Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_101

alpha101_101

Kakushadze Alpha #101

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

(close - open) / ((high - low) + 0.001)

Definition

id

alpha101_101

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_101

decay_horizon

5

min_warmup_bars

1

requires_sector

False

columns_required

open, high, low, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_101
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025