Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_043

alpha101_043

Kakushadze Alpha #43

Themes & universe

volumemomentumequity_usequity_inequity_kr1D

Formula

ts_rank(volume/adv20,20) * ts_rank(-1*delta(close,7),8)

Definition

id

alpha101_043

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_043

decay_horizon

5

min_warmup_bars

39

requires_sector

False

columns_required

close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_043
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025