selection = "in(datacategories, 'model') && not(in(competitions, 'IQC2025S1')) && not(in(competitions, 'IQC2025S2')) && not(in(competitions, 'challenge'))" combo = """ stats = generate_stats(alpha); ts_ir(stats.returns, 252) """ region = "USA" neut_list = [ 'REVERSION_AND_MOMENTUM', 'STATISTICAL', 'CROWDING', 'FAST', 'SLOW', 'SLOW_AND_FAST', 'COUNTRY', 'SECTOR', 'INDUSTRY', 'SUBINDUSTRY', ] REGION_UNIVERSE_MAP = { "USA": "TOP3000", "ASI": "MINVOL1M", "GLB": "MINVOL1M", "EUR": "TOP2500", "IND": "TOP500", } universe = REGION_UNIVERSE_MAP.get(region, "MINVOL1M") if region == "USA": neut_list = [n for n in neut_list if n != "COUNTRY"] elif region == "IND": neut_list = [n for n in neut_list if n not in ("COUNTRY", "STATISTICAL")] alpha_spec = [ ace.generate_alpha( alpha_type="SUPER", selection=selection, combo=combo, region=region, universe=universe, neutralization=neut, truncation=0.01, decay=2, ) for neut in neut_list ] sim_result = ace.simulate_alpha_list_multi(s, alpha_spec)