Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_009

alpha101_009

Kakushadze Alpha #9

Themes & universe

momentumequity_usequity_inequity_kr1D

Formula

(0<ts_min(delta(close,1),5))?delta(close,1):((ts_max(delta(close,1),5)<0)?delta(close,1):(-1*delta(close,1)))

Definition

id

alpha101_009

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_009

decay_horizon

5

min_warmup_bars

6

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_009
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025