Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_026

alpha101_026

Kakushadze Alpha #26

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

-1 * ts_max(correlation(ts_rank(volume,5),ts_rank(high,5),5),3)

Definition

id

alpha101_026

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_026

decay_horizon

5

min_warmup_bars

11

requires_sector

False

columns_required

high, volume, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_026
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025