Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_004

alpha101_004

Kakushadze Alpha #4

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

-1 * Ts_Rank(rank(low), 9)

Definition

id

alpha101_004

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_004

decay_horizon

5

min_warmup_bars

9

requires_sector

False

columns_required

low, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_004
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025