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107 lines
3.4 KiB
107 lines
3.4 KiB
[
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{
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"expression": "reverse(ts_covariance(ts_rank(high,10),ts_rank(volume,20),20))",
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"time_consuming": 93.04,
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"status": "success",
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"timestamp": "2025-11-25 11:40:21",
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"alpha_id": "pwAJlKZj"
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},
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{
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"expression": "reverse(ts_covariance(ts_rank(close,10),ts_rank(volume,20),20))",
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"time_consuming": 120.38,
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"status": "success",
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"timestamp": "2025-11-25 11:42:22",
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"alpha_id": "LLAb13e2"
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},
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{
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"expression": "group_neutralize(reverse(ts_covariance(ts_rank(high,10),ts_rank(volume,20),20)),sector)",
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"time_consuming": 97.15,
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"status": "success",
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"timestamp": "2025-11-25 11:43:59",
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"alpha_id": "Xg5w8Gj1"
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},
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{
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"expression": "reverse(ts_covariance(ts_rank(vwap,10),ts_rank(volume,20),20))",
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"time_consuming": 87.67,
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"status": "success",
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"timestamp": "2025-11-25 11:45:26",
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"alpha_id": "j2blrWW9"
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},
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{
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"expression": "reverse(multiply(ts_covariance(ts_rank(high,10),ts_rank(volume,20),20),ts_rank(close,5)))",
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"time_consuming": 134.79,
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"status": "success",
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"timestamp": "2025-11-25 11:47:41",
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"alpha_id": "e7o8xQmd"
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},
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{
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"expression": "reverse(ts_covariance(ts_rank(high,5),ts_rank(volume,15),15))",
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"time_consuming": 96.79,
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"status": "success",
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"timestamp": "2025-11-25 11:49:18",
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"alpha_id": "3qZYeOx6"
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},
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{
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"expression": "group_zscore(reverse(ts_covariance(ts_rank(high,10),ts_rank(volume,20),20)),sector)",
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"time_consuming": 75.78,
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"status": "success",
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"timestamp": "2025-11-25 11:50:34",
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"alpha_id": "RRnZmjQb"
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},
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{
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"expression": "reverse(ts_covariance(ts_rank(close,20),ts_rank(volume,10),20))",
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"time_consuming": 106.53,
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"status": "success",
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"timestamp": "2025-11-25 11:52:20",
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"alpha_id": "KPjYG6QE"
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},
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{
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"expression": "reverse(multiply(ts_covariance(ts_rank(high,10),ts_rank(volume,20),20),ts_zscore(volume,10)))",
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"time_consuming": 89.55,
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"status": "success",
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"timestamp": "2025-11-25 11:53:50",
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"alpha_id": "RRnZmmRz"
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},
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{
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"expression": "group_neutralize(reverse(ts_covariance(ts_rank(close,10),ts_rank(volume,15),20)),sector)",
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"time_consuming": 109.25,
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"status": "success",
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"timestamp": "2025-11-25 11:55:39",
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"alpha_id": "RRnZmlwj"
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},
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{
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"expression": "reverse(ts_covariance(ts_rank(high,15),ts_rank(volume,10),15))",
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"time_consuming": 94.42,
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"status": "success",
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"timestamp": "2025-11-25 11:57:14",
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"alpha_id": "E5X0lZ79"
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},
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{
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"expression": "reverse(divide(ts_covariance(ts_rank(high,10),ts_rank(volume,20),20),ts_std_dev(volume,20)))",
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"time_consuming": 80.02,
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"status": "success",
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"timestamp": "2025-11-25 11:58:34",
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"alpha_id": "j2bljmx9"
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},
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{
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"expression": "group_rank(reverse(ts_covariance(ts_rank(high,10),ts_rank(volume,20),20)),sector)",
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"time_consuming": 116.06,
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"status": "success",
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"timestamp": "2025-11-25 12:00:30",
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"alpha_id": "ZYew7o7Y"
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},
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{
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"expression": "reverse(ts_covariance(ts_rank(close,8),ts_rank(volume,25),20))",
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"time_consuming": 86.46,
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"status": "success",
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"timestamp": "2025-11-25 12:01:56",
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"alpha_id": "bl52jO8Z"
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},
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{
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"expression": "multiply(reverse(ts_covariance(ts_rank(high,10),ts_rank(volume,20),20)),reverse(ts_corr(high,volume,20)))",
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"time_consuming": 88.18,
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"status": "success",
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"timestamp": "2025-11-25 12:03:24",
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"alpha_id": "akq27g3x"
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}
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] |