Alpha Library / Kakushadze 101 Formulaic Alphas / alpha101_003

alpha101_003

Kakushadze Alpha #3

Themes & universe

volumereversalequity_usequity_inequity_kr1D

Formula

-1 * correlation(rank(open), rank(volume), 10)

Definition

id: alpha101_003
zoo: alpha101
module_path: src.factors.zoo.alpha101.alpha_003
decay_horizon: 5
min_warmup_bars: 10
requires_sector: False
columns_required: open, volume, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_003
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025