Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_096

alpha101_096

Kakushadze Alpha #96

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

max(Ts_Rank(decay_linear(correlation(rank(vwap), rank(volume), 4), 4), 8), Ts_Rank(decay_linear(Ts_ArgMax(correlation(Ts_Rank(close,7), Ts_Rank(adv60,4), 4), 13), 14), 13)) * -1

Definition

id

alpha101_096

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_096

decay_horizon

5

min_warmup_bars

103

requires_sector

False

columns_required

close, volume, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_096
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025