15/04/2026, 12:43 WorldQuant BRAIN
Simulate Alphas Learn Data Competitions (2) Team Community IQC 202
CODE RESULTS Settings
Streak: 2 day
1
2
clv = ((close-low)-(high-close))/(high-low);
-zscore(clv) * rank(volume)
✔️ Completed task: Try
simulating an Alpha using a
Time Series operator.
Finding Operators
🛠️ Using Operators in
BRAIN
Just like we applied rank() to -
returns to transform values within
the matrix, operators process
matrices within data fields. BRAIN
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15/04/2026, 12:43 WorldQuant BRAIN
Arithmetic operators enable
Simulate Alphas Learn Data Competitions (2) Team operations
arithmetic Community IQC 202
including basic
math operations and rounding.
💡 Logical Operators
Logical operators evaluate
expressions and return true or false
values. In BRAIN, true equals 1 and
false equals 0.
⏰ Time Series Operators
Time series operators perform
operations related to past d-day
values for specific stocks. For
example, ts_mean(x,d) calculates the
average of x over d days.
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15/04/2026, 12:43 WorldQuant BRAIN
example, rank(x) orders x values at a
Simulate Alphas Learn Data Competitions (2) specific
Teamtime and Community
distributes them IQC 202
from 0 to 1.
📐 Vector Operators
When searching for data fields, you
might find vector-type data fields.
Instead of having a single value per
stock per day, these store multiple
values (in vector format). To convert
these into Alpha positions, you need
to transform them into a single
representative value like mean or
median. These operators serve this
purpose.
🎭 Transformational
Operators
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15/04/2026, 12:43 WorldQuant BRAIN
When exploring data fields, you
Simulate Alphas Learn Data Competitions (2) Team
might Community
find group-type IQC 202
data fields that
group companies based on specific
criteria. For example, the industry
data field is a group data field that
classifies companies by industry.
Group operators include operations
like calculating representative values
(mean/sum/median) within groups
or performing neutralization within
groups.
🔥 Let's try it out!
This time let's run a simulation using
one of the time series operators. Feel
free to search for any data you want
and simulate an Alpha you'd like to
create.
[Link] 4/5
to see available operators.
15/04/2026, 12:43 WorldQuant BRAIN
Simulate Alphas Learn Data Competitions (2) They
Teamare categorized by type,
Community IQC 202
and Time Series operators are
grouped together.
Most time series operators start
with ts_.
Answer: -ts_delta(close,5)
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