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AlphaGenerator/generated_alpha/2026/01/17/deepseek-ai_DeepSeek-V3.2-E...

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2.5 KiB

group_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector)
group_zscore(ts_mean(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector)
subtract(group_zscore(ts_mean(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector), group_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector))
ts_rank(ts_std_dev(fnd6_newqv1300_invoq, 504), 126)
ts_rank(ts_mean(fnd6_newqv1300_invoq, 504), 126)
subtract(ts_rank(ts_mean(fnd6_newqv1300_invoq, 504), 126), ts_rank(ts_std_dev(fnd6_newqv1300_invoq, 504), 126))
ts_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), 252)
ts_zscore(ts_mean(fnd6_newqv1300_invoq, 504), 252)
subtract(ts_zscore(ts_mean(fnd6_newqv1300_invoq, 504), 252), ts_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), 252))
ts_delta(ts_mean(fnd6_newqv1300_invoq, 504), 63)
ts_delta(ts_std_dev(fnd6_newqv1300_invoq, 504), 63)
subtract(ts_delta(ts_mean(fnd6_newqv1300_invoq, 504), 63), ts_delta(ts_std_dev(fnd6_newqv1300_invoq, 504), 63))
ts_corr(ts_mean(fnd6_newqv1300_invoq, 504), ts_std_dev(fnd6_newqv1300_invoq, 504), 252)
ts_covariance(ts_mean(fnd6_newqv1300_invoq, 504), ts_std_dev(fnd6_newqv1300_invoq, 504), 252)
divide(ts_mean(fnd6_newqv1300_invoq, 504), ts_std_dev(fnd6_newqv1300_invoq, 504))
ts_av_diff(ts_mean(fnd6_newqv1300_invoq, 504), 504)
ts_av_diff(ts_std_dev(fnd6_newqv1300_invoq, 504), 504)
subtract(ts_av_diff(ts_mean(fnd6_newqv1300_invoq, 504), 504), ts_av_diff(ts_std_dev(fnd6_newqv1300_invoq, 504), 504))
ts_quantile(ts_mean(fnd6_newqv1300_invoq, 504), 504)
ts_quantile(ts_std_dev(fnd6_newqv1300_invoq, 504), 504)
subtract(ts_quantile(ts_mean(fnd6_newqv1300_invoq, 504), 504), ts_quantile(ts_std_dev(fnd6_newqv1300_invoq, 504), 504))
ts_sum(ts_mean(fnd6_newqv1300_invoq, 504), 126)
ts_sum(ts_std_dev(fnd6_newqv1300_invoq, 504), 126)
subtract(ts_sum(ts_mean(fnd6_newqv1300_invoq, 504), 126), ts_sum(ts_std_dev(fnd6_newqv1300_invoq, 504), 126))
ts_product(ts_mean(fnd6_newqv1300_invoq, 504), 63)
ts_product(ts_std_dev(fnd6_newqv1300_invoq, 504), 63)
divide(ts_product(ts_mean(fnd6_newqv1300_invoq, 504), 63), ts_product(ts_std_dev(fnd6_newqv1300_invoq, 504), 63))
ts_arg_min(ts_mean(fnd6_newqv1300_invoq, 504), 504)
ts_arg_max(ts_std_dev(fnd6_newqv1300_invoq, 504), 504)
subtract(ts_arg_min(ts_mean(fnd6_newqv1300_invoq, 504), 504), ts_arg_max(ts_std_dev(fnd6_newqv1300_invoq, 504), 504))
ts_count_nans(fnd6_newqv1300_invoq, 504)
ts_backfill(fnd6_newqv1300_invoq, 504)
subtract(ts_backfill(fnd6_newqv1300_invoq, 504), ts_count_nans(fnd6_newqv1300_invoq, 504))