Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_019

alpha101_019

Kakushadze Alpha #19

Themes & universe

momentumequity_usequity_inequity_kr1D

Formula

(-1*sign((close-delay(close,7))+delta(close,7))) * (1+rank(1+sum(returns,250)))

Definition

id

alpha101_019

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_019

decay_horizon

5

min_warmup_bars

251

requires_sector

False

columns_required

close

Notes

Very long lookback (>= ~100 bars); produces NaN warmup on short panels which may trigger the >95% NaN registry guard.

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_019
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025