Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_081

alpha101_081

Kakushadze Alpha #81

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

(rank(Log(product(rank((rank(correlation(vwap, sum(adv10,50), 8))^4)), 15))) < rank(correlation(rank(vwap), rank(volume), 5))) * -1

Definition

id

alpha101_081

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_081

decay_horizon

5

min_warmup_bars

80

requires_sector

False

columns_required

volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_081
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025