01084a, 6), ts_delta(quarterly_employee_turnover_rate, 6))
ts_scale(abs(subtract(fnd28_ishtspmnt_value_01084a, bonus_proportion_total_comp)), 12)
divide(ts_sum(fnd28_ishtspmnt_value_01084a, 12), ts_sum(quarterly_employee_turnover_rate, 12))
ts_backfill(ts_zscore(bonus_proportion_total_comp, 12), 18)
ts_count_nans(bonus_proportion_total_comp, 18)
ts_covariance(bonus_proportion_total_comp, quarterly_reinvestment_rate_2, 12)
ts_rank(ts_mean(fnd28_ishtspmnt_value_01084a, 6), 18)
ts_arg_min(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 12)
ts_arg_max(multiply(fnd28_ishtspmnt_value_01084a, quarterly_employee_turnover_rate), 18)
signed_power(subtract(ts_mean(fnd28_ishtspmnt_value_01084a, 6), ts_mean(bonus_proportion_total_comp, 6)), 2)
ts_product(ts_delta(fnd28_ishtspmnt_value_01084a, 3), 6)
ts_delay(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 6)
add(ts_std_dev(bonus_proportion_total_comp, 12), ts_std_dev(quarterly_reinvestment_rate_2, 12))
abs(ts_av_diff(fnd28_ishtspmnt_value_01084a, 18))
group_rank(subtract(fnd28_ishtspmnt_value_01084a, bonus_proportion_total_comp), top2000_factor2_group50_score)
winsorize(ts_zscore(fnd28_ishtspmnt_value_01084a, 18), 4)
reverse(group_neutralize(ts_rank(subtract(divide(fnd28_fsa1_value_01706a, fnd28_statisticsa_value_07230a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 252), industry))
reverse(group_neutralize(ts_rank(subtract(divide(ts_mean(fnd28_ishta_value_01101a, 63), ts_mean(fnd28_ishta_value_01250a, 63)), divide(ts_mean(fnd28_fsa1_value_03054a, 63), ts_mean(fnd28_fsa1_value_02051a, 63))), 252), industry))
reverse(group_neutralize(ts_zscore(subtract(ts_delta(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 21), ts_delta(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 21)), 63), industry))
reverse(group_neutralize(ts_rank(subtract(ts_delta(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 126), ts_delta(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 126)), 252), industry))
reverse(group_neutralize(ts_corr(ts_delta(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 5), ts_delta(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 5), 252), industry))
reverse(group_neutralize(ts_rank(ts_av_diff(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 252), 126), industry))
reverse(group_neutralize(ts_sum(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 5), ts_delay(fnd28_statisticsa_value_07230a, 5)), divide(ts_delay(fnd28_fsa1_value_02001a, 5), ts_delay(fnd28_bsasseta_value_02051a, 5))), 21), industry))
reverse(group_neutralize(ts_regression(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), ts_step(1), 252, 0, 1), industry))
reverse(group_neutralize(ts_rank(ts_decay_linear(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 21), 126), industry))
reverse(group_neutralize(ts_zscore(ts_delta(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 42), 63), industry))
reverse(group_neutralize(ts_rank(subtract(ts_mean(divide(fnd28_fsa1_value_01706a, fnd28_statisticsa_value_07230a), 21), ts_mean(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 21)), 252), industry))
reverse(group_neutralize(ts_av_diff(subtract(divide(ts_delay(fnd28_ishta_value_01101a, 10), ts_delay(fnd28_ishta_value_01250a, 10)), divide(ts_delay(fnd28_fsa1_value_03054a, 10), ts_delay(fnd28_fsa1_value_02051a, 10))), 252), industry))
reverse(group_neutralize(ts_covariance(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), ts_step(1), 126), industry))
reverse(group_neutralize(ts_rank(ts_sum(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 42), 252), industry))
reverse(group_neutralize(ts_zscore(ts_av_diff(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 5), ts_delay(fnd28_statisticsa_value_07230a, 5)), divide(ts_delay(fnd28_fsa1_value_02001a, 5), ts_delay(fnd28_bsasseta_value_02051a, 5))), 126), 63), industry))
reverse(group_neutralize(ts_rank(ts_decay_linear(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 42), 126), industry))
reverse(group_neutralize(ts_corr(ts_delta(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 10), ts_delta(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 10), 252), industry))
reverse(group_neutralize(ts_rank(subtract(ts_delta(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 21), ts_delta(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 21)), 252), industry))
reverse(group_neutralize(ts_sum(ts_av_diff(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 5), ts_delay(fnd28_statisticsa_value_07230a, 5)), divide(ts_delay(fnd28_fsa1_value_02001a, 5), ts_delay(fnd28_bsasseta_value_02051a, 5))), 126), 21), industry))
reverse(group_neutralize(ts_regression(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), ts_step(1), 126, 0, 1), industry))
reverse(group_neutralize(ts_rank(ts_zscore(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 63), 252), industry))
reverse(group_neutralize(ts_av_diff(subtract(ts_mean(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 42), ts_mean(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 42)), 252), industry))
reverse(group_neutralize(ts_covariance(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 10), ts_delay(fnd28_statisticsa_value_07230a, 10)), divide(ts_delay(fnd28_fsa1_value_02001a, 10), ts_delay(fnd28_bsasseta_value_02051a, 10))), ts_step(1), 252), industry))
reverse(group_neutralize(ts_rank(ts_sum(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 63), 252), industry))
reverse(group_neutralize(ts_zscore(ts_decay_linear(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 21), 63), industry))
reverse(group_neutralize(ts_rank(ts_av_diff(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 126), 252), industry))
reverse(group_neutralize(ts_corr(ts_delta(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 21), ts_delta(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 21), 252), industry))
reverse(group_neutralize(ts_rank(subtract(ts_delta(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 42), ts_delta(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 42)), 252), industry))
reverse(group_neutralize(ts_sum(ts_zscore(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 5), ts_delay(fnd28_statisticsa_value_07230a, 5)), divide(ts_delay(fnd28_fsa1_value_02001a, 5), ts_delay(fnd28_bsasseta_value_02051a, 5))), 63), 21), industry))
reverse(group_neutralize(ts_regression(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), ts_step(1), 252, 0, 2), industry))
reverse(group_neutralize(ts_rank(ts_decay_linear(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 42), 126), industry))
reverse(group_neutralize(ts_av_diff(subtract(ts_mean(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 21), ts_mean(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 21)), 252), industry))
reverse(group_neutralize(ts_covariance(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 5), ts_delay(fnd28_statisticsa_value_07230a, 5)), divide(ts_delay(fnd28_fsa1_value_02001a, 5), ts_delay(fnd28_bsasseta_value_02051a, 5))), ts_step(1), 126), industry))
reverse(group_neutralize(ts_rank(ts_sum(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 84), 252), industry))
reverse(group_neutralize(ts_zscore(ts_av_diff(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 126), 63), industry))
reverse(group_neutralize(ts_rank(ts_delta(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 21), 252), industry))
reverse(group_neutralize(ts_corr(ts_decay_linear(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 10), ts_decay_linear(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 10), 252), industry))
reverse(group_neutralize(ts_rank(subtract(ts_zscore(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 63), ts_zscore(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 63)), 252), industry))
reverse(group_neutralize(ts_sum(ts_regression(subtract(divide(fnd28_fsa1_value_01706a, fnd28_statisticsa_value_07230a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), ts_step(1), 126, 0, 1), 21), industry))
reverse(group_neutralize(ts_av_diff(subtract(divide(ts_delay(fnd28_ishta_value_01101a, 5), ts_delay(fnd28_ishta_value_01250a, 5)), divide(ts_delay(fnd28_fsa1_value_03054a, 5), ts_delay(fnd28_fsa1_value_02051a, 5))), 252), industry))
reverse(group_neutralize(ts_rank(ts_covariance(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), ts_step(1), 126), 252), industry))
reverse(group_neutralize(ts_zscore(ts_sum(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 42), 63), industry))
reverse(group_neutralize(ts_rank(ts_decay_linear(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 63), 126), industry))
reverse(group_neutralize(ts_av_diff(subtract(ts_mean(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 63), ts_mean(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 63)), 252), industry))
reverse(group_neutralize(ts_corr(ts_delta(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 42), ts_delta(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 42), 252), industry))
reverse(group_neutralize(ts_rank(subtract(ts_delta(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 63), ts_delta(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 63)), 252), industry))
reverse(group_neutralize(ts_sum(ts_zscore(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 10), ts_delay(fnd28_statisticsa_value_07230a, 10)), divide(ts_delay(fnd28_fsa1_value_02001a, 10), ts_delay(fnd28_bsasseta_value_02051a, 10))), 63), 21), industry))
reverse(group_neutralize(ts_regression(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), ts_step(1), 126, 0, 2), industry))
reverse(group_neutralize(ts_rank(ts_av_diff(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 252), 252), industry))
reverse(group_neutralize(ts_zscore(ts_delta(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 42), 63), industry))
reverse(group_neutralize(ts_covariance(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 21), ts_delay(fnd28_statisticsa_value_07230a, 21)), divide(ts_delay(fnd28_fsa1_value_02001a, 21), ts_delay(fnd28_bsasseta_value_02051a, 21))), ts_step(1), 252), industry))
reverse(group_neutralize(ts_rank(ts_sum(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 105), 252), industry))
reverse(group_neutralize(ts_decay_linear(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 21), industry))
reverse(group_neutralize(ts_rank(ts_zscore(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 126), 252), industry))
generated_alpha/2026/01/27/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_103743.txt
+97
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@@ -0,0 +1,97 @@
ts_mean(anl14_median_eps_fy1, 20)
rank(anl14_median_eps_fy1)
divide(anl14_median_eps_fy1, anl14_median_bvps_fy1)
ts_delta(anl14_median_revenue_fy1, 10)
add(anl14_median_eps_fy1, anl14_median_roe_fy1)
multiply(anl14_median_eps_fy1, quarterly_pe_ratio)
ts_rank(anl14_median_roe_fy1, 30)
zscore(quarterly_pe_ratio)
normalize(anl14_median_revenue_fy1)
ts_zscore(anl14_median_eps_fy1, 20)
abs(ts_delta(anl14_median_eps_fy1, 5))
log(anl14_median_revenue_fy1)
sqrt(anl14_median_eps_fy1)
ts_sum(anl14_median_eps_fy1, 20)
ts_std_dev(anl14_median_eps_fy1, 20)
ts_min(anl14_median_eps_fy1, 20)
ts_max(anl14_median_eps_fy1, 20)
ts_decay_linear(anl14_median_eps_fy1, 20)
ts_corr(anl14_median_eps_fy1, anl14_median_revenue_fy1, 20)
if_else(anl14_median_eps_fy1 > 0, anl14_median_eps_fy1, 0)
subtract(anl14_median_eps_fy1, anl14_median_eps_fy2)
divide(ts_mean(anl14_median_eps_fy1, 20), ts_mean(anl14_median_eps_fy2, 20))
rank(ts_delta(anl14_median_roe_fy1, 10))
ts_backfill(anl14_median_eps_fy1, 10)
ts_count_nans(anl14_median_eps_fy1, 20)
ts_covariance(anl14_median_eps_fy1, anl14_median_revenue_fy1, 20)
ts_product(anl14_median_eps_fy1, 5)
ts_quantile(anl14_median_eps_fy1, 20, "gaussian")
ts_regression(anl14_median_eps_fy1, anl14_median_revenue_fy1, 20, 0, 0)
ts_scale(anl14_median_eps_fy1, 20, 0)
ts_step(1)
signed_power(anl14_median_eps_fy1, 0.5)
inverse(anl14_median_eps_fy1)
hump(anl14_median_eps_fy1, 0.01)
days_from_last_change(anl14_median_eps_fy1)
kth_element(anl14_median_eps_fy1, 20, 1)
last_diff_value(anl14_median_eps_fy1, 20)
ts_arg_max(anl14_median_eps_fy1, 20)
ts_arg_min(anl14_median_eps_fy1, 20)
ts_av_diff(anl14_median_eps_fy1, 20)
normalize(anl14_median_eps_fy1, true)
quantile(anl14_median_eps_fy1, "gaussian", 1.0)
scale(anl14_median_eps_fy1, 1, 1, 1)
winsorize(anl14_median_eps_fy1, 4)
bucket(rank(anl14_median_eps_fy1), "0,1,0.1")
trade_when(anl14_median_eps_fy1 > 0, anl14_median_eps_fy1, 0)
ts_mean(quarterly_pe_ratio, 30)
rank(fnd17_acurratio)
divide(quarterly_revenue_fy1, quarterly_pe_ratio)
generated_alpha/2026/01/27/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_110404.txt
+167
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@@ -0,0 +1,167 @@
rank(anl14_high_eps_fy1)
zscore(anl14_low_eps_fy1)
group_neutralize(rank(anl14_median_eps_fy1), industry)
ts_rank(ts_delta(quarterly_ebitda, 1), 4)
divide(anl14_high_eps_fy1, anl14_low_eps_fy1)
multiply(rank(anl14_high_eps_fy1), rank(anl14_low_eps_fy1))
subtract(anl14_high_eps_fy1, anl14_low_eps_fy1)
if_else(anl14_high_eps_fy1 > anl14_low_eps_fy1, 1, -1)
ts_mean(quarterly_ebitda, 4)
ts_std_dev(quarterly_ebitda, 4)
ts_zscore(quarterly_ebitda, 4)
group_rank(anl14_high_eps_fy1, industry)
scale(anl14_high_eps_fy1)
winsorize(anl14_high_eps_fy1, std=4)
normalize(anl14_high_eps_fy1)
quantile(anl14_high_eps_fy1, driver="gaussian")
ts_corr(quarterly_ebitda, quarterly_revenue, 4)
ts_covariance(quarterly_ebitda, quarterly_revenue, 4)
ts_decay_linear(quarterly_ebitda, 4)
ts_delay(quarterly_ebitda, 1)
ts_delta(quarterly_ebitda, 1)
ts_product(quarterly_ebitda, 4)
ts_sum(quarterly_ebitda, 4)
ts_av_diff(quarterly_ebitda, 4)
ts_count_nans(quarterly_ebitda, 4)
ts_arg_max(quarterly_ebitda, 4)
ts_arg_min(quarterly_ebitda, 4)
ts_backfill(quarterly_ebitda, lookback=4)
ts_regression(quarterly_ebitda, quarterly_revenue, 4, rettype=0)
ts_scale(quarterly_ebitda, 4)
ts_quantile(quarterly_ebitda, 4)
days_from_last_change(anl14_high_eps_fy1)
hump(anl14_high_eps_fy1, hump=0.01)
kth_element(anl14_high_eps_fy1, 4, 1)
last_diff_value(anl14_high_eps_fy1, 4)
bucket(rank(anl14_high_eps_fy1), range="0,1,0.1")
trade_when(anl14_high_eps_fy1 > 0, 1, 0)
group_backfill(anl14_high_eps_fy1, industry, 4)
group_mean(anl14_high_eps_fy1, fnd28_value_08003, industry)
group_scale(anl14_high_eps_fy1, industry)
group_zscore(anl14_high_eps_fy1, industry)
self_corr(anl14_high_eps_fy1)
universe_size
rank(ts_delta(quarterly_revenue, 1))
group_neutralize(zscore(annual_book_value_per_share_2), industry)
divide(quarterly_ebitda, quarterly_total_assets)
ts_rank(divide(quarterly_ebitda, quarterly_total_assets), 4)
if_else(quarterly_return_on_equity_percent_3 > 10, 1, -1)
ts_rank(ts_delta(anl14_high_nav_fy1, 5), 20)
divide(anl14_median_bvps_fy4, anl14_low_bvps_fp5)
multiply(ts_mean(quarterly_cash_flow_per_share, 4), rank(anl14_high_roe_fp3))
subtract(anl14_high_ptp_fp2, anl14_low_ptp_fy1)
if_else(anl14_median_ntp_fp1 > anl14_median_ntp_fy5, 1, -1)
group_neutralize(ts_zscore(quarterly_long_term_debt_to_equity_ratio, 4), industry)
ts_corr(quarterly_free_cash_flow, quarterly_total_assets, 4)
ts_decay_linear(quarterly_operating_margin_percent, 4)
ts_delay(quarterly_pretax_margin_percent_2, 1)
ts_delta(quarterly_reinvestment_rate_2, 1)
ts_sum(quarterly_sga_to_sales_ratio, 4)
ts_av_diff(quarterly_price_to_sales_ratio, 4)
ts_count_nans(quarterly_ebitda, 4)
ts_arg_max(quarterly_total_debt, 4)
ts_arg_min(quarterly_current_ratio_alt, 4)
ts_backfill(quarterly_cash_and_equivalents, lookback=4)
ts_regression(quarterly_eps_incl_extraordinary, quarterly_revenue_per_share, 4, rettype=0)
ts_scale(quarterly_inventory_turnover, 4)
ts_quantile(quarterly_receivables_turnover, 4)
days_from_last_change(anl14_low_capex_fy5)
hump(anl14_median_ebitda_fp2, hump=0.01)
kth_element(anl14_high_div_fy2, 4, 1)
last_diff_value(anl14_low_roa_fy4, 4)
bucket(rank(anl14_median_roe_fp2), range="0,1,0.1")
trade_when(anl14_high_epsrep_fy3 > 0, 1, 0)
group_backfill(anl14_low_ntprep_fy5, industry, 4)
group_mean(anl14_median_capex_fy2, fnd28_value_08003, industry)
group_scale(anl14_high_ebitda_fy4, industry)
group_zscore(anl14_low_cfps_fy3, industry)
self_corr(anl14_median_div_fp1)
universe_size
rank(ts_delta(quarterly_total_assets_change_percent, 1))
group_neutralize(zscore(annual_debt_to_total_capital), industry)
divide(quarterly_net_income_value, quarterly_total_shareholder_equity_2)
ts_rank(divide(quarterly_effective_tax_rate, quarterly_dividend_payout_ratio), 4)
if_else(quarterly_return_on_investment > 5, 1, -1)
generated_alpha/2026/01/27/Pro_moonshotai_Kimi-K2-Thinking_104536.txt
+99
View File
@@ -0,0 +1,99 @@
ts_zscore(group_neutralize(reverse(anl10_ebspast_det_estage_6210), industry), 504)
ts_zscore(group_neutralize(reverse(anl10_cpspast_det_estage_6349), industry), 504)
ts_zscore(group_neutralize(reverse(anl10_dpspast_det_estage_6223), industry), 504)
ts_zscore(group_neutralize(reverse(anl10_roapast_det_estage_6330), industry), 504)
ts_zscore(group_neutralize(reverse(anl10_fcfpast_det_estage_6380), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08601q, add(fnd28_growthratesa_value_08601a, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08631q, add(fnd28_growthratesa_value_08631a, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08636q, add(fnd28_growthratesa_value_08636a, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08606q, add(fnd28_growthratesa_value_08606a, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_current_ratio, add(fnd17_acurratio, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_payout_ratio, add(fnd17_apayratio, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_tax_rate_percent, add(fnd17_ataxrate, 0.01)), industry), 504)
ts_zscore(group_neutralize(ts_delta(anl14_median_eps_fp1, 63), industry), 504)
ts_zscore(group_neutralize(ts_delta(anl14_median_revenue_fp1, 63), industry), 504)
ts_zscore(group_neutralize(ts_delta(anl14_median_ntp_fp1, 63), industry), 504)
ts_zscore(group_neutralize(ts_delta(anl14_median_roe_fp1, 63), industry), 504)
ts_zscore(group_neutralize(reverse(vec_avg(anl10_ebspast_det_estage_6210, anl10_cpspast_det_estage_6349, anl10_roapast_det_estage_6330)), industry), 504)
ts_zscore(group_neutralize(vec_avg(divide(fnd28_ratesq_value_08601q, add(fnd28_growthratesa_value_08601a, 0.01)), divide(fnd28_ratesq_value_08631q, add(fnd28_growthratesa_value_08631a, 0.01))), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_pe_ratio_low, add(quarterly_pe_ratio_high, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_price_to_sales_ratio, add(quarterly_price_to_sales_ratio_2, 0.01)), industry), 504)
ts_zscore(group_neutralize(reverse(anl10_entpast_det_estage_6314), industry), 504)
ts_zscore(group_neutralize(reverse(anl10_grmpast_det_estage_6320), industry), 504)
ts_zscore(group_neutralize(reverse(anl10_bpspast_det_estage_6399), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08651q, add(fnd28_growthratesa_value_08650a, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08616q, add(fnd28_growthratesa_value_08616a, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08611q, add(fnd28_growthratesa_value_08611a, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_debt_to_equity_ratio_2, add(quarterly_long_term_debt_to_equity_ratio, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_return_on_average_equity, add(ttm_return_on_average_equity, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_return_on_average_assets, add(ts_delay(quarterly_return_on_average_assets, 252), 0.01)), industry), 504)
ts_zscore(group_neutralize(ts_delta(ts_delta(anl14_median_eps_fp1, 63), 63), industry), 504)
ts_zscore(group_neutralize(ts_delta(ts_delta(anl14_median_revenue_fp1, 63), 63), industry), 504)
ts_zscore(group_neutralize(vec_avg(ts_delta(anl14_median_eps_fp1, 63), ts_delta(anl14_median_revenue_fp1, 63)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_quick_ratio, add(quarterly_quick_ratio_2, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_debt_to_assets_ratio, add(quarterly_total_debt_to_assets_ratio, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_interest_coverage, add(quarterly_interest_coverage_ratio, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_sga_to_revenue_ratio, add(quarterly_sga_to_sales_ratio, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_inventory_turnover_ratio, add(ts_delay(quarterly_inventory_turnover_ratio, 252), 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_reinvestment_rate, add(quarterly_reinvestment_rate_2, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(quarterly_effective_tax_rate, add(quarterly_tax_rate_percent, 0.01)), industry), 504)
ts_zscore(group_neutralize(reverse(vec_avg(anl14_median_eps_fy1, anl14_median_revenue_fy1)), industry), 504)
ts_zscore(group_neutralize(ts_mean(ts_delta(anl14_median_eps_fp1, 63), 126), industry), 504)
ts_zscore(group_neutralize(ts_mean(ts_delta(anl14_median_revenue_fp1, 63), 126), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08401q, add(fnd28_growthratesa_value_08401a, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08366q, add(fnd28_growthratesa_value_08366a, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08316q, add(fnd28_growthratesa_value_08316a, 0.01)), industry), 504)
ts_zscore(group_neutralize(divide(fnd28_ratesq_value_08321q, add(fnd28_growthratesa_value_08321a, 0.01)), industry), 504)
ts_zscore(group_neutralize(vec_avg(divide(quarterly_current_ratio, add(fnd17_acurratio, 0.01)), divide(quarterly_quick_ratio, add(fnd17_qcurratio, 0.01))), industry), 504)
ts_zscore(group_neutralize(vec_avg(divide(quarterly_return_on_average_equity, add(ttm_return_on_average_equity, 0.01)), divide(quarterly_return_on_average_assets, add(ts_delay(quarterly_return_on_average_assets, 252), 0.01))), industry), 504)
ts_zscore(group_neutralize(ts_std_dev(reverse(anl10_ebspast_det_estage_6210), 252), industry), 504)
ts_zscore(group_neutralize(vec_avg(reverse(anl10_ebspast_det_estage_6210), divide(fnd28_ratesq_value_08601q, add(fnd28_growthratesa_value_08601a, 0.01)), ts_delta(anl14_median_eps_fp1, 63)), industry), 504)
generated_alpha/2026/01/27/Pro_moonshotai_Kimi-K2-Thinking_111154.txt
+95
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@@ -0,0 +1,95 @@
group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry)
group_neutralize(subtract(ts_delta(benefit_expense_total, 63), ts_delta(annual_base_salary, 63)), industry)
group_neutralize(subtract(ts_delta(benefit_expense_total, 126), ts_delta(annual_base_salary, 126)), industry)
group_neutralize(subtract(ts_delta(benefit_expense_total, 504), ts_delta(annual_base_salary, 504)), industry)
group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(bonus_proportion_total_comp, 252)), industry)
group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(estimated_value_exercisable_options, 252)), industry)
group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(share_award_value_ltip, 252)), industry)
group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(intrinsic_value_options_awarded_2, 252)), industry)
group_neutralize(subtract(ts_delta(fnd28_ishtspmnt_value_01084a, 252), ts_delta(annual_base_salary, 252)), industry)
group_neutralize(subtract(ts_delta(benefit_expense_total, 252), divide(add(ts_delta(annual_base_salary, 252), ts_delta(bonus_proportion_total_comp, 252), ts_delta(estimated_value_exercisable_options, 252)), 3)), industry)
winsorize(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), std=3)
zscore(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
rank(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
quantile(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
scale(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
scale_down(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
group_rank(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry)
group_zscore(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry)
group_scale(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry)
group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry_grouping_level2_top3000_2)
group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), pca_industry_grouping_method4_20)
multiply(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), ts_delta(research_and_development_expense, 252))
multiply(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), rank(fnd28_value_08003))
multiply(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), ts_delta(ttm_return_on_equity_percent_2, 252))
add(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), ts_delta(fnd28_value_08601, 252))
if_else(ts_delta(benefit_expense_total, 252) > ts_delta(annual_base_salary, 252), group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), 0)
sign(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
abs(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
power(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), 2)
signed_power(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), 0.5)
log(abs(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry)))
sqrt(abs(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry)))
min(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), ts_delta(research_and_development_expense, 252))
max(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), ts_delta(research_and_development_expense, 252))
divide(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), ts_std_dev(benefit_expense_total, 252))
inverse(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
vec_sum(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
vec_avg(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
trade_when(ts_delta(benefit_expense_total, 252) > 0, group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), 0)
hump(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), 0.05)
days_from_last_change(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry))
last_diff_value(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), 252)
ts_arg_max(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), 252)
ts_arg_min(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), 252)
ts_quantile(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), 252)
ts_regression(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), ts_delta(research_and_development_expense, 252), 252)
ts_product(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), 252)
combo_a(group_neutralize(subtract(ts_delta(benefit_expense_total, 252), ts_delta(annual_base_salary, 252)), industry), nlength=250, mode='algo1')
generated_alpha/2026/01/27/Qwen_Qwen3-VL-235B-A22B-Instruct_103926.txt
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ts_zscore(divide(ts_sum(add(ts_delay(fnd28_ratesq_value_08601q, 3), ts_delay(fnd28_ratesq_value_08601q, 6)), 12), ts_sum(fnd28_ratesq_value_08601q, 12)), 24)
group_zscore(ts_rank(fnd28_ratesq_value_08306q, 24), fnd17_qcurratio)
ts_scale(subtract(fnd28_ratesq_value_08326q, ts_mean(fnd28_ratesq_value_08326q, 12)), 24)
group_neutralize(ts_delta(fnd28_ratesq_value_08631q, 3), fnd17_qcurratio)
ts_mean(ts_delta(fnd28_ratesq_value_08366q, 6), 12)
group_rank(ts_zscore(fnd28_ratesq_value_08301q, 24), fnd17_qcurratio)
ts_std_dev(ts_delta(fnd28_ratesq_value_08606q, 3), 12)
group_scale(ts_rank(fnd28_ratesq_value_08316q, 24), fnd17_qcurratio)
ts_av_diff(fnd28_ratesq_value_08321q, 12)
group_backfill(ts_delta(fnd28_ratesq_value_08611q, 6), fnd17_qcurratio, 24)
ts_corr(fnd28_ratesq_value_08601q, fnd28_ratesq_value_08631q, 12)
ts_quantile(ts_delta(fnd28_ratesq_value_08311q, 3), 24)
group_mean(ts_zscore(fnd28_ratesq_value_08346q, 24), fnd17_qcurratio, fnd17_qcurratio)
ts_regression(fnd28_ratesq_value_08606q, fnd28_ratesq_value_08636q, 12, 0, 0)
ts_decay_linear(fnd28_ratesq_value_08306q, 12)
ts_product(ts_delta(fnd28_ratesq_value_08616q, 6), 3)
group_zscore(ts_mean(fnd28_ratesq_value_08326q, 12), fnd17_qcurratio)
ts_rank(ts_delta(fnd28_ratesq_value_08621q, 3), 24)
group_neutralize(ts_std_dev(fnd28_ratesq_value_08366q, 12), fnd17_qcurratio)
ts_backfill(ts_delta(fnd28_ratesq_value_08636q, 6), 24, 1)
ts_covariance(fnd28_ratesq_value_08601q, fnd28_ratesq_value_08631q, 12)
ts_count_nans(fnd28_ratesq_value_08301q, 12)
group_scale(ts_delta(fnd28_ratesq_value_08316q, 3), fnd17_qcurratio)
ts_arg_max(fnd28_ratesq_value_08606q, 12)
ts_arg_min(fnd28_ratesq_value_08611q, 12)
group_rank(ts_delta(fnd28_ratesq_value_08321q, 6), fnd17_qcurratio)
ts_zscore(ts_mean(fnd28_ratesq_value_08346q, 12), 24)
group_zscore(ts_delta(fnd28_ratesq_value_08621q, 3), fnd17_qcurratio)
ts_scale(ts_delta(fnd28_ratesq_value_08631q, 6), 24)
group_neutralize(ts_rank(fnd28_ratesq_value_08306q, 12), fnd17_qcurratio)
ts_av_diff(ts_delta(fnd28_ratesq_value_08601q, 3), 12)
ts_quantile(fnd28_ratesq_value_08326q, 24)
group_mean(ts_delta(fnd28_ratesq_value_08316q, 6), fnd17_qcurratio, fnd17_qcurratio)
ts_regression(fnd28_ratesq_value_08636q, fnd28_ratesq_value_08601q, 12, 0, 0)
ts_decay_linear(ts_delta(fnd28_ratesq_value_08366q, 3), 12)
ts_product(fnd28_ratesq_value_08606q, 3)
group_zscore(ts_mean(fnd28_ratesq_value_08321q, 12), fnd17_qcurratio)
ts_rank(ts_delta(fnd28_ratesq_value_08611q, 6), 24)
group_neutralize(ts_std_dev(fnd28_ratesq_value_08301q, 12), fnd17_qcurratio)
ts_backfill(ts_delta(fnd28_ratesq_value_08636q, 3), 24, 1)
ts_covariance(fnd28_ratesq_value_08606q, fnd28_ratesq_value_08631q, 12)
ts_count_nans(fnd28_ratesq_value_08326q, 12)
group_scale(ts_delta(fnd28_ratesq_value_08346q, 3), fnd17_qcurratio)
ts_arg_max(fnd28_ratesq_value_08631q, 12)
ts_arg_min(fnd28_ratesq_value_08601q, 12)
group_rank(ts_delta(fnd28_ratesq_value_08316q, 6), fnd17_qcurratio)
ts_zscore(ts_mean(fnd28_ratesq_value_08606q, 12), 24)
group_zscore(ts_delta(fnd28_ratesq_value_08321q, 3), fnd17_qcurratio)
ts_scale(ts_delta(fnd28_ratesq_value_08611q, 6), 24)
group_neutralize(ts_rank(fnd28_ratesq_value_08636q, 12), fnd17_qcurratio)
generated_alpha/2026/01/27/Qwen_Qwen3-VL-235B-A22B-Instruct_110727.txt
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reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252)))
group_zscore(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
normalize(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), useStd=true)
rank(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
zscore(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
ts_zscore(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
group_neutralize(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
winsorize(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), std=3)
scale(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), scale=0.5)
ts_scale(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_rank(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_mean(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_std_dev(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_sum(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_corr(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, 252)
ts_covariance(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, 252)
ts_decay_linear(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_backfill(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_arg_max(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_arg_min(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_av_diff(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_quantile(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_regression(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, 252)
ts_product(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_count_nans(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_delay(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
ts_delta(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 252)
group_mean(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), fnd28_nddq1_value_05301q, industry)
group_scale(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
group_rank(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
group_max(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
group_min(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry)
group_backfill(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), industry, 252)
quantile(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), driver=gaussian)
vec_avg(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
vec_sum(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
bucket(rank(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252)))), range="0,1,0.1")
trade_when(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), fnd28_nddq1_value_05301q > 0, 0)
if_else(fnd28_nddq1_value_05301q > 0, reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))), 0)
and(fnd28_nddq1_value_05301q > 0, fnd28_cfsourceusea_value_04001a > 0)
or(fnd28_nddq1_value_05301q > 0, fnd28_cfsourceusea_value_04001a > 0)
not(fnd28_nddq1_value_05301q > 0)
is_nan(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
sign(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
abs(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
add(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, filter=false)
subtract(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, filter=false)
multiply(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q, filter=false)
divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q)
power(fnd28_cfsourceusea_value_04001a, 2)
signed_power(fnd28_cfsourceusea_value_04001a, 2)
sqrt(fnd28_cfsourceusea_value_04001a)
log(fnd28_cfsourceusea_value_04001a)
inverse(fnd28_cfsourceusea_value_04001a)
reverse(fnd28_cfsourceusea_value_04001a)
max(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q)
min(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q)
densify(industry)
self_corr(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
universe_size
reduce_avg(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
reduce_max(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
reduce_min(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
reduce_stddev(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
reduce_sum(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
reduce_skewness(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 252))))
reduce_kurtosis(reverse(subtract(ts_delta(fnd28_cfsourceusea_value_04001a, 252), ts_delta(divide(fnd28_cfsourceusea_value_04001a, fnd28_nddq1_value_05301q), 25