Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_055

alpha101_055

Kakushadze Alpha #55

Themes & universe

volumereversalequity_usequity_inequity_kr1D

Formula

-1 * correlation(rank((close-ts_min(low,12))/(ts_max(high,12)-ts_min(low,12))), rank(volume), 6)

Definition

id

alpha101_055

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_055

decay_horizon

5

min_warmup_bars

17

requires_sector

False

columns_required

high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_055
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025