Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_092

alpha101_092

Kakushadze Alpha #92

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

min(Ts_Rank(decay_linear(((high+low)/2 + close < low+open), 15), 19), Ts_Rank(decay_linear(correlation(rank(low), rank(adv30), 8), 7), 7))

Definition

id

alpha101_092

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_092

decay_horizon

5

min_warmup_bars

49

requires_sector

False

columns_required

open, high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_092
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025