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AlphaGenerator/generated_alpha/2026/01/21/MiniMaxAI_MiniMax-M2_174757...

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reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange))
reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdingmap, 60), lookback=60), exchange))
multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), inverse(pv64_dif_fund_turnover))
multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_delta(pv87_holdings, 1))
group_rank(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), exchange)
group_zscore(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), exchange)
winsorize(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), std=4)
ts_rank(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60)
quantile(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), driver=gaussian)
if_else(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)
if_else(ts_delta(pv87_holdings, 1) > 0, reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)
if_else(and(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), ts_delta(pv87_holdings, 1) > 0), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)
if_else(or(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), ts_delta(pv87_holdings, 1) > 0), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)
if_else(not(pv64_dif_fund_turnover > ts_mean(pv64_dif_fund_turnover, 60)), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)
if_else(is_nan(pv87_holdings), 0, reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
to_nan(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), value=0)
hump(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), hump=0.01)
ts_decay_linear(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 60)
ts_zscore(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60)
ts_scale(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60)
divide(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_std_dev(pv87_holdings, 60))
subtract(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_min(pv87_holdings, 60))
divide(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_sum(pv87_holdings, 60))
power(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_product(pv87_holdings, 60))
ts_av_diff(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), 60)
ts_covariance(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), pv64_dif_fund_turnover, 60)
ts_regression(reverse(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60)), pv64_dif_fund_turnover, 60)
multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_count_nans(pv87_holdings, 60))
kth_element(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60, 1)
last_diff_value(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60)
days_from_last_change(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60))
ts_arg_max(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60)
ts_arg_min(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), 60)
multiply(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), ts_step(1))
vec_avg(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
reduce_avg(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
reduce_max(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
reduce_min(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
reduce_sum(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
reduce_stddev(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
reduce_range(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
reduce_skewness(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
reduce_kurtosis(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
reduce_powersum(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), constant=2)
reduce_percentage(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), percentage=0.5)
reduce_choose(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), nth=1)
reduce_count(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), threshold=0)
reduce_ir(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
reduce_norm(reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)))
trade_when(pv64_dif_fund_turnover < ts_mean(pv64_dif_fund_turnover, 60), reverse(group_neutralize(ts_backfill(ts_mean(pv87_holdings, 60), lookback=60), exchange)), 0)