Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_041

alpha101_041

Kakushadze Alpha #41

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

(high*low)^0.5 - vwap

Definition

id

alpha101_041

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_041

decay_horizon

5

min_warmup_bars

1

requires_sector

False

columns_required

high, low, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_041
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025