Alpha Library / Kakushadze 101 Formulaic Alphas / alpha101_038

alpha101_038

Kakushadze Alpha #38

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

(-1*rank(ts_rank(close,10))) * rank(close/open)

Definition

id: alpha101_038
zoo: alpha101
module_path: src.factors.zoo.alpha101.alpha_038
decay_horizon: 5
min_warmup_bars: 10
requires_sector: False
columns_required: open, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_038
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025