fn_oth_income anshika - kitzz03/WorldQuant-Alphas GitHub Wiki

a=ts_mean(fn_oth_income_loss_fx_transaction_and_tax_translation_adj_a,252) ;

alpha=a * (log(adv20));

beta=rank(zscore(alpha));

c1=signed_power(beta-0.5,6);

p1=ts_decay_linear(c1,10);

tp=beta * rank(-returns * open);

c2=signed_power(tp-0.5,6);

p2=hump(ts_decay_linear(c2,10),hump=0.001);

exp(p1+p2)