Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_052

alpha101_052

Kakushadze Alpha #52

Themes & universe

momentumequity_usequity_inequity_kr1D

Formula

((-1*ts_min(low,5)+delay(ts_min(low,5),5)) * rank((sum(returns,240)-sum(returns,20))/220)) * ts_rank(volume,5)

Definition

id

alpha101_052

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_052

decay_horizon

5

min_warmup_bars

241

requires_sector

False

columns_required

low, close, volume

Notes

Very long lookback (>= ~100 bars); produces NaN warmup on short panels which may trigger the >95% NaN registry guard.

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_052
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025