Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_027

alpha101_027

Kakushadze Alpha #27

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

(0.5<rank((sum(correlation(rank(volume),rank(vwap),6),2)/2.0)))?(-1):1

Definition

id

alpha101_027

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_027

decay_horizon

5

min_warmup_bars

7

requires_sector

False

columns_required

volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_027
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025