Pretax income anshika - kitzz03/WorldQuant-Alphas GitHub Wiki

alpha=rank((1+quantile(ts_rank(pretax_income,252),driver=uniform))(1+quantile(ts_rank(sales,252),driver=uniform))(1+quantile(-ts_weighted_decay(volume)*vwap,driver=uniform)));

trade_when(returns>ts_weighted_decay(returns),exp(exp(alpha^2)),-1)