{
"group_rank(ts_mean(ts_delta(ts_backfill(, ), ), ) / ts_std_dev(ts_delta(ts_backfill(, ), ), ), )": {
"template_explanation": "Generalized risk-adjusted fundamental momentum: replaces EPS with any quarterly fundamental, keeps the Sharpe-like score and intra-group ranking to isolate smooth, persistent trends while neutralizing structural differences across groups.",
"seed_alpha_settings": {
"instrumentType": "EQUITY",
"region": "GLB",
"universe": "TOPDIV3000",
"delay": 1,
"decay": 0,
"neutralization": "STATISTICAL",
"truncation": 0.01,
"pasteurization": "ON",
"unitHandling": "VERIFY",
"nanHandling": "ON",
"maxTrade": "OFF",
"language": "FASTEXPR",
"visualization": false,
"startDate": "2013-01-20",
"endDate": "2023-01-20"
},
"placeholder_candidates": {
"": {
"type": "data_field",
"candidates": [
{
"id": "fnd23_icsm_m_vers",
"description": "[Quarterly] Revenue"
},
{
"id": "fnd72_s_pit_or_is_q_net_income",
"description": "Net Income"
},
{
"id": "mdl219_1_ocfmargin",
"description": "Operating cash flow margin calculated as operating cash flow divided by sales."
},
{
"id": "fnd23_tangible_bvps",
"description": "tangible book value per share."
},
{
"id": "ebitda_per_share_trailing_twelve_months",
"description": "EBITDA per share for the trailing twelve months."
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 252
},
{
"value": 504
},
{
"value": 756
},
{
"value": 1008
},
{
"value": 1260
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 42
},
{
"value": 63
},
{
"value": 84
},
{
"value": 126
},
{
"value": 252
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 20
},
{
"value": 40
},
{
"value": 60
},
{
"value": 80
},
{
"value": 120
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 20
},
{
"value": 40
},
{
"value": 60
},
{
"value": 120
},
{
"value": 252
}
]
},
"": {
"type": "group_data_field",
"candidates": [
{
"name": "industry"
},
{
"name": "sector"
},
{
"name": "subindustry"
}
]
}
}
},
"group_rank(ts_mean(ts_delta(, ), ) / ts_std_dev(ts_delta(, ), ), )": {
"template_explanation": "Price-momentum version of the seed: uses returns instead of EPS change, still rewards consistent momentum within each sector/industry, producing a cleaner trend signal that is not distorted by industry-wide volatility regimes.",
"seed_alpha_settings": {
"instrumentType": "EQUITY",
"region": "GLB",
"universe": "TOPDIV3000",
"delay": 1,
"decay": 0,
"neutralization": "STATISTICAL",
"truncation": 0.01,
"pasteurization": "ON",
"unitHandling": "VERIFY",
"nanHandling": "ON",
"maxTrade": "OFF",
"language": "FASTEXPR",
"visualization": false,
"startDate": "2013-01-20",
"endDate": "2023-01-20"
},
"placeholder_candidates": {
"": {
"type": "data_field",
"candidates": [
{
"id": "close",
"description": "Daily close price"
},
{
"id": "open",
"description": "Daily open price"
},
{
"id": "vwap",
"description": "Daily volume weighted average price"
},
{
"id": "oth463_adjust_close",
"description": "Adjusted close price"
},
{
"id": "high",
"description": "Daily high price"
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 5
},
{
"value": 10
},
{
"value": 21
},
{
"value": 42
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 10
},
{
"value": 21
},
{
"value": 42
},
{
"value": 63
},
{
"value": 126
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 20
},
{
"value": 40
},
{
"value": 60
},
{
"value": 80
},
{
"value": 120
}
]
},
"": {
"type": "group_data_field",
"candidates": [
{
"name": "industry"
},
{
"name": "subindustry"
},
{
"name": "sector"
}
]
}
}
},
"group_rank(( - ts_delay(, )) / ts_std_dev( - ts_delay(, ), ), )": {
"template_explanation": "SUE-style surprise on any quarterly metric: standardizes the YoY (or QoQ) jump by its own historical volatility, then ranks within peer groups to highlight genuine outliers while canceling systematic industry drift.",
"seed_alpha_settings": {
"instrumentType": "EQUITY",
"region": "GLB",
"universe": "TOPDIV3000",
"delay": 1,
"decay": 0,
"neutralization": "STATISTICAL",
"truncation": 0.01,
"pasteurization": "ON",
"unitHandling": "VERIFY",
"nanHandling": "ON",
"maxTrade": "OFF",
"language": "FASTEXPR",
"visualization": false,
"startDate": "2013-01-20",
"endDate": "2023-01-20"
},
"placeholder_candidates": {
"": {
"type": "data_field",
"candidates": [
{
"id": "fnd72_s_pit_or_is_q_net_income",
"description": "Net Income"
},
{
"id": "star_rev_surprise_prediction_fy2",
"description": "Revenue predicted surprise pct - forward 2 years"
},
{
"id": "star_eps_smart_estimate_12m",
"description": "SmartEstimate F12M EPS"
},
{
"id": "ebitda_per_share_trailing_twelve_months",
"description": "EBITDA per share for the trailing twelve months."
},
{
"id": "mdl219_1_ocfmargin",
"description": "Operating cash flow margin calculated as operating cash flow divided by sales."
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 1
},
{
"value": 4
},
{
"value": 8
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 8
},
{
"value": 12
},
{
"value": 16
},
{
"value": 20
}
]
},
"": {
"type": "group_data_field",
"candidates": [
{
"name": "industry"
},
{
"name": "sector"
},
{
"name": "subindustry"
}
]
}
}
},
"group_rank(ts_mean(ts_delta(ts_backfill(, ), ), ) / ts_std_dev(ts_delta(ts_backfill(, ), ), ), )": {
"template_explanation": "Alternative-data momentum clone: applies the same risk-adjusted change logic to non-traditional data (web-traffic, sentiment, etc.), yielding a smooth, comparable signal that is industry-neutral and robust to data gaps.",
"seed_alpha_settings": {
"instrumentType": "EQUITY",
"region": "GLB",
"universe": "TOPDIV3000",
"delay": 1,
"decay": 0,
"neutralization": "STATISTICAL",
"truncation": 0.01,
"pasteurization": "ON",
"unitHandling": "VERIFY",
"nanHandling": "ON",
"maxTrade": "OFF",
"language": "FASTEXPR",
"visualization": false,
"startDate": "2013-01-20",
"endDate": "2023-01-20"
},
"placeholder_candidates": {
"": {
"type": "data_field",
"candidates": [
{
"id": "fnd23_intfvalld1_qkim",
"description": "Traffic acquisition costs (TAC) represent the cost for a company to acquire traffic to their site."
},
{
"id": "snt22pos_min_377",
"description": "minimum positive sentiment score."
},
{
"id": "mdl106_tre",
"description": "earnings revenue trend"
},
{
"id": "fnd23_intfvalld1_liim",
"description": "Click Rate, Total - %. It shows the frequency an advertisement downloaded with a webpage is clicked on. This is obtained using the number of clicks on an ad on a webpage, divided by the total number of times that the ad was downloaded with a page."
},
{
"id": "headline_sentiment_value",
"description": "Aggregate sentiment value computed for the news headline."
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 5
},
{
"value": 14
},
{
"value": 30
},
{
"value": 60
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 5
},
{
"value": 10
},
{
"value": 21
},
{
"value": 42
},
{
"value": 63
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 5
},
{
"value": 10
},
{
"value": 21
},
{
"value": 42
},
{
"value": 63
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 5
},
{
"value": 10
},
{
"value": 20
},
{
"value": 40
},
{
"value": 60
}
]
},
"": {
"type": "group_data_field",
"candidates": [
{
"name": "industry"
},
{
"name": "sector"
},
{
"name": "subindustry"
}
]
}
}
},
"group_rank(ts_corr(ts_delta(ts_backfill(, ), ), ts_delta(, ), ), )": {
"template_explanation": "Earnings-to-price alignment factor: measures how tightly fundamental momentum co-moves with price momentum; high correlation within group flags firms where the market promptly rewards improving fundamentals, suggesting continued follow-through.",
"seed_alpha_settings": {
"instrumentType": "EQUITY",
"region": "GLB",
"universe": "TOPDIV3000",
"delay": 1,
"decay": 0,
"neutralization": "STATISTICAL",
"truncation": 0.01,
"pasteurization": "ON",
"unitHandling": "VERIFY",
"nanHandling": "ON",
"maxTrade": "OFF",
"language": "FASTEXPR",
"visualization": false,
"startDate": "2013-01-20",
"endDate": "2023-01-20"
},
"placeholder_candidates": {
"": {
"type": "data_field",
"candidates": [
{
"id": "ern3_all_delay_1_next_reptime",
"description": "next report time"
},
{
"id": "star_rev_surprise_prediction_fy2",
"description": "Revenue predicted surprise pct - forward 2 years"
},
{
"id": "fnd72_s_pit_or_is_q_net_income",
"description": "Net Income"
},
{
"id": "ebitda_per_share_trailing_twelve_months",
"description": "EBITDA per share for the trailing twelve months."
},
{
"id": "fnd7_ointfund_qfcnif",
"description": "Quarterly Fundamental Item: Financing Activities -> Net Cash Flow (Statement of Cash Flows)"
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 1
},
{
"value": 5
},
{
"value": 10
},
{
"value": 21
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 5
},
{
"value": 10
},
{
"value": 21
},
{
"value": 63
},
{
"value": 126
}
]
},
"": {
"type": "data_field",
"candidates": [
{
"id": "close",
"description": "Daily close price"
},
{
"id": "pv37_volume_13",
"description": "Trading volume"
},
{
"id": "srp_average_score",
"description": "Average score"
},
{
"id": "pv37_open_13",
"description": "Open price"
},
{
"id": "open",
"description": "Daily open price"
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 5
},
{
"value": 10
},
{
"value": 21
},
{
"value": 42
},
{
"value": 63
}
]
},
"": {
"type": "integer_parameter",
"candidates": [
{
"value": 20
},
{
"value": 40
},
{
"value": 60
},
{
"value": 120
},
{
"value": 252
}
]
},
"": {
"type": "group_data_field",
"candidates": [
{
"name": "industry"
},
{
"name": "subindustry"
},
{
"name": "sector"
}
]
}
}
}
}