Add new alpha

Author: Breta01

brain/alphas/alpha_30.py

@@ -0,0 +1,21 @@
+# Code
+code = """
+-group_neutralize(group_neutralize(
+    ts_decay_linear(ts_quantile(mdl77_2400_vefcomtt,1260,driver="cauchy"),5),
+    bucket(rank(capex/sales),range="0,1,0.1")),
+    bucket(rank(debt/enterprise_value),range="0,1,0.2")
+)
+"""
+
+# Simulation Settings
+config = {
+    "region": "USA",
+    "universe": "TOP3000",
+    "decay": 0,
+    "delay": 1,
+    "truncation": 0.05,
+    "neutralization": "SUBINDUSTRY",
+    "pasteurization": "ON",
+    "nan_handling": "OFF",
+    "unit_handling": "VERIFY",
+}