Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_085

alpha101_085

Kakushadze Alpha #85

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

rank(correlation(0.877*high+0.123*close, adv30, 10))^rank(correlation(Ts_Rank((high+low)/2,4), Ts_Rank(volume,10), 7))

Definition

id

alpha101_085

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_085

decay_horizon

5

min_warmup_bars

39

requires_sector

False

columns_required

high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_085
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025