wqb
/
AlphaGenerator
2
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
You can not select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
32 Commits
1 Branch
0 Tags
17 MiB
 
Tag: Branch: Tree: 6833059711
Branches Tags
${ item.name }
Create tag ${ searchTerm }
Create branch ${ searchTerm }
from '6833059711'
${ noResults }
AlphaGenerator/generated_alpha/2025/2025-12-13/163835.txt

205 lines
11 KiB
Raw Blame History

group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")) * ts_std_dev(returns, 20)
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.7")) / ts_mean(volume, 30)
group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), "0,4,0.3")) * ts_zscore(returns, 20)
group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,2,0.5")) + ts_delta(volume, 10)
if_else(rank(volume) > 0.8, group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.2")), group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "1,3,0.3")) * ts_mean(returns, 60)
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.4")) * ts_corr(close, volume, 20)
group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, bucket(rank(volume), "0,3,0.5")) / ts_mean(volume, 20)
if_else(rank(volume) > 0.7, group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.6")) * ts_mean(returns, 10)
group_mean(ts_regression(close, ts_step(1), 60, 0, 1), 1, bucket(rank(volume), "0,3,0.3")) + ts_zscore(returns, 30)
group_mean(ts_delta(close, 30), 1, bucket(rank(volume), "0,4,0.25")) / ts_std_dev(returns, 20)
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,2,0.5")) * ts_corr(returns, volume, 30)
group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), "0,3,0.4")) + ts_mean(volume, 60)
if_else(rank(volume) > 0.7, group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.5")), group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.6")))
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.3")) * ts_corr(returns, volume, 20)
group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,4,0.2")) / ts_std_dev(returns, 30)
multiply(group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")), ts_rank(ts_std_dev(returns, 20), 30))
group_mean(ts_regression(close, ts_step(1), 30, 0, 1), 1, bucket(rank(volume), "0,3,0.6")) * ts_zscore(returns, 20)
multiply(group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.4")), ts_corr(group_mean(returns, 1, industry), group_mean(returns, 1, sector), 30))
group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,2,0.5")) / ts_mean(volume, 60)
if_else(ts_rank(volume, 20) > 0.7, group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_regression(close, ts_step(1), 20, 0, 1), 1, bucket(rank(volume), "0,3,0.5")) * ts_mean(returns, 10)
if_else(ts_std_dev(returns, 20) > 0.02, ts_delta(close, 5), ts_delta(close, 60))
ts_delta(close, 10) / ts_std_dev(returns, 20)
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, ts_regression(close, ts_step(1), 10, 0, 1), ts_delta(close, 30))
multiply(ts_delta(close, 5), if_else(ts_std_dev(returns, 20) > 0.03, 0.5, 1))
if_else(ts_std_dev(returns, 20) > 0.025, ts_delta(close, 10), ts_delta(close, 20))
divide(ts_delta(close, 30), ts_mean(ts_std_dev(returns, 20), 60))
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, ts_delta(close, 5), ts_delta(close, 20))
multiply(ts_delta(close, 20), if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.8, -1, 1))
if_else(ts_std_dev(returns, 20) < 0.01, ts_delta(close, 5), ts_delta(close, 10))
divide(group_mean(ts_delta(close, 5), 1, industry), ts_mean(close, 1, market))
if_else(ts_std_dev(returns, 20) > 0.02, ts_delta(close, 5), ts_delta(close, 20))
multiply(ts_delta(close, 10), if_else(ts_rank(returns, 20) > 0.7, 1, 0.5))
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, ts_regression(close, ts_step(1), 30, 0, 1), ts_delta(close, 5))
divide(ts_delta(close, 5), ts_std_dev(returns, 20))
if_else(ts_std_dev(returns, 20) > 0.015, ts_delta(close, 10), ts_delta(close, 30))
multiply(ts_delta(close, 20), if_else(ts_rank(returns, 20) < 0.3, 1, -0.8))
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, ts_regression(close, ts_step(1), 30, 0, 1), ts_delta(close, 60))
divide(ts_delta(close, 30), ts_std_dev(returns, 20))
if_else(ts_std_dev(returns, 20) > 0.025, ts_regression(close, ts_step(1), 20, 0, 1), ts_delta(close, 10))
multiply(ts_delta(close, 5), if_else(ts_std_dev(returns, 20) < 0.01, 1, 0.9))
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, divide(ts_delta(close, 5), ts_std_dev(returns, 20)), ts_delta(close, 20))
multiply(group_mean(ts_delta(close, 5), 1, group_mean(returns, 1, sector)), ts_delta(close, 60))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
multiply(group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.5")), if_else(ts_rank(returns, 20) > 0.7, 1, 0.5))
if_else(ts_std_dev(returns, 20) < 0.015, ts_delta(close, 5), ts_delta(close, 10)) * if_else(ts_std_dev(returns, 20) > 0.02, -1, 1)
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")) * ts_corr(returns, volume, 20)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 60)
if_else(ts_std_dev(returns, 20) > 0.03, multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), ts_delta(close, 5)), ts_delta(close, 10))
group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 20)
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, multiply(reverse(ts_rank(volume, 10)), ts_delta(close, 5)), ts_delta(close, 10))
group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 60))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(reverse(bucket(rank(volume), "0,3,0.4")), 1, industry) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 30))
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, multiply(reverse(ts_rank(volume, 10)), ts_delta(close, 5)), ts_delta(close, 20))
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")) * ts_corr(returns, volume, 20)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, sector), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.025, group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(if_else(ts_rank(volume, 20) > 0.8, 1, -1), 1, industry) * ts_delta(close, 10)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, bucket(rank(volume), "0,3,0.4")), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.02, multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), ts_delta(close, 5)), ts_delta(close, 10))
group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 60))
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, group_mean(multiply(reverse(ts_rank(volume, 10)), 1), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(multiply(reverse(ts_rank(volume, 10)), 1), 1, bucket(rank(volume), "0,3,0.5")) * ts_delta(close, 20)
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, multiply(reverse(ts_rank(volume, 10)), ts_delta(close, 5)), ts_delta(close, 20))
group_mean(reverse(bucket(rank(volume), "0,3,0.4")), 1, industry) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 30))
group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_zscore(returns, 20)
multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.5")))
group_mean(if_else(ts_rank(volume, 20) > 0.7, 1, -1), 1, industry) * ts_delta(close, 10)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, sector), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4)), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_delta(close, 10), 1, industry) * if_else(ts_rank(returns, 20) > 0.7, 1, -1)
multiply(group_mean(reverse(ts_rank(volume, 10)), 1, industry), ts_delta(close, 60))
group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 20)
if_else(ts_std_dev(returns, 20) > 0.025, group_mean(displace(reverse(ts_rank(volume, 10)), 5), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 10), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_delta(close, 5), 1, bucket(rank(volume), "0,3,0.4")) * ts_corr(returns, volume, 20)
multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), group_mean(ts_delta(close, 30), 1, bucket(rank(volume), "0,3,0.5")))
if_else(ts_std_dev(returns, 20) > 0.03, multiply(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), ts_delta(close, 5)), ts_delta(close, 10))
group_mean(reverse(ts_rank(volume, 10)), 1, industry) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 60))
if_else(ts_rank(ts_mean(returns, 20), 60) > 0.5, multiply(reverse(ts_rank(volume, 10)), ts_delta(close, 5)), ts_delta(close, 20))
group_mean(reverse(bucket(rank(volume), "0,3,0.4")), 1, industry) * ts_delta(close, 30)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, sector), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
group_mean(ts_delta(close, 5), 1, industry) * if_else(ts_rank(returns, 20) > 0.7, 1, -1)
multiply(group_mean(reverse(ts_rank(volume, 10)), 1, industry), ts_delta(close, 30))
group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_delta(close, 10)
if_else(ts_rank(ts_std_dev(returns, 20), 30) > 0.7, multiply(reverse(ts_rank(volume, 10)), ts_delta(close, 5)), ts_delta(close, 10))
group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")) * ts_zscore(returns, 20)
multiply(group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, industry), ts_delta(close, 30))
if_else(ts_std_dev(returns, 20) > 0.02, group_mean(reverse(ts_rank(volume, 10)), 1, bucket(rank(volume), "0,3,0.4")), group_mean(ts_delta(close, 20), 1, bucket(rank(volume), "0,3,0.7")))
multiply(group_mean(reverse(ts_rank(volume, 10)), 1, industry), if_else(ts_rank(returns, 20) > 0.7, 1, -1))
group_mean(reverse(ts_rank(volume / ts_mean(volume, 20), 10)), 1, sector) * ts_delta(close, 30)
if_else(ts_risk_adjusted_condition, group_mean(reverse(ts_rank(volume, 10)), 1, industry), group_mean(ts_delta(close, 20), 1, industry)) * adjust