Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_045

alpha101_045

Kakushadze Alpha #45

Themes & universe

momentumvolumeequity_usequity_inequity_kr1D

Formula

-1 * (rank(sum(delay(close,5),20)/20)*correlation(close,volume,2)*rank(correlation(sum(close,5),sum(close,20),2)))

Definition

id

alpha101_045

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_045

decay_horizon

5

min_warmup_bars

25

requires_sector

False

columns_required

close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_045
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025