Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_099

alpha101_099

Kakushadze Alpha #99

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

(rank(correlation(sum((high+low)/2, 20), sum(adv60, 20), 9)) < rank(correlation(low, volume, 6))) * -1

Definition

id

alpha101_099

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_099

decay_horizon

5

min_warmup_bars

87

requires_sector

False

columns_required

high, low, volume, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_099
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025