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jack
2026-01-20 17:15:01 +08:00
parent 8355ed8895
commit ff1345da2e
16 changed files with 5710 additions and 40 deletions
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generated_alpha/2026/01/19/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_175903.txt
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if_else(and(ts_delta(fnd3_q_revenue,60) > 0, ts_rank(fnd3_q_revenue,250) > 0.8), -1, if_else(and(ts_delta(fnd3_q_revenue,60) < 0, ts_rank(fnd3_q_revenue,250) < 0.2), 1, 0))
group_neutralize(if_else(and(ts_delta(fnd3_q_revenue,60) > 0, ts_rank(fnd3_q_revenue,250) > 0.8), -1, if_else(and(ts_delta(fnd3_q_revenue,60) < 0, ts_rank(fnd3_q_revenue,250) < 0.2), 1, 0)), top_500_equity_grouping_50_clusters)
if_else(and(divide(ts_delta(fnd3_q_revenue,60), ts_delay(fnd3_q_revenue,60)) > 0, ts_rank(fnd3_q_revenue,250) > 0.8), -1, if_else(and(divide(ts_delta(fnd3_q_revenue,60), ts_delay(fnd3_q_revenue,60)) < 0, ts_rank(fnd3_q_revenue,250) < 0.2), 1, 0))
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))