Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_017

alpha101_017

Kakushadze Alpha #17

Themes & universe

volumereversalequity_usequity_inequity_kr1D

Formula

((-1*rank(ts_rank(close,10)))*rank(delta(delta(close,1),1)))*rank(ts_rank(volume/adv20,5))

Definition

id

alpha101_017

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_017

decay_horizon

5

min_warmup_bars

24

requires_sector

False

columns_required

close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_017
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025