Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_020

alpha101_020

Kakushadze Alpha #20

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

(((-1*rank(open-delay(high,1)))*rank(open-delay(close,1)))*rank(open-delay(low,1)))

Definition

id

alpha101_020

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_020

decay_horizon

5

min_warmup_bars

2

requires_sector

False

columns_required

open, high, low, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_020
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025