Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_040

alpha101_040

Kakushadze Alpha #40

Themes & universe

volatilityvolumeequity_usequity_inequity_kr1D

Formula

(-1*rank(stddev(high,10))) * correlation(high,volume,10)

Definition

id

alpha101_040

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_040

decay_horizon

5

min_warmup_bars

10

requires_sector

False

columns_required

high, volume, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_040
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025