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jack
2025-11-25 16:31:39 +08:00
parent 41ef816a81
commit d3777d856e
26 changed files with 1578 additions and 35 deletions
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alpha.txt
+20 -1
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@@ -1 +1,20 @@
group_mean(ts_rank(volume, 252), industry)
ts_delta(ts_mean(close, 5), 10)
ts_rank(ts_corr(volume, close, 20), 5)
ts_zscore(ts_std_dev(close, 10), 20)
subtract(ts_mean(close, 10), ts_mean(close, 30))
ts_delta(ts_arg_max(high, 20), 5)
ts_rank(ts_sum(volume, 5), 10)
ts_zscore(ts_decay_linear(close, 15), 30)
ts_corr(ts_delta(close, 1), ts_delta(volume, 1), 10)
ts_rank(ts_mean(vwap, 20), 5)
ts_delta(ts_std_dev(close, 5), 10)
ts_rank(ts_sum(market_cap, 10), 20)
ts_zscore(ts_corr(close, market_cap, 15), 30)
subtract(ts_mean(high, 5), ts_mean(low, 5))
ts_delta(ts_rank(volume, 10), 5)
ts_mean(ts_decay_linear(close, 20), 10)
ts_rank(ts_zscore(close, 15), 5)
ts_corr(ts_delta(high, 1), ts_delta(low, 1), 10)
ts_delta(ts_mean(vwap, 10), 20)
ts_rank(ts_std_dev(volume, 5), 10)
ts_zscore(ts_sum(close, 20), 30)