Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_051

alpha101_051

Kakushadze Alpha #51

Themes & universe

momentumequity_usequity_inequity_kr1D

Formula

(...< -0.05) ? 1 : -1*(close-delay(close,1))

Definition

id

alpha101_051

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_051

decay_horizon

5

min_warmup_bars

21

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_051
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025