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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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generated_alpha/20251125133756.txt
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ts_zscore(ts_delta(close, 5), 20)
ts_rank(ts_corr(volume, close, 10), 20)
group_neutralize(ts_av_diff(close, 10), sector)
ts_scale(ts_std_dev(close, 15), 30)
ts_rank(ts_decay_linear(volume, 5), 20)
ts_rank(ts_delta(vwap, 3), 10)
group_zscore(ts_delta(high, 5), sector)
ts_rank(ts_mean(volume, 10) / ts_mean(volume, 30), 20)
ts_rank(ts_delta(close, 1) / ts_delay(close, 1), 10)
ts_rank(ts_mean(ts_delta(close, 1), 5), 20)
group_neutralize(ts_zscore(ts_delta(high - low, 5), 15), country)
ts_rank(ts_corr(close, volume, 5), 10)
ts_rank(ts_backfill(volume, 5, 1), 15)
ts_rank(ts_mean(ts_delta(close, 1), 20) / ts_std_dev(close, 20), 30)
ts_rank(ts_arg_max(high, 10), 20)
ts_rank(ts_av_diff(vwap, 5), 10)
group_scale(ts_delta(close, 5), sector)
ts_rank(ts_delta(ts_mean(close, 3), 5), 10)
ts_rank(ts_quantile(ts_delta(close, 1), 10), 20)
ts_rank(ts_delta(ts_mean(close, 5), 10), 20)