Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_054

alpha101_054

Kakushadze Alpha #54

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

-1 * ((low-close)*(open^5)) / ((low-high)*(close^5))

Definition

id

alpha101_054

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_054

decay_horizon

5

min_warmup_bars

1

requires_sector

False

columns_required

open, high, low, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_054
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025