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#短周期价量因子

alpha1

$$ r1 = rank(Delta(Ln(volume),1))$$ $$ r2 = rank(\frac{close-open}{open})$$ $$ alpha1 = -1 * Corr(r1,r2,6)$$

alpha2

$$ alpha2 = -1 * Delta(\frac{(close - low) -(high - close)}{high - low},1) $$

alpha3

$$ temp = \begin{cases} 0,& close = Delay(close,1) \\ close - Min(low,Delay(close,1)),& close > Delay(close,1)\\ close - Max(high,Decay(close,1)),& close < Decay(close,1) \end{cases} $$

$$alpha3 = Sum(temp,6)$$

alpha4

$$ alpha4 = \begin{cases} -1,& Mean(close,8) + STD(close,8) < Mean(close,2)\\ 1, & Mean(close,2) < Mean(close,8) - STD(close,8)\\ 1, & \frac{volume}{Mean(volume,20)} > = 1\\ -1,& else \end{cases} $$

alpha5

$$ r1 = TsRank(volume,5)$$

$$ r2 = TsRank(high,5) $$

$$ alpha5 = -1 * TsMax(Corr(r1,r2,5),3)$$

alpha6

$$alpha6 = Rank(sign(Delta((open * 0.85 + high * 0.15),4))) $$

alpha7

$$ r1 = Rank(Max((vwap - close),3))$$ $$ r2 = Rank(Min((vwap - close),3))$$ $$ r3 = Rank(delta(volume,3))$$ $$ alpha7 = (r1 + r2) * r3 $$

alpha8

$$ alpha8 = Rank(-1 * Delta((\frac{high + low}{2}*0.2 + vwap * 0.8),4)) $$

alpha9

$$ temp = (\frac{high + low}{2} - Delay(\frac{high + low}{2},1)) * \frac{high - low}{volume}$$ $$ alpha9 = SMA(temp,7,2) $$

alpha10

$$ temp = \begin{cases} Std(ret,20),& ret < 0 \\ close,&else \end{cases} $$ $$ alpha10 = Rank(Max(temp^2,5))$$

alpha11

$$ alpha11 = Sum(\frac{(close - low) - (high - close)}{high - low} * volume,6)$$

alpha12

$$ r1 = Rank(open - \frac{Sum(vwap,10)}{10})$$ $$ r2 = Rank(Abs(close - vwap))$$ $$ alpha12 = r1 - r2$$

alpha13

$$ alpha13 = \frac{high + low}{2} - vwap$$

alpha14

$$ alpha14 = close -Delay(close,5)$$

alpha15

$$ alpha15 = \frac{open}{Delay(close,1)} - 1$$

alpha16

$$ corr = Corr(Rank(volume),rank(vwap),5)$$ $$ alpha16 = -1 * TsMax(Rank(corr),5)$$

alpha17

$$ alpha17 = Rank((vwap - Max(vwap,15))^{Delta(close,5)}）$$

alpha18

$$ alpha18 = \frac{close}{Delay(close,5)}$$

alpha19

$$ alpha19 = \begin{cases} \frac{close - Delay(close5)}{Decay(close,5)},&close < Decay(close,5)\\ (\frac{close - Delay(close5)}{close},& close > Decay(close,5))\\ 0,&else \end{cases} $$

alpha20

$$ alpha20 = \frac{close - Delay(close,6)}{Delay(close,6)} $$

alpha21

$$ alpha21 = RegBeta(Mean(close,6),close,6)$$

alpha22

$$ temp = \frac{close -Mean(close,6)}{Mean(close,6)}$$ $$ alpha22 = SMA((temp - Delay(temp,3)),12,1)$$

alpha23

$$ temp = \begin{cases} STD(close,20),& close > Decay(close,1) \\ 0,&else \end{cases} $$ $$ alpha23 = \frac{SMA(temp,20,1)}{SMA(STD(close,20),20,1)} $$

alpha24

$$ alpha24 = SMA((close - Delay(close,5)),5,1)$$

alpha25

$$ r1 = Rank(Delta(close,7))a$$ $$ r2 = Rank(DecayLinear(\frac{volume}{Mean(volume,20)},9))$$ $$ r3 = Rank(Sum(ret,250))$$ $$ alpha25 = -1 * r1 * (1 - r2) * (1 + r3)$$

alpha26

$$ alpha26 = Mean(close,7) - close + Corr(vwap,Delay(close,5),230)$$

alpha27

$$ temp1 = \frac{close - Delay(close,3)}{Delay(close,3)} * 100$$ $$ temp2 = \frac{close - Delay(close,6)}{Delay(close,6)} * 100$$ $$ alpha27 = WMA(temp1 + temp2,12)$$

alpha28

$$ temp1 = \frac{close - TsMin(low,9)}{TsMax(high,9) - TsMin(Low,9)}$$ $$ temp2 = SMA(temp1,3,1)$$ $$ alpha28 = 3 * temp2c - 2* SMA(temp2,3,1)$$

alpha29cas1

$$ alpha = \frac{close - Dealy(close,6)}{Delay(close,6)} * volume$$

alpha30

$$ resi = RegResi(\frac{close}{Delay(close,1)},MKT,SMB,HML,60)$$ $$ alpha30 = WMA(resi^2,20)$$

alpha31

$$ alpha31 = \frac{close - Mean(close,12)}{Mean(close,12)} $$

alpha32

$$ corr = Corr(Rank(high),Rank(volume),3)$$ $$ alpha32 = -1 * SUM(Rank(corr),3)$$

alpha33

$$ temp1 = Delay(TsMin(low,5),5) - TsMin(low,5)$$ $$ temp2 = \frac{Sum(ret,240) - Sum(ret,20)}{220}$$ $$ alpha33 = temp1 * Rank(temp2) * TsRank(volume,5)$$

alpha34

$$ alpha34 = \frac{Mean(close,12)}{close}$$

alpha35

$$ r1 = Rank(DecayLinear(Delta(open,1),15))$$ $$ corr = Corr(volume,open * 0.65 + DecayLinear(open,17) * 0.35,7) $$ $$ r2 = Rank(-1 * corral)$$ $$ alpha35 = Min(r1,r2)$$

alpha36v

$$ corr = Corr(Rank(volume),Rank(vwap),6)$$ $$ alpha36 = Rank(Sum(corr,2))$$

alpha37

$$ temp = Sum(open,5) * Sum(ret,5)$$ $$ alpha37 = -1 * Rank(temp - Delay(temp,10))$$

alpha38

$$ judge = (Mean(high,20) < high) $$ $$alpha38 = \begin{cases} -1 * Delta(high,2),&judge=True \\\ 0,&else \end{cases} $$

alpha39

$$ r1 = Rank(DecayLinear(Delta(close,2),8))$$ $$ corr = Corr((vwap * 0.3 + open * 0.7),Sum(Mean(volume,180),37),14)$$ $$ r2 = Rank(DecayLinear(corr,12))$$ $$ alpha39 = (r1 - r2) * -1$$

alpha40

$$ judge1 = (close > Delay(close,1))$$ $$ temp1 = \begin{cases} volumne,&judge1 = True \\ 0,&else \end{cases} $$ $$ judge2 = (close <= Delay(close,1))$$ $$ temp2 = \begin{cases} volume,&judge2 = True \\ 0,&else \end{cases} $$ $$ alpha40 = \frac{Sum(temp1,26)}{Sum(temp2,26)} * 100$$

alpha41

$$ alpha41 = -1 * Rank(Max(Delta(vwap,3),5))$$

alpha42

$$ r1 = Rank(STD(high,10))$$ $$ corr = Corr(high,volume,10)$$ $$ alpha42 = -1 * r1 * corr$$

alpha43

$$ judge = (close < Delay(close,1)) $$ $$ temp = \begin{cases} -1 * volume,& judge = True \\ volume,& else \end{cases} $$ $$ alpha43 = Sum(temp,6)$$

alpha44

$$ corr = Corr(low,Mean(volume,10),7)$$ $$ r1 = TsRank(DecayLinear(corr,6),4)$$ $$ r2 = TsRank(DecayLinear(Delta(vwap,3),10),15)$$ $$ alpha44 = r1 + r2$$

alpha45

$$ r1 = Rank(Delta((close * 0.6 + open * 0.4),1))$$ $$ r2 = Rank(Corr(vwap,Mean(volume,150),15))$$ $$ alpha45 = r1 + r2$$

alpha46

$$ alpha46 = \frac{Mean(close,3) + Mean(close,6) + Mean(close,12) + Mean(close,24)}{4 * close}$$

alpha47

$$ temp = \frac{TsMax(high,6) - close}{TsMax(high,6) - TsMin(low,6)} * 100$$ $$ alpha47 = SMA(temp,9,1)$$

alpha48

$$ temp1 = close - Delay(close,1)$$ $$ temp2 = Sign(temp1) + Sign(Delay(temp1,1)) + Sign(Delay(temp1,2))$$ $$ alpha48 = -1 * Rank(\frac{temp2 * Sum(volume,5)}{Sum(volume,20)})$$

alpha49

$$ temp = \begin{cases} 1, & high + low < Delay(high,1) + Delay(low,1) \\ 0, & else \end{cases}$$ $$ alpha49 = Sum(temp,12)$$

alpha50

$$ temp = \begin{cases} -1, &high + low <= Delay(high,1) + Delay(low,1) \\ 1,else \end{cases} $$ $$ alpha50 = Sum(temp,12)$$

alpha51

$$ temp = \begin{cases} 0, & high + low <= Delay(high,1) + Delay(low,1) \\ 1, & else \end{cases}$$ $$ alpha51 = Sum(temp,12)$$

alpha52

$$ temp1 = Max(0,high - Delay(\frac{high + low + close}{3}),1)$$ $$ temp2 = Max(0,Delay(\frac{high + low + close}{3},1)- low)$$ $$ alpha52 = \frac{Sum(temp1,26)}{Sum(temp2,26)} * 100$$

alpha53

$$ alpha53 = \frac{Count(close > Delay(close,1),12)}{12} * 100$$

alpha54(??)

$$ temp = STD(abs(close - open) + (close - open),?) + Corr(close,open,10)$$ $$ alpha54 = -1 * Rank(temp)$$

alpha55

$$ temp1 = \frac{close - Delay(close,1) + \frac{close - open}{2} + Delay(close,1) - Delay(open,1}{abs(high - Delay(close,1))}$$ $$ judge1 = (abs(high - Delay(close,1)) > abs(high - Delay(low,1)))$$ $$ judge2 = (abs(low - Delay(close,1) > abs(high - Delay(close,1))))$$ $$ temp21 = abs(high - Delay(close,1)) + \frac{abs(low - Delay(close,1))}{2} + \frac{abs(Delay(close,1) - Delay(open,1))}{4}$$ $$ temp22 = abs(low - Delay(close,1)) $$ $$ temp31 = abs(low - Delay(close,1)) + \frac{abs(high - Delay(close,1))}{2} +\frac{abs(Delay(close,1) - Delay(open,1))}{4}$$ $$ temp32 = (abs(high - Delay(low,1)) + abs(Delay(close,1) - Delay(open,1))) * Max(abs(high - Delay(close,1)),abs(low - Delay(close,1)))$$ $$ temp5 = \begin{cases} (temp1 > abs(low - Delay(close,1))) & (temp21 > abs(high - Delay(low,1)) & (temp31 > abs(high - Delay(close,1)))),& temp1 \end{cases}$$

alpha56

$$ r1 = Rank(open - TsMin(open,12))$$ $$ corr = Corr(Sum(\frac{high+low}{2},19),Sum(Mean(volume,40),19),13)$$ $$ alpha56 = (r1 < Rank(corr))$$

alpha57

$$ temp = \frac{close - TsMin(low,9)}{TsMax(high,9) - TsMin(low,9)} * 100$$ $$ alpha57 = SMA(temp,3,1)$$

alpha58

$$ alpha58 = \frac{Count(close > Delay(close,1),20)}{20} * 100$$

alpha59

$$ temp = \begin{cases} 0,& close = Delta(close,1) \\ Min(low,Delay(close,1)),& close > Delay(close,1)\\ Max(high,Delay(close,1)),& close < Delay(close,1) \end{cases} $$ $$ alpha59 = Sum(temp,20)$$

alpha60

$$ alpha60 = Sum(\frac{(close - low) - (high - close)}{high - low} * volume,20)$$

alpha61

$$ r1 = Rank(DecayLinear(Delta(vwap,1),12))$$ $$ r2 = Rank(DecayLinear(Corr(low,Mean(volume,80),8),17))$$ $$ alpha61 = Max(r1,r2) * -1$$

alpha62

$$ alpha62 = -1 * Corr(high,Rank(volume),5)$$

alpha63

$$ temp1 = max(close - Delay(close,1),0)$$ $$ temp2 = abs(close - Delay(close,1))$$ $$ alpha63 = \frac{SMA(temp1,6,1)}{SMA(temp2,6,1)} * 100$$

alpha64

$$ r1 = Rank(DecayLinear(Corr(Rank(vwap),Rank(volume),4),4))$$ $$ r2 = Rank(DecayLinear(Max(Corr(Rank(close),Rank(Mean(close,60)),4),13),14))$$ $$ alpha64 = Max(r1,r2) * -1$$

alpha65

$$ alpha65 = \frac{Mean(close,6)}{close}$$

alpha66

$$ alpha66 = \frac{close - Mean(close,6)}{Mean(close,6)} * 100$$

alpha67

$$ temp1 = Max(close - Delay(close,1),0)$$ $$ temp2 = Abs(close - Delay(close,1))$$ $$ alpha67 = \frac{SMA(temp1,24,1)}{SMA(temp2,24,1)} * 100$$

alpha68

$$ temp = (\frac{high + low}{2} - (\frac{Delay(high,1)}{2} + \frac{Delay(low)}{2}))* \frac{high - low}{volume}$$ $$ alpha68 = SMA(temp,15,2)$$

alpha69

$$ alpha69 = \begin{cases} \frac{Sum(DTM,20) - Sum(DBM,20)}{Sum(DTM,20)}, & Sum(DTM,20) > SUM(DBM,20)\\ \frac{Sum(DTM,20) - Sum(DBM,20)}{Sum(DBM,20)}, & Sum(DTM,20) < SUM(DBM,20)\\ 0,else \end{cases} $$

alpha70

$$ alpha70 = STD(amount,6)$$

alpha71

$$ alpha71 = \frac{close - Mean(close,24)}{Mean(close,24)} * 100$$

alpha72

$$ temp = \frac{TsMax(high,6) - close}{TsMax(high,6) - TsMin(low,6)} * 100$$ $$ alpha72 = SMA(temp,15,1)$$

alpha73

$$ corr = Corr(close,volume,10)$$ $$ r1 = TsRank(DecayLinear(DecayLinear(corr,16),4),5)$$ $$ r2 = Rank(DecayLinear(Corr(vwap,Mean(volume,30),4),3))$$ $$ alpha73 = (r1 - r2) * -1$$

alpha74

$$ r1 = Rank(Corr(Sum(low * 0.35 + vwap * 0.65,20),Sum(Mean(volume,40),20),7))$$ $$ r2 = Rank(Corr(Rank(vwap),Rank(volume),6))$$ $$ alpha74 = r1 + r2$$

alpha75

$$ c1 = Count(((close > open) AND (benchClose < benchOpen)),50)$$ $$ c2 = Count((benchClose < benchOpen),50)$$ $$ alpha75 = \frac{c1}{c2}$$

alpha76

$$ temp = abs(\frac{\frac{close}{Decay(close,1)} - 1}{volume})$$ $$ alpha76 = \frac{STD(temp,20)}{Mean(temp,20)}$$

alpha77

$$ r1 = Rank(DecayLinear((\frac{high + low}{2} + high - (vwap + high)),20))$$ $$ r2 = Rank(DecayLinear(Corr(\frac{high + low}{2},Mean(volume,40),3),6))$$ $$ alpha77 = Min(r1,r2)$$

alpha78

$$ temp1 = \frac{high + low + close}{3} $$ $$ alpha78 = \frac{temp - Mean(temp,12)}{0.015 * Mean(abs(close - Mean(temp,12)),12)}$$

alpha79

$$ temp1 = Max(close - Delay(close,1),0)$$ $$ temp2 = abs(close - Delay(close,1))$$ $$ alpha79 = \frac{SMA(temp1,12,1)}{SMA(temp2,12,1)} * 100$$

alpha80

$$ alpha80 = \frac{volume - Delay(volume,5)}{Delay(volume,5)} * 100$$

alpha81

$$ alpha81 = SMA(volume,21,2)$$

alpha82

$$ temp = \frac{TsMax(high,6) - close}{TsMax(high,6) - TsMin(low,6)} * 100$$ $$ alpha82 = SMA(temp,20,1)$$

alpha83

$$ alpha83 = -1 * Rank(Cov(Rank(high),Rank(volume),5))$$

alpha84

$$ temp = \begin{cases} volume, & close > Delta(close,1) \\ -volume, & close < Delta(close,1) \\ 0,&else \end{cases} $$ $$ alpha84 = Sum(temp,20)$$

alpha85

$$ r1 = TsRank(\frac{volume}{Mean(Volume,20)},20)$$ $$ r2 = TsRank((-1 * Delta(close,7)),8)$$ $$ alpha85 = r1 * r2$$

alpha86

$$ temp = \frac{Delay(close,20) - Delay(close,10)}{10} - \frac{Delay(close,10) - close}{10}$$ $$ alpha86 = \begin{cases} -1,&temp> 0.25 \\ 1,& temp < 0 \\ -1 * (close - Delay(close,1)),& else \end{cases} $$

alpha87(??)

$$ r1 = Rank(DecayLinear(Delta(vwap,4),7))$$ $$ temp = \frac{low * 0.9 + high * 0.1 - vwap}{open - \frac{high + low}{2}}$$ $$ r2 = TsRank(DecayLinear(temp,11),7)$$ $$ alpha87 = (r1 + r2) * -1$$

alpha88

$$ alpha88 = \frac{close - Delay(close,20)}{Delay(close,20)} * 100$$

alpha89

$$ temp = SMA(close,13,2) - SMA(close,27,2) $$ $$ alpha89 = 2 * (temp - SMA(temp,10,2))$$

alpha90

$$ alpha90 = Rank(Corr(Rank(vwap),Rank(volume),5)) * -1$$

alpha91

$$ r1 = Rank(close - Max(close,5)$$ $$ r2 = Rank(Corr(Mean(volume,40),low,5))$$ $$ alpha91 = (r1 * r2) * -1$$

alpha92

$$ r1 = Rank(DecayLinear(Delta(close * 0.35 + vwap * 0.65,2),3))$$ $$ temp = abs(Corr(Mean(volume,180),close,13))$$ $$ r2 = TsRank(DecayLinear(temp,5)),15)$$

alpha93

$$ temp = \begin{cases} 0,&open >= Decay(open,1) \\ Max(open - low,open -Delay(open,1)),&else \end{cases} $$ $$ alpha93 = Sum(temp,20)$$

alpha94

$$ temp = \begin{cases} volume,& close > Delay(close,1) \\ -volume, & close < Delay(close,1) \\ 0, & else \end{cases} $$ $$ alpha94 = Sum(temp,30)$$

alpha95

$$ alpha95 = STD(amount,20)$$

alpha96

$$ temp = \frac{close - TsMin(low,9)}{TsMax(high,9) - TsMin(low,9)} * 100$$ $$ alpha96 = SMA(SMA(temp,3,1),3,1)$$

alpha97

$$ alpha97 = STD(volume,10)$$

alpha98

$$ temp = \frac{Delta(Mean(close,100),100)}{Delay(close,100)}$$ $$ alpha98 = \begin{cases} -1 * (close - TsMin(close,100)),& temp >= 0.05 \\ -1 * Delta(close,3),else \end{cases} $$

alpha99

$$ alpha99 = -1 * Rank(Cov(Rank(close),Rank(volume),5))$$

alpha100

$$ alpha100 = STD(volume,20)$$

alpha101

$$ temp = $$

alpha102

$$ temp = volume - Delay(volume,1)$$ $$ alpha102 = \frac{SMA(Max(temp,0),6,1}{SMA(abs(temp),6,1)} * 100$$

alpha103

$$ alpha103 = \frac{20 - Lowday(low,20)}{20} * 100$$

alpha104

$$ alpha104 = -1 * Delta(Corr(high,volume,5),5) * Rank(STD(close,20))$$

alpha105

$$ alpha105 = -1 * Corr(Rank(open),Rank(volume),10)$$

alpah106

$$ alpha106 = close - Delay(close,20)$$

alpha107

$$ alpha107 = -1 * Rank(open - Delay(high,1)) * Rank(open - Delay(close,1)) * Rank(open - Delay(low,1))$$

alpha108

$$ r1 = Rank(high - Min(high,2))$$ $$ r2 = Rank(Corr(vwap,Mean(volume,120),6))$$ $$ alpha108 = r1 * r2 * -1$$

alpha109

$$ temp = SMA(high - low,10,2)$$ $$ alpha109 = \frac{temp}{SMA(temp,10,2)}$$

alpha110

$$ alpha110 = \frac{Sum(Max(0,high - Delay(close,1)),20)}{Sum(Max(0,Delay(close,1) - low),20)}$$

alpha111

$$ temp = vol * \frac{(close - low) - (high - close)}{high - low}$$ $$ alpha111 = SMA(temp,11,2) - SMA(temp,4,2)$$

alpha112

$$ temp = \begin{cases} 0, & close > Delay(close,1) \\ 1,else \end{cases} $$ $$ alpha112 = Sum(temp,12)$$

alpha113

$$ r1 = Rank(Mean(Delay(close,5),20) * Corr(close,volume,2))$$ $$ r2 = Rank(Corr(Sum(close,5),Sum(close,20),2))$$ $$ alpha113 = r1 * r2 * -1$$

alpha114(??)

$$ r1 = Rank(Delay(\frac{high - low}{Mean(close,5)},2)，5)$$ $$ temp = \frac{\frac{high - low}{Mean(close,5)}}{vwap - close}$$ $$ r2 = Rank(Rank(volume,5)/temp,5)$$ $$ alpha114 = r1 + r2 $$

alpha115

$$ r1 = Rank(Corr(high * 0.9 + low * 0.1, Mean(volume,30),10))$$ $$ r2 = Rank(Corr(TsRank(\frac{high + low}{2},4),TsRank(volume,10),7))$$ $$ alpha115 = r1 * r2$$

alpha116

$$ alpha1116 = RegBeta(close,sequence,20)$$

alpha117

$$ alpha117 = TsRank(volume,32) * (1- RsRank(close + high - low,16)) * (1 - TsRank(ret,32))$$

alpha118

$$ alpha118 = \frac{Sum(high - open,20)}{Sum(open - low,20)} * 100$$

alpha119

$$ corr1 = Corr(vwap,Sum(Mean(volume,5),26),5)$$ $$ corr2 = Corr(Rank(open),Rank(Mean(volume,15)),21)$$ $$ alpha119 = Rank(DecayLinear(corr1,7)) - Rank(DecayLinear(TsRank(Min(corr,9),7),8))$$

alpha120

$$ alpha120 = \frac{Rank(vwap - close)}{Rank(vwap + close)}$$

alpha121

$$ temp = TsRank(Corr(TsRank(vwap,20),TsRank(Mean(volume,60),2),18),3)$$ $$ alpha121 = Rank(vwap - Min(vwap,12)) ^ {temp} * -1$$

alpha122

$$ temp1 = SMA(Ln(close),13,2)$$ $$ temp2 = SMA(SMA(SMA(temp1,13,2),13,1),13,1)$$ $$ alpha122 = \frac{temp2}{Delay(temp2,1)}$$

alpha123

$$ corr1 = Corr(Sum(\frac{high + low}{2},20),Sum(Mean(volume,60),20),9)$$ $$ corr2 = Corr(low,volume,6)$$ $$ alpha123 = (Rank(corr1) < Rank(corr2)) * -1$$

alpha124

$$ alpha124 = \frac{close - vwap}{DecayLinear(Rank(TsMax(close,30),2))}$$

alpha125

$$ temp1 = Corr(vwap, Mean(volume,80),17)$$ $$ temp2 = Delta(close * 0.5 + vwap * 0.5,3)$$ $$ alpha125 = \frac{Rank(DecayLinear(temp1,20))}{Rank(DecayLinear(temp2,16))} $$

alpha126

$$ alpha126 = \frac{close + hig+ low}{3}$$

alpha127

$$ alpha127 = \frac{close - Max(close,12)}{Maxx(close,12)}$$

alpha128

$$ temp1 = \frac{high + low + close}{3} $$ $$ temp2 = \begin{cases} temp1 * volume,&temp1 > Delay(temp,1) \\ 0,else \end{cases} $$ $$ temp3 = \begin{cases} 0,&temp1 > Delay(temp,1)\\ temp1,else \end{cases} $$ $$ alpha128 = 100 - \frac{100}{1 + \frac{Sum(temp2,14)}{Sum(temp3,14)}}$$

alpha129

$$ temp = \begin{cases} 0 ,& close - Delay(close,1) < 0\\ abs(close - Delay(close,1),& else \end{cases} $$ $$ alpha129 = Sum(temp,12)$$

alpha130

$$ corr1 = Corr(\frac{high + low}{2},Mean(volume,40),9)$$ $$ corr2 = Corr(Rank(close),Rank(volume),7)$$ $$ alpha130 = \frac{Rank(DecayLinear(corr1,10))}{Rank(DecayLinear(corr2,3))}$$

alpha131

$$ corr = Corr(close,Mean(volume,50),18)$$ $$ alpha131 = Rank(Delta(vwap,1)^{TsRank(corr,18)})$$

alpha132

$$ alpha132 = Mean(amount,20)$$

alpha133

$$ alpha133 = (20 - \frac{Highday(high,20)}{20}) * 100 - (20 - \frac{Lowday(low,20)}{20}) * 100$$

alpha134

$$ alpha134 = \frac{close - Delay(close,12)}{Delay(close,12)} * volume$$

alpha135

$$ alpha135 = SMA(Delay(\frac{close}{Delay(close,20)},1),20,1)$$

alpha136

$$ alpha136 = -1 * Rank(Delta(ret,3)) * Corr(open,volume,10)$$

alpha137

$$ $$

alpha138

$$ r1 = Rank(DecayLinear(Delta(low * 0.7 + vwap * 0.3,3),20))$$ $$ corr = Corr(TsRank(low,8),TsRank(Mean(volume,60),17),5)$$ $$ alpha138 = r1 - TsRank(DecayLinear(TsRank(corr,19),16),7)$$

alpha139

$$ alpha139 = -1 * Corr(open,volume,10)$$

alpha140

$$ temp = Rank(open) + Rank(low) -(Rank(high) + Rank(close))$$ $$ corr = Corr(TsRank(close,8),TsRank(Mean(volume,60),20),8)$$ $$ alpha140 = Min(Rank(DecayLinear(temp,8)),TsRank(DecayLinear(corr,7),3))$$

alpha141

$$ alpha141 = -1 * Rank(Corr(Rank(high),Rank(Mean(volume,15)),9))$$

alpha142

$$ r1 = Rank(TsRank(close,10)$$ $$ r2 = Rank(Delta(Delta(close,1),1))$$ $$ r3 = Rank(TsRank(\frac{volume}{Mean(volume,20)},5))$$ $$ alpha142 = -1 * r1 * r2 * r3$$

alpha143

$$ alpha143 = \begin{cases} \frac{close - Delay(close,1)}{Delay(close,1)} * self,& close > Delay(close,1) \\ self,& else \end{cases} $$

alpha144

$$ temp = \frac{abs(\frac{close}{Delay(close,1)}-1)}{amount}$$ $$ tep1 = SumIf(temp,20,close < Delay(close,1))$$ $$ tep2 = Count(close < Delay(close,1),20)$$ $$ alpha144 = \frac{tep1}{tep2}$$

alpha145

$$ alpha145 = \frac{Mean(volume,9) - Mean(volume,26)}{Mean(volume,12)} * 100$$

alpha146(??)

$$ temp1 = \frac{close - Delay(close,1)}{Delay(close,1)}$$ $$ temp2 = temp1 - SMA(temp1,61,2) $$ $$ alpha146 = \frac{Mean(temp2，20) * temp2}{SMA(temp1-temp2,61,2)}$$

alpha147

$$ alpha147 = RegBeta(Mean(close,12),sequence,12)$$

alpha148

$$ r1 = Rank(Corr(open,Sum(Mean(volume,60),9),6))$$ $$ r2 = Rank(open - TsMin(open,14))$$ $$ alpha148 = (r1 < r2) * -1$$

alpha149

$$ f1 = Filter(\frac{close}{Delay(close,1)}-1,benchClose < Delay(benchClose,1))$$ $$ f2 = Filter(\frac{benchClose}{Delay(benClose,1)}-1,benchClose < Delay(benchClose,1))$$ $$ alpha149 = RegBeta(f1,f2,252)$$

alpha150

$$ alpha150 = \frac{close + high + low}{3} * volume$$

alpha151

$$ alpha151 = SMA(close - Delay(close,20),20,1)$$

alpha152

$$ temp = Delay(\frac{close}{Delay(close,9)},1)$$ $$ tep = Delay(SMA(temp,9,1),1)$$ $$ alpha152 = SMA(Mean(tep,12) - Mean(tep,26),9,1)$$

alpha153

$$ alpha153 = \frac{Mean(close,3) + Mean(close,6) + Mean(close,12) + Mean(close,24)}{4}$$

alpha154

$$ corr = Corr(vwap,Mean(volume,180),18)$$ $$ alpha154 = ((vwap - Min(vwap,16))< corr)$$

alpha155

$$ temp = SMA(volume,13,2) - SMA(volume,26,2)$$ $$ alpha155 = temp - SMA(temp,10,2)$$

alpha156

$$ r1 = Rank(DecayLinear(Delta(vwap,5),3))$$ $$ temp = Delta(open * 0.15 + low * 0.85,2) * -1$$ $$ alpha156 = -1 * Max(r1, Rank(DecayLinear(temp,3)))$$

alpha157(??)

$$ r1 = TsMin(Rank(-1 * Rank(Delta(close,5))),2)$$ $$ r2 = TsRank(Delay(-1 * ret,6),5)$$ $$ alpha157 = Min(r1+r2, 5)$$

alpha158

$$ temp = SMA(close,15,2)$$ $$ alpha158 = \frac{(high - temp) - (low - temp)}{close}$$

alpha159

$$ temp1 = Min(low,Delay(close,1))$$ $$ temp2 = Max(high,Delay(close,1)) $$ $$ temp3 = \frac{Close - Sum(temp1,6)}{Sum(temp2-temp1,6)} * 12 * 24 + \frac{close - Sum(temp1,12)}{Sum(temp2 - temp1,12)} * 6 * 24 + \frac{close - Sun(temp1,24)}{Sum(temp2 - temp1,24)} * 6 * 24$$ $$ alpha159 = 100 * \frac{temp3}{612 + 624 + 12*24} $$

alpha160

$$ alpha160 = \begin{cases} SMA(STD(close,20),20,1),&close < Delay(close,1)\\ SMA(0,20,1),& else \end{cases} $$

alpha161

$$ temp1 = Max((high - low),abs(Delay(close,1) - high))$$ $$ temp2 = abs(Delay(close,1) - low)$$ $$ alpha161 = Mean(Max(temp1,temp2),12)$$

alpha162

$$ temp1 = SMA(Max(close - Delay(close,1),0),12,1)$$ $$ temp2 = SMA(abs(close - Delay(close,1)),12,1)$$ $$ temp3 = Min(\frac{temp1}{temp2} ,12)$$ $$ temp4 = Max(\frac{temp1}{temp2} ,12)$$ $$ alpha162 = (\frac{temp1}{temp2} - \frac{temp3}{temp4}) * 100 $$

alpha163

$$ alpha163 = Rank(-1 * ret * Mean(volume,20) * vwap * (high - close))$$

alpha164

$$ temp = \begin{cases} \frac{1}{close - Delay(close,1)} - \frac{Min(\frac{1}{close - Delay(close,1)},12)}{high - low} ,& close > Delay(close,1)\\ 0, & else \end{cases} $$ $$ alpha164 = SMA(temp * 100,13,2)$$

alpha165

$$ temp = SUMAC(close - Mean(close,48))$$ $$ alpha165 = \frac{Max(temp) - Min(temp)}{STD(close,48)}$$

alpha166(??)

$$ temp1 = \frac{close}{Delta(close,1)}$$ $$ temp2 = 20 * (20 - 1) * Sum(temp1 - Mean(temp1,20))$$ $$ temp3 = (20 -1) * (20 -2) * Sum(temp1,20)$$

alpha167

$$ temp = \begin{cases} close - Delay(close,1),& close > Delay(close,1) \\ 0,& else \end{cases} $$ $$ alpha167 = Sum(temp,12)$$

alpha168

$$ alpha168 = -1 * \frac{volume}{Mean(volume,20)}$$

alpha169

$$ temp1 = close - Delay(close,1)$$ $$ temp2 = Delay(SMA(temp1,9,1),1)$$ $$ alpha169 = SMA(Mean(temp2,12) - Mean(temp2,26),10,1)$$

alpha170(??)

$$ r1 = Rank(\frac{high}{close} * \frac{volume}{Mean(volume,20)})$$ $$ r2 = Rank(\frac{high - close}{Mean(high,5)}) - Rank(vwap - Delay(vwap,5))$$ $$ alpha170 = r1 * r2$$

alpha171

$$ alpha171 = -1 \frac{(low - close) * (open ^ 5)}{(close - high)(close ^ 5)}$$

alpha172

$$ temp = \begin{cases} 1, &(LD>0,LD>HD) OR (HD>0,HD>LD) \\ 0, &else \end{cases} $$

another

$$ temp = \begin{cases} 1, &(LD>0,LD>HD) OR )\\ -1, & (HD>0,HD>LD) \\ 0, &else \end{cases} $$ $$ alpha172 = Mean(temp,6)$$

alpha173(?)

$$ temp1 = SMA(close,13,2)$$ $$ temp2 = SMA(Ln(close),13,2)$$ $$ alpha173 = 3 * temp1 - 2 * SMA(temp1,13,2) + SMA(SMA(temp2,13,2),13,2)$$

alpha174

$$ alpha174 = \begin{cases} SMA(STD(close,20),20,1),& close > Delay(close,1) \\ SMA(0,20,1),else \end{cases} $$

alpha175

$$ temp1 = Max(high - low, abs(Delay(close,1) - high))$$ $$ temp2 = Max(temp1,abs(Delay(close,1) - low))$$ $$ alpha175 = Mean(Max(temp1,temp2),6)$$

alpha176

$$ r1 =Rank(\frac{close - TsMin(low,12)}{TsMax(high,12) - TsMin(low,12)}) $$ $$ r2 = Rank(volume)$$ $$ alpha176 = Corr(r1,r2,6)$$

alpha177

$$ alpha177 = \frac{20 - Highday(high,20)}{20} * 100$$

alpha178

$$ alpha178 =\frac{close - Delay(close,1)}{Delay(close,1)} * volume$$

alpha179

$$ r1 = Rank(Corr(vwap,volume,4))$$ $$ corr = Corr(Rank(low),Rank(Mean(volume,50)),12)$$ $$ alpha179 = r1 * Rank(corr)$$

alpha180

$$ alpha180 = \begin{cases} -1 * TsRank(abs(Delta(close,7)),60) * Sign(Delta(close,7)), & Mean(volume,20) < volume\\ -1 * volume,& else \end{cases} $$

alpha181

$$ temp1 = \frac{close}{Delay(close,1)}$$ $$ temp2 = temp1 - Mean(temp1,20)$$ $$ temp3 = benchClose - Mean(benchClose,20)$$ $$ alpha181 = \frac{Sum(temp2 - temp3)^2}{Sum(temp2)^3}$$

alpha182

$$ temp1 = (close > open AND benckClose > benchOpen)$$ $$ temp2 = (close < open AND benchClose < benchOpen)$$ $$ alpha182 = \frac{Count(temp1 OR temp2,20)}{20} $$

alpha183

$$ temp = close - Mean(close,24)$$ $$ alpha183 = \frac{Max(MAXAC(temp)) - Min(MINAC(temp))}{STD(close,24)}$$

alpha184

$$ r1 = Rank(Corr(Delay(open - close,1),close,200))$$ $$ r2 = Rank(open - close)$$ $$ alpha184 = r1 + r2$$

alpha185

$$ alpha185 = Rank(-1 * (1 - \frac{open}{close})^2)$$

alpha186

$$ temp = \begin{cases} 1, &(LD>0,LD>HD) OR (HD>0,HD>LD) \\ 0, &else \end{cases} $$ $$ alpha186 = \frac{Mean(temp,6) + Delay(Mean(temp,6),6)}{2}$$

alpha187

$$ alpha187 = \begin{cases} 0, &open <= Delay(open,1) \\ Sum(Max(high - open,open - Delay(open,1)),20),& else \end{cases} $$

alpha188

$$ temp = SMA(high -low,11,2)$$ $$ alpha188 = \frac{high - low - temp}{temp} * 100$$

alpha189

$$ alpha189 = Mean(abs(close - Mean(close,6)),6)$$

alpha190

$$ temp1 = \frac{close}{Delay(close,1)} $$ $$ temp2 = \frac{close}{Delay(close,19)} $$ $$ temp3 = Count(temp1,temp2,20)$$ $$ tep = power(temp1 - temp2,2)$$ $$ temp4 = SUMIF(tep,20,temp1,temp2)$$ $$ temp5 = SUMIF(tep,20,temp2,temp1)$$ $$ alpha190 = LN(\frac{temp3 * temp4}{temp5 * temp6} )$$

alpha191

$$ alpha191 = Corr(Mean(volume,20),low,5) + \frac{high + low}{2} - close$$