Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_005

alpha101_005

Kakushadze Alpha #5

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

rank((open - sum(vwap,10)/10)) * (-1 * abs(rank((close - vwap))))

Definition

id

alpha101_005

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_005

decay_horizon

5

min_warmup_bars

10

requires_sector

False

columns_required

open, close, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_005
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025