Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_075

alpha101_075

Kakushadze Alpha #75

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

rank(correlation(vwap, volume, 4)) < rank(correlation(rank(low), rank(adv50), 12))

Definition

id

alpha101_075

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_075

decay_horizon

5

min_warmup_bars

61

requires_sector

False

columns_required

low, volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_075
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025