Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_029

alpha101_029

Kakushadze Alpha #29

Themes & universe

reversalvolumeequity_usequity_inequity_kr1D

Formula

min(product(rank(rank(scale(log(sum(ts_min(rank(rank(-1*rank(delta(close-1,5)))),2),1))))),1),5) + ts_rank(delay(-1*returns,6),5)

Definition

id

alpha101_029

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_029

decay_horizon

5

min_warmup_bars

12

requires_sector

False

columns_required

close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_029
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025