Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_057

alpha101_057

Kakushadze Alpha #57

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

0 - 1 * ((close-vwap) / decay_linear(rank(ts_argmax(close,30)), 2))

Definition

id

alpha101_057

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_057

decay_horizon

5

min_warmup_bars

31

requires_sector

False

columns_required

close, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_057
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025