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alpha_tools/wqb-get-alphas/my_alpha_list.csv

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1alpha_idalpha_typeauthorsettingsregulardateCreateddateSubmitteddateModifiednamefavoritehiddencolorcategorytagsclassificationsgradestagestatusisostraintestprodcompetitionsthemespyramidspyramidThemesteamosmosisPoints
2npkZlgwdREGULARYC93384{'instrumentType': 'EQUITY', 'region': 'USA', 'universe': 'TOP3000', 'delay': 1, 'decay': 0, 'neutralization': 'INDUSTRY', 'truncation': 0.01, 'pasteurization': 'ON', 'unitHandling': 'VERIFY', 'nanHandling': 'OFF', 'maxTrade': 'OFF', 'maxPosition': 'OFF', 'language': 'FASTEXPR', 'visualization': False, 'startDate': '2014-01-01', 'endDate': '2023-12-31'}{'code': 'multiply(last_diff_value(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 20), 5),ts_mean(volume,20))', 'description': 'Idea: Long volatility skew momentum in high-option-liquidity stocks weighted by trading volume.\nRationale for data used: implied_volatility_call_120, implied_volatility_put_90\nRationale for operators used: multiply, last_diff_value, ts_sum, subtract, ts_mean', 'operatorCount': 5}2026-02-07T04:08:56-05:002026-02-07T04:45:53-05:00FalseFalse[][]ISUNSUBMITTED{'pnl': 25004583, 'bookSize': 20000000, 'longCount': 2140, 'shortCount': 787, 'turnover': 0.0744, 'returns': 0.2505, 'drawdown': 0.4119, 'margin': 0.006739, 'sharpe': 1.14, 'fitness': 1.61, 'startDate': '2014-01-01', 'investabilityConstrained': {'pnl': 13948144, 'bookSize': 20000000, 'longCount': 2166, 'shortCount': 763, 'turnover': 0.0627, 'returns': 0.1398, 'drawdown': 0.4277, 'margin': 0.004458, 'fitness': 1.03, 'sharpe': 0.97}, 'riskNeutralized': {'pnl': 17145827, 'bookSize': 20000000, 'longCount': 2140, 'shortCount': 787, 'turnover': 0.0744, 'returns': 0.1718, 'drawdown': 0.3665, 'margin': 0.004621, 'fitness': 1.15, 'sharpe': 0.98}, 'checks': [{'name': 'LOW_SHARPE', 'result': 'WARNING', 'limit': 1.58, 'value': 1.14}, {'name': 'LOW_FITNESS', 'result': 'PASS', 'limit': 1.0, 'value': 1.61}, {'name': 'LOW_TURNOVER', 'result': 'PASS', 'limit': 0.01, 'value': 0.0744}, {'name': 'HIGH_TURNOVER', 'result': 'PASS', 'limit': 0.7, 'value': 0.0744}, {'name': 'CONCENTRATED_WEIGHT', 'result': 'WARNING', 'date': '2017-09-21', 'limit': 0.1, 'value': 0.479658}, {'name': 'LOW_SUB_UNIVERSE_SHARPE', 'result': 'PASS', 'limit': 0.49, 'value': 0.52}, {'name': 'SELF_CORRELATION', 'result': 'PENDING'}, {'name': 'DATA_DIVERSITY', 'result': 'PENDING'}, {'name': 'PROD_CORRELATION', 'result': 'PENDING'}, {'name': 'REGULAR_SUBMISSION', 'result': 'PENDING'}, {'name': 'IS_LADDER_SHARPE', 'result': 'PASS', 'year': 2, 'startDate': '2024-01-02', 'endDate': '2022-01-03', 'limit': 2.02, 'value': 2.06}, {'name': 'POWER_POOL_CORRELATION', 'result': 'PENDING'}, {'name': 'MATCHES_COMPETITION', 'result': 'WARNING', 'competitions': [{'id': 'DCC2026', 'name': 'Data Creation Challenge 2026'}]}, {'result': 'PASS', 'name': 'MATCHES_PYRAMID', 'effective': 2, 'multiplier': 1.1, 'pyramids': [{'name': 'USA/D1/PV', 'multiplier': 1.1}, {'name': 'USA/D1/OPTION', 'multiplier': 1.3}]}, {'result': 'WARNING', 'name': 'MATCHES_THEMES', 'themes': [{'id': 'M4ZYl3D', 'multiplier': 2.0, 'name': 'USA HighTurnover Datasets Theme'}]}, {'result': 'PENDING', 'name': 'MATCHES_THEMES', 'themes': [{'id': 'EDrKz34', 'multiplier': 1.0, 'name': 'All regions/D1 Power Pool Mar`26'}]}, {'name': 'OSMOSIS_ALLOCATION', 'result': 'WARNING'}]}
3LLOgaLvLREGULARYC93384{'instrumentType': 'EQUITY', 'region': 'USA', 'universe': 'TOP3000', 'delay': 1, 'decay': 0, 'neutralization': 'INDUSTRY', 'truncation': 0.08, 'pasteurization': 'ON', 'unitHandling': 'VERIFY', 'nanHandling': 'OFF', 'maxTrade': 'OFF', 'maxPosition': 'OFF', 'language': 'FASTEXPR', 'visualization': False, 'startDate': '2014-01-01', 'endDate': '2023-12-31'}{'code': 'ts_rank(add(ts_count_nans(pv87_2_nav_qf_matrix_all_chngratio_median, 45), ts_count_nans(mdl264_call_put_erlanger_ratio_l3, 45)), 90)', 'description': None, 'operatorCount': 4}2026-01-19T04:36:02-05:002026-01-19T04:36:02-05:00FalseFalse[][]ISUNSUBMITTED{'pnl': 10827219, 'bookSize': 20000000, 'longCount': 2486, 'shortCount': 389, 'turnover': 0.0484, 'returns': 0.1085, 'drawdown': 0.183, 'margin': 0.004481, 'sharpe': 1.27, 'fitness': 1.18, 'startDate': '2014-01-01', 'investabilityConstrained': {'pnl': 10545973, 'bookSize': 20000000, 'longCount': 2333, 'shortCount': 797, 'turnover': 0.038, 'returns': 0.1057, 'drawdown': 0.1061, 'margin': 0.005561, 'fitness': 1.27, 'sharpe': 1.38}, 'riskNeutralized': {'pnl': 3060381, 'bookSize': 20000000, 'longCount': 2486, 'shortCount': 389, 'turnover': 0.0484, 'returns': 0.0307, 'drawdown': 0.1434, 'margin': 0.001267, 'fitness': 0.3, 'sharpe': 0.6}, 'checks': [{'name': 'LOW_SHARPE', 'result': 'WARNING', 'limit': 1.58, 'value': 1.27}, {'name': 'LOW_FITNESS', 'result': 'PASS', 'limit': 1.0, 'value': 1.18}, {'name': 'LOW_TURNOVER', 'result': 'PASS', 'limit': 0.01, 'value': 0.0484}, {'name': 'HIGH_TURNOVER', 'result': 'PASS', 'limit': 0.7, 'value': 0.0484}, {'name': 'CONCENTRATED_WEIGHT', 'result': 'PASS'}, {'name': 'LOW_SUB_UNIVERSE_SHARPE', 'result': 'PASS', 'limit': 0.55, 'value': 0.95}, {'name': 'SELF_CORRELATION', 'result': 'PENDING'}, {'name': 'DATA_DIVERSITY', 'result': 'PENDING'}, {'name': 'PROD_CORRELATION', 'result': 'PENDING'}, {'name': 'REGULAR_SUBMISSION', 'result': 'PENDING'}, {'name': 'IS_LADDER_SHARPE', 'result': 'WARNING', 'year': 2, 'startDate': '2024-01-02', 'endDate': '2022-01-03', 'limit': 1.58, 'value': 1.26}, {'name': 'POWER_POOL_CORRELATION', 'result': 'PENDING'}, {'name': 'MATCHES_COMPETITION', 'result': 'WARNING', 'competitions': [{'id': 'DCC2026', 'name': 'Data Creation Challenge 2026'}]}, {'result': 'PASS', 'name': 'MATCHES_PYRAMID', 'effective': 2, 'multiplier': 1.1, 'pyramids': [{'name': 'USA/D1/PV', 'multiplier': 1.1}, {'name': 'USA/D1/MODEL', 'multiplier': 1.4}]}, {'result': 'WARNING', 'name': 'MATCHES_THEMES', 'themes': [{'id': 'M4ZYl3D', 'multiplier': 2.0, 'name': 'USA HighTurnover Datasets Theme'}]}, {'result': 'PENDING', 'name': 'MATCHES_THEMES', 'themes': [{'id': 'EDrKz34', 'multiplier': 1.0, 'name': 'All regions/D1 Power Pool Mar`26'}]}, {'name': 'OSMOSIS_ALLOCATION', 'result': 'WARNING'}]}