WorldQuant BRAIN Alpha Research

Independent systematic equity research · WorldQuant BRAIN Challenge · 2026

Mining pipeline on BRAIN: simulate → quality gates → daily-return correlation → submit. Account path Bronze → Silver → Gold with a diversified ACTIVE book across quality, analyst, cash-flow, options, and multi-universe sleeves.

Outcomes

Gold

Challenge

WorldQuant certificate

9,932

Peak score

from 2,000 Bronze

10

ACTIVE book

IS alphas live

2.91

Best Sharpe

OI/equity + est. EPS

Score journey

Challenge score: Bronze → Silver → Gold track

Platform snapshots. Rank improved from ~25.8k to ~18.9k as scored alphas and ACTIVE count rose.

ACTIVE book performance

IS Sharpe

ACTIVE alphas ranked by Sharpe

Hover bars for theme. Best: quality + analyst blend at 2.91.

Fitness

Turnover-adjusted quality (Fitness)

Fitness rewards return strength without excessive turnover.

Diversification

Book composition by economic theme

Not ten clones of the same OI/equity formula — axes chosen to pass self-correlation.

Research loop

1

Field → expression

4.3k local fields; group_rank + ts_rank baselines

2

Simulate & gate

Sharpe · Fitness · TO · DD · concentration

3

Daily-return corr

Reject clones ≥ 0.7 vs ACTIVE book

4

Submit → ACTIVE

Confirm status; climb Bronze → Gold

Finding that unlocked submits: OI/equity clones with Sharpe ~2.8–3.0 often fail SELF_CORRELATION (daily corr 0.75–0.90). Wins change the axis — FCF + reverse (~0.37 corr) and OI + 50% options PCR (~0.66) — or move to TOP2000/1000/500 after TOP3000 saturates.

ACTIVE table

ID	Universe	Sharpe	Fitness	Return	TO	Theme
ZYnG1pV1	TOP3000	2.91	2.18	10.5%	18.6%	OI/equity + est. EPS
blq3YEkR	TOP3000	2.53	1.81	10.6%	20.7%	OI/equity + 5d reverse
N1roXeEL	TOP3000	2.28	1.65	6.5%	9.8%	OI/equity + put/call OI
d50w58jK	TOP3000	2.20	1.69	10.9%	18.5%	FCF/equity + reverse
d50Lv3Zv	TOP3000	2.01	1.32	5.4%	6.3%	Pure OI/equity
mLbXoLmE	TOP500	1.85	1.17	8.1%	20.5%	OI + EPS (small univ.)
N1rONo0L	TOP2000	1.69	1.44	9.1%	12.1%	Pure est. EPS
akn233gw	TOP1000	1.69	1.10	5.3%	6.0%	OI + guidance
RR80pQnn	TOP3000	1.64	1.14	9.9%	20.7%	PCR + reverse
3qRa0A96	TOP3000	1.41	1.01	6.4%	3.6%	Multi-leg composite

Expressions (selected)

/* Top Sharpe — ZYnG1pV1 */
0.5 * group_rank(ts_rank(operating_income / equity, 126), subindustry)
+ 0.5 * group_rank(ts_rank(est_eps / close, 126), industry)

/* Diversifier — d50w58jK (~0.37 corr vs pure OI) */
0.6 * group_rank(ts_rank(free_cash_flow_reported_value / equity, 126), industry)
+ 0.4 * group_rank(-ts_delta(close, 5), industry)

/* Options hybrid — N1roXeEL */
0.5 * group_rank(ts_rank(operating_income / equity, 126), subindustry)
+ 0.5 * group_rank(-ts_rank(pcr_oi_270, 120), industry)

Competencies

Equity factor research · IS metrics · turnover control · portfolio self-correlation · multi-universe diversification · API automation

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