china volume abhas - kitzz03/WorldQuant-Alphas GitHub Wiki

group = bucket(rank(cap),range ='0.1,1,0.1');

alpha=trade_when(volume>=0.5*adv20 ,group_rank(mdl175_grossprofit/(mdl175_02dtsvt),group),abs(returns)>=0.15);

clamp(exp(exp(alpha)), lower = 0, upper = 0.25, inverse = True, mask = 0);