Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_032

alpha101_032

Kakushadze Alpha #32

Themes & universe

momentumequity_usequity_inequity_kr1D

Formula

scale(sum(close,7)/7 - close) + 20*scale(correlation(vwap, delay(close,5), 230))

Definition

id

alpha101_032

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_032

decay_horizon

5

min_warmup_bars

235

requires_sector

False

columns_required

close, vwap

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_032
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025