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AlphaGenerator/planning_post_alpha.txt

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multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 160)), 250))
multiply(zscore(ts_sum(ts_delay(returns,63),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
multiply(normalize(ts_sum(ts_delay(returns,21),231)),normalize(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),21)))
ts_target_tvr_decay(ts_sum(returns, 252))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 20)), 40))
ts_rank(ts_mean(returns, 252), 252)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 20)), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 10)), 20))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),42)))
ts_corr(ts_sum(returns, 252), ts_sum(returns, 126), 252)
ts_zscore(ts_sum(returns, 252), 252)
group_scale(ts_sum(returns, 252), group)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 10)), 20))
ts_backfill(ts_sum(returns, 252), 252)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 160)), 250))
multiply(zscore(ts_sum(ts_delay(returns,84),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),84)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 40)), 80))
ts_covariance(ts_sum(returns, 252), ts_sum(returns, 126), 252)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_alldelay1_priceavg150day)),21)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 80)), 160))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),42)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 60)), 120))
multiply(zscore(ts_sum(ts_delay(returns,63),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),63)))
multiply(zscore(ts_sum(ts_delay(returns,42),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),42)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 160)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 60)), 120))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 10)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 40)), 80))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),84)))
subtract(ts_delay(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), 20), ts_delay(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 60)), 120))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,21),ts_mean(pv37_volume_14,21))))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 20)), 60))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),42)))
group_rank(ts_sum(returns, 252), group)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 120)), 250))
group_mean(ts_sum(returns, 252), weight, group)
multiply(normalize(ts_sum(ts_delay(returns,21),231)),normalize(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 60)), 120))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 10)), 20))
ts_sum(ts_delta(log(fnd17_nprice), 250), 20)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 60)), 120))
multiply(zscore(ts_sum(ts_delay(returns,42),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),21)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),84)))
multiply(zscore(ts_sum(ts_delay(returns,42),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),63)))
rank(ts_sum(returns, 252))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),63)))
multiply(zscore(ts_sum(ts_delay(returns,42),210)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_alldelay1_priceavg150day)),42)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_alldelay1_priceavg150day)),21)))
bucket(rank(ts_sum(returns, 252)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 5)), 10))
ts_regression(ts_sum(returns, 252), ts_sum(returns, 126), 252)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
group_neutralize(ts_sum(returns, 252), group)
group_backfill(ts_sum(returns, 252), group, 252)
ts_std_dev(ts_sum(returns, 252), 252)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 160)), 250))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_alldelay1_priceavg150day)),84)))
ts_arg_max(ts_sum(returns, 252), 252)
normalize(ts_sum(returns, 252))
ts_decay_linear(ts_sum(returns, 252), 252)
multiply(zscore(ts_sum(ts_delay(returns,84),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),84)))
multiply(zscore(ts_sum(ts_delay(returns,63),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_alldelay1_priceavg150day)),21)))
ts_delta(ts_sum(returns, 252), 21)
ts_product(ts_sum(returns, 252), 252)
multiply(zscore(ts_sum(ts_delay(returns,84),126)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),21)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 120)), 250))
vec_sum(ts_sum(returns, 252))
zscore(ts_sum(returns, 252))
ts_av_diff(ts_sum(returns, 252), 252)
subtract(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_delay(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), 5))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 20)), 20))
group_zscore(ts_sum(returns, 252), group)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 20)), 20))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 20)), 40))
multiply(zscore(ts_sum(ts_delay(returns,84),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),84)))
multiply(zscore(ts_sum(ts_delay(returns,63),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),63)))
multiply(zscore(ts_sum(ts_delay(returns,42),210)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),42)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), inverse(ts_mean(pv37_volume_13, 20)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 80)), 160))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),21)))
ts_count_nans(ts_sum(returns, 252), 252)
trade_when(ts_sum(returns, 252), ts_sum(returns, 126), ts_sum(returns, 63))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,42),ts_mean(pv37_volume_13,42))))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(divide(ts_std_dev(returns,63),ts_mean(pv37_volume_13,63))))
vec_avg(ts_sum(returns, 252))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 40)), 80))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 20)), 20))
multiply(zscore(ts_sum(ts_delay(returns,84),168)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),21)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),63)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 5)), 10))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global4h,fnd17_nprice)),63)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 160)), 250))
ts_scale(ts_sum(returns, 252), 252)
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 40)), 80))
winsorize(ts_sum(returns, 252))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 5)), 10))
multiply(zscore(ts_sum(ts_delay(returns,21),105)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_nprice)),63)))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_alldelay1_priceavg150day)),21)))
multiply(zscore(ts_sum(ts_delay(returns,63),189)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 5)), 10))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 40)), 80))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_14, 20)), 60))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 10)), 20))
ts_target_tvr_delta_limit(ts_sum(returns, 252), ts_sum(returns, 126))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 20)), 60))
ts_arg_min(ts_sum(returns, 252), 252)
multiply(zscore(ts_sum(ts_delay(returns,84),126)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_14,fnd17_alldelay1_priceavg150day)),21)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 80)), 160))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 20)), 60))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 20)), 40))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global2, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global3h, 120)), 250))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 20)), 40))
multiply(zscore(ts_sum(ts_delay(returns,63),147)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
quantile(ts_sum(returns, 252))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_13, 20)), 60))
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_13,fnd17_nprice)),21)))
ts_quantile(ts_sum(returns, 252), 252)
multiply(zscore(ts_sum(ts_delay(returns,21),231)),zscore(ts_mean(divide(abs(returns),multiply(pv37_volume_global3h,fnd17_nprice)),42)))
multiply(ts_sum(ts_delta(log(fnd17_nprice), 250), 20), ts_rank(inverse(ts_mean(pv37_volume_global4h, 5)), 10))