Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_002

alpha101_002

Kakushadze Alpha #2

Themes & universe

volumereversalequity_usequity_inequity_kr1D

Formula

-1 * correlation(rank(delta(log(volume), 2)), rank(((close-open)/open)), 6)

Definition

id

alpha101_002

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_002

decay_horizon

5

min_warmup_bars

8

requires_sector

False

columns_required

open, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_002
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025