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AlphaGenerator/generated_alpha/2026/01/23/template_output.txt

500 lines
37 KiB

ts_covariance(anl10_nersmun_2yf_2416, pv87_interval_bidsize_skewness, 60)
ts_covariance(fnd65_us5000_cusip_ebitdap, oth137_avg_txn_val, 60)
ts_covariance(anl15_ebtgics_s_cal_fy3_pe, pv104_insm_mean, 20)
ts_covariance(anl10_entfy1_pred_surps_v1_2442, pv87_interval_bidsize_median, 20)
ts_covariance(fnd72_pit_or_is_q_is_tot_cash_com_dvd, pv87_interval_bidsize_median, 60)
ts_covariance(anl15_cpsgics_gr_cal_fy3_pe, pv81_msni, 20)
ts_covariance(mdl211_ebtq_profitability_profitability5, pv103_mbds_topofbook_mbds_mean, 20)
ts_covariance(anl82_preq_profitability_profitability12, pv103_tbsz_mean, 250)
ts_covariance(anl14_mean_eps_fp5, pv64_trr_cur_mkt_cap, 20)
ts_covariance(anl14_high_eps_fy2, pv87_interval_bidsize_skewness, 250)
ts_covariance(anl14_high_ntprep_fy5, fnd65_totalcap_cusip_ohlsonscore, 5)
ts_covariance(anl82_delta_preq_q4_predict, pv81_zsbt, 250)
ts_covariance(mdl138_qpdi3_net_margin, mdl248_avg_txn_val, 5)
ts_covariance(anl15_ebt_gr_cal_fy3_gro, pv103_masz_mean, 5)
ts_covariance(mdl230_us5000_cusip_y5speq4rqsr, pv104_lbsz_mean, 20)
ts_covariance(pv20_ebt_indicator_4_feature7, pv52_asdaq_order_size_code, 250)
ts_covariance(mdl264_1l_qaeclg, oth567score_company_size_358, 250)
ts_covariance(pv20_ebt_indicator_4_feature7, fnd72_pit_or_cr_q_debt_to_mkt_cap, 60)
ts_covariance(oth432_acae_q_profitability_profitability9, pv87_interval_bidsizeinterval_slippage_rankcorrel, 5)
ts_covariance(pv87_epsyld_ltm_d_mean, pv103_htsz_mean, 60)
ts_covariance(anl44_orig_en_pretaxprofit_rep_prevalue, pv81_zsbt, 250)
ts_covariance(anl82_ebty_deltaprofitability_profitability11, fnd72_pit_or_cr_q_debt_to_mkt_cap, 20)
ts_covariance(mdl77_2spe1yfvc_cf, pv87_interval_bidsizeinterval_slippage_correlation, 250)
ts_covariance(fnd13_cinx, fund_total_size, 20)
ts_covariance(anl15_ebt_gr_18_m_cos_dn, pv104_hbsz_mean, 60)
ts_covariance(pv20_gps_indicator_9_feature8, oth551_beta_size, 60)
ts_covariance(anl49_valugaugeestimatingdifficultyrank, pv87_interval_asksize_std, 60)
ts_covariance(pv20_opr_indicator_o_feature11, pv87_interval_asksize_std, 60)
ts_covariance(mdl77_2valuemomemtummodel_reportedearningsmomentummodule, company_size_sentiment_score, 250)
ts_covariance(mdl230_allcap_sedol_yoychgroa, pv103_masz_mean, 60)
ts_covariance(fnd72_s_pit_or_bs_q_2_bs_other_cur_asset_less_prepay, oth567score_company_size, 60)
ts_covariance(mdl264_einn_l1, pv87_interval_asksize_std, 60)
ts_covariance(fnd31_devnorthamericaadditionalfactor4_divgp, pv81_zsbt, 250)
ts_covariance(fnd28_dvfq1_value_18264q, fnd65_allcap_sedol_ohlsonscore, 250)
ts_covariance(anl15_ebtgics_ind_12_m_1m_chg, pv81_trlm, 20)
ts_covariance(mdl177_liquidityriskfactor_mad3yttmni_alt, company_offer_total_size, 60)
ts_covariance(mdl77_ooearningsmomemtummodel_fc_y2repsg, pv87_interval_asksizeinterval_slippage_correlation, 60)
ts_covariance(oth432_deltapredictebt_a_predict, oth551_r2_size, 20)
ts_covariance(pv87_daily_ann_matrix_r1_net_income_normalized_consensus_mean_numup, pv52_yse_arca_order_size_code, 5)
ts_covariance(anl69_rec_expected_report_time, mdl230_allcap_sedol_ohlsonscore, 5)
ts_covariance(fnd23_icsm_mvb_fbbs, pv103_sasz_mean, 5)
ts_covariance(pe_ratio_relative_component_rank_v2, pv87_interval_asksizeinterval_bidsize_correlation, 20)
ts_covariance(pv20_eps_indicator_4_feature2, pv104_hasz_mean, 20)
ts_covariance(mdl230_us5000_cusip_pspeghc, pv52_yse_arca_order_size_code, 60)
ts_covariance(fnd3_A_nic, pv87_interval_asksize_numintervalsincehigh, 60)
ts_covariance(anl14_median_ntp_fy5, pv81_zsah, 250)
ts_covariance(mdl211_oprq_deltaprofitability_profitability5, pv87_interval_bidsize_numintervalsincelow, 5)
ts_covariance(anl82_delta_preq_q2_predict, fnd72_s_pit_or_cr_q_debt_to_mkt_cap, 20)
ts_covariance(fnd28_wcishta_value_18189a, pv103_taks_mean, 20)
ts_covariance(mdl354_sector_pt2net_margin, pv87_interval_asksize_median, 60)
ts_covariance(anl14_median_ntp_fy5, nws31_d1_bodysize, 5)
ts_covariance(fnd65_us5000_cusip_chgroepct, oth137_avg_txn_val, 250)
ts_covariance(est_q_gps_mean_3mth_ago, nws31_bodysize, 60)
ts_covariance(pv87_2_operatingprofit_qf_matrix_all_chngratio_mean, pv81_zsbm, 250)
ts_covariance(anl49_1stfiscalquarterearningspershare, pv87_interval_bidsize_mean, 250)
ts_covariance(fnd6_cibegni, pv52_yse_national_order_size_code, 250)
ts_covariance(pv87_2_eps_af_matrix_p1_chngratio_high, rsk70_mfm2_usfast_size, 20)
ts_covariance(mdl211_preq_deltaprofitability_profitability1, pv87_interval_asksize_kurtosis, 250)
ts_covariance(mdl26_v14_srprs_pct_lst_y_rnngs, pv87_interval_asksizeinterval_slippage_correlation, 250)
ts_covariance(est_q_pre_std_4wks_ago, pv52_yse_american_order_size_code, 60)
ts_covariance(fnd31_qsg5additionalfactor3_backfilled_rev6fy2, pv64_out_stal_fund_creation_unit_size, 5)
ts_covariance(mdl230_totalcap_cusip_pfgmtt, pv103_htsz_mean, 20)
ts_covariance(pv20_pre_indicator_8_feature11, pv103_tbsz_mean, 250)
ts_covariance(mdl211_saly_profitability_profitability5, mdl177_liquidityriskfactor_ohlsonscore_alt, 60)
ts_covariance(mdl26_stm_f12m_rnngs, pv103_1m_mbds_mean, 5)
ts_covariance(oth460_3l_ifpv, oth551_beta_size, 60)
ts_covariance(mdl262_oibdpq_profitability_profitability8, pv103_tbds_mean, 250)
ts_covariance(fnd72_s_pit_or_is_q_is_pension_expense_income, pv87_interval_asksizeinterval_volume_correlation, 5)
ts_covariance(fnd3_a__earbeforetaxes, pv52_yse_order_size_code, 250)
ts_covariance(oth432_che_profitability_profitability2, pv103_sbps_mean, 20)
ts_covariance(pv87_2_pretaxprofit_qf_matrix_all_chngratio_high, pv104_tbsz_mean, 250)
ts_covariance(pv20_gps_indicator_9_feature11, pv104_lsbs_mean, 20)
ts_covariance(mdl26_mstchg_pct_f12m_rnngs_14, pv52_asdaq_order_size_code, 5)
ts_covariance(fnd28_wsbshtq_value_01551q, pv64_trr_stal_cur_mkt_cap, 20)
ts_covariance(mdl264_viat_class, pv81_zsbh, 60)
ts_covariance(mdl262_cheq_profitability_profitability3, pv103_lbsz_mean, 5)
ts_covariance(oth460_uniamiq_l3, company_offer_total_size, 60)
ts_covariance(act_q_gps_surprisestd, fund_total_size, 5)
ts_covariance(anl14_low_ntprep_fy2, pv87_interval_asksizeinterval_bidsize_correlation, 250)
ts_covariance(mdl262_deltapredictni_a_mae, pv87_interval_asksizeinterval_bidsize_correlation, 20)
ts_covariance(mdl77_2deepvaluefactor_vesspem21f, pv103_sasz_mean, 5)
ts_covariance(oth432_rasv2splitprofitabilityfcf_ttm_profitability3, mdl77_liquidityriskfactor_ohlsonscore, 60)
ts_covariance(anl69_roa_expected_report_time, pv64_dif_stal_fund_creation_unit_size, 5)
ts_covariance(fnd14_hiwater_incmst_net_income_fy, pv104_lsts_mean, 5)
ts_covariance(anl10_gpspast_det_analyst_1321, pv81_zsbl, 5)
ts_covariance(fnd17_ttmnichg, pv103_saps_mean, 5)
ts_covariance(mdl230_totalcap_cusip_spe2yfvc_cf, fnd31_ohlsonscore, 20)
ts_covariance(fnd3_Q_interestincome, pv103_sbsz_mean, 5)
ts_covariance(anl49_backfill_typeofearningspershare, pv104_tbsz_mean, 20)
ts_covariance(pv20_eps_indicator_1_feature7, fund_total_size, 250)
ts_covariance(count_negative_profitability_question, pv104_masz_mean, 60)
ts_covariance(pv87_daily_qtr_matrix_net_income_gaap_consensus_mean_numdown, pv87_interval_asksizeinterval_bidsize_correlation, 20)
ts_covariance(anl15_ebtgics_ind_cal_fy3_3m_chg, pv103_1m_mlrt_mean, 20)
ts_covariance(mdl77_earningmomentumfactor_stdevfy1epsp, pv64_trr_stal_cur_mkt_cap, 60)
ts_covariance(mdl77_historicalgrowthfactor_pspeghc, oth567_deltascore_company_size_432, 20)
ts_covariance(fnd65_allcap_sedol_fqsurstd60dlag, pv98_daily_mean_taks_taks_mean, 5)
ts_covariance(mdl138_in_3idp, pv52_yse_chicago_order_size_code, 20)
ts_covariance(mdl77_fa_pge_cf, pv52_yse_order_size_code, 250)
ts_covariance(fnd28_wcfsq1nbf_value_01401q, mdl248_avg_txn_val, 20)
ts_covariance(oth460_unopincq_l3, fund_total_size, 250)
ts_covariance(mdl177_2_globaldevnorthamerica_v502_fc_epsrm, pv52_asdaq_order_size_code, 250)
ts_covariance(fnd28_statisticsa_value_05290a, pv103_masz_mean, 60)
ts_covariance(investment_income_nonoperating, mdl77_2liquidityriskfactor_ohlsonscore, 20)
ts_covariance(fnd65_us5000_cusip_fqsurstd60dlag, pv81_sasl, 250)
ts_covariance(fnd7_ointfund_qipon, pv103_lbsz_mean, 5)
ts_covariance(pv87_webv2_expavg20_group_css_earnings, mdl177_2_liquidityriskfactor_ohlsonscore, 60)
ts_covariance(fnd28_pftlta_value_08365a, pv103_1m_maks_mean, 250)
ts_covariance(mdl264_3l_21fspe, pv103_tbsz_mean, 250)
ts_covariance(fnd72_s_pit_or_cr_q_trail_12m_eps, pv52_asdaq_order_size_code, 5)
ts_covariance(pv20_gps_indicator_q_feature8, oth551_beta_size, 5)
ts_covariance(mdl77_earningsmomemtummodel_fc_y2repsg, pv64_dif_stal_fund_creation_unit_size, 250)
ts_covariance(est_12m_opr_std, pv87_interval_asksizeinterval_slippage_rankcorrel, 20)
ts_covariance(pv87_2_operatingprofit_qf_matrix_p1_dts, pv81_zsbm, 5)
ts_covariance(anl49_netprofit, pv81_trlm, 20)
ts_covariance(mdl77_2min2ygrossmargin, oth137_avg_txn_val, 20)
ts_covariance(oth432_ebit_compustatdeltapredict_annual_funda_predict, pv103_mbsz_mean, 5)
ts_covariance(anl14_high_ebit_fp4, pv87_interval_bidsizeinterval_slippage_rankcorrel, 20)
ts_covariance(pv20_eps_indicator_8_feature10, pv81_trlt, 250)
ts_covariance(anl82_opry_profitability_profitability12, pv87_interval_bidsizeinterval_slippage_rankcorrel, 250)
ts_covariance(fnd65_allcap_sedol_lagegp, pv104_lasz_mean, 20)
ts_covariance(anl15_ebt_gr_18_m_mean, oth567score_company_size, 250)
ts_covariance(mdl26_trailing_4_quarter_pe, pv103_mbsz_mean, 20)
ts_covariance(pv87_2_operatingprofit_qf_matrix_p1_median, pv52_asdaq_bx_order_size_code, 5)
ts_covariance(mdl77_historicalgrowthfactor_chg3yepsast, pv103_1m_mlrt_mean, 250)
ts_covariance(pv20_gps_indicator_n_feature5, mdl77_liquidityriskfactor_ohlsonscore, 60)
ts_covariance(pv20_net_indicator_n_feature3, pv64_dif_fund_creation_unit_size, 250)
ts_covariance(mdl77_omomemtumanalystmodel_qma_repearnmom, pv87_interval_asksizeinterval_slippage_correlation, 20)
ts_covariance(anl14_low_ntprep_fy2, pv103_laks_mean, 60)
ts_covariance(oth460_2l_eiuv, pv103_maus_mean, 5)
ts_covariance(oth432_oibdpq_profitability_profitability4, pv103_tbds_mean, 250)
ts_covariance(anl69_roe_expected_report_time, pv103_tbds_mean, 5)
ts_covariance(fnd65_allcap_sedol_pspeghc, pv87_interval_asksize_mean, 20)
ts_covariance(anl10_ebtfq1_smart_ests_v1_936, pv87_interval_bidsize_std, 60)
ts_covariance(pv87_2_eps_qf_matrix_all_high, pv87_interval_asksizeinterval_bidsize_rankcorrel, 60)
ts_covariance(mdl26_rm02fy_prsprs_fy2_rnngs, pv98_daily_mean_taks_taks_mean, 20)
ts_covariance(fnd72_pit_or_cr_a_prof_margin, pv81_trlt, 20)
ts_covariance(pv20_gps_indicator_1_feature8, pv103_tbsz_mean, 250)
ts_covariance(anl4_qfv4_eps_number, pv81_stlh, 5)
ts_covariance(eps_fiscal_quarter, nws31_d1_bodysize, 60)
ts_covariance(pv87_simpleavg20_group_css_earnings, pv87_interval_asksize_std, 60)
ts_covariance(pv87_2_pretaxprofit_qf_matrix_all_chngratio_median, pv87_interval_bidsizeinterval_slippage_rankcorrel, 60)
ts_covariance(mdl177_valanalystmodel_qva_earnquality, pv52_asdaq_psx_order_size_code, 60)
ts_covariance(mdl77_oearningmomentumfactor_rev6, pv103_tasz_mean, 250)
ts_covariance(oth553_ptg_wordcnt, pv52_yse_arca_order_size_code, 250)
ts_covariance(anl14_mean_ntprep_fp5, pv52_yse_national_order_size_code, 250)
ts_covariance(mdl264_sani_l3, pv87_interval_bidsize_kurtosis, 60)
ts_covariance(oth432_accruals_oeps12_predict, pv52_yse_american_order_size_code, 60)
ts_covariance(anl82_nety_profitability_profitability10, pv64_out_stal_fund_creation_unit_size, 5)
ts_covariance(anl15_ebtgics_s_fy3_cos_dn, pv87_interval_asksizeinterval_volume_correlation, 60)
ts_covariance(pv87_2_pretaxprofit_rep_af_matrix_all_chngratio_high, pv81_zsbh, 250)
ts_covariance(fnd3_aacctadj__earbeforetaxes, pv103_tasz_mean, 250)
ts_covariance(anl10_ebiinnovation_score_fy2_2589, fnd72_pit_or_cr_q_debt_to_mkt_cap, 60)
ts_covariance(pv87_2_epsr_qf_matrix_all_high, pv64_trr_stal_cur_mkt_cap, 60)
ts_covariance(anl49_earningspershare, pv103_mbus_mean, 250)
ts_covariance(fnd72_pit_or_cr_a_net_inc_growth, pv52_yse_national_order_size_code, 20)
ts_covariance(mdl262_niq_compustatdeltapredict_funda_mada, pv87_interval_asksizeinterval_slippage_correlation, 5)
ts_covariance(fnd28_wcfsa1_value_01266a, pv103_tbds_mean, 5)
ts_covariance(fnd65_totalcap_cusip_fc_numrevq1, rsk70_mfm2_usfast_size, 5)
ts_covariance(mdl230_us5000_cusip_ebitdadebtchg, fnd31_ohlsonscore, 20)
ts_covariance(pv87_2_epsr_af_matrix_p1_dts, pv103_tasz_mean, 5)
ts_covariance(anl10_nerpast_det_indicator_913, pv64_dif_fund_creation_unit_size, 5)
ts_covariance(anl44_second_en_netprofit_rep_coveredby, pv103_lasz_mean, 250)
ts_covariance(fnd7_ointfund_rq21hsc, company_offer_total_size, 5)
ts_covariance(pv20_ebt_indicator_2_feature9, pv104_tasz_mean, 60)
ts_covariance(gross_profit_total, pv103_tasz_mean, 250)
ts_covariance(mdl26_v14_nnlyst_rvsng_dwn_fq1_rnngs_7, pv64_trr_stal_cur_mkt_cap, 5)
ts_covariance(oth460_usa_compustat_q1_dl8_ibadjq_l2, pv87_interval_asksizeinterval_bidsize_correlation, 250)
ts_covariance(anl4_epsr_value, pv103_mbus_mean, 20)
ts_covariance(oth460_ibadjq_l3, pv81_stsl, 20)
ts_covariance(pv20_net_indicator_n_feature6, pv52_yse_american_order_size_code, 20)
ts_covariance(anl10_ebspast_det_excflag, pv104_masz_mean, 5)
ts_covariance(fnd89_jones_accrual_major_11, pv87_interval_asksize_mean, 60)
ts_covariance(fnd28_annualgrowth_value_08601a, pv81_zsbl, 5)
ts_covariance(anl14_numofests_ebitda_fp4, pv104_masz_mean, 5)
ts_covariance(mdl177_valueanalystmodel_qva_earnval_alt, oth137_avg_txn_val, 250)
ts_covariance(mdl26_mn_f_rvsnclstr_nlysts_fy2_rnngs, oth567_deltascore_company_size_432, 20)
ts_covariance(pv87_2_netprofit_rep_qf_matrix_p1_median, fnd31_ohlsonscore, 5)
ts_covariance(fnd72_q1_geo_grow_ebitda_cap_exp_to_int, pv81_trlm, 250)
ts_covariance(mdl230_us5000_cusip_ebitdadebt, pv64_dif_stal_fund_creation_unit_size, 60)
ts_covariance(oth460_net_margin_l2, mdl177_2_liquidityriskfactor_ohlsonscore, 250)
ts_covariance(mdl77_valuemomemtummodel_earningsqualitymodule, pv52_yse_arca_order_size_code, 5)
ts_covariance(pv87_epsyld_gro_mean, pv103_1m_mbds_mean, 20)
ts_covariance(mdl262_compustatpredictivetxtq_prediction, pv104_tbsz_mean, 250)
ts_covariance(mdl262_txtq_compustatdeltapredict_funda_predict, pv98_tbds_mean, 5)
ts_covariance(mdl230_allcap_sedol_saleeps, fund_total_size, 20)
ts_covariance(mdl262_rasv2splitprofitabilityebitd_ttm_profitability9, oth567score_company_size_358, 250)
ts_covariance(anl10_ebiinnovation_score_fy2_2589, fnd65_allcap_sedol_ohlsonscore, 20)
ts_covariance(ern6_actual_period, pv103_hasz_mean, 20)
ts_covariance(mdl262_rasv2splitprofitabilityebitd_q_profitability9, pv87_interval_asksize_median, 60)
ts_covariance(mdl262_sbda_a_profitability_profitability4, pv87_interval_asksize_numintervalsincehigh, 5)
ts_covariance(anl69_eps_best_eps, fnd72_pit_or_cr_a_debt_to_mkt_cap, 60)
ts_covariance(fnd28_wcfsq1nbf_value_01706q, pv98_daily_mean_taks_taks_mean, 20)
ts_covariance(fnd72_pit_or_cr_a_trail_12m_oper_inc, pv87_interval_asksizeinterval_bidsize_correlation, 5)
ts_covariance(oth460_ttax_l3, pv87_interval_bidsizeinterval_volume_correlation, 60)
ts_covariance(oth432_txtq_mae, oth551_resret_size, 60)
ts_covariance(anl82_preq_deltaprofitability_profitability11, company_offer_total_size, 20)
ts_covariance(fnd6_newa1v1300_ibadj, oth567score_company_size_358, 20)
ts_covariance(star_eq_ope_rank, pv98_daily_mean_taks_taks_mean, 5)
ts_covariance(anl15_dps_gr_cal_fy1_pe, oth551_r2_size, 5)
ts_covariance(mdl26_dsnc_prd_srprs_flg_chg_fq4_rnngs, pv104_insm_mean, 60)
ts_covariance(anl49_backfill_estdcurrentperatio, fnd72_s_pit_or_cr_q_debt_to_mkt_cap, 60)
ts_covariance(mdl77_2mqf_yoychggpm, fnd65_totalcap_cusip_ohlsonscore, 60)
ts_covariance(pv20_pre_indicator_3_feature0, pv87_interval_bidsize_median, 250)
ts_covariance(anl14_numofests_opp_fp1, fnd14_zs_lf_nlf_drp_ncr, 5)
ts_covariance(anl14_mean_ntp_fy1, mdl177_2_liquidityriskfactor_ohlsonscore, 250)
ts_covariance(mdl211_preq_profitability_profitability7, company_size_sentiment_score, 5)
ts_covariance(fnd65_us5000_cusip_pfcmtt, pv103_masz_mean, 5)
ts_covariance(mdl177_historicalgrowthfactor_chgeps, pv103_sbsz_mean, 20)
ts_covariance(mdl109_b_mtl_dlyspe, pv103_1m_mlrt_mean, 60)
ts_covariance(oth432_compustatpredictiveniq_prediction, pv103_tasz_mean, 5)
ts_covariance(mdl211_nety_y1_mada, mdl177_2_liquidityriskfactor_ohlsonscore, 20)
ts_covariance(pv87_2_operatingprofit_qf_matrix_all_low, mdl230_totalcap_cusip_ohlsonscore, 250)
ts_covariance(pv20_ebt_indicator_7_feature6, pv87_interval_asksize_skewness, 60)
ts_covariance(anl82_preq_q4_madp, pv103_lasz_mean, 250)
ts_covariance(anl82_delta_netq_q1_predict, pv81_lasz, 250)
ts_covariance(mdl230_totalcap_cusip_epschgetr, oth551_resret_size, 20)
ts_covariance(mdl26_7dy_bld_stmt_flg_fq4_rnngs, pv104_lsbs_mean, 250)
ts_covariance(fnd89_jones_accrual_pct_major_13, oth567score_company_size, 20)
ts_covariance(anl4_netprofit_mean, pv103_maks_topofbook_maks_mean, 250)
ts_covariance(act_12m_prr_value, pv87_interval_bidsize_mean, 60)
ts_covariance(fnd72_s_pit_or_cr_q_ev_to_t12m_ebit, pv104_tlrt_mean, 20)
ts_covariance(mdl211_ebtq_deltaprofitability_profitability11, pv103_sbps_mean, 250)
ts_covariance(pv87_2_pretaxprofit_rep_af_matrix_p1_chngratio_number, pv87_interval_bidsize_skewness, 250)
ts_covariance(anl82_oprq_q4_madp, fnd31_ohlsonscore, 20)
ts_covariance(pv87_2_netprofit_rep_af_matrix_all_low, pv103_mbsz_mean, 60)
ts_covariance(anl15_ebt_gr_cal_fy3_cos, im_shares_transacted, 60)
ts_covariance(pv20_indicator_4_feature8, mdl77_liquidityriskfactor_ohlsonscore, 20)
ts_covariance(max_ebit_guidance, mdl230_allcap_sedol_ohlsonscore, 20)
ts_covariance(mdl26_rm02fy_prsprs_fy2_rnngs, pv52_asdaq_order_size_code, 250)
ts_covariance(fnd90_us_qes_gamef_grossprofit_asset, pv103_tbsz_mean, 60)
ts_covariance(anl15_ebt_gr_18_m_6m_chg, rsk70_mfm2_usfast_size, 60)
ts_covariance(gross_profit_to_assets_ratio, pv98_tbds_mean, 250)
ts_covariance(fnd17_margin5yr, rsk70_mfm2_usfast_size, 20)
ts_covariance(fnd23_annfv1a_nimv, pv103_lasz_mean, 5)
ts_covariance(oth395_major_12_13, nws31_bodysize, 60)
ts_covariance(mdl264_2l_qic, pv104_tasz_mean, 5)
ts_covariance(mdl230_us5000_cusip_spe2yfvc_cf, pv64_trr_stal_cur_mkt_cap, 60)
ts_covariance(anl14_numofests_ntprep_fp1, pv87_interval_asksize_mean, 250)
ts_covariance(mdl262_rasv2splitprofitabilityni_q_profitability3, pv64_trr_cur_mkt_cap, 250)
ts_covariance(pv20_pre_indicator_6_feature10, fund_total_size, 20)
ts_covariance(mdl26_mstchg_pct_fq2_rnngs_60, pv52_yse_order_size_code, 20)
ts_covariance(mdl264_1l_declg, fund_total_size, 5)
ts_covariance(anl14_high_ntprep_fy3, mdl230_us5000_cusip_ohlsonscore, 5)
ts_covariance(pv87_ann_matrix_net_income_gaap_estimate_high, pv52_yse_national_order_size_code, 250)
ts_covariance(pv87_daily_qtr_matrix_net_income_gaap_consensus_mean_numup, pv87_interval_bidsize_std, 20)
ts_covariance(mdl26_nnlyst_rvsng_p_fy1_rnngs_7, mdl248_avg_txn_val, 60)
ts_covariance(mdl26_v14_prsprise_pct_fq2_earnings, rsk70_mfm2_usfast_size, 250)
ts_covariance(pv87_2_operatingprofit_af_matrix_p1_chngratio_mean, pv103_sbps_mean, 5)
ts_covariance(anl14_median_ebit_fy4, pv87_interval_asksize_numintervalsincehigh, 250)
ts_covariance(anl15_dps_gr_12_m_pe, nws31_d1_bodysize, 60)
ts_covariance(mdl77_liquidityriskfactor_impduration, pv52_asdaq_psx_order_size_code, 60)
ts_covariance(pv87_2_netprofit_af_matrix_all_dts, pv103_1m_tlrt_mean, 250)
ts_covariance(oth432_oiadpq_profitability_profitability1, pv87_interval_asksizeinterval_bidsize_rankcorrel, 250)
ts_covariance(fnd72_q1_inc_tax_exp_to_net_sales, pv103_lbsz_mean, 60)
ts_covariance(pv20_ebt_indicator_7_feature2, pv87_interval_bidsize_kurtosis, 5)
ts_covariance(mdl177_2_earningsqualityfactor_saleeps, nws31_d1_bodysize, 20)
ts_covariance(mdl262_txtq_compustatdeltapredict_funda_mada, im_shares_transacted, 5)
ts_covariance(anl10_epsinnovation_score_fy1, pv103_tbsz_mean, 5)
ts_covariance(anl14_high_eps_fy4, company_size_sentiment_score, 20)
ts_covariance(mdl77_ohistoricalgrowthfactor_speghc, pv87_interval_asksizeinterval_slippage_correlation, 20)
ts_covariance(earnings_news_mention_count, pv104_lsbs_mean, 250)
ts_covariance(est_q_opr_num_28d, fund_total_size, 250)
ts_covariance(fnd72_s_pit_or_cr_q_trail_12m_inc_bef_xo_item, pv103_tbds_mean, 20)
ts_covariance(fnd72_a2_retention_ratio, fund_total_size, 250)
ts_covariance(mdl77_oindustryrrelativevaluefactor_curindcoreepsp_, mdl77_2liquidityriskfactor_ohlsonscore, 5)
ts_covariance(mdl262_deltapredictebt_q_predict, pv104_hasz_mean, 5)
ts_covariance(oth432_ninc_trkdpitdeltapredict_funda_mae, pv81_zsbm, 60)
ts_covariance(est_q_opr_mean_28d, pv103_maks_topofbook_maks_mean, 20)
ts_covariance(fnd6_newa2v1300_ni, pv104_mlrt_mean, 60)
ts_covariance(ebit_reported_value, pv87_interval_asksizeinterval_bidsize_correlation, 20)
ts_covariance(pv20_ebt_indicator_n_feature4, pv87_interval_bidsize_std, 5)
ts_covariance(mdl177_v1_400_sue, pv64_dif_stal_fund_creation_unit_size, 5)
ts_covariance(anl49_backfill_earningspershareindicator, pv81_zsbl, 250)
ts_covariance(anl15_ebtgics_gr_cal_fy2_gro, oth551_r2_size, 60)
ts_covariance(anl10_ebsfq1_consensus, oth551_r2_size, 250)
ts_covariance(mdl262_che_profitability_profitability9, pv104_mlrt_mean, 5)
ts_covariance(est_12m_ner_std_28d, pv81_lasz, 250)
ts_covariance(mdl262_sbda_a_profitability_profitability2, pv103_laks_mean, 20)
ts_covariance(rsk62_id_spe, pv104_tasz_mean, 250)
ts_covariance(fnd72_pit_or_cr_a_ev_to_t12m_ebitda, pv103_laks_mean, 250)
ts_covariance(oth432_rasv2splitprofitabilityebt_ttm_profitability4, pv87_interval_bidsize_numintervalsincelow, 20)
ts_covariance(pv87_2_netprofit_af_matrix_p1_chngratio_std, pv104_hbsz_mean, 60)
ts_covariance(anl10_ebismun_2qf_2231, pv52_yse_national_order_size_code, 250)
ts_covariance(pv87_neg_earnings_matrix_css_sum, pv103_1m_maks_mean, 60)
ts_covariance(mdl262_rasv2splitprofitabilityebitd_q_profitability10, pv103_1m_maks_mean, 250)
ts_covariance(mdl264_usa_compustat_q1_dl8_ibadjq_l3, pv64_dif_fund_creation_unit_size, 250)
ts_covariance(oth460_usa_compustat_q1_dl8_epsfiq_l5, mdl177_2_liquidityriskfactor_ohlsonscore, 5)
ts_covariance(mdl77_2ccacw, pv98_quote_size_mean, 5)
ts_covariance(mdl177_2_liquidityriskfactor_oplev, pv87_interval_asksize_kurtosis, 250)
ts_covariance(pv20_net_indicator_q_feature7, pv103_laks_mean, 250)
ts_covariance(pv87_prv2_expavg60_group_event_sentiment_score_earnings, pv103_hasz_mean, 250)
ts_covariance(fnd28_newa1_value_08385a, pv103_1m_mbds_mean, 250)
ts_covariance(mdl177_2_globaldevnorthamerica_v502_wcacc, pv87_interval_asksize_mean, 5)
ts_covariance(fnd6_txs, pv52_yse_arca_order_size_code, 250)
ts_covariance(mdl26_nm_stm_nlysts_fy2_rnngs, mdl230_allcap_sedol_ohlsonscore, 250)
ts_covariance(mdl262_che_profitability_profitability5, pv98_quote_size_mean, 5)
ts_covariance(mdl77_ooearningsmomemtummodel_fc_numrevy1, pv81_stlh, 250)
ts_covariance(fnd65_totalcap_cusip_pe_wt, pv87_interval_bidsize_kurtosis, 250)
ts_covariance(pv20_gps_indicator_6_feature10, pv103_maus_mean, 60)
ts_covariance(fnd28_wcfsa1_value_01503a, mdl230_allcap_sedol_ohlsonscore, 250)
ts_covariance(mdl230_allcap_sedol_pedwf_cf, pv87_interval_asksizeinterval_slippage_rankcorrel, 20)
ts_covariance(mdl262_rasv2splitprofitabilityfcf_q_profitability9, nws31_d1_bodysize, 60)
ts_covariance(mdl77_momemtumanalystmodel_qma_composite, fnd65_allcap_sedol_ohlsonscore, 20)
ts_covariance(anl10_ebsfy2_smart_ests_v1, pv87_interval_bidsizeinterval_slippage_correlation, 60)
ts_covariance(oth432_compustatpredictiveepsfiq_mad_pred, pv87_interval_asksize_mean, 5)
ts_covariance(anl15_ebt_ind_cal_fy1_1m_chg, rsk70_mfm2_usfast_size, 5)
ts_covariance(pv20_net_indicator_8_feature12, pv104_lbsz_mean, 20)
ts_covariance(fnd65_allcap_sedol_bmpo, pv103_masz_mean, 250)
ts_covariance(pv20_eps_indicator_1_feature2, pv87_interval_asksize_median, 5)
ts_covariance(anl14_stddev_opp_fy1, oth551_resret_size, 250)
ts_covariance(anl69_eps_best_eps_lo, pv103_1m_mlrt_mean, 5)
ts_covariance(anl82_netq_deltaprofitability_profitability2, mdl230_totalcap_cusip_ohlsonscore, 20)
ts_covariance(mdl264_net_margin_l2, pv52_yse_arca_order_size_code, 60)
ts_covariance(fnd72_s_pit_or_is_a_is_rd_expend, mdl77_2liquidityriskfactor_ohlsonscore, 20)
ts_covariance(est_12m_opr_mean_3mth_ago, pv81_zsbm, 60)
ts_covariance(mdl177_2_earningsqualityfactor_salegpm, pv104_lsbs_mean, 5)
ts_covariance(anl82_saly_deltaprofitability_profitability8, fnd72_pit_or_cr_a_debt_to_mkt_cap, 60)
ts_covariance(mdl262_compustatpredictiveoiadpq_mad_pred, pv104_tbsz_mean, 60)
ts_covariance(rsk62_beta_5_100_spe, pv87_interval_bidsize_median, 5)
ts_covariance(long_term_dividend_payout_ratio, company_offer_total_size, 60)
ts_covariance(fnd3_aacctadj_ebit, pv52_yse_national_order_size_code, 20)
ts_covariance(pv87_net_income_normalized_actual, pv103_tlrt_topofbook_tlrt_mean, 20)
ts_covariance(anl14_stddev_ebit_fp1, pv81_sasl, 60)
ts_covariance(mdl77_2mqf_niper, pv64_dif_fund_creation_unit_size, 20)
ts_covariance(est_ptpr, pv52_yse_chicago_order_size_code, 60)
ts_covariance(mdl26_v14_mstchg_pct_fy1_rnngs_14, pv98_tbds_mean, 20)
ts_covariance(gross_profit_current, pv81_stsl, 20)
ts_covariance(mdl264_usa_compustat_q1_dl8_miiq_l2, pv103_maus_mean, 250)
ts_covariance(fnd23_annfvmfm_rltr, pv103_lask_topofbook_lask_mean, 250)
ts_covariance(anl49_vector_depreciationdepletionamortization, pv103_tbsz_mean, 250)
ts_covariance(fnd31_qsg5additionalfactor3_backfilled_apg, pv103_sbps_mean, 250)
ts_covariance(est_12m_ner_median, pv103_1m_tlrt_mean, 5)
ts_covariance(pv87_ann_matrix_net_income_normalized_estimate_median, pv81_lasz, 5)
ts_covariance(anl14_high_epsrep_fy3, pv103_mbus_mean, 60)
ts_covariance(est_q_ner_median_3mth_ago, pv103_masz_mean, 250)
ts_covariance(pv87_web_weightedavg60_group_v2_0_1_css_earnings, mdl230_totalcap_cusip_ohlsonscore, 20)
ts_covariance(fnd65_us5000_cusip_min1yopmargin, pv81_zsbl, 60)
ts_covariance(anl15_ebt_ind_cal_fy3_6m_chg, fnd65_us5000_cusip_ohlsonscore, 250)
ts_covariance(mdl262_rasv2splitprofitabilityebit_ttm_profitability12, pv52_yse_arca_order_size_code, 250)
ts_covariance(anl10_gpssmun_1qf_2624, pv103_mbsz_mean, 5)
ts_covariance(mdl262_compustatpredictiveepspiq_prediction, pv103_tbds_mean, 20)
ts_covariance(pv87_2_epsr_af_matrix_all_chngratio_low, pv81_zsbl, 5)
ts_covariance(anl10_nerinnovate_increase_fy1_1995, mdl230_us5000_cusip_ohlsonscore, 5)
ts_covariance(fnd3_q_ebitda, pv87_interval_bidsizeinterval_volume_correlation, 250)
ts_covariance(oth460_berry_l2, pv87_interval_asksizeinterval_bidsize_correlation, 20)
ts_covariance(fnd65_us5000_cusip_aoer, pv103_mlrt_topofbook_mlrt_mean, 250)
ts_covariance(fnd72_s_pit_or_cr_q_com_eqy_to_tot_asset, pv103_tlrt_topofbook_tlrt_mean, 250)
ts_covariance(anl10_ebiinnovate_decrease_fq2_2606, pv81_zsah, 250)
ts_covariance(oth432_deltapredictebitd_a_mae, pv103_lasz_mean, 5)
ts_covariance(mdl264_epsfx_class, pv104_hlts_mean, 60)
ts_covariance(research_development_expense_reported_value, pv103_laks_mean, 250)
ts_covariance(mdl230_allcap_sedol_perg, fnd14_zs_lf_nlf_drp_ncr, 250)
ts_covariance(fnd65_totalcap_cusip_mpgghcy3_, pv81_zsbt, 5)
ts_covariance(mdl77_put_put_indepsp, pv104_tasz_mean, 5)
ts_covariance(mdl264_opepsq_l2, pv104_tasz_mean, 250)
ts_covariance(mdl77_2gdna_yoychgaa, mdl177_2_liquidityriskfactor_ohlsonscore, 250)
ts_covariance(mdl262_cheq_profitability_profitability2, pv52_yse_national_order_size_code, 5)
ts_covariance(mdl262_deltapredictebitd_q_predict, pv103_mbds_topofbook_mbds_mean, 60)
ts_covariance(est_q_eps_std_3mth_ago, pv87_interval_bidsize_skewness, 250)
ts_covariance(anl82_oprq_profitability_profitability10, pv103_mbds_topofbook_mbds_mean, 60)
ts_covariance(anl15_ebt_s_cal_fy3_mean, pv52_asdaq_order_size_code, 5)
ts_covariance(mdl116_epsyld_fy2_trendpredict_model_mada, fnd72_s_pit_or_cr_q_debt_to_mkt_cap, 20)
ts_covariance(pv87_2_netprofit_rep_qf_matrix_p1_low, pv104_masz_mean, 250)
ts_covariance(fnd28_value_18841a, pv104_lbsz_mean, 20)
ts_covariance(pv20_sal_indicator_p_feature1, pv87_interval_asksizeinterval_bidsize_rankcorrel, 5)
ts_covariance(anl14_high_ntp_fp2, pv87_interval_bidsizeinterval_volume_correlation, 20)
ts_covariance(mdl109_d_mtl_dlyspe, pv104_tbsz_mean, 5)
ts_covariance(anl14_stddev_ntp_fy1, pv103_sbsz_mean, 5)
ts_covariance(anl69_roe_expected_report_dt, pv52_yse_american_order_size_code, 60)
ts_covariance(mdl77_omomemtumanalystmodel_qma_mktresponse, pv64_dif_stal_fund_creation_unit_size, 250)
ts_covariance(oth460_usa_compustat_q1_dl8_epspxq_l4, pv104_hbsz_mean, 60)
ts_covariance(anl10_ebtfq2_pred_surps_v0_964, pv103_1m_mlrt_mean, 5)
ts_covariance(pv87_daily_ann_matrix_r1_net_income_normalized_consensus_mean_numnochangeunfiltered, oth567score_company_size, 250)
ts_covariance(quarterly_retained_earnings_total, pv87_interval_asksize_median, 5)
ts_covariance(pv20_ebt_indicator_q_feature5, pv64_trr_stal_cur_mkt_cap, 60)
ts_covariance(fnd72_pit_or_is_a_is_interest_inc, pv98_daily_mean_taks_taks_mean, 20)
ts_covariance(mdl77_earningsmomemtummodel_fc_fqsurstd, oth551_beta_size, 250)
ts_covariance(fnd65_totalcap_cusip_mad3yttmni, pv87_interval_asksize_skewness, 60)
ts_covariance(pv20_opr_indicator_o_feature7, pv104_insm_mean, 5)
ts_covariance(earning_time_type, pv104_lasz_mean, 5)
ts_covariance(mdl177_2_historicalgrowthfactor_chg3yepsp, oth567_deltascore_company_size_432, 250)
ts_covariance(mdl211_saly_deltaprofitability_profitability9, fnd31_ohlsonscore, 250)
ts_covariance(mdl262_eps_oeps12_mae, pv104_masz_mean, 5)
ts_covariance(mdl264_uopiq_class, fnd72_pit_or_cr_q_debt_to_mkt_cap, 250)
ts_covariance(annual_retained_earnings_total_fast_d1, pv103_maus_mean, 60)
ts_covariance(anl15_bps_ind_12_m_pe, oth551_resret_size, 60)
ts_covariance(oth401_game_earning_smooth, oth567score_company_size, 60)
ts_covariance(mdl230_us5000_cusip_altmanz, pv103_htsz_mean, 20)
ts_covariance(mdl211_netq_profitability_profitability7, fund_total_size, 250)
ts_covariance(anl15_ebtgics_ind_18_m_cos_dn, pv103_maus_mean, 60)
ts_covariance(mdl264_usa_compustat_q1_dl8_epspiq_l1, mdl230_us5000_cusip_ohlsonscore, 5)
ts_covariance(mdl262_trkdpitpredictiveebitda_prediction, oth551_r2_size, 250)
ts_covariance(pv20_ebt_indicator_7_feature2, pv104_masz_mean, 60)
ts_covariance(pv87_2_operatingprofit_af_matrix_p1_dts, pv98_tbds_mean, 60)
ts_covariance(fnd28_ishta_value_01751a, pv64_dif_fund_creation_unit_size, 20)
ts_covariance(oth460_ciac_class, mdl77_2liquidityriskfactor_ohlsonscore, 20)
ts_covariance(mdl26_v14_mstchg_pct_f12m_rnngs_90, pv103_maks_topofbook_maks_mean, 20)
ts_covariance(anl44_netprofit_gaap_best_cur_fiscal_qtr_period, company_offer_total_size, 60)
ts_covariance(fnd72_pit_or_cr_q_announcement_dt, pv87_interval_asksize_numintervalsincehigh, 250)
ts_covariance(earnings_announcement_time_of_day_fast_d1, pv52_asdaq_bx_order_size_code, 20)
ts_covariance(fnd28_bdea_value_18854a, pv81_sbsl, 60)
ts_covariance(anl82_ebtq_deltaprofitability_profitability5, oth567score_company_size_358, 20)
ts_covariance(pv87_pos_earnings_matrix_bee_sum, mdl77_2liquidityriskfactor_ohlsonscore, 20)
ts_covariance(pv20_ebt_indicator_6_feature6, pv103_lbsz_mean, 5)
ts_covariance(anl15_ebtgics_ind_cal_fy1_6m_chg, company_offer_total_size, 250)
ts_covariance(mdl262_ninc_trkdpitdeltapredict_funda_mae, pv87_interval_asksizeinterval_bidsize_correlation, 5)
ts_covariance(fnd28_wsfsq_value_01451q, company_offer_size_value, 5)
ts_covariance(oth432_deltapredictni_a_predict, mdl177_2_liquidityriskfactor_ohlsonscore, 20)
ts_covariance(mdl354_group_pt12yf_dlyspe, pv98_daily_mean_taks_taks_mean, 20)
ts_covariance(anl15_cpsgics_s_18_m_pe, pv64_trr_cur_mkt_cap, 5)
ts_covariance(mdl262_predictiveebt_a_predict, mdl177_liquidityriskfactor_ohlsonscore_alt, 5)
ts_covariance(mdl262_deltapredictebit_q_predict, pv81_zsat, 5)
ts_covariance(anl10_ebtrevise_ratio_to_consensus_fq2_1011, pv81_zsbl, 5)
ts_covariance(fnd72_pit_or_cr_q_prof_margin, mdl230_totalcap_cusip_ohlsonscore, 250)
ts_covariance(mdl230_totalcap_cusip_rev6fy2, pv81_zsbl, 5)
ts_covariance(mdl211_ebtq_deltaprofitability_profitability12, pv103_hasz_mean, 5)
ts_covariance(mdl26_rvsnclstr_vg_rvsn_pr_fq1_rnngs, mdl77_liquidityriskfactor_ohlsonscore, 5)
ts_covariance(anl15_ebtgics_ind_cal_fy3_total, fund_total_size, 250)
ts_covariance(anl14_stddev_ntp_fp1, pv87_interval_asksize_std, 20)
ts_covariance(fnd72_pit_or_cr_a_com_eqy_to_tot_asset, pv64_out_stal_fund_creation_unit_size, 5)
ts_covariance(pv87_ann_matrix_net_income_normalized_estimate_low, pv87_interval_bidsizeinterval_slippage_rankcorrel, 5)
ts_covariance(oth460_3l_qacf, pv104_tbsz_mean, 20)
ts_covariance(anl10_epsinnovate_decrease_fq2, pv52_yse_national_order_size_code, 20)
ts_covariance(mdl264_usa_compustat_q1_dl8_nopiq_l4, pv64_trr_stal_cur_mkt_cap, 250)
ts_covariance(anl10_nersmun_1yf_2417, pv87_interval_bidsize_std, 60)
ts_covariance(anl14_high_ebitda_fp5, pv104_lasz_mean, 250)
ts_covariance(fnd7_ointfund_qipspe, pv52_yse_arca_order_size_code, 20)
ts_covariance(anl82_oprq_profitability_profitability1, pv52_yse_national_order_size_code, 20)
ts_covariance(count_neutral_profitability_summary_fast_d1, pv87_interval_asksizeinterval_slippage_rankcorrel, 20)
ts_covariance(est_12m_pre_mean_3mth_ago, pv64_dif_stal_fund_creation_unit_size, 5)
ts_covariance(mdl26_v14_nnlyst_rvsng_dwn_fy1_rnngs_14, pv104_tasz_mean, 60)
ts_covariance(anl10_ebsfy2_pred_surps_v0, pv87_interval_asksizeinterval_bidsize_rankcorrel, 60)
ts_covariance(oth432_rasv2splitprofitabilityebt_ttm_profitability5, mdl230_totalcap_cusip_ohlsonscore, 20)
ts_covariance(fnd7_ointfund_qiim, pv103_sbps_mean, 250)
ts_covariance(mdl262_acae_q_profitability_profitability8, pv103_tbsz_mean, 60)
ts_covariance(fnd89_csjones_industry_major_14, pv87_interval_bidsize_skewness, 20)
ts_covariance(mdl230_allcap_sedol_aor, pv81_trlt, 250)
ts_covariance(mdl262_compustat_models_profitability7, pv103_mlrt_topofbook_mlrt_mean, 250)
ts_covariance(anl10_nerrevise_ratio_to_consensus_fq2_2016, pv103_sbsz_mean, 20)
ts_covariance(fnd65_us5000_cusip_divcov, pv87_interval_bidsizeinterval_slippage_rankcorrel, 5)
ts_covariance(pv87_weightedavg60_group_ess_earnings, pv81_stlh, 20)
ts_covariance(pretax_income_total, pv104_tasz_mean, 250)
ts_covariance(mdl264_onet_l1, oth137_avg_txn_val, 20)
ts_covariance(fnd2_itxreexftfedstyitxrt, mdl230_allcap_sedol_ohlsonscore, 60)
ts_covariance(anl10_ebsnormal_decrease_fy2, pv64_dif_fund_creation_unit_size, 60)
ts_covariance(oth432_rasv2splitprofitabilityni_ttm_profitability1, pv81_stlh, 250)
ts_covariance(anl14_numofests_ntp_fy2, pv87_interval_bidsize_numintervalsincelow, 250)
ts_covariance(mdl211_saly_deltaprofitability_profitability9, pv87_interval_bidsizeinterval_slippage_rankcorrel, 5)
ts_covariance(fnd23_intfvm_ipos, nws31_bodysize, 5)
ts_covariance(mdl211_salq_deltaprofitability_profitability7, pv87_interval_asksize_std, 60)
ts_covariance(fnd89_major_11_31, pv81_sasl, 5)
ts_covariance(pv20_indicator_0_feature0_121, pv103_lbsz_mean, 5)
ts_covariance(pv20_eps_indicator_2_feature0, nws31_bodysize, 5)
ts_covariance(pv87_net_income_normalized_of_estimates_scale, pv87_interval_asksize_mean, 5)
ts_covariance(pv20_ebt_indicator_q_feature11, oth567_deltascore_company_size_432, 60)
ts_covariance(mdl211_ebty_deltaprofitability_profitability5, pv103_1m_mlrt_mean, 20)
ts_covariance(anl10_nerrevise_value_fq1_2012, pv87_interval_asksizeinterval_slippage_correlation, 60)
ts_covariance(act_12m_opr_value, pv98_quote_size_mean, 5)
ts_covariance(pv20_gps_indicator_7_feature11, pv87_interval_asksizeinterval_bidsize_correlation, 250)
ts_covariance(fnd6_cptmfmq_opepsq, fnd72_s_pit_or_cr_q_debt_to_mkt_cap, 60)
ts_covariance(anl15_ebtgics_gr_cal_fy1_3m_chg, pv104_masz_mean, 250)
ts_covariance(fnd7_ointhstfundfn_hfqspepo, fnd65_totalcap_cusip_ohlsonscore, 60)
ts_covariance(mdl262_oiadpq_profitability_profitability3, pv103_1m_tlrt_mean, 5)
ts_covariance(pv20_opr_indicator_n_feature2, pv52_yse_order_size_code, 250)
ts_covariance(pv20_sal_indicator_2_feature12, mdl77_2liquidityriskfactor_ohlsonscore, 60)
ts_covariance(quarterly_earnings_before_tax_total, pv103_htsz_mean, 20)
ts_covariance(pv20_pre_indicator_n_feature10, pv104_tlrt_mean, 250)
ts_covariance(fnd72_s_pit_or_is_q_earn_for_common, pv87_interval_asksizeinterval_volume_correlation, 20)
ts_covariance(anl82_salq_profitability_profitability1, pv103_maus_mean, 5)
ts_covariance(fnd65_totalcap_cusip_mpoghc, pv104_tasz_mean, 5)
ts_covariance(mdl177_historicalgrowthfactor_pctchg3yeps, pv81_trlt, 20)
ts_covariance(mdl26_bld_stmt_flg_fq2_rnngs, fnd65_totalcap_cusip_ohlsonscore, 60)
ts_covariance(anl4_ptpr_number, pv52_asdaq_psx_order_size_code, 250)
ts_covariance(earning_fiscal_year_end, pv64_out_stal_fund_creation_unit_size, 5)
ts_covariance(fnd28_newa2_value_09216a, nws31_d1_bodysize, 60)
ts_covariance(est_q_eps_std_4wks_ago, pv87_interval_bidsize_skewness, 5)
ts_covariance(anl14_high_eps_fp5, pv103_laks_mean, 60)
ts_covariance(mdl264_viat_l3, mdl230_allcap_sedol_ohlsonscore, 250)
ts_covariance(pv20_opr_indicator_1_feature1, pv103_sbsz_mean, 60)
ts_covariance(mdl262_che_profitability_profitability2, fnd72_s_pit_or_cr_q_debt_to_mkt_cap, 5)
ts_covariance(anl69_dps_expected_report_time, pv64_out_stal_fund_creation_unit_size, 5)
ts_covariance(mdl26_p_yld_pct_stm_fy1, pv104_hbsz_mean, 60)
ts_covariance(anl82_opry_deltaprofitability_profitability3, pv104_mbsz_mean, 5)
ts_covariance(est_12m_gps_std_28d, pv104_lbsz_mean, 20)
ts_covariance(mdl77_2liquidityriskfactor_impduration, pv103_tlrt_topofbook_tlrt_mean, 60)
ts_covariance(mdl264_epspi_class, fnd72_s_pit_or_cr_q_debt_to_mkt_cap, 5)
ts_covariance(oth460_usa_compustat_q1_dl8_nopiq_l4, pv103_mlrt_topofbook_mlrt_mean, 250)
ts_covariance(earning_time_type_fast_d1, pv103_hbsz_mean, 20)
ts_covariance(anl82_opry_y1_madp, pv64_trr_cur_mkt_cap, 60)
ts_covariance(pv20_net_indicator_q_feature0, company_offer_total_size, 60)
ts_covariance(fnd65_totalcap_cusip_rev3my1std, mdl248_avg_txn_val, 5)
ts_covariance(fnd23_icsm_m_caic, pv103_tlrt_topofbook_tlrt_mean, 250)
ts_covariance(pe_ratio_relative_component_rank, company_size_sentiment_score, 250)
ts_covariance(mdl26_lw_stmt_chng_fy1_rnngs_30, pv87_interval_bidsize_mean, 5)
ts_covariance(pv20_pre_indicator_1_feature11, pv103_tbsz_mean, 60)
ts_covariance(mdl262_txtq_compustatdeltapredict_funda_madp, fnd65_allcap_sedol_ohlsonscore, 250)
ts_covariance(anl69_sales_best_eeps_nxt_yr, pv103_1m_maks_mean, 60)
ts_covariance(anl44_netprofit_gaap_best_eeps_nxt_yr, pv104_lsas_mean, 60)
ts_covariance(anl4_epsr_high, nws31_d1_bodysize, 20)
ts_covariance(oth432_saleq_profitability_profitability9, pv98_tbds_mean, 20)