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135 lines
4.7 KiB
135 lines
4.7 KiB
[
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{
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"expression": "group_neutralize(reverse(ts_covariance(ts_rank(close,12),ts_rank(volume,25),20)),sector)",
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"time_consuming": 99.66,
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"status": "success",
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"timestamp": "2025-11-25 15:19:50",
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"alpha_id": "omMAeGpl"
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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(ts_delta(close,1),10)))",
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"time_consuming": 89.97,
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"status": "success",
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"timestamp": "2025-11-25 15:21:20",
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"alpha_id": "QPLqdwxg"
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},
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{
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"expression": "group_zscore(reverse(ts_covariance(ts_rank(vwap,15),ts_rank(volume,12),18)),sector)",
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"time_consuming": 152.47,
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"status": "success",
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"timestamp": "2025-11-25 15:23:53",
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"alpha_id": "O0EqenLJ"
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},
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{
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"expression": "multiply(reverse(ts_covariance(ts_rank(high,8),ts_rank(volume,30),20)),ts_zscore(close,10))",
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"time_consuming": 199.02,
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"status": "success",
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"timestamp": "2025-11-25 15:27:19",
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"alpha_id": "bl5Vpmlp"
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},
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{
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"expression": "group_neutralize(reverse(ts_corr(ts_rank(high,10),ts_rank(volume,20),20)),sector)",
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"time_consuming": 95.55,
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"status": "success",
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"timestamp": "2025-11-25 15:28:54",
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"alpha_id": "bl5V73OM"
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},
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{
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"expression": "reverse(ts_covariance(ts_rank(close,10),ts_rank(ts_zscore(volume,20),15),20))",
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"time_consuming": 153.67,
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"status": "success",
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"timestamp": "2025-11-25 15:31:28",
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"alpha_id": "N1vqkagE"
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},
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{
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"expression": "multiply(reverse(ts_covariance(ts_rank(vwap,10),ts_rank(volume,20),20)),reverse(ts_corr(close,volume,10)))",
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"time_consuming": 88.94,
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"status": "success",
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"timestamp": "2025-11-25 15:32:57",
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"alpha_id": "E5XYox3J"
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},
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{
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"expression": "group_rank(reverse(ts_covariance(ts_rank(close,15),ts_rank(volume,10),20)),sector)",
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"time_consuming": 149.71,
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"status": "success",
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"timestamp": "2025-11-25 15:35:27",
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"alpha_id": "j2bWlNvW"
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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_arg_max(close,10)))",
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"time_consuming": 89.08,
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"status": "success",
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"timestamp": "2025-11-25 15:36:56",
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"alpha_id": "mLMJ2XW2"
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},
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{
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"expression": "group_neutralize(reverse(ts_covariance(ts_rank(ts_delta(close,3),10),ts_rank(volume,20),20)),sector)",
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"time_consuming": 103.83,
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"status": "success",
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"timestamp": "2025-11-25 15:38:39",
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"alpha_id": "npMYk6zd"
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},
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{
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"expression": "reverse(divide(ts_covariance(ts_rank(close,10),ts_rank(volume,25),20),ts_rank(volume,10)))",
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"time_consuming": 77.97,
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"status": "success",
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"timestamp": "2025-11-25 15:39:57",
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"alpha_id": "QPLqrRYX"
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},
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{
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"expression": "multiply(group_zscore(reverse(ts_covariance(ts_rank(high,12),ts_rank(volume,20),20)),sector),reverse(ts_corr(high,volume,15)))",
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"time_consuming": 98.77,
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"status": "success",
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"timestamp": "2025-11-25 15:41:36",
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"alpha_id": "GrpYYJ95"
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},
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{
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"expression": "reverse(ts_covariance(ts_rank(close,10),ts_rank(ts_decay_linear(volume,20),15),20))",
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"time_consuming": 88.48,
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"status": "success",
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"timestamp": "2025-11-25 15:43:05",
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"alpha_id": "omMAAnLE"
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},
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{
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"expression": "group_neutralize(multiply(reverse(ts_covariance(ts_rank(vwap,10),ts_rank(volume,20),20)),ts_zscore(close,5)),sector)",
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"time_consuming": 79.84,
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"status": "success",
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"timestamp": "2025-11-25 15:44:24",
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"alpha_id": "omMAALYv"
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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),power(ts_rank(close,5),2)))",
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"time_consuming": 92.59,
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"status": "success",
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"timestamp": "2025-11-25 15:45:57",
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"alpha_id": "VkgqqRJY"
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},
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{
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"expression": "group_zscore(reverse(ts_covariance(ts_rank(close,20),ts_rank(ts_av_diff(volume,10),15),20)),sector)",
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"time_consuming": 99.92,
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"status": "success",
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"timestamp": "2025-11-25 15:47:37",
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"alpha_id": "P0dq6W1L"
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},
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{
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"expression": "reverse(add(ts_covariance(ts_rank(high,10),ts_rank(volume,20),20),multiply(0.3,ts_covariance(ts_rank(close,5),ts_rank(volume,10),10))))",
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"time_consuming": 79.13,
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"status": "success",
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"timestamp": "2025-11-25 15:48:56",
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"alpha_id": "O0Eqkkm7"
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},
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{
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"expression": "multiply(reverse(ts_covariance(ts_rank(close,10),ts_rank(volume,20),20)),ts_rank(ts_delta(close,1),20))",
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"time_consuming": 100.41,
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"status": "success",
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"timestamp": "2025-11-25 15:50:37",
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"alpha_id": "e7ogK9pp"
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},
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{
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"expression": "group_neutralize(reverse(multiply(ts_covariance(ts_rank(high,10),ts_rank(volume,20),20),add(ts_zscore(close,10),ts_rank(close,5)))),sector)",
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"time_consuming": 88.38,
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"status": "success",
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"timestamp": "2025-11-25 15:52:05",
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"alpha_id": "ZYeqxMzx"
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}
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] |