Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_036

alpha101_036

Kakushadze Alpha #36

Themes & universe

momentumvolumeequity_usequity_inequity_kr1D

Formula

weighted sum; see paper

Definition

id

alpha101_036

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_036

decay_horizon

5

min_warmup_bars

200

requires_sector

False

columns_required

open, close, volume, 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_036
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025