Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_064

alpha101_064

Kakushadze Alpha #64

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

(rank(correlation(sum(0.178*open+0.822*low,13), sum(adv120,13), 17)) < rank(delta(0.178*((high+low)/2)+0.822*vwap, 4))) * -1

Definition

id

alpha101_064

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_064

decay_horizon

5

min_warmup_bars

148

requires_sector

False

columns_required

open, high, low, volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_064
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025