Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_078

alpha101_078

Kakushadze Alpha #78

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

rank(correlation(sum(0.352*low+0.648*vwap, 20), sum(adv40,20), 7))^rank(correlation(rank(vwap), rank(volume), 6))

Definition

id

alpha101_078

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_078

decay_horizon

5

min_warmup_bars

65

requires_sector

False

columns_required

low, volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_078
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025