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65 lines
1.9 KiB
65 lines
1.9 KiB
[
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{
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"expression": "-ts_covariance(ts_rank(high, 10), ts_rank(volume, 20), 20)",
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"time_consuming": 79.09,
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"status": "success",
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"timestamp": "2025-11-25 10:57:58",
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"alpha_id": "VkgwYlbG"
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},
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{
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"expression": "-ts_covariance(ts_rank(close, 10), ts_rank(volume, 20), 20)",
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"time_consuming": 76.69,
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"status": "success",
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"timestamp": "2025-11-25 10:59:15",
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"alpha_id": "O0Ew5G9J"
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},
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{
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"expression": "-ts_covariance(ts_rank(high, 5), ts_rank(volume, 10), 15)",
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"time_consuming": 80.17,
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"status": "success",
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"timestamp": "2025-11-25 11:00:35",
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"alpha_id": "j2bldodQ"
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},
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{
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"expression": "group_neutralize(-ts_covariance(ts_rank(high, 10), ts_rank(volume, 10), 20), sector)",
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"time_consuming": 132.85,
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"status": "success",
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"timestamp": "2025-11-25 11:02:48",
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"alpha_id": "O0EwbQ0g"
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},
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{
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"expression": "-ts_covariance(ts_rank(vwap, 10), ts_rank(volume, 20), 20)",
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"time_consuming": 85.15,
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"status": "success",
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"timestamp": "2025-11-25 11:04:13",
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"alpha_id": "d5A8E8lv"
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},
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{
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"expression": "-ts_covariance(ts_rank(high, 20), ts_rank(volume, 10), 20)",
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"time_consuming": 104.09,
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"status": "success",
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"timestamp": "2025-11-25 11:05:57",
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"alpha_id": "mLM2rV5W"
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},
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{
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"expression": "-ts_covariance(ts_rank(close, 10), ts_rank(volume, 10), 20) * ts_rank(close, 5)",
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"time_consuming": 78.07,
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"status": "success",
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"timestamp": "2025-11-25 11:07:15",
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"alpha_id": "P0drwP0W"
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},
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{
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"expression": "-ts_covariance(ts_rank(high, 10), ts_rank(volume, 20), 10)",
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"time_consuming": 80.16,
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"status": "success",
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"timestamp": "2025-11-25 11:08:35",
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"alpha_id": "bl52ogzN"
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},
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{
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"expression": "group_zscore(-ts_covariance(ts_rank(high, 10), ts_rank(volume, 10), 20), sector)",
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"time_consuming": 93.28,
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"status": "success",
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"timestamp": "2025-11-25 11:10:09",
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"alpha_id": "9qLP9vx1"
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}
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] |