Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_018

alpha101_018

Kakushadze Alpha #18

Themes & universe

volatilityequity_usequity_inequity_kr1D

Formula

-1 * rank(stddev(abs(close-open),5) + (close-open) + correlation(close,open,10))

Definition

id

alpha101_018

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_018

decay_horizon

5

min_warmup_bars

10

requires_sector

False

columns_required

open, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_018
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025