Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_007

alpha101_007

Kakushadze Alpha #7

Themes & universe

momentumvolumeequity_usequity_inequity_kr1D

Formula

(adv20<volume)?((-1*ts_rank(abs(delta(close,7)),60))*sign(delta(close,7))):(-1)

Definition

id

alpha101_007

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_007

decay_horizon

5

min_warmup_bars

67

requires_sector

False

columns_required

close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_007
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025