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jack
2026-01-20 17:59:17 +08:00
parent ff1345da2e
commit a411080533
9 changed files with 1888 additions and 66 deletions
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generated_alpha/2026/01/20/1.txt
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generated_alpha/2026/01/20/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_170912.txt
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ts_std_dev(pv87_2_eps_qf_matrix_p1_chngratio_median, 120)
rank(ts_std_dev(pv87_2_cfps_qf_matrix_p1_chngratio_median, 120))
group_neutralize(ts_std_dev(pv87_2_ebitda_af_matrix_p1_chngratio_high, 120), pv13_h_min10_top3000_sector)
ts_rank(pv87_2_eps_qf_matrix_p1_chngratio_median, 20)
rank(ts_delta(accounts_payable_current, 30))
zscore(pv87_v2_expavg20_topic_nip_society)
rank(ts_mean(pv87_2_cfps_qf_matrix_p1_chngratio_median, 30))
ts_corr(pv87_2_eps_qf_matrix_p1_chngratio_median, pv87_2_cfps_qf_matrix_p1_chngratio_median, 60)
group_rank(ts_std_dev(oth401_game_sg_a_cost_ratio, 120), sta1_top1000c5)
rank(ts_backfill(pv87_2_eps_af_matrix_all_number, 30))
winsorize(ts_sum(pv87_2_ebitda_af_matrix_p1_chngratio_high, 250), std=4)
quantile(ts_delta(fnd3_Q_costofrevenue, 10), driver=gaussian)
ts_regression(pv87_2_eps_qf_matrix_p1_chngratio_median, pv87_2_sales_af_matrix_all_chngratio_high, 120, rettype=0)
rank(ts_av_diff(pv87_2_eps_qf_matrix_p1_chngratio_median, 20))
group_zscore(ts_mean(pv87_2_cfps_qf_matrix_p1_chngratio_median, 30), pv13_h_min10_top3000_sector)
ts_scale(ts_sum(pv87_2_sales_af_matrix_all_chngratio_high, 50), 50)
normalize(ts_product(pv87_2_ebitda_af_matrix_p1_chngratio_high, 10))
rank(ts_arg_max(pv87_2_eps_qf_matrix_p1_chngratio_median, 30))
ts_quantile(pv87_2_cfps_qf_matrix_p1_chngratio_median, 120, driver=gaussian)
signed_power(ts_delta(accounts_payable_current, 10), 0.5)
log(ts_sum(pv87_2_eps_af_matrix_all_number, 20))
if_else(ts_rank(pv87_2_eps_qf_matrix_p1_chngratio_median, 10) > 0.5, 1, -1)
rank(ts_std_dev(pv87_2_netprofit_af_matrix_p1_chngratio_high, 120))
ts_decay_linear(pv87_2_eps_qf_matrix_p1_chngratio_median, 30)
group_neutralize(ts_delta(fnd3_Q_costofrevenue, 30), pv13_h_min10_top3000_sector)
rank(zscore(pv87_v2_simpleavg60_topic_css_business))
ts_covariance(pv87_2_eps_qf_matrix_p1_chngratio_median, pv87_2_cfps_qf_matrix_p1_chngratio_median, 60)
rank(ts_count_nans(pv87_2_eps_af_matrix_all_number, 20))
ts_zscore(ts_sum(pv87_2_sales_af_matrix_all_chngratio_high, 20), 20)
rank(ts_min(pv87_2_ebitda_af_matrix_p1_chngratio_high, 50))
generated_alpha/2026/01/20/Pro_moonshotai_Kimi-K2-Thinking_175500.txt
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zscore(group_neutralize(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), industry))
zscore(group_neutralize(divide(accounts_receivable_current, add(annual_sales_total, 0.0001)), industry))
zscore(group_neutralize(pv87_gross_margin_mean, industry))
ts_delta(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), 60)
ts_delta(divide(accounts_receivable_current, add(annual_sales_total, 0.0001)), 60)
ts_delta(pv87_gross_margin_mean, 60)
reverse(zscore(group_neutralize(ts_std_dev(ts_delta(log(quarterly_sales_total), 4), 60), industry)))
reverse(zscore(group_neutralize(ts_std_dev(divide(annual_cost_of_sales_total, add(annual_sales_total, 0.0001)), 60), industry)))
add(rank(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), rate=0), rank(pv87_gross_margin_mean, rate=0))
add(rank(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), rate=0), reverse(rank(divide(accounts_receivable_current, add(annual_sales_total, 0.0001)), rate=0)))
add(add(rank(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), rate=0), rank(pv87_gross_margin_mean, rate=0)), reverse(rank(divide(accounts_receivable_current, add(annual_sales_total, 0.0001)), rate=0)))
reverse(ts_std_dev(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 60))
reverse(ts_std_dev(pv87_gross_margin_mean, 60))
reverse(ts_std_dev(divide(accounts_receivable_current, add(annual_sales_total, 0.0001)), 60))
subtract(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 60), ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250))
subtract(ts_mean(pv87_gross_margin_mean, 60), ts_mean(pv87_gross_margin_mean, 250))
subtract(ts_mean(divide(accounts_receivable_current, add(annual_sales_total, 0.0001)), 60), ts_mean(divide(accounts_receivable_current, add(annual_sales_total, 0.0001)), 250))
ts_zscore(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250)
ts_zscore(pv87_gross_margin_mean, 250)
ts_zscore(divide(accounts_receivable_current, add(annual_sales_total, 0.0001)), 250)
quantile(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), driver="gaussian")
quantile(pv87_gross_margin_mean, driver="gaussian")
quantile(divide(accounts_receivable_current, add(annual_sales_total, 0.0001)), driver="gaussian")
winsorize(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), std=3)
winsorize(pv87_gross_margin_mean, std=3)
winsorize(divide(accounts_receivable_current, add(annual_sales_total, 0.0001)), std=3)
multiply(rank(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), rate=0), rank(pv87_gross_margin_mean, rate=0))
if_else(pv87_gross_margin_mean > ts_delay(pv87_gross_margin_mean, 60), ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), 0)
ts_decay_linear(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), 60)
subtract(add(rank(ts_mean(fnd72_pit_or_cr_q_accounts_payable_turnover_days, 250), rate=0), rank(pv87_gross_margin_mean, rate=0)), rank(ts_std_dev(ts_delta(log(quarterly_sales_total), 4), 60), rate=0))
generated_alpha/2026/01/20/deepseek-ai_DeepSeek-V3.2-Exp_175018.txt
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group_neutralize(divide(add(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_q_accounts_payable_turnover_days), add(fnd72_pit_or_cr_a_sales_growth, fnd72_pit_or_cr_q_sales_growth)), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 250), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 120), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 60), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 30), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 20), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 10), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 40), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 50), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 250), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 250), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 120), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 120), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 60), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 60), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 30), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 30), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 20), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 20), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 10), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 10), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 40), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 40), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 50), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 50), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 250), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 250), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 120), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 120), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_a_accounts_payable_turnover_days, fnd72_pit_or_cr_a_sales_growth), 60), group)
group_neutralize(ts_zscore(divide(fnd72_pit_or_cr_q_accounts_payable_turnover_days, fnd72_pit_or_cr_q_sales_growth), 60), group)