Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_084

alpha101_084

Kakushadze Alpha #84

Themes & universe

momentumequity_usequity_inequity_kr1D

Formula

SignedPower(Ts_Rank(vwap-ts_max(vwap,15), 21), delta(close,5))

Definition

id

alpha101_084

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_084

decay_horizon

5

min_warmup_bars

35

requires_sector

False

columns_required

close, vwap

Notes

SignedPower with a delta(close,5) exponent can produce non-finite values when the exponent is large; non-finite outputs are clipped to NaN to satisfy the registry's no-inf invariant.

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_084
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025