Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_072

alpha101_072

Kakushadze Alpha #72

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

rank(decay_linear(correlation((high+low)/2, adv40, 9), 10)) / rank(decay_linear(correlation(Ts_Rank(vwap,4), Ts_Rank(volume,19), 7), 3))

Definition

id

alpha101_072

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_072

decay_horizon

5

min_warmup_bars

57

requires_sector

False

columns_required

high, low, volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_072
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025