Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_073

alpha101_073

Kakushadze Alpha #73

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

max(rank(decay_linear(delta(vwap,5), 3)), Ts_Rank(decay_linear(-1*(delta(0.147*open+0.853*low,2)/(0.147*open+0.853*low)), 3), 17)) * -1

Definition

id

alpha101_073

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_073

decay_horizon

5

min_warmup_bars

21

requires_sector

False

columns_required

open, low, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_073
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025