Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_071

alpha101_071

Kakushadze Alpha #71

Themes & universe

volumereversalequity_usequity_inequity_kr1D

Formula

max(Ts_Rank(decay_linear(correlation(Ts_Rank(close,3), Ts_Rank(adv180,12), 18), 4), 16), Ts_Rank(decay_linear((rank((low+open)-(2*vwap))^2, 16), 4))

Definition

id

alpha101_071

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_071

decay_horizon

5

min_warmup_bars

226

requires_sector

False

columns_required

open, low, close, volume, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_071
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025