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AlphaGenerator/generated_alpha/2026/01/21/1.txt

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group_neutralize(rank(ts_mean(pv87_holdings, 90)), exchange)
reverse(rank(group_zscore(pv87_holdings, exchange)))
divide(ts_mean(pv87_holdings, 90), ts_mean(anl40_netturnoverrate, 90))
sign(subtract(pv87_holdings, group_mean(pv87_holdings, 1, exchange)))
sqrt(abs(subtract(pv87_holdings, ts_mean(pv87_holdings, 90))))
power(group_scale(pv87_holdings, exchange), 2)
inverse(add(pv87_holdings, anl40_turnoverrate))
log(divide(ts_mean(anl40_netturnoverrate, 90), pv87_holdings))
max(group_min(pv87_holdings, exchange), ts_min(pv87_holdings, 90))
min(group_max(pv87_holdings, exchange), ts_max(pv87_holdings, 90))
normalize(subtract(pv87_holdings, group_mean(pv87_holdings, 1, exchange)))
zscore(multiply(pv87_holdings, anl40_employmentrate))
bucket(rank(pv87_holdings), range="0,1,0.2")
scale_down(rank(subtract(pv87_holdings, ts_delay(pv87_holdings, 30))), 0.5)
quantile(rank(pv87_holdings), driver="uniform")
and(pv87_holdings > group_mean(pv87_holdings, 1, exchange), anl40_turnoverrate < ts_mean(anl40_turnoverrate, 90))
or(pv87_holdings < group_min(pv87_holdings, exchange), anl40_netturnoverrate > ts_max(anl40_netturnoverrate, 90))
not(is_nan(pv87_holdings))
days_from_last_change(pv87_holdings)
hump(pv87_holdings, 0.02)
kth_element(pv87_holdings, 90, 10)
last_diff_value(pv87_holdings, 30)
reduce_avg(pv87_holdings, 0.1)
reduce_max(pv87_holdings)
reduce_min(pv87_holdings)
reduce_stddev(pv87_holdings, 0.05)
reduce_sum(pv87_holdings)
reduce_count(pv87_holdings, 0.1)
reduce_range(pv87_holdings)
reduce_norm(pv87_holdings)
reduce_percentage(pv87_holdings, 0.3)
reduce_powersum(pv87_holdings, 3)
reduce_choose(pv87_holdings, 5)
to_nan(pv87_holdings, value=0, reverse=true)
trade_when(pv87_holdings > ts_mean(pv87_holdings, 90), anl40_turnoverrate, pv87_holdings)
combo_a(rank(pv87_holdings), 250, 'algo1')
group_backfill(pv87_holdings, exchange, 90, 3.0)
group_cartesian_product(exchange, pv87_holdings)
self_corr(pv87_holdings)
jump_decay(pv87_holdings, 30, 0.6, 0.2)
if_else(pv87_holdings > ts_quantile(pv87_holdings, 90), reverse(pv87_holdings), pv87_holdings)
densify(group_rank(pv87_holdings, exchange))
group_neutralize(ts_mean(pv48_r3000e_amount_change_growth, 5), exchange)
group_neutralize(ts_mean(pv48_r3000_amount_change, 5), exchange)
group_neutralize(ts_mean(pv48_r3000_amount_change_value, 5), exchange)
group_neutralize(ts_mean(pv48_r3000e_amount_change, 5), exchange)
group_neutralize(ts_mean(pv48_r3000e_amount_change_value, 5), exchange)
group_neutralize(ts_mean(pv48_dynamic_amount_change, 5), exchange)
group_neutralize(ts_mean(pv64_dif_fund_turnover, 5), exchange)
group_neutralize(ts_mean(pv64_dif_stal_fund_turnover, 5), exchange)
group_neutralize(ts_mean(pv64_out_stal_fund_turnover, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08579a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08581a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08601a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08604a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08605a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08606a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08610a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08611a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08615a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08616a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08620a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08621a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08625a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08626a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08630a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08631a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08635a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08636a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08640a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08646a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08650a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08676a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08680a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08816a, 5), exchange)
group_neutralize(ts_mean(fnd28_growthratesa_value_08821a, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08106q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08111q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08301q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08306q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08311q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08316q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08321q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08326q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08346q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08366q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08371q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08381q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08401q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08416q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08421q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08579q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08601q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08606q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08611q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08616q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08621q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08631q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08636q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08651q, 5), exchange)
group_neutralize(ts_mean(fnd28_ratesq_value_08676q, 5), exchange)
group_neutralize(ts_mean(fnd28_wcratesq_value_08226q, 5), exchange)
group_neutralize(ts_mean(fnd28_wcratesq_value_08231q, 5), exchange)
group_neutralize(ts_mean(fnd28_wcratesq_value_08236q, 5), exchange)
group_neutralize(ts_mean(fnd28_wcratesq_value_08241q, 5), exchange)
group_neutralize(ts_mean(fnd28_wcratesq_value_08251q, 5), exchange)
group_neutralize(ts_mean(fnd28_wcratesq_value_08261q, 5), exchange)
group_neutralize(ts_mean(fnd28_wcratesq_value_08266q, 5), exchange)
group_neutralize(ts_mean(fnd28_wcratesq_value_08287q, 5), exchange)
group_neutralize(ts_mean(fnd28_wcratesq_value_08801q, 5), exchange)