Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_050

alpha101_050

Kakushadze Alpha #50

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

-1 * ts_max(rank(correlation(rank(volume), rank(vwap), 5)), 5)

Definition

id

alpha101_050

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_050

decay_horizon

5

min_warmup_bars

9

requires_sector

False

columns_required

volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_050
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025