import my_functions as mf oprt_list = [ #"rank({data})", "zscore({data})", "ts_rank({data}, 252)", "ts_zscore({data}, 252)", "ts_delta({data}, 252)", "rank({data} - ts_delay({data}, 252))", "rank({data} / ts_delay({data}, 252))", "rank(ts_delta({data}, 120))", "normalize(quantile({data}))", "group_rank({data}, bucket(rank(cap), range='0,1,0.1'))", "group_zscore(group_neutralize({data}, bucket(rank(cap), range='0.1,1,0.1')), exchange)" ] expr_list = mf.generate_expr_list("-inst14_shortnegocomp", oprt_list) alpha_spec = [ ace.generate_alpha( regular=expr, region="ASI", universe="MINVOL1M", neutralization="RAM", truncation=0.01, max_trade="ON", ) for expr in expr_list ] sim_result = ace.simulate_alpha_list_multi(s, alpha_spec)