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jack
2026-01-02 09:23:49 +08:00
parent ce31f5e6ff
commit cbb7218640
9 changed files with 1066 additions and 0 deletions
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generated_alpha/2025-12-29/102728.txt
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ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756)
group_neutralize(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),sector)
reverse(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756))
ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252)
ts_delta(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),21)
ts_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126)
multiply(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),reverse(ts_rank(fscore_momentum,63)))
subtract(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),ts_mean(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
divide(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),ts_std_dev(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
add(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),reverse(group_rank(fscore_growth,sector)))
generated_alpha/2025-12-29/151730.txt
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ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756)
reverse(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756))
ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252)
reverse(ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
ts_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),504)
reverse(ts_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),504))
subtract(ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126),ts_rank(ts_backfill(fscore_momentum,66),126))
reverse(subtract(ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126),ts_rank(ts_backfill(fscore_momentum,66),126)))
ts_delta(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63)
reverse(ts_delta(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63))
ts_sum(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63)
reverse(ts_sum(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63))
ts_mean(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126)
reverse(ts_mean(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126))
ts_std_dev(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252)
reverse(ts_std_dev(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
group_neutralize(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),country)
reverse(group_neutralize(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),country))
group_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),industry)
reverse(group_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),industry))
multiply(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),reverse(ts_backfill(fscore_momentum,66)))
multiply(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),ts_backfill(fscore_total,66))
generated_alpha/2025-12-30/153523.txt
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subtract(implied_volatility_call_120, implied_volatility_put_90)
scale(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 1)
ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10)
scale(divide(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_mean(implied_volatility_call_120, 10)), 1)
ts_sum(divide(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_mean(implied_volatility_call_120, 10)), 10)
scale(ts_sum(divide(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_mean(implied_volatility_call_120, 10)), 10), 1)
multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), news_max_up_amt)
scale(multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), news_max_up_amt), 1)
ts_zscore(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20)
scale(ts_zscore(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20), 1)
divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_std_dev(subtract(implied_volatility_call_120, implied_volatility_put_90), 10))
scale(divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_std_dev(subtract(implied_volatility_call_120, implied_volatility_put_90), 10)), 1)
if_else(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10) > 0, ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 0)
scale(if_else(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10) > 0, ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 0), 1)
ts_sum(if_else(subtract(implied_volatility_call_120, implied_volatility_put_90) > 0, subtract(implied_volatility_call_120, implied_volatility_put_90), 0), 10)
scale(ts_sum(if_else(subtract(implied_volatility_call_120, implied_volatility_put_90) > 0, subtract(implied_volatility_call_120, implied_volatility_put_90), 0), 10), 1)
multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_delta(implied_volatility_call_120, 5))
scale(multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_delta(implied_volatility_call_120, 5)), 1)
ts_sum(multiply(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_delta(implied_volatility_call_120, 5)), 10)
scale(ts_sum(multiply(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_delta(implied_volatility_call_120, 5)), 10), 1)
divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_mean(fn_comp_not_rec_stock_options_q, 10))
generated_alpha/2025-12-31/153508.txt
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subtract(implied_volatility_call_120, implied_volatility_put_90)
ts_sum(ts_decay_linear(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20)
scale(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 1)
winsorize(ts_delta(implied_volatility_call_120, 5), 3)
normalize(ts_corr(implied_volatility_call_120, implied_volatility_put_90, 10), true)
rank(add(ts_mean(implied_volatility_call_120, 5), ts_mean(implied_volatility_put_90, 5)))
if_else(subtract(implied_volatility_call_120, implied_volatility_put_90) > 0, ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 0)
group_neutralize(ts_zscore(subtract(implied_volatility_call_120, implied_volatility_put_90), 20), sector)
ts_scale(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20)
multiply(subtract(implied_volatility_call_120, implied_volatility_put_90), power(fscore_bfl_total, 0.5))
divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_std_dev(implied_volatility_call_120, 10))
vec_avg(bucket(subtract(implied_volatility_call_120, implied_volatility_put_90)))
ts_av_diff(subtract(implied_volatility_call_120, implied_volatility_put_90), 15)
sign(ts_delta(subtract(implied_volatility_call_120, implied_volatility_put_90), 3))
abs(ts_regression(implied_volatility_call_120, implied_volatility_put_90, 10, 0, 1))
hump(subtract(implied_volatility_call_120, implied_volatility_put_90), 0.02)
last_diff_value(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 5)
kth_element(subtract(implied_volatility_call_120, implied_volatility_put_90), 10, 3)
quantile(ts_rank(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), gaussian, 1.0)
group_zscore(subtract(implied_volatility_call_120, implied_volatility_put_90), industry)