cnhkmcp 2.1.2__py3-none-any.whl → 2.1.4__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- cnhkmcp/__init__.py +126 -125
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/config.json +1 -1
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/ace_lib.py +4 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/001_10_Steps_to_Start_on_BRAIN_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/001_Intermediate_Pack_-_Improve_your_Alpha_2_2_documentation.json +174 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/001_Intermediate_Pack_-_Understand_Results_1_2_documentation.json +167 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/001_Introduction_to_Alphas_documentation.json +145 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/001_Introduction_to_BRAIN_Expression_Language_documentation.json +107 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/001_WorldQuant_Challenge_documentation.json +56 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/001__Read_this_First_-_Starter_Pack_documentation.json +404 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/002_How_to_choose_the_Simulation_Settings_documentation.json +268 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/002_Simulate_your_first_Alpha_documentation.json +88 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/002__Alpha_Examples_for_Beginners_documentation.json +254 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/002__Alpha_Examples_for_Bronze_Users_documentation.json +114 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/002__Alpha_Examples_for_Silver_Users_documentation.json +79 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/002__How_BRAIN_works_documentation.json +184 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/003_Clear_these_tests_before_submitting_an_Alpha_documentation.json +388 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/003_Parameters_in_the_Simulation_results_documentation.json +243 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/004_Group_Data_Fields_documentation.json +69 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/004_How_to_use_the_Data_Explorer_documentation.json +142 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/004_Model77_dataset_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/004_Sentiment1_dataset_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/004_Understanding_Data_in_BRAIN_Key_Concepts_and_Tips_documentation.json +182 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/004_Vector_Data_Fields_documentation.json +30 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_Crowding_Risk-Neutralized_Alphas_documentation.json +64 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_D0_documentation.json +66 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_Double_Neutralization_documentation.json +53 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_Fast_D1_Documentation_documentation.json +304 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_Investability_Constrained_Metrics_documentation.json +129 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_Must-read_posts_How_to_improve_your_Alphas_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_Neutralization_documentation.json +29 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_RAM_Risk-Neutralized_Alphas_documentation.json +64 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_Risk_Neutralization_Default_setting_documentation.json +75 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_Risk_Neutralized_Alphas_documentation.json +171 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/005_Statistical_Risk-Neutralized_Alphas_documentation.json +51 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/006_EUR_TOP2500_Universe_documentation.json +35 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/006_GLB_TOPDIV3000_Universe_documentation.json +48 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/006_Getting_Started_China_Research_for_Consultants_Gold_documentation.json +142 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/006_Getting_started_on_Illiquid_Universes_Gold_documentation.json +46 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/006_Getting_started_with_USA_TOPSP500_universe_Gold_documentation.json +62 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/006_Global_Alphas_Gold_documentation.json +66 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/006_India_Alphas_documentation.json +35 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007_Consultant_Dos_and_Don_ts_documentation.json +35 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007_Consultant_Features_documentation.json +239 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007_Consultant_Simulation_Features_documentation.json +149 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007_Consultant_Submission_Tests_documentation.json +363 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007_Finding_Consultant_Alphas_documentation.json +333 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007_Power_Pool_Alphas_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007_Research_Advisory_Program_documentation.json +35 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007_Starting_Guide_for_Research_Consultants_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007_Visualization_Tool_documentation.json +99 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007_Your_Advisor_-_Kunqi_Jiang_documentation.json +53 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007__Brain_Genius_documentation.json +288 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/007__Single_Dataset_Alphas_documentation.json +41 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/008_Advisory_Theme_Calendar_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/008_Multiplier_Rules_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/008_Overview_of_Themes_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/008_Theme_Calendar_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/009_Combo_Expression_documentation.json +272 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/009_Global_SuperAlphas_documentation.json +14 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/009_Helpful_Tips_documentation.json +58 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/009_Selection_Expression_documentation.json +1546 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/009_SuperAlpha_Operators_documentation.json +890 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/009_SuperAlpha_Results_documentation.json +83 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/009_What_is_a_SuperAlpha_documentation.json +261 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/010_BRAIN_API_documentation.json +515 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/010_Documentation_for_ACE_API_Library_Gold_documentation.json +27 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/010__Understanding_simulation_limits_documentation.json +210 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/arithmetic_operators.json +209 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/cross_sectional_operators.json +98 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/group_operators.json +121 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/logical_operators.json +145 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/reduce_operators.json +156 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/special_operators.json +35 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/time_series_operators.json +386 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/transformational_operators.json +61 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/vector_operators.json +38 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/vector_db/_manifest.json +302 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/vector_db/_meta.json +1 -0
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/vector_db/chroma.sqlite3 +0 -0
- cnhkmcp/untracked/APP/Tranformer/Transformer.py +5 -1
- cnhkmcp/untracked/APP/Tranformer/ace_lib.py +4 -0
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates.json +6008 -1242
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_error.json +1 -1034
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_success.json +47310 -442
- cnhkmcp/untracked/APP/ace_lib.py +4 -0
- cnhkmcp/untracked/APP/give_me_idea/ace_lib.py +4 -0
- cnhkmcp/untracked/APP/hkSimulator/ace_lib.py +4 -0
- cnhkmcp/untracked/APP/simulator/wqb20260107015647.log +57 -0
- cnhkmcp/untracked/APP//321/207/342/225/235/320/250/321/205/320/230/320/226/321/204/342/225/225/320/220/321/211/320/221/320/243/321/206/320/261/320/265/ace_lib.py +4 -0
- cnhkmcp/untracked/APP//321/207/342/225/235/320/250/321/205/320/230/320/226/321/204/342/225/225/320/220/321/211/320/221/320/243/321/206/320/261/320/265/brain_alpha_inspector.py +2 -2
- cnhkmcp/untracked/APP//321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/231/320/243/321/205/342/225/235/320/220/321/206/320/230/320/241.py +4 -0
- cnhkmcp/untracked/__init__.py +0 -0
- cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272/platform_functions.py +352 -166
- {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.4.dist-info}/METADATA +1 -1
- cnhkmcp-2.1.4.dist-info/RECORD +190 -0
- cnhkmcp-2.1.2.dist-info/RECORD +0 -111
- {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.4.dist-info}/WHEEL +0 -0
- {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.4.dist-info}/entry_points.txt +0 -0
- {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.4.dist-info}/licenses/LICENSE +0 -0
- {cnhkmcp-2.1.2.dist-info → cnhkmcp-2.1.4.dist-info}/top_level.txt +0 -0
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"id": "9cd45a4a-241c-493e-9cfb-d72015fbb7f1"
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"type": "HEADING",
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"value": {
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"level": "1",
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"content": "Selection expression"
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"id": "1150a60c-39ec-441a-a5ae-524084d32c73"
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"type": "IMAGE",
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"value": {
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"title": "Selection_expression_pic1.png",
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"width": 621,
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"height": 127,
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"fileSize": 3804,
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"url": "https://api.worldquantbrain.com/content/images/5rzd8bSBbdKuciGCIHxpPyQeDSU=/96/original/Selection_expression_pic1.png"
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"id": "2a574d92-f877-413e-a082-48fd346868ca"
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{
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"value": "<p>The selection expression chooses which Alphas to include in your SuperAlpha. You can select from all of your submitted Alphas with 'ACTIVE' status. Alpha selection is binary – each Alpha is either selected or excluded.</p>",
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"id": "1d8e7537-2584-4362-a6c5-26e32136338a"
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"value": {
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"level": "1",
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"content": "How it Works"
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"type": "TEXT",
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"value": "<p>The selection expression works by ranking all of your Alphas and choosing the highest ranked Alphas, according to the SuperAlpha settings.</p><p>The syntax for the selection expression is designed to be similar to that of Alpha expressions, and uses many of the same operators. Similar to how an Alpha expression is evaluated for each instrument in a selected universe, the Selection expression is evaluated for each of your submitted Alphas. The value of the selection expression is called \"selection weight\", and your Alphas are ordered by this value with the largest values first. This order, combined with some SuperAlpha settings, is used to determine which Alphas are selected.</p>",
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"id": "8f9ca497-9d33-4dc1-a20b-e66fdb03f2b5"
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"level": "1",
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"content": "SuperAlpha Settings"
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"id": "df449f0a-ffc8-4064-8bad-fd00f476b0c9"
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"value": "<p>Some SuperAlpha settings constrain the selection expression. These include Language, Instrument Type, Region, Delay, Selection Handling, and Selection Limit. You may only have one option for some of these settings. Only Alphas matching the Language, Instrument Type, Region, and Delay settings will be selected. Selection Handling and Selection Limit are discussed in more detail below.</p><p></p>",
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"id": "f9b08028-4d8f-4f2b-bbea-039798bd29f5"
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"title": "Superalpha_settings_pic2.png",
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"width": 677,
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"fileSize": 26748,
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"url": "https://api.worldquantbrain.com/content/images/2gXppMDGAH6-qJ_CSF2bozfE3Hg=/97/original/Superalpha_settings_pic2.png"
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"id": "0c0a307b-d8d9-4b6c-bffd-2f7724494ebe"
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"value": "<p></p><hr/><p><b>Selection Handling</b></p><p>The selection handling setting determines what types of selection weight values are included. The \"Positive\" setting means that only positive values are included. For example, an Alpha which evaluates to zero would be excluded from the ordered set of Alphas if selection handling is set to \"Positive\". The \"Non-Zero\" setting means that only non-zero values are included; zero and NaN values are excluded. The \"Non-NaN\" setting means that real numbers and +/- infinity are included; only NaN values are excluded. Using the \"Positive\" or \"Non-Zero\" settings makes it simpler to use equalities and inequalities to select Alphas. The \"Non-NaN\" setting allows for the greatest flexibility, but may be more difficult to use. Refer to the Example Selection Expressions below for the details.</p><hr/><p></p>",
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"id": "2b2f74f7-f153-4eac-b957-de13decc7e63"
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"type": "TEXT",
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"value": "<p><b>Selection Limit</b></p><p>The selection limit setting determines the maximum number of Alphas to select. From the ordered set of Alphas, only the top n are selected, where n is the selection limit. The required min value for the selection limit is 10.</p><p>As a rule of thumb, the more Alphas, the better the performance, but it also means longer simulation times. So you can first start with a smaller number of Alphas to test an idea then scale the number of Alphas.</p><hr/><p></p>",
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"id": "ab4f9ac6-fb91-456a-a966-e1b7ffdb51e9"
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"type": "TEXT",
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"value": "<p><b>Booleans</b></p><p>Comparisons evaluate to either 1 or 0. In the selection expression, True is interpreted as 1, and False is interpreted as 0. If using the \"Positive\" or \"Non-Zero\" selection handling settings, False values will be excluded since 0.0 is not a positive or non-zero value. If using the \"Non-NaN\" selection handling setting, False values will not be excluded but may impact the order of your Alphas.</p><hr/><p></p>",
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"id": "5dae3a05-f9aa-4d14-822f-f43bdd747590"
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"type": "TEXT",
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"value": "<p><b>Operator Limit Constraint</b></p><p>A SuperAlpha is a combination of Alphas thus naturally it consumes more resources to maintain. Thus in order to handle the memory & resource constraint of the SuperAlpha we place a threshold on the number of operators which can be used inside the SuperAlpha. Current limit is 8000 operators. What this means is that let’s say you simulate a SuperAlpha with selection_limit=50, but the total number of operators these underlying Alphas use exceeds 8000. Then the SuperAlpha simulation will automatically truncate the number of Alphas to meet this limit. In the aforementioned example, the final simulation may only have 45 Alphas.</p><p>Operator limit constraint violation will not lead to simulation error but a warning will be displayed.</p><p>How should you avoid violating this constraint?</p><p>One simple way is to use less number of Alphas. Another more clean approach is to use operator_count field in your selection. This way you can control the number of operators.</p><p>Operator limit constraint violation will not lead to simulation error but a warning will be displayed:</p><p>1. A warning above the Selected Alphas list on the simulate page:</p>",
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"id": "5c7be1df-24a8-4a39-ad07-4df70796686f"
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"type": "IMAGE",
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"value": {
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"title": "selection_limit_warning_pic14.png",
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"width": 252,
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"height": 52,
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"fileSize": 4044,
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"url": "https://api.worldquantbrain.com/content/images/OcWCxSTZRMCAvcAV8tdRjM173j8=/114/original/selection_limit_warning_pic14.png"
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},
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"id": "225b26c5-db6d-47bf-98de-c14de8d4db05"
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},
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"type": "TEXT",
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"value": "<p>2. A warning above the Selected Alphas on the Alphas page:</p>",
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"id": "eb484aef-1480-4b58-86ab-51e37267616b"
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"title": "selection_limit_warning_pic15.png",
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"width": 413,
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"height": 36,
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"fileSize": 4495,
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"url": "https://api.worldquantbrain.com/content/images/hwC0pIpXB1-d-Vn3ByL4Sd8b57U=/115/original/selection_limit_warning_pic15.png"
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"id": "57201d04-246a-44f4-87ea-dbcd1941da6c"
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"type": "TEXT",
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"value": "<p>3. A warning at the bottom of the code editor after the simulation is complete:</p>",
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"id": "7c807f49-ba35-40e6-aa9c-03151db5e248"
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"type": "IMAGE",
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"value": {
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"title": "selection_limit_warning_pic16.png",
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"width": 284,
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"height": 32,
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"fileSize": 2426,
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"url": "https://api.worldquantbrain.com/content/images/OMgWIwHAw99dfOCakfvLqLJnbTc=/116/original/selection_limit_warning_pic16.png"
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},
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"id": "93589d13-759d-4d75-946c-4319142d4b10"
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{
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"value": "<p>4. A warning in the alphas IS Testing Status:</p>",
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"id": "17d75b33-d908-4ecd-8501-d1c1151cf702"
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},
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"type": "IMAGE",
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"value": {
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"title": "selection_limit_warning_pic17.png",
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"width": 286,
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"height": 64,
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"fileSize": 2648,
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"url": "https://api.worldquantbrain.com/content/images/p0Y2LbFLMoZqaN7UxTAdxFY4Ptg=/117/original/selection_limit_warning_pic17.png"
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},
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"id": "cd50fd32-f7c3-4b28-b79c-02d68d132b27"
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},
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{
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"type": "HEADING",
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"value": {
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"level": "1",
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"content": "Available Data Fields"
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},
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"id": "609ad2f6-fc10-4c75-86ad-ca531c569720"
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},
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{
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"type": "TEXT",
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"value": "<p>These Alpha properties are available to use in selection expressions. Some Alphas may not have data for all of these properties.</p><p>Example:</p><p></p>",
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"id": "fa2ff049-7f6e-4829-9adc-651d3fffeb6a"
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},
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"type": "IMAGE",
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"value": {
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"title": "Available_data_fields_pic3.png",
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"width": 618,
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"height": 132,
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"fileSize": 5737,
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"url": "https://api.worldquantbrain.com/content/images/vjnxs4emlcjC5HOOHBTmW5bwY1o=/98/original/Available_data_fields_pic3.png"
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},
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"id": "6f179a88-9772-4a71-b197-0da4735e38cc"
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},
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{
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"type": "HEADING",
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"value": {
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"level": "2",
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"content": "Alpha Properties are listed in the Table:"
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},
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"id": "69362668-8ac8-4386-b76b-2625dd86ae21"
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},
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{
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"type": "TABLE",
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"value": {
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"data": [
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[
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"Alpha Property",
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"Description",
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"Acceptable Values",
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"Example",
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null
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],
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[
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"category",
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"User-selected category",
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"String: \"NONE\", \"PRICE_REVERSION\", \"PRICE_MOMENTUM\", \"VOLUME\", \"FUNDAMENTAL\", \"ANALYST\", \"PRICE_VOLUME\", \"RELATION\", \"SENTIMENT\"",
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"category == \"NONE\"",
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null
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],
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[
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"color",
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"User-selected color",
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"String: \"NONE\", \"RED\", \"YELLOW\", \"GREEN\", \"BLUE\", \"PURPLE\"",
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"color == \"GREEN\"",
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null
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],
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[
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"dataset",
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"Datasets used in Alpha",
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"String: \"fundamental6\", \"analyst4\", “model26”",
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"in(datasets, \"fundamental6\")",
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null
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],
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[
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"decay",
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"Decay setting",
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"Numeric",
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null
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],
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[
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"favorite",
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"Favorite status",
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"1 or 0 (true or false)",
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"not(favorite)",
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null
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],
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[
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"long_count",
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"IS average count of long instruments",
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"Numeric",
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"long_count > 600",
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null
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],
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[
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"name",
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"Custom, user-created Alpha name. Must be an exact match.",
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"String",
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"name == \"good_alpha\"",
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null
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],
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[
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"neutralization",
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"Neutralization setting",
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"String: \"NONE\", \"MARKET\", \"SECTOR\", \"INDUSTRY\", \"SUBINDUSTRY\"",
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"neutralization == \"MARKET\"",
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null
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],
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[
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"operator_count",
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"Number of operators in Alpha expression",
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"Numeric",
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"operator_count < 10",
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null
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],
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[
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"short_count",
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"IS average count of short instruments",
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"Numeric",
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"short_count > 600",
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null
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],
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[
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"tags",
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"Custom, user-created tags",
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"String",
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"in(tags, \"my_example_tag\")",
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null
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],
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[
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"truncation",
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"Truncation setting",
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"Numeric",
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"truncation <= 0.06",
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null
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],
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[
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"turnover",
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"IS turnover",
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"Numeric",
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"turnover < 0.30",
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null
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],
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[
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"universe",
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"Universe setting",
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"String: \"TOP200\", \"TOP500\", \"TOP1000\", \"TOP2000\", \"TOP3000\"",
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"universe == \"TOP1000\"",
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null
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],
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[
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"universe_size(universe)",
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"This is an operator that interprets the universe string as a numeric value",
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"Numeric",
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|
+
"universe_size(universe) >= 2000",
|
|
297
|
+
null
|
|
298
|
+
],
|
|
299
|
+
[
|
|
300
|
+
"datafields",
|
|
301
|
+
"Datafields used in Alpha",
|
|
302
|
+
"String: \"returns\", \"assets\", “debt”",
|
|
303
|
+
"in(datafields, \"returns\")",
|
|
304
|
+
null
|
|
305
|
+
],
|
|
306
|
+
[
|
|
307
|
+
"dataset_count",
|
|
308
|
+
"Number of unique datasets in an Alpha",
|
|
309
|
+
"Numeric",
|
|
310
|
+
"dataset_count == 1",
|
|
311
|
+
null
|
|
312
|
+
],
|
|
313
|
+
[
|
|
314
|
+
"self_correlation",
|
|
315
|
+
"Self Correlation of Alphas",
|
|
316
|
+
"Numeric",
|
|
317
|
+
"self_correlation <= 0.6",
|
|
318
|
+
null
|
|
319
|
+
],
|
|
320
|
+
[
|
|
321
|
+
"prod_correlation",
|
|
322
|
+
"Prod Correlation of Alphas",
|
|
323
|
+
"Numeric",
|
|
324
|
+
"prod_correlation < 0.5",
|
|
325
|
+
null
|
|
326
|
+
],
|
|
327
|
+
[
|
|
328
|
+
"os_start_date",
|
|
329
|
+
"Out-of-Sample date of Alphas",
|
|
330
|
+
"String: date in YYYY-MM-DD format",
|
|
331
|
+
"os_start_date > \"2020-01-01\"",
|
|
332
|
+
null
|
|
333
|
+
],
|
|
334
|
+
[
|
|
335
|
+
"datacategories",
|
|
336
|
+
"Data Categories used in the alpha",
|
|
337
|
+
"analyst, broker, earnings, fundamental, imbalance, insiders, institutions, macro, model, news, option, other, pv, risk, sentiment, shortinterest, socialmedia",
|
|
338
|
+
"not(in(datacategories, \"fundamental\"))",
|
|
339
|
+
null
|
|
340
|
+
],
|
|
341
|
+
[
|
|
342
|
+
"datacategory_count",
|
|
343
|
+
"number of unique data categories in an alpha",
|
|
344
|
+
"Numeric",
|
|
345
|
+
"datacategory_count<5",
|
|
346
|
+
null
|
|
347
|
+
],
|
|
348
|
+
[
|
|
349
|
+
null,
|
|
350
|
+
null,
|
|
351
|
+
null,
|
|
352
|
+
null,
|
|
353
|
+
null
|
|
354
|
+
],
|
|
355
|
+
[
|
|
356
|
+
"datafield_count",
|
|
357
|
+
"number of unique data fields in an alpha",
|
|
358
|
+
"Numeric",
|
|
359
|
+
"datafield_count <2",
|
|
360
|
+
null
|
|
361
|
+
],
|
|
362
|
+
[
|
|
363
|
+
"classifications",
|
|
364
|
+
"Alpha classification",
|
|
365
|
+
"\"POWER_POOL\", \"ATOM\"",
|
|
366
|
+
"in(classifications, \"POWER_POOL\")",
|
|
367
|
+
null
|
|
368
|
+
],
|
|
369
|
+
[
|
|
370
|
+
"competitions",
|
|
371
|
+
"Competition associated with the alpha",
|
|
372
|
+
" \"HCAC2025\", \"ACE2023\"",
|
|
373
|
+
"in(competitions, \"HCAC2025\")",
|
|
374
|
+
null
|
|
375
|
+
]
|
|
376
|
+
],
|
|
377
|
+
"firstRowIsTableHeader": true,
|
|
378
|
+
"firstColIsHeader": false
|
|
379
|
+
},
|
|
380
|
+
"id": "dadad382-043c-4204-b7e5-6deb4fdb7396"
|
|
381
|
+
},
|
|
382
|
+
{
|
|
383
|
+
"type": "HEADING",
|
|
384
|
+
"value": {
|
|
385
|
+
"level": "2",
|
|
386
|
+
"content": "Additional SuperAlpha selection features"
|
|
387
|
+
},
|
|
388
|
+
"id": "52196c0a-8de0-462a-ae2c-0257c9ebcdfd"
|
|
389
|
+
},
|
|
390
|
+
{
|
|
391
|
+
"type": "TABLE",
|
|
392
|
+
"value": {
|
|
393
|
+
"data": [
|
|
394
|
+
[
|
|
395
|
+
"Attribute",
|
|
396
|
+
"Keyword for selection",
|
|
397
|
+
"Description",
|
|
398
|
+
"Acceptable Values",
|
|
399
|
+
"Example"
|
|
400
|
+
],
|
|
401
|
+
[
|
|
402
|
+
"Overall Alphas Yield Rate",
|
|
403
|
+
"author_yield_rate",
|
|
404
|
+
"number of submissions / number of simulations * 10,000",
|
|
405
|
+
"Numeric",
|
|
406
|
+
"author_yield_rate > 1000"
|
|
407
|
+
],
|
|
408
|
+
[
|
|
409
|
+
"Alphas Yield Rate per quarter",
|
|
410
|
+
"author_quarter_yield_rate",
|
|
411
|
+
"number of submissions / number of simulations * 10,000 for the proceeding 90 days",
|
|
412
|
+
"Numeric",
|
|
413
|
+
"author_quarter_yield_rate < 1"
|
|
414
|
+
],
|
|
415
|
+
[
|
|
416
|
+
"Age of author",
|
|
417
|
+
"author_tenure",
|
|
418
|
+
"number of days difference from submission date to conditional start date",
|
|
419
|
+
"Numeric",
|
|
420
|
+
"author_tenure > 600"
|
|
421
|
+
],
|
|
422
|
+
[
|
|
423
|
+
"Days Active",
|
|
424
|
+
"author_activity",
|
|
425
|
+
"number of distinct submission days / number of days difference from submission date to conditional start date",
|
|
426
|
+
"Numeric",
|
|
427
|
+
"author_activity > 0.7 && author_activity < 0.9"
|
|
428
|
+
],
|
|
429
|
+
[
|
|
430
|
+
"Regions Count",
|
|
431
|
+
"author_distinct_count_regions",
|
|
432
|
+
"number of distinct regions",
|
|
433
|
+
"Numeric",
|
|
434
|
+
"author_distinct_count_regions >= 3"
|
|
435
|
+
],
|
|
436
|
+
[
|
|
437
|
+
"Author Dataset Categories Count",
|
|
438
|
+
"author_distinct_count_datasetcategory",
|
|
439
|
+
"number of distinct dataset categories",
|
|
440
|
+
"Numeric",
|
|
441
|
+
"author_distinct_count_datasetcategory > 10"
|
|
442
|
+
],
|
|
443
|
+
[
|
|
444
|
+
"Author Dataset Count",
|
|
445
|
+
"author_distinct_count_dataset",
|
|
446
|
+
"number of distinct dataset",
|
|
447
|
+
"",
|
|
448
|
+
"author_distinct_count_dataset < 3"
|
|
449
|
+
],
|
|
450
|
+
[
|
|
451
|
+
"Datafield Count",
|
|
452
|
+
"author_distinct_count_datafield",
|
|
453
|
+
"number of distinct datafield",
|
|
454
|
+
"Numeric",
|
|
455
|
+
"author_distinct_count_datafield > 5000"
|
|
456
|
+
],
|
|
457
|
+
[
|
|
458
|
+
"Operator Count",
|
|
459
|
+
"author_distinct_count_operator",
|
|
460
|
+
"number of distinct operator",
|
|
461
|
+
"Numeric",
|
|
462
|
+
"author_distinct_count_operator > 150"
|
|
463
|
+
],
|
|
464
|
+
[
|
|
465
|
+
"Dataset Categories Quarter Count",
|
|
466
|
+
"author_distinct_quarter_count_datasetcategory",
|
|
467
|
+
"number of distinct dataset categories for the proceeding 90 days",
|
|
468
|
+
"Numeric",
|
|
469
|
+
"author_distinct_quarter_count_datasetcategory <= 10"
|
|
470
|
+
],
|
|
471
|
+
[
|
|
472
|
+
"Dataset Quarter Count",
|
|
473
|
+
"author_distinct_ quarter_count_dataset",
|
|
474
|
+
"number of distinct dataset for the proceeding 90 days",
|
|
475
|
+
"Numeric",
|
|
476
|
+
"author_distinct_quarter_count_dataset > 20"
|
|
477
|
+
],
|
|
478
|
+
[
|
|
479
|
+
"Datafield Quarter Count",
|
|
480
|
+
"author_distinct_ quarter_count_datafield",
|
|
481
|
+
"number of distinct datafield for the proceeding 90 days",
|
|
482
|
+
"Numeric",
|
|
483
|
+
"author_distinct_quarter_count_datafield < 100"
|
|
484
|
+
],
|
|
485
|
+
[
|
|
486
|
+
"Operator Quarter Count",
|
|
487
|
+
"author_distinct_ quarter_count_operator",
|
|
488
|
+
"number of distinct ts operator for the proceeding 90 days",
|
|
489
|
+
"Numeric",
|
|
490
|
+
"author_distinct_quarter_count_operator <= 20"
|
|
491
|
+
],
|
|
492
|
+
[
|
|
493
|
+
"Author ProdCorr",
|
|
494
|
+
"author_prod_correlation",
|
|
495
|
+
"mean of prod correlation",
|
|
496
|
+
"Numeric",
|
|
497
|
+
"author_prod_correlation < 0.5"
|
|
498
|
+
],
|
|
499
|
+
[
|
|
500
|
+
"Author SelfCorr",
|
|
501
|
+
"author_self_correlation",
|
|
502
|
+
"mean of self correlation",
|
|
503
|
+
"Numeric",
|
|
504
|
+
"author_self_correlation <= 0.6"
|
|
505
|
+
],
|
|
506
|
+
[
|
|
507
|
+
"Author Sharpe",
|
|
508
|
+
"author_sharpe",
|
|
509
|
+
"mean of Sharpe",
|
|
510
|
+
"Numeric",
|
|
511
|
+
"author_sharpe >= 2 && author_sharpe <= 4"
|
|
512
|
+
],
|
|
513
|
+
[
|
|
514
|
+
"Author TurnOver",
|
|
515
|
+
"author_turnover",
|
|
516
|
+
"mean of turnover",
|
|
517
|
+
"Numeric",
|
|
518
|
+
"author_turnover >= 0.2 && author_turnover <= 0.4"
|
|
519
|
+
],
|
|
520
|
+
[
|
|
521
|
+
"Author Fitness",
|
|
522
|
+
"author_fitness",
|
|
523
|
+
"mean of fitness",
|
|
524
|
+
"Numeric",
|
|
525
|
+
"author_fitness < 2"
|
|
526
|
+
],
|
|
527
|
+
[
|
|
528
|
+
"Author Returns to Drawdown Ratio",
|
|
529
|
+
"author_returns_to_drawdown",
|
|
530
|
+
"mean of returns/drawdown ratio",
|
|
531
|
+
"Numeric",
|
|
532
|
+
"author_returns_to_drawdown > 1 && author_returns_to_drawdown < 4"
|
|
533
|
+
]
|
|
534
|
+
],
|
|
535
|
+
"firstRowIsTableHeader": true,
|
|
536
|
+
"firstColIsHeader": false
|
|
537
|
+
},
|
|
538
|
+
"id": "a664efa3-3f37-435d-8c53-f949ae2a2c91"
|
|
539
|
+
},
|
|
540
|
+
{
|
|
541
|
+
"type": "HEADING",
|
|
542
|
+
"value": {
|
|
543
|
+
"level": "2",
|
|
544
|
+
"content": "Dataset names are listed in the Table:"
|
|
545
|
+
},
|
|
546
|
+
"id": "df2519f5-cba5-418c-b525-b8493e58de59"
|
|
547
|
+
},
|
|
548
|
+
{
|
|
549
|
+
"type": "TABLE",
|
|
550
|
+
"value": {
|
|
551
|
+
"data": [
|
|
552
|
+
[
|
|
553
|
+
"Dataset ",
|
|
554
|
+
"Dataset name"
|
|
555
|
+
],
|
|
556
|
+
[
|
|
557
|
+
"analyst11",
|
|
558
|
+
"ESG scores"
|
|
559
|
+
],
|
|
560
|
+
[
|
|
561
|
+
"analyst14",
|
|
562
|
+
"Estimations of Key Fundamentals"
|
|
563
|
+
],
|
|
564
|
+
[
|
|
565
|
+
"analyst15",
|
|
566
|
+
"Earnings forecasts"
|
|
567
|
+
],
|
|
568
|
+
[
|
|
569
|
+
"analyst16",
|
|
570
|
+
"Real Time Estimates"
|
|
571
|
+
],
|
|
572
|
+
[
|
|
573
|
+
"analyst17",
|
|
574
|
+
"A-shares Estimates"
|
|
575
|
+
],
|
|
576
|
+
[
|
|
577
|
+
"analyst2",
|
|
578
|
+
"Analysts Estimates of Key Fundamentals"
|
|
579
|
+
],
|
|
580
|
+
[
|
|
581
|
+
"analyst20",
|
|
582
|
+
"Decision Machine Data"
|
|
583
|
+
],
|
|
584
|
+
[
|
|
585
|
+
"analyst21",
|
|
586
|
+
"Indicators of Interest Data"
|
|
587
|
+
],
|
|
588
|
+
[
|
|
589
|
+
"analyst25",
|
|
590
|
+
"Analyst Estimates Data for Equity"
|
|
591
|
+
],
|
|
592
|
+
[
|
|
593
|
+
"analyst27",
|
|
594
|
+
"Analyst Estimate Daily Data"
|
|
595
|
+
],
|
|
596
|
+
[
|
|
597
|
+
"analyst34",
|
|
598
|
+
"Dividend forecasts model"
|
|
599
|
+
],
|
|
600
|
+
[
|
|
601
|
+
"analyst35",
|
|
602
|
+
"ESG Model"
|
|
603
|
+
],
|
|
604
|
+
[
|
|
605
|
+
"analyst4",
|
|
606
|
+
"Analyst Estimate Data for Equity"
|
|
607
|
+
],
|
|
608
|
+
[
|
|
609
|
+
"analyst40",
|
|
610
|
+
"Information on board of director"
|
|
611
|
+
],
|
|
612
|
+
[
|
|
613
|
+
"analyst44",
|
|
614
|
+
"Broker Estimates"
|
|
615
|
+
],
|
|
616
|
+
[
|
|
617
|
+
"analyst6",
|
|
618
|
+
"Model Rating Data"
|
|
619
|
+
],
|
|
620
|
+
[
|
|
621
|
+
"analyst7",
|
|
622
|
+
"Broker Estimates"
|
|
623
|
+
],
|
|
624
|
+
[
|
|
625
|
+
"analyst8",
|
|
626
|
+
"Analyst Estimate Daily Data"
|
|
627
|
+
],
|
|
628
|
+
[
|
|
629
|
+
"analyst9",
|
|
630
|
+
"Analyst Estimate Daily Data"
|
|
631
|
+
],
|
|
632
|
+
[
|
|
633
|
+
"earnings1",
|
|
634
|
+
"Actuals and Estimates Earnings Data"
|
|
635
|
+
],
|
|
636
|
+
[
|
|
637
|
+
"earnings3",
|
|
638
|
+
"Earnings Date Data"
|
|
639
|
+
],
|
|
640
|
+
[
|
|
641
|
+
"earnings4",
|
|
642
|
+
"Effect of earnings announcement model"
|
|
643
|
+
],
|
|
644
|
+
[
|
|
645
|
+
"earnings5",
|
|
646
|
+
"Earnings Date Breaks"
|
|
647
|
+
],
|
|
648
|
+
[
|
|
649
|
+
"earnings7",
|
|
650
|
+
"Horizon Earnings and Calendar North America"
|
|
651
|
+
],
|
|
652
|
+
[
|
|
653
|
+
"fundamental1",
|
|
654
|
+
"Management and Executive Data"
|
|
655
|
+
],
|
|
656
|
+
[
|
|
657
|
+
"fundamental11",
|
|
658
|
+
"International Fundamental Data"
|
|
659
|
+
],
|
|
660
|
+
[
|
|
661
|
+
"fundamental12",
|
|
662
|
+
"Model Data"
|
|
663
|
+
],
|
|
664
|
+
[
|
|
665
|
+
"fundamental13",
|
|
666
|
+
"Comprehensive Fundamentals Dataset"
|
|
667
|
+
],
|
|
668
|
+
[
|
|
669
|
+
"fundamental14",
|
|
670
|
+
"Audit Analytics Directors Data"
|
|
671
|
+
],
|
|
672
|
+
[
|
|
673
|
+
"fundamental17",
|
|
674
|
+
"Direct Fundamental Data"
|
|
675
|
+
],
|
|
676
|
+
[
|
|
677
|
+
"fundamental2",
|
|
678
|
+
"Report Footnotes"
|
|
679
|
+
],
|
|
680
|
+
[
|
|
681
|
+
"fundamental21",
|
|
682
|
+
"ESG Scores Data"
|
|
683
|
+
],
|
|
684
|
+
[
|
|
685
|
+
"fundamental22",
|
|
686
|
+
"Environmental and Social Governance Data"
|
|
687
|
+
],
|
|
688
|
+
[
|
|
689
|
+
"fundamental23",
|
|
690
|
+
"Fundamental Point in Time Data"
|
|
691
|
+
],
|
|
692
|
+
[
|
|
693
|
+
"fundamental25",
|
|
694
|
+
"Company Operating Metrics"
|
|
695
|
+
],
|
|
696
|
+
[
|
|
697
|
+
"fundamental27",
|
|
698
|
+
"A-shares Fundamental Data"
|
|
699
|
+
],
|
|
700
|
+
[
|
|
701
|
+
"fundamental28",
|
|
702
|
+
"Global Fundamental Data"
|
|
703
|
+
],
|
|
704
|
+
[
|
|
705
|
+
"fundamental3",
|
|
706
|
+
"Fundamentals Data for US Equities"
|
|
707
|
+
],
|
|
708
|
+
[
|
|
709
|
+
"fundamental30",
|
|
710
|
+
"Japan fundamenta data by sectors"
|
|
711
|
+
],
|
|
712
|
+
[
|
|
713
|
+
"fundamental31",
|
|
714
|
+
"Additional Factor Model"
|
|
715
|
+
],
|
|
716
|
+
[
|
|
717
|
+
"fundamental44",
|
|
718
|
+
"Accounting Quality Models"
|
|
719
|
+
],
|
|
720
|
+
[
|
|
721
|
+
"fundamental45",
|
|
722
|
+
"Systematic mining of earnings calls data"
|
|
723
|
+
],
|
|
724
|
+
[
|
|
725
|
+
"fundamental5",
|
|
726
|
+
"China Fundamentals"
|
|
727
|
+
],
|
|
728
|
+
[
|
|
729
|
+
"fundamental6",
|
|
730
|
+
"Company Fundamental Data for Equity"
|
|
731
|
+
],
|
|
732
|
+
[
|
|
733
|
+
"fundamental65",
|
|
734
|
+
"Factor Ratios and its Rank Model"
|
|
735
|
+
],
|
|
736
|
+
[
|
|
737
|
+
"fundamental7",
|
|
738
|
+
"Comprehensive Fundamentals Data"
|
|
739
|
+
],
|
|
740
|
+
[
|
|
741
|
+
"insiders1",
|
|
742
|
+
"Global Insider Trading Data"
|
|
743
|
+
],
|
|
744
|
+
[
|
|
745
|
+
"institutions1",
|
|
746
|
+
"Insider Trading for Europe"
|
|
747
|
+
],
|
|
748
|
+
[
|
|
749
|
+
"institutions4",
|
|
750
|
+
"Institutional Ownership Data"
|
|
751
|
+
],
|
|
752
|
+
[
|
|
753
|
+
"institutions5",
|
|
754
|
+
"Insiders Model"
|
|
755
|
+
],
|
|
756
|
+
[
|
|
757
|
+
"institutions6",
|
|
758
|
+
"Institutions and Beneficial Stake Ownership"
|
|
759
|
+
],
|
|
760
|
+
[
|
|
761
|
+
"institutions7",
|
|
762
|
+
"Ownership Model"
|
|
763
|
+
],
|
|
764
|
+
[
|
|
765
|
+
"institutions8",
|
|
766
|
+
"Insider Model Data"
|
|
767
|
+
],
|
|
768
|
+
[
|
|
769
|
+
"macro27",
|
|
770
|
+
"Job records from job posting"
|
|
771
|
+
],
|
|
772
|
+
[
|
|
773
|
+
"macro38",
|
|
774
|
+
"Technical Ratings Model"
|
|
775
|
+
],
|
|
776
|
+
[
|
|
777
|
+
"model10",
|
|
778
|
+
"Research Indicators"
|
|
779
|
+
],
|
|
780
|
+
[
|
|
781
|
+
"model106",
|
|
782
|
+
"Analysts rating model"
|
|
783
|
+
],
|
|
784
|
+
[
|
|
785
|
+
"model109",
|
|
786
|
+
"Fundamentals and Technical Indicators Model"
|
|
787
|
+
],
|
|
788
|
+
[
|
|
789
|
+
"model11",
|
|
790
|
+
"Revenue Forecast Data"
|
|
791
|
+
],
|
|
792
|
+
[
|
|
793
|
+
"model110",
|
|
794
|
+
"Big data and machine learning based model"
|
|
795
|
+
],
|
|
796
|
+
[
|
|
797
|
+
"model113",
|
|
798
|
+
"ML/AI-Estimates for Research Indicators"
|
|
799
|
+
],
|
|
800
|
+
[
|
|
801
|
+
"model115",
|
|
802
|
+
"ML/AI-Estimates for Earnings Quality"
|
|
803
|
+
],
|
|
804
|
+
[
|
|
805
|
+
"model116",
|
|
806
|
+
"ML/AI-Estimates for Equity Factor Model"
|
|
807
|
+
],
|
|
808
|
+
[
|
|
809
|
+
"model117",
|
|
810
|
+
"NLP on 10K and 10Q Filings Data"
|
|
811
|
+
],
|
|
812
|
+
[
|
|
813
|
+
"model119",
|
|
814
|
+
"Factor Score Data"
|
|
815
|
+
],
|
|
816
|
+
[
|
|
817
|
+
"model12",
|
|
818
|
+
"Stock Selection Model"
|
|
819
|
+
],
|
|
820
|
+
[
|
|
821
|
+
"model122",
|
|
822
|
+
"Factors for A-shares"
|
|
823
|
+
],
|
|
824
|
+
[
|
|
825
|
+
"model133",
|
|
826
|
+
"Risk Parity Method Model"
|
|
827
|
+
],
|
|
828
|
+
[
|
|
829
|
+
"model135",
|
|
830
|
+
"Alternative technical factror models"
|
|
831
|
+
],
|
|
832
|
+
[
|
|
833
|
+
"model136",
|
|
834
|
+
"ETF Based Equity Factors"
|
|
835
|
+
],
|
|
836
|
+
[
|
|
837
|
+
"model139",
|
|
838
|
+
"Inflation based stock selection model"
|
|
839
|
+
],
|
|
840
|
+
[
|
|
841
|
+
"model14",
|
|
842
|
+
"Quant Model Data"
|
|
843
|
+
],
|
|
844
|
+
[
|
|
845
|
+
"model140",
|
|
846
|
+
"Sensitivity to the Inflation Change"
|
|
847
|
+
],
|
|
848
|
+
[
|
|
849
|
+
"model141",
|
|
850
|
+
"Interest Rate Sensitivity Measures"
|
|
851
|
+
],
|
|
852
|
+
[
|
|
853
|
+
"model15",
|
|
854
|
+
"AI Driven Predictive Model"
|
|
855
|
+
],
|
|
856
|
+
[
|
|
857
|
+
"model16",
|
|
858
|
+
"Fundamental Scores"
|
|
859
|
+
],
|
|
860
|
+
[
|
|
861
|
+
"model162",
|
|
862
|
+
"Return prediction from conference call"
|
|
863
|
+
],
|
|
864
|
+
[
|
|
865
|
+
"model163",
|
|
866
|
+
"ML/AI-Estimates for Analysts' Factor Model"
|
|
867
|
+
],
|
|
868
|
+
[
|
|
869
|
+
"model165",
|
|
870
|
+
"Time-series prediction of alpha models"
|
|
871
|
+
],
|
|
872
|
+
[
|
|
873
|
+
"model169",
|
|
874
|
+
"Technical and Fundamental ranking model"
|
|
875
|
+
],
|
|
876
|
+
[
|
|
877
|
+
"model17",
|
|
878
|
+
"Research Analyst Estimate Factors"
|
|
879
|
+
],
|
|
880
|
+
[
|
|
881
|
+
"model170",
|
|
882
|
+
"Technical and Fundamental ranking model"
|
|
883
|
+
],
|
|
884
|
+
[
|
|
885
|
+
"model175",
|
|
886
|
+
"China Fundamentals and Technicals Model"
|
|
887
|
+
],
|
|
888
|
+
[
|
|
889
|
+
"model176",
|
|
890
|
+
"Non-Financial Metric Models"
|
|
891
|
+
],
|
|
892
|
+
[
|
|
893
|
+
"model182",
|
|
894
|
+
"Geographic network based model"
|
|
895
|
+
],
|
|
896
|
+
[
|
|
897
|
+
"model194",
|
|
898
|
+
"North America CDS Factor Model"
|
|
899
|
+
],
|
|
900
|
+
[
|
|
901
|
+
"model2",
|
|
902
|
+
"Brand Popularity Data"
|
|
903
|
+
],
|
|
904
|
+
[
|
|
905
|
+
"model20",
|
|
906
|
+
"Fundamental & Technical Rank Model"
|
|
907
|
+
],
|
|
908
|
+
[
|
|
909
|
+
"model21",
|
|
910
|
+
"Equity Focus Rank Model"
|
|
911
|
+
],
|
|
912
|
+
[
|
|
913
|
+
"model210",
|
|
914
|
+
"NLP Model on Textual Data"
|
|
915
|
+
],
|
|
916
|
+
[
|
|
917
|
+
"model211",
|
|
918
|
+
"Analyst estimate prediction data"
|
|
919
|
+
],
|
|
920
|
+
[
|
|
921
|
+
"model22",
|
|
922
|
+
"Fundamental Focus Rank Model"
|
|
923
|
+
],
|
|
924
|
+
[
|
|
925
|
+
"model23",
|
|
926
|
+
"Scorings Data"
|
|
927
|
+
],
|
|
928
|
+
[
|
|
929
|
+
"model25",
|
|
930
|
+
"Earnings Quality"
|
|
931
|
+
],
|
|
932
|
+
[
|
|
933
|
+
"model26",
|
|
934
|
+
"Analyst Revisions"
|
|
935
|
+
],
|
|
936
|
+
[
|
|
937
|
+
"model27",
|
|
938
|
+
"Credit Risk Model"
|
|
939
|
+
],
|
|
940
|
+
[
|
|
941
|
+
"model28",
|
|
942
|
+
"Structural Credit Risk Model"
|
|
943
|
+
],
|
|
944
|
+
[
|
|
945
|
+
"model29",
|
|
946
|
+
"EBITDA Estimate Model"
|
|
947
|
+
],
|
|
948
|
+
[
|
|
949
|
+
"model30",
|
|
950
|
+
"EPS Estimate Model"
|
|
951
|
+
],
|
|
952
|
+
[
|
|
953
|
+
"model31",
|
|
954
|
+
"Earnings Quality Model"
|
|
955
|
+
],
|
|
956
|
+
[
|
|
957
|
+
"model32",
|
|
958
|
+
"Price Momentum Model"
|
|
959
|
+
],
|
|
960
|
+
[
|
|
961
|
+
"model33",
|
|
962
|
+
"Revenue Estimate Model"
|
|
963
|
+
],
|
|
964
|
+
[
|
|
965
|
+
"model36",
|
|
966
|
+
"SmartRatios Model"
|
|
967
|
+
],
|
|
968
|
+
[
|
|
969
|
+
"model37",
|
|
970
|
+
"Text Mining Data"
|
|
971
|
+
],
|
|
972
|
+
[
|
|
973
|
+
"model38",
|
|
974
|
+
"Growth Valuation Model"
|
|
975
|
+
],
|
|
976
|
+
[
|
|
977
|
+
"model39",
|
|
978
|
+
"Valuation Momentum Data"
|
|
979
|
+
],
|
|
980
|
+
[
|
|
981
|
+
"model4",
|
|
982
|
+
"Fundamentals and Technical Indicators Model"
|
|
983
|
+
],
|
|
984
|
+
[
|
|
985
|
+
"model40",
|
|
986
|
+
"Ranking & Recommendation Data"
|
|
987
|
+
],
|
|
988
|
+
[
|
|
989
|
+
"model42",
|
|
990
|
+
"Equity Ranking Model"
|
|
991
|
+
],
|
|
992
|
+
[
|
|
993
|
+
"model43",
|
|
994
|
+
"Insider Model for the US"
|
|
995
|
+
],
|
|
996
|
+
[
|
|
997
|
+
"model44",
|
|
998
|
+
"Insider Model V2 for the US"
|
|
999
|
+
],
|
|
1000
|
+
[
|
|
1001
|
+
"model46",
|
|
1002
|
+
"Insider Data for the US"
|
|
1003
|
+
],
|
|
1004
|
+
[
|
|
1005
|
+
"model47",
|
|
1006
|
+
"Ranking Model"
|
|
1007
|
+
],
|
|
1008
|
+
[
|
|
1009
|
+
"model5",
|
|
1010
|
+
"Country-Specific Expectational Model"
|
|
1011
|
+
],
|
|
1012
|
+
[
|
|
1013
|
+
"model50",
|
|
1014
|
+
"International Scorings Data"
|
|
1015
|
+
],
|
|
1016
|
+
[
|
|
1017
|
+
"model51",
|
|
1018
|
+
"Systematic Risk Metrics"
|
|
1019
|
+
],
|
|
1020
|
+
[
|
|
1021
|
+
"model52",
|
|
1022
|
+
"Creditworthiness model"
|
|
1023
|
+
],
|
|
1024
|
+
[
|
|
1025
|
+
"model53",
|
|
1026
|
+
"Creditworthiness Risk Measure Model"
|
|
1027
|
+
],
|
|
1028
|
+
[
|
|
1029
|
+
"model54",
|
|
1030
|
+
"Technical Indicators"
|
|
1031
|
+
],
|
|
1032
|
+
[
|
|
1033
|
+
"model55",
|
|
1034
|
+
"Fundamental Indicators"
|
|
1035
|
+
],
|
|
1036
|
+
[
|
|
1037
|
+
"model56",
|
|
1038
|
+
"Stock Reports Plus"
|
|
1039
|
+
],
|
|
1040
|
+
[
|
|
1041
|
+
"model57",
|
|
1042
|
+
"Quantitative Stock Valuation Model"
|
|
1043
|
+
],
|
|
1044
|
+
[
|
|
1045
|
+
"model58",
|
|
1046
|
+
"Implied Volatility Data"
|
|
1047
|
+
],
|
|
1048
|
+
[
|
|
1049
|
+
"model7",
|
|
1050
|
+
"Value & Growth Alpha Model"
|
|
1051
|
+
],
|
|
1052
|
+
[
|
|
1053
|
+
"model77",
|
|
1054
|
+
"Analysts' Factor Model"
|
|
1055
|
+
],
|
|
1056
|
+
[
|
|
1057
|
+
"model8",
|
|
1058
|
+
"Fundamental Analysis Model"
|
|
1059
|
+
],
|
|
1060
|
+
[
|
|
1061
|
+
"model9",
|
|
1062
|
+
"Sell Side Expectational Model"
|
|
1063
|
+
],
|
|
1064
|
+
[
|
|
1065
|
+
"news12",
|
|
1066
|
+
"US News Data"
|
|
1067
|
+
],
|
|
1068
|
+
[
|
|
1069
|
+
"news17",
|
|
1070
|
+
"PR Edition Data"
|
|
1071
|
+
],
|
|
1072
|
+
[
|
|
1073
|
+
"news18",
|
|
1074
|
+
"Ravenpack News Data"
|
|
1075
|
+
],
|
|
1076
|
+
[
|
|
1077
|
+
"news20",
|
|
1078
|
+
"Web Sources News Sentiment Data"
|
|
1079
|
+
],
|
|
1080
|
+
[
|
|
1081
|
+
"news21",
|
|
1082
|
+
"Macro Economic Event Data"
|
|
1083
|
+
],
|
|
1084
|
+
[
|
|
1085
|
+
"news22",
|
|
1086
|
+
"News Direct-feed Data"
|
|
1087
|
+
],
|
|
1088
|
+
[
|
|
1089
|
+
"news23",
|
|
1090
|
+
"MnA Deals Data"
|
|
1091
|
+
],
|
|
1092
|
+
[
|
|
1093
|
+
"news29",
|
|
1094
|
+
"Significant Developments Data"
|
|
1095
|
+
],
|
|
1096
|
+
[
|
|
1097
|
+
"news3",
|
|
1098
|
+
"Dow Jones News Analytics Data"
|
|
1099
|
+
],
|
|
1100
|
+
[
|
|
1101
|
+
"news31",
|
|
1102
|
+
"News Analytics on Equities"
|
|
1103
|
+
],
|
|
1104
|
+
[
|
|
1105
|
+
"news42",
|
|
1106
|
+
"US/AMR news data"
|
|
1107
|
+
],
|
|
1108
|
+
[
|
|
1109
|
+
"news5",
|
|
1110
|
+
"News Feed Analytics Data"
|
|
1111
|
+
],
|
|
1112
|
+
[
|
|
1113
|
+
"news52",
|
|
1114
|
+
"Conference call data"
|
|
1115
|
+
],
|
|
1116
|
+
[
|
|
1117
|
+
"news54",
|
|
1118
|
+
"Newa analystic data"
|
|
1119
|
+
],
|
|
1120
|
+
[
|
|
1121
|
+
"news7",
|
|
1122
|
+
"Real Time News Feed Data"
|
|
1123
|
+
],
|
|
1124
|
+
[
|
|
1125
|
+
"news8",
|
|
1126
|
+
"Dow Jones Press Release Data"
|
|
1127
|
+
],
|
|
1128
|
+
[
|
|
1129
|
+
"news87",
|
|
1130
|
+
"Smart Conference call transcript data"
|
|
1131
|
+
],
|
|
1132
|
+
[
|
|
1133
|
+
"news92",
|
|
1134
|
+
"Standardized Financial News Categorization"
|
|
1135
|
+
],
|
|
1136
|
+
[
|
|
1137
|
+
"option1",
|
|
1138
|
+
"Options Volatility Surfaces Data"
|
|
1139
|
+
],
|
|
1140
|
+
[
|
|
1141
|
+
"option11",
|
|
1142
|
+
"Equity Option Ratings Data"
|
|
1143
|
+
],
|
|
1144
|
+
[
|
|
1145
|
+
"option14",
|
|
1146
|
+
"Implied Volatility Data for Europe"
|
|
1147
|
+
],
|
|
1148
|
+
[
|
|
1149
|
+
"option4",
|
|
1150
|
+
"Implied Volatility and Pricing for Equity Options"
|
|
1151
|
+
],
|
|
1152
|
+
[
|
|
1153
|
+
"option6",
|
|
1154
|
+
"Forecasted Volatility for Equity Options"
|
|
1155
|
+
],
|
|
1156
|
+
[
|
|
1157
|
+
"option8",
|
|
1158
|
+
"Volatility Data"
|
|
1159
|
+
],
|
|
1160
|
+
[
|
|
1161
|
+
"option9",
|
|
1162
|
+
"Options Analytics"
|
|
1163
|
+
],
|
|
1164
|
+
[
|
|
1165
|
+
"other1",
|
|
1166
|
+
"Estimates for China A-Shares"
|
|
1167
|
+
],
|
|
1168
|
+
[
|
|
1169
|
+
"other127",
|
|
1170
|
+
"Equity Ranking Model"
|
|
1171
|
+
],
|
|
1172
|
+
[
|
|
1173
|
+
"other131",
|
|
1174
|
+
"Conviction based hedge funds selections"
|
|
1175
|
+
],
|
|
1176
|
+
[
|
|
1177
|
+
"other137",
|
|
1178
|
+
"Systematic Insider Alpha Strategy"
|
|
1179
|
+
],
|
|
1180
|
+
[
|
|
1181
|
+
"other143",
|
|
1182
|
+
"Transaction Volume Data for Equity"
|
|
1183
|
+
],
|
|
1184
|
+
[
|
|
1185
|
+
"other15",
|
|
1186
|
+
"ETF Constituents"
|
|
1187
|
+
],
|
|
1188
|
+
[
|
|
1189
|
+
"other160",
|
|
1190
|
+
"NLP on media data"
|
|
1191
|
+
],
|
|
1192
|
+
[
|
|
1193
|
+
"other17",
|
|
1194
|
+
"Flow into Equities Data"
|
|
1195
|
+
],
|
|
1196
|
+
[
|
|
1197
|
+
"other176",
|
|
1198
|
+
"Nonlinear adaptive model"
|
|
1199
|
+
],
|
|
1200
|
+
[
|
|
1201
|
+
"other193",
|
|
1202
|
+
"Systematic Hedging for Investors to Evade Large Drawdowns"
|
|
1203
|
+
],
|
|
1204
|
+
[
|
|
1205
|
+
"other238",
|
|
1206
|
+
"Event based sentiment and behavioral factors model"
|
|
1207
|
+
],
|
|
1208
|
+
[
|
|
1209
|
+
"other32",
|
|
1210
|
+
"Europe Stock Pick Data"
|
|
1211
|
+
],
|
|
1212
|
+
[
|
|
1213
|
+
"other326",
|
|
1214
|
+
"Intermediate Data from Events"
|
|
1215
|
+
],
|
|
1216
|
+
[
|
|
1217
|
+
"other327",
|
|
1218
|
+
"Sensitivity to Interest Rates Model"
|
|
1219
|
+
],
|
|
1220
|
+
[
|
|
1221
|
+
"other33",
|
|
1222
|
+
"Qualitative Alpha Model Data"
|
|
1223
|
+
],
|
|
1224
|
+
[
|
|
1225
|
+
"other349",
|
|
1226
|
+
"Patent Indicators"
|
|
1227
|
+
],
|
|
1228
|
+
[
|
|
1229
|
+
"other351",
|
|
1230
|
+
"International sentiment analysis NLP model"
|
|
1231
|
+
],
|
|
1232
|
+
[
|
|
1233
|
+
"other376",
|
|
1234
|
+
"Aggregated Transaction Data"
|
|
1235
|
+
],
|
|
1236
|
+
[
|
|
1237
|
+
"other378",
|
|
1238
|
+
"Accounting governance indicator models"
|
|
1239
|
+
],
|
|
1240
|
+
[
|
|
1241
|
+
"other384",
|
|
1242
|
+
"NLP on conference conversation"
|
|
1243
|
+
],
|
|
1244
|
+
[
|
|
1245
|
+
"other401",
|
|
1246
|
+
"Governance, Accounting, Management, and Equality"
|
|
1247
|
+
],
|
|
1248
|
+
[
|
|
1249
|
+
"other407",
|
|
1250
|
+
"Factors Dislocations Data"
|
|
1251
|
+
],
|
|
1252
|
+
[
|
|
1253
|
+
"other41",
|
|
1254
|
+
"A-Share Alpha Model"
|
|
1255
|
+
],
|
|
1256
|
+
[
|
|
1257
|
+
"other411",
|
|
1258
|
+
"Linear, nonlinear, and region-specific models"
|
|
1259
|
+
],
|
|
1260
|
+
[
|
|
1261
|
+
"other416",
|
|
1262
|
+
"Quantitative Filings Data"
|
|
1263
|
+
],
|
|
1264
|
+
[
|
|
1265
|
+
"other419",
|
|
1266
|
+
"Analyst Estimate Daily Data"
|
|
1267
|
+
],
|
|
1268
|
+
[
|
|
1269
|
+
"other42",
|
|
1270
|
+
"A-Share Index Research Data"
|
|
1271
|
+
],
|
|
1272
|
+
[
|
|
1273
|
+
"other423",
|
|
1274
|
+
"Fundamental Income and Dividend Model"
|
|
1275
|
+
],
|
|
1276
|
+
[
|
|
1277
|
+
"other424",
|
|
1278
|
+
"Dividend prediction model"
|
|
1279
|
+
],
|
|
1280
|
+
[
|
|
1281
|
+
"other425",
|
|
1282
|
+
"Supply Chain Data"
|
|
1283
|
+
],
|
|
1284
|
+
[
|
|
1285
|
+
"other427",
|
|
1286
|
+
"Quantify text part in financial reports data"
|
|
1287
|
+
],
|
|
1288
|
+
[
|
|
1289
|
+
"other429",
|
|
1290
|
+
"Sentiment Data by NLP"
|
|
1291
|
+
],
|
|
1292
|
+
[
|
|
1293
|
+
"other432",
|
|
1294
|
+
"DNN prediction of fundamentals"
|
|
1295
|
+
],
|
|
1296
|
+
[
|
|
1297
|
+
"other434",
|
|
1298
|
+
"Credit Risk Factors"
|
|
1299
|
+
],
|
|
1300
|
+
[
|
|
1301
|
+
"other455",
|
|
1302
|
+
"Relationship enhanced with AI/ML"
|
|
1303
|
+
],
|
|
1304
|
+
[
|
|
1305
|
+
"other461",
|
|
1306
|
+
"Models for A-shares"
|
|
1307
|
+
],
|
|
1308
|
+
[
|
|
1309
|
+
"other47",
|
|
1310
|
+
"Web Intelligence Data"
|
|
1311
|
+
],
|
|
1312
|
+
[
|
|
1313
|
+
"other479",
|
|
1314
|
+
"China Classification data"
|
|
1315
|
+
],
|
|
1316
|
+
[
|
|
1317
|
+
"other486",
|
|
1318
|
+
"Earnings Predictions Data"
|
|
1319
|
+
],
|
|
1320
|
+
[
|
|
1321
|
+
"other492",
|
|
1322
|
+
"Stock Events Data"
|
|
1323
|
+
],
|
|
1324
|
+
[
|
|
1325
|
+
"other510",
|
|
1326
|
+
"8-K based NLP model"
|
|
1327
|
+
],
|
|
1328
|
+
[
|
|
1329
|
+
"other54",
|
|
1330
|
+
"Quantitative Stock Selection Data"
|
|
1331
|
+
],
|
|
1332
|
+
[
|
|
1333
|
+
"other62",
|
|
1334
|
+
"Job postings Data"
|
|
1335
|
+
],
|
|
1336
|
+
[
|
|
1337
|
+
"other65",
|
|
1338
|
+
"Talent Risk Data"
|
|
1339
|
+
],
|
|
1340
|
+
[
|
|
1341
|
+
"other7",
|
|
1342
|
+
"Archive News Data"
|
|
1343
|
+
],
|
|
1344
|
+
[
|
|
1345
|
+
"other72",
|
|
1346
|
+
"Combined Alpha Model"
|
|
1347
|
+
],
|
|
1348
|
+
[
|
|
1349
|
+
"other74",
|
|
1350
|
+
"AI/ML Web Based Mention Data"
|
|
1351
|
+
],
|
|
1352
|
+
[
|
|
1353
|
+
"other76",
|
|
1354
|
+
"Employee Benefit Plan Data"
|
|
1355
|
+
],
|
|
1356
|
+
[
|
|
1357
|
+
"other78",
|
|
1358
|
+
"Earnings and conference call data"
|
|
1359
|
+
],
|
|
1360
|
+
[
|
|
1361
|
+
"other83",
|
|
1362
|
+
"Insider Transaction Analytics"
|
|
1363
|
+
],
|
|
1364
|
+
[
|
|
1365
|
+
"other84",
|
|
1366
|
+
"Upcoming Earnings Data"
|
|
1367
|
+
],
|
|
1368
|
+
[
|
|
1369
|
+
"other85",
|
|
1370
|
+
"China Flow Data"
|
|
1371
|
+
],
|
|
1372
|
+
[
|
|
1373
|
+
"pv1",
|
|
1374
|
+
"Price Volume Data for Equity"
|
|
1375
|
+
],
|
|
1376
|
+
[
|
|
1377
|
+
"pv103",
|
|
1378
|
+
"Interval and MOO&MOC statistics"
|
|
1379
|
+
],
|
|
1380
|
+
[
|
|
1381
|
+
"pv113",
|
|
1382
|
+
"Economic MacroIndicator Data"
|
|
1383
|
+
],
|
|
1384
|
+
[
|
|
1385
|
+
"pv13",
|
|
1386
|
+
"Relationship Data for Equity"
|
|
1387
|
+
],
|
|
1388
|
+
[
|
|
1389
|
+
"pv24",
|
|
1390
|
+
"A-shares EDM Data"
|
|
1391
|
+
],
|
|
1392
|
+
[
|
|
1393
|
+
"pv25",
|
|
1394
|
+
"A-shares Index Data"
|
|
1395
|
+
],
|
|
1396
|
+
[
|
|
1397
|
+
"pv27",
|
|
1398
|
+
"A-shares Trade Data"
|
|
1399
|
+
],
|
|
1400
|
+
[
|
|
1401
|
+
"pv28",
|
|
1402
|
+
"Price Volatility Predictions Data"
|
|
1403
|
+
],
|
|
1404
|
+
[
|
|
1405
|
+
"pv29",
|
|
1406
|
+
"Derived Industry Classification"
|
|
1407
|
+
],
|
|
1408
|
+
[
|
|
1409
|
+
"pv3",
|
|
1410
|
+
"Global Daily Pricing Data"
|
|
1411
|
+
],
|
|
1412
|
+
[
|
|
1413
|
+
"pv30",
|
|
1414
|
+
"Alternate Industry Classification"
|
|
1415
|
+
],
|
|
1416
|
+
[
|
|
1417
|
+
"pv7",
|
|
1418
|
+
"Relation data from Form 10-K and 20-F"
|
|
1419
|
+
],
|
|
1420
|
+
[
|
|
1421
|
+
"risk64",
|
|
1422
|
+
"Fundamentals related Risk Factors"
|
|
1423
|
+
],
|
|
1424
|
+
[
|
|
1425
|
+
"risk69",
|
|
1426
|
+
"Classification based on Business description"
|
|
1427
|
+
],
|
|
1428
|
+
[
|
|
1429
|
+
"sentiment1",
|
|
1430
|
+
"Research Sentiment Data"
|
|
1431
|
+
],
|
|
1432
|
+
[
|
|
1433
|
+
"shortinterest2",
|
|
1434
|
+
"Short Interest Model"
|
|
1435
|
+
],
|
|
1436
|
+
[
|
|
1437
|
+
"shortinterest3",
|
|
1438
|
+
"Securities Lending Files Data"
|
|
1439
|
+
],
|
|
1440
|
+
[
|
|
1441
|
+
"shortinterest6",
|
|
1442
|
+
"SmartHoldings Model"
|
|
1443
|
+
],
|
|
1444
|
+
[
|
|
1445
|
+
"shortinterest7",
|
|
1446
|
+
"Short Selling Model"
|
|
1447
|
+
],
|
|
1448
|
+
[
|
|
1449
|
+
"socialmedia12",
|
|
1450
|
+
"Sentiment Data for Equity"
|
|
1451
|
+
],
|
|
1452
|
+
[
|
|
1453
|
+
"socialmedia15",
|
|
1454
|
+
"Sentiment Indicators"
|
|
1455
|
+
],
|
|
1456
|
+
[
|
|
1457
|
+
"socialmedia3",
|
|
1458
|
+
"Twitter based sentiment data"
|
|
1459
|
+
],
|
|
1460
|
+
[
|
|
1461
|
+
"socialmedia4",
|
|
1462
|
+
"Brands and Social Media Data"
|
|
1463
|
+
],
|
|
1464
|
+
[
|
|
1465
|
+
"socialmedia5",
|
|
1466
|
+
"Lexical Breakdown Data"
|
|
1467
|
+
],
|
|
1468
|
+
[
|
|
1469
|
+
"socialmedia7",
|
|
1470
|
+
"Activity Feed Data"
|
|
1471
|
+
],
|
|
1472
|
+
[
|
|
1473
|
+
"socialmedia8",
|
|
1474
|
+
"Social Media Data for Equity"
|
|
1475
|
+
]
|
|
1476
|
+
],
|
|
1477
|
+
"firstRowIsTableHeader": true,
|
|
1478
|
+
"firstColIsHeader": false
|
|
1479
|
+
},
|
|
1480
|
+
"id": "7f9e4c24-16b1-44ab-a403-b8826cf3101e"
|
|
1481
|
+
},
|
|
1482
|
+
{
|
|
1483
|
+
"type": "HEADING",
|
|
1484
|
+
"value": {
|
|
1485
|
+
"level": "1",
|
|
1486
|
+
"content": "Available Operators"
|
|
1487
|
+
},
|
|
1488
|
+
"id": "ec82597c-44b2-4418-bd83-ac62b5122bee"
|
|
1489
|
+
},
|
|
1490
|
+
{
|
|
1491
|
+
"type": "TEXT",
|
|
1492
|
+
"value": "<p>Selection expressions can use many of the same operators as Alpha expressions. A full list of available operators is available at <a href=\"$tutorialpage/superalpha/appendix-operators\">Appendix: SuperAlpha Operators</a>.</p>",
|
|
1493
|
+
"id": "da8c5934-e5f1-45c2-b268-f16a0bf5cbb3"
|
|
1494
|
+
},
|
|
1495
|
+
{
|
|
1496
|
+
"type": "HEADING",
|
|
1497
|
+
"value": {
|
|
1498
|
+
"level": "1",
|
|
1499
|
+
"content": "Example Selection Expressions"
|
|
1500
|
+
},
|
|
1501
|
+
"id": "252457cc-a7ac-44ba-b7ad-e231bc66b7b9"
|
|
1502
|
+
},
|
|
1503
|
+
{
|
|
1504
|
+
"type": "TABLE",
|
|
1505
|
+
"value": {
|
|
1506
|
+
"data": [
|
|
1507
|
+
[
|
|
1508
|
+
"Settings",
|
|
1509
|
+
"Selection Expression",
|
|
1510
|
+
"Description"
|
|
1511
|
+
],
|
|
1512
|
+
[
|
|
1513
|
+
"Selection Handling = \"Positive\",\nSelection Limit = 30",
|
|
1514
|
+
"turnover",
|
|
1515
|
+
"This expression will return the 30 Alphas with the highest turnover. If there are fewer than 30 Alphas, then all Alphas will be selected."
|
|
1516
|
+
],
|
|
1517
|
+
[
|
|
1518
|
+
"Selection Handling = \"Positive\",\nSelection Limit = 20",
|
|
1519
|
+
"long_count / sqrt(universe_size(universe)) * (turnover < 0.2)",
|
|
1520
|
+
"This expression will exclude all Alphas with turnover >= 0.2. Of those remaining Alphas with turnover < 0.2, the expression will select the 20 Alphas with the highest selection weight. If there are fewer than 20 Alphas with turnover < 0.2, then all of those Alphas will be selected."
|
|
1521
|
+
],
|
|
1522
|
+
[
|
|
1523
|
+
"Selection Handling = \"Non-Zero\",\nSelection Limit = 20",
|
|
1524
|
+
"-turnover * (neutralization == \"SUBINDUSTRY\")",
|
|
1525
|
+
"This expression will only select alphas with Subindustry neutralization. Of those alphas with Subindustry neutralization, the expression will select the 20 alphas with the lowest turnover. Note that the Selection Handling must be set to \"Non-Zero\" for this expression to select the desired alphas. Selection Handling = \"Positive\" would not select any alphas, since all selection weight values are zero or negative. Selection Handling = \"Non-NaN\" will include alphas with all neutralization types because the selection weight for these alphas will be zero, which is included."
|
|
1526
|
+
],
|
|
1527
|
+
[
|
|
1528
|
+
"Selection Handling = \"Non-Zero\",\nSelection Limit = 10",
|
|
1529
|
+
"(in(datasets, \"analyst6\") || color == \"RED\") * (long_count-short_count)",
|
|
1530
|
+
"This expression will only select alphas that use the analyst6 dataset, or which are designated with the color red. Of those alphas, the expression will select 10 alphas for which long_count-short_count) evaluates to the largest values. Note that this expression will include alphas for which (long_count-short_count) evaluates to a negative number. To exclude negative numbers, use Selection Handling = \"Positive\"."
|
|
1531
|
+
],
|
|
1532
|
+
[
|
|
1533
|
+
"Selection Handling = \"Non-NaN\",\nSelection Limit = 20",
|
|
1534
|
+
"x = if_else(category == \"PRICE_MOMENTUM\", 2, 1);\ny = if_else(category == \"PRICE_REVERSION\", 0.5, 1);\nz = (long_count * x * y - short_count);\nif_else(turnover > 0.2, nan, z)",
|
|
1535
|
+
"This expression will only select Alphas with turnover <= 0.2. Of those Alphas with turnover <= 0.2, the expression will select the 20 Alphas for which (long_count - short_count) evaluates to the largest values, where the long_count value of Price Momentum Alphas is multiplied by 2 and the long_count value of Price Reversion Alphas is multiplied by 0.5. Note that Selection Handling is set to \"Non-NaN\", which means it will include Alphas for which (long_count * x * y <= short_count)."
|
|
1536
|
+
]
|
|
1537
|
+
],
|
|
1538
|
+
"firstRowIsTableHeader": true,
|
|
1539
|
+
"firstColIsHeader": false
|
|
1540
|
+
},
|
|
1541
|
+
"id": "1e791914-6450-4259-8ad9-9353ca302ceb"
|
|
1542
|
+
}
|
|
1543
|
+
],
|
|
1544
|
+
"sequence": 2,
|
|
1545
|
+
"category": "SuperAlpha"
|
|
1546
|
+
}
|