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AlphaGenerator/generated_alpha/2025/2025-12-15/104255.txt

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multiply(ts_delta(close,10), group_mean(ts_delta(close,10), 1, bucket(rank(volume), range="0,3,0.4")))
if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,5), ts_delta(close,20))
ts_corr(ts_delta(close,5), ts_delta(volume,5), 30)
ts_regression(close, ts_step(1), 30, 0, 1)
ts_decay_linear(ts_delta(close,5), 20)
multiply(ts_mean(returns,20), ts_std_dev(returns,20))
ts_delta(ts_delta(close,10), 5)
group_mean(ts_delta(close,20), 1, bucket(rank(volume), range="0,3,0.4"))
if_else(rank(volume) > 0.7, ts_delta(close,20), ts_delta(close,10))
ts_rank(ts_mean(returns,20), 60) > 0.5
ts_zscore(ts_delta(close,30), 60)
multiply(ts_delta(close,60), ts_std_dev(returns,20))
ts_arg_max(returns, 30)
ts_arg_min(returns, 30)
ts_av_diff(returns, 20)
ts_count_nans(returns, 30)
ts_covariance(returns, volume, 20)
ts_backfill(ts_delta(close,5), 30)
ts_delay(close, 5)
ts_mean(ts_delta(close,5), 30)
ts_product(returns, 10)
ts_quantile(returns, 20)
ts_scale(close, 60)
ts_sum(returns, 20)
ts_zscore(volume, 30)
normalize(ts_delta(close,10), true)
quantile(ts_delta(close,10))
rank(ts_delta(close,20))
scale(ts_delta(close,20))
winsorize(ts_delta(close,20), 3)
zscore(ts_delta(close,20))
vec_avg(ts_delta(close,20))
vec_sum(ts_delta(close,20))
bucket(rank(volume), range="0,3,0.4")
group_backfill(ts_delta(close,10), industry, 30)
group_mean(ts_delta(close,10), 1, industry)
group_neutralize(ts_delta(close,10), sector)
group_rank(ts_delta(close,10), industry)
group_scale(ts_delta(close,10), sector)
group_zscore(ts_delta(close,10), sector)
multiply(ts_delta(close,20), if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, 1, -1))
divide(ts_delta(close,10), ts_std_dev(returns,20))
reverse(ts_delta(close,20))
sign(ts_delta(close,10))
signed_power(ts_delta(close,10), 2)
sqrt(ts_mean(returns,20))
subtract(ts_delta(close,20), ts_delta(close,10))
add(ts_delta(close,20), ts_delta(close,10))
max(ts_delta(close,20), ts_delta(close,10))
min(ts_delta(close,20), ts_delta(close,10))
power(ts_delta(close,10), 2)
and(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,10) > 0)
or(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,10) > 0)
not(ts_rank(ts_std_dev(returns,20), 60) > 0.7)
is_nan(ts_delta(close,10))
if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,5), ts_delta(close,60))
multiply(ts_delta(close,10), ts_corr(ts_delta(close,5), ts_delta(volume,5), 20))
ts_regression(close, ts_step(1), 60, 0, 1)
ts_decay_linear(returns, 30)
ts_mean(ts_delta(close,1), 20)
ts_std_dev(ts_delta(close,5), 20)
ts_sum(ts_delta(close,5), 30)
ts_zscore(ts_delta(close,10), 30)
group_mean(ts_delta(close,10), 1, sector)
group_rank(ts_delta(close,10), sector)
group_scale(ts_delta(close,10), sector)
group_zscore(ts_delta(close,10), sector)
bucket(rank(volume), range="0,5,0.2")
ts_backfill(ts_delta(close,10), 60)
ts_delay(returns, 1)
ts_mean(returns, 10)
ts_product(ts_delta(close,5), 5)
ts_quantile(ts_delta(close,10), 30)
ts_scale(ts_delta(close,10), 30)
ts_sum(ts_delta(close,5), 10)
ts_zscore(ts_delta(close,5), 10)
normalize(ts_delta(close,5), false)
quantile(ts_delta(close,5))
rank(ts_delta(close,5))
scale(ts_delta(close,5))
winsorize(ts_delta(close,5), 4)
zscore(ts_delta(close,5))
vec_avg(ts_delta(close,5))
vec_sum(ts_delta(close,5))
group_backfill(ts_delta(close,5), industry, 20)
group_mean(ts_delta(close,5), 1, industry)
group_neutralize(ts_delta(close,5), industry)
group_rank(ts_delta(close,5), industry)
group_scale(ts_delta(close,5), industry)
group_zscore(ts_delta(close,5), industry)
multiply(ts_delta(close,5), ts_corr(ts_delta(close,5), ts_delta(volume,5), 10))
divide(ts_delta(close,5), ts_std_dev(returns,10))
reverse(ts_delta(close,5))
sign(ts_delta(close,5))
signed_power(ts_delta(close,5), 2)
sqrt(ts_mean(returns,10))
subtract(ts_delta(close,5), ts_delta(close,1))
add(ts_delta(close,5), ts_delta(close,1))
max(ts_delta(close,5), ts_delta(close,1))
min(ts_delta(close,5), ts_delta(close,1))
power(ts_delta(close,5), 2)
and(ts_rank(ts_std_dev(returns,10), 30) > 0.7, ts_delta(close,5) > 0)
or(ts_rank(ts_std_dev(returns,10), 30) > 0.7, ts_delta(close,5) > 0)
not(ts_rank(ts_std_dev(returns,10), 30) > 0.7)
is_nan(ts_delta(close,5))
if_else(ts_rank(ts_std_dev(returns,10), 30) > 0.7, ts_delta(close,5), ts_delta(close,20))
multiply(ts_delta(close,5), ts_corr(ts_delta(close,5), ts_delta(volume,5), 30))
ts_regression(close, ts_step(1), 20, 0, 1)
ts_decay_linear(returns, 10)
ts_mean(ts_delta(close,1), 5)
ts_std_dev(ts_delta(close,5), 10)
ts_sum(ts_delta(close,5), 5)
ts_zscore(ts_delta(close,5), 5)
group_mean(ts_delta(close,5), 1, sector)
group_rank(ts_delta(close,5), sector)
group_scale(ts_delta(close,5), sector)
group_zscore(ts_delta(close,5), sector)
bucket(rank(volume), range="0,2,0.5")
ts_backfill(ts_delta(close,5), 20)
ts_delay(returns, 5)
ts_mean(returns, 5)
ts_product(ts_delta(close,5), 3)
ts_quantile(ts_delta(close,5), 10)
ts_scale(ts_delta(close,5), 10)
ts_sum(ts_delta(close,5), 3)
ts_zscore(ts_delta(close,5), 3)
normalize(ts_delta(close,5), false)
quantile(ts_delta(close,5))
rank(ts_delta(close,5))
scale(ts_delta(close,5))
winsorize(ts_delta(close,5), 3)
zscore(ts_delta(close,5))
vec_avg(ts_delta(close,5))
vec_sum(ts_delta(close,5))
group_backfill(ts_delta(close,5), industry, 10)
group_mean(ts_delta(close,5), 1, industry)
group_neutralize(ts_delta(close,5), industry)
group_rank(ts_delta(close,5), industry)
group_scale(ts_delta(close,5), industry)
group_zscore(ts_delta(close,5), industry)