gaurv007 commited on
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Delete factor_store/alphas.duckdb, prompts/templates/*.j2, .gitattributes

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factor_store/alphas.duckdb DELETED
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- version https://git-lfs.github.com/spec/v1
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- oid sha256:757e681f41ac73a18b92fb2e2cdaa0b378e552bb5209c3226eb0c0ddf647a45f
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- size 274432
 
 
 
 
prompts/templates/intraday_mr.j2 DELETED
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- {# Intraday Mean-Reversion with Decay #}
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- {%- set c = bp.components[0] -%}
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- ts_decay_linear(group_zscore(rank(ts_delta({{ c.fields[0] }}, {{ c.horizon_days }})), {{ bp.neutralization.value }}), {{ bp.decay }})
 
 
 
 
prompts/templates/pead.j2 DELETED
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- {# PEAD / Earnings Revisions #}
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- {%- set c = bp.components[0] -%}
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- ts_decay_linear(group_zscore(ts_delta({{ c.fields[0] }}, {{ c.horizon_days }}), {{ bp.neutralization.value }}), {{ bp.decay }})
 
 
 
 
prompts/templates/skew_term.j2 DELETED
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- {# Skew Term Structure #}
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- {%- set c = bp.components[0] -%}
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- {%- if bp.components|length > 1 -%}
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- {%- set c2 = bp.components[1] -%}
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- zscore(rank({{ c.fields[0] }})) - {{ c2.weight }} * zscore(rank({{ c2.fields[0] }}))
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- {%- else -%}
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- group_zscore(rank(ts_mean({{ c.fields[0] }}, {{ c.horizon_days }})), {{ bp.neutralization.value }})
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- {%- endif -%}
 
 
 
 
 
 
 
 
 
prompts/templates/social.j2 DELETED
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- {# Social Momentum #}
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- {%- set c = bp.components[0] -%}
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- ts_decay_linear(group_zscore(rank(ts_mean({{ c.fields[0] }}, {{ c.horizon_days }})), {{ bp.neutralization.value }}), {{ bp.decay }})
 
 
 
 
prompts/templates/value_quality.j2 DELETED
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- {# Value-Quality Blend Archetype #}
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- {# Combines value and quality signals with group neutralization #}
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- {%- set parts = [] -%}
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- {%- for c in bp.components -%}
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- {%- set _ = parts.append(c.weight|string ~ " * group_zscore(rank(ts_mean(" ~ c.fields[0] ~ ", " ~ c.horizon_days ~ ")), " ~ bp.neutralization.value ~ ")") -%}
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- {%- endfor -%}
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- ts_decay_linear({{ parts | join(" + ") }}, {{ bp.decay }})
 
 
 
 
 
 
 
 
prompts/templates/vol_shock.j2 DELETED
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- {# Volatility-Scaled Shock #}
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- {%- set c = bp.components[0] -%}
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- group_zscore(zscore(ts_delta({{ c.fields[0] }}, {{ c.horizon_days }}) / (ts_std({{ c.fields[0] }}, {{ c.horizon_days * 4 }}) + 0.001)), {{ bp.neutralization.value }})