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AlphaGenerator/generated_alpha/2026/01/09/deepseek-ai_DeepSeek-V3.2-E...

39 lines
2.4 KiB

divide(ts_delta(fn_op_lease_min_pay_due_a, 252), fn_op_lease_min_pay_due_a)
substract(ts_backfill(fn_op_lease_min_pay_due_in_2y_a, 504), ts_backfill(fn_op_lease_min_pay_due_in_2y_a, 756))
ts_zscore(subtract(divide(ts_delta(fn_op_lease_min_pay_due_a, 504), fn_op_lease_min_pay_due_a), ts_mean(divide(ts_delta(fn_op_lease_min_pay_due_a, 504), fn_op_lease_min_pay_due_a), 252)), 252)
if_else(ts_delta(fn_op_lease_min_pay_due_in_2y_a, 504) > 0, ts_zscore(fn_op_lease_min_pay_due_in_2y_a, 252), multiply(ts_zscore(fn_op_lease_min_pay_due_in_2y_a, 252), -1))
ts_rank(subtract(fn_op_lease_min_pay_due_a, ts_delay(fn_op_lease_min_pay_due_a, 63)), 126)
group_zscore(divide(subtract(ts_delta(fn_op_lease_min_pay_due_a, 252), ts_mean(ts_delta(fn_op_lease_min_pay_due_a, 252), 126)), fn_op_lease_min_pay_due_a), top500)
reverse(ts_zscore(subtract(divide(ts_delta(fn_op_lease_min_pay_due_in_4y_a, 252), ts_delay(fn_op_lease_min_pay_due_in_4y_a, 252)), ts_mean(divide(ts_delta(fn_op_lease_min_pay_due_in_4y_a, 252), ts_delay(fn_op_lease_min_pay_due_in_4y_a, 252)), 126)), 126))
ts_corr(fn_op_lease_min_pay_due_a, fn_op_lease_min_pay_due_in_2y_a, 252)
ts_av_diff(divide(ts_delta(fn_op_lease_min_pay_due_in_4y_a, 504), ts_delay(fn_op_lease_min_pay_due_in_4y_a, 504)), 252)
multiply(if_else(ts_delta(fn_op_lease_min_pay_due_a, 252) > 0, 1, -1), ts_zscore(fn_op_lease_min_pay_due_a, 126))
rank(subtract(divide(ts_sum(fn_op_lease_min_pay_due_in_2y_a, 63), ts_delay(ts_sum(fn_op_lease_min_pay_due_in_2y_a, 63), 63)), 1))
group_rank(ts_delta(fn_op_lease_min_pay_due_a, 126), top1000)
ts_regression(fn_op_lease_min_pay_due_a, fn_op_lease_min_pay_due_in_2y_a, 252, 0, 1)
if_else(ts_zscore(fn_op_lease_min_pay_due_in_4y_a, 126) > ts_zscore(fn_op_lease_min_pay_due_in_4y_a, 252), ts_zscore(fn_op_lease_min_pay_due_in_4y_a, 126), ts_zscore(fn_op_lease_min_pay_due_in_4y_a, 252))
normalize(subtract(fn_op_lease_min_pay_due_a, ts_mean(fn_op_lease_min_pay_due_a, 126)))
scale(ts_sum(ts_delta(fn_op_lease_min_pay_due_in_2y_a, 63), 63))
divide(ts_zscore(fn_op_lease_min_pay_due_a, 252), ts_zscore(fn_op_lease_min_pay_due_in_4y_a, 252))
subtract(ts_rank(fn_op_lease_min_pay_due_a, 126), ts_rank(fn_op_lease_min_pay_due_in_4y_a, 126))
group_neutralize(divide(ts_delta(fn_op_lease_min_pay_due_a, 252), fn_op_lease_min_pay_due_a), top500)
ts_backfill(if_else(ts_delta(fn_op_lease_min_pay_due_in_2y_a, 126) > ts_delta(fn_op_lease_min_pay_due_in_2y_a, 252), 1, -1), 252)