Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_033

alpha101_033

Kakushadze Alpha #33

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

rank(-1*(1-open/close))

Definition

id
alpha101_033
zoo
alpha101
module_path
src.factors.zoo.alpha101.alpha_033
decay_horizon
5
min_warmup_bars
1
requires_sector
False
columns_required
open, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_033
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025