regular = "-rank(inst14_shorttotalcomp) + imb5_score" region = "ASI" 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", } universe = REGION_UNIVERSE_MAP.get(region, "MINVOL1M") if region == "USA": neut_list = [n for n in neut_list if n != "COUNTRY"] max_trade_value = "ON" if region == "ASI" else "OFF" alpha_spec = [ ace.generate_alpha( regular=regular, region=region, universe=universe, neutralization=neut, truncation=0.01, max_trade=max_trade_value, ) for neut in neut_list ] sim_result = ace.simulate_alpha_list_multi(s, alpha_spec)