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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))