alphas.json 1.3 KB

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  1. [
  2. {
  3. "name": "负债资产比因子",
  4. "expression": "liabilities/assets",
  5. "settings": {
  6. "instrumentType": "EQUITY",
  7. "region": "USA",
  8. "universe": "TOP3000",
  9. "delay": 1,
  10. "decay": 0,
  11. "neutralization": "INDUSTRY",
  12. "truncation": 0.08,
  13. "pasteurization": "ON",
  14. "unitHandling": "VERIFY",
  15. "nanHandling": "OFF",
  16. "language": "FASTEXPR",
  17. "visualization": false
  18. }
  19. },
  20. {
  21. "name": "营收权益比因子",
  22. "expression": "revenue/equity",
  23. "settings": {
  24. "instrumentType": "EQUITY",
  25. "region": "USA",
  26. "universe": "TOP3000",
  27. "delay": 1,
  28. "decay": 0,
  29. "neutralization": "INDUSTRY",
  30. "truncation": 0.1,
  31. "pasteurization": "ON",
  32. "unitHandling": "VERIFY",
  33. "nanHandling": "OFF",
  34. "language": "FASTEXPR",
  35. "visualization": false
  36. }
  37. },
  38. {
  39. "name": "流动比率因子",
  40. "expression": "current_assets/current_liabilities",
  41. "settings": {
  42. "instrumentType": "EQUITY",
  43. "region": "USA",
  44. "universe": "TOP2000",
  45. "delay": 1,
  46. "decay": 0,
  47. "neutralization": "INDUSTRY",
  48. "truncation": 0.12,
  49. "pasteurization": "ON",
  50. "unitHandling": "VERIFY",
  51. "nanHandling": "OFF",
  52. "language": "FASTEXPR",
  53. "visualization": false
  54. }
  55. }
  56. ]