Alpha Library / Kakushadze 101 Formulaic Alphas
Kakushadze 101 Formulaic Alphas 101 alphas
The 101 short-horizon formulaic alphas from Kakushadze (2015).
| id | theme | universe | decay | warmup |
|---|---|---|---|---|
| alpha101_001 | reversal, volatility | equity_us, equity_in, equity_kr | 5 | 25 |
| alpha101_002 | volume, reversal | equity_us, equity_in, equity_kr | 5 | 8 |
| alpha101_003 | volume, reversal | equity_us, equity_in, equity_kr | 5 | 10 |
| alpha101_004 | reversal | equity_us, equity_in, equity_kr | 5 | 9 |
| alpha101_005 | reversal | equity_us, equity_in, equity_kr | 5 | 10 |
| alpha101_006 | volume, reversal | equity_us, equity_in, equity_kr | 5 | 10 |
| alpha101_007 | momentum, volume | equity_us, equity_in, equity_kr | 5 | 67 |
| alpha101_008 | reversal | equity_us, equity_in, equity_kr | 5 | 16 |
| alpha101_009 | momentum | equity_us, equity_in, equity_kr | 5 | 6 |
| alpha101_010 | momentum | equity_us, equity_in, equity_kr | 5 | 5 |
| alpha101_011 | volume, reversal | equity_us, equity_in, equity_kr | 5 | 4 |
| alpha101_012 | volume, reversal | equity_us, equity_in, equity_kr | 5 | 2 |
| alpha101_013 | volume | equity_us, equity_in, equity_kr | 5 | 5 |
| alpha101_014 | volume, momentum | equity_us, equity_in, equity_kr | 5 | 10 |
| alpha101_015 | volume | equity_us, equity_in, equity_kr | 5 | 5 |
| alpha101_016 | volume | equity_us, equity_in, equity_kr | 5 | 5 |
| alpha101_017 | volume, reversal | equity_us, equity_in, equity_kr | 5 | 24 |
| alpha101_018 | volatility | equity_us, equity_in, equity_kr | 5 | 10 |
| alpha101_019 | momentum | equity_us, equity_in, equity_kr | 5 | 251 |
| alpha101_020 | reversal | equity_us, equity_in, equity_kr | 5 | 2 |
| alpha101_021 | momentum, volatility | equity_us, equity_in, equity_kr | 5 | 20 |
| alpha101_022 | volume, volatility | equity_us, equity_in, equity_kr | 5 | 20 |
| alpha101_023 | momentum | equity_us, equity_in, equity_kr | 5 | 20 |
| alpha101_024 | momentum | equity_us, equity_in, equity_kr | 5 | 200 |
| alpha101_025 | momentum, volume | equity_us, equity_in, equity_kr | 5 | 20 |
| alpha101_026 | volume | equity_us, equity_in, equity_kr | 5 | 11 |
| alpha101_027 | volume | equity_us, equity_in, equity_kr | 5 | 7 |
| alpha101_028 | volume | equity_us, equity_in, equity_kr | 5 | 24 |
| alpha101_029 | reversal, volume | equity_us, equity_in, equity_kr | 5 | 12 |
| alpha101_030 | momentum, volume | equity_us, equity_in, equity_kr | 5 | 20 |
| alpha101_031 | momentum | equity_us, equity_in, equity_kr | 5 | 31 |
| alpha101_032 | momentum | equity_us, equity_in, equity_kr | 5 | 235 |
| alpha101_033 | reversal | equity_us, equity_in, equity_kr | 5 | 1 |
| alpha101_034 | volatility | equity_us, equity_in, equity_kr | 5 | 6 |
| alpha101_035 | volume, momentum | equity_us, equity_in, equity_kr | 5 | 33 |
| alpha101_036 | momentum, volume | equity_us, equity_in, equity_kr | 5 | 200 |
| alpha101_037 | momentum | equity_us, equity_in, equity_kr | 5 | 201 |
| alpha101_038 | reversal | equity_us, equity_in, equity_kr | 5 | 10 |
| alpha101_039 | momentum, volume | equity_us, equity_in, equity_kr | 5 | 251 |
| alpha101_040 | volatility, volume | equity_us, equity_in, equity_kr | 5 | 10 |
| alpha101_041 | reversal | equity_us, equity_in, equity_kr | 5 | 1 |
| alpha101_042 | reversal | equity_us, equity_in, equity_kr | 5 | 1 |
| alpha101_043 | volume, momentum | equity_us, equity_in, equity_kr | 5 | 39 |
| alpha101_044 | volume | equity_us, equity_in, equity_kr | 5 | 5 |
| alpha101_045 | momentum, volume | equity_us, equity_in, equity_kr | 5 | 25 |
| alpha101_046 | momentum | equity_us, equity_in, equity_kr | 5 | 21 |
| alpha101_047 | volume, momentum | equity_us, equity_in, equity_kr | 5 | 20 |
| alpha101_048 | momentum, volatility | equity_us, equity_in, equity_kr | 5 | 252 |
| alpha101_049 | momentum | equity_us, equity_in, equity_kr | 5 | 21 |
| alpha101_050 | volume | equity_us, equity_in, equity_kr | 5 | 9 |
| alpha101_051 | momentum | equity_us, equity_in, equity_kr | 5 | 21 |
| alpha101_052 | momentum | equity_us, equity_in, equity_kr | 5 | 241 |
| alpha101_053 | reversal | equity_us, equity_in, equity_kr | 5 | 10 |
| alpha101_054 | reversal | equity_us, equity_in, equity_kr | 5 | 1 |
| alpha101_055 | volume, reversal | equity_us, equity_in, equity_kr | 5 | 17 |
| alpha101_056 | momentum | equity_us, equity_in, equity_kr | 5 | 11 |
| alpha101_057 | reversal | equity_us, equity_in, equity_kr | 5 | 31 |
| alpha101_058 | volume | equity_us, equity_in, equity_kr | 5 | 16 |
| alpha101_059 | volume | equity_us, equity_in, equity_kr | 5 | 26 |
| alpha101_060 | volume | equity_us, equity_in, equity_kr | 5 | 10 |
| alpha101_061 | volume | equity_us, equity_in, equity_kr | 5 | 197 |
| alpha101_062 | volume | equity_us, equity_in, equity_kr | 5 | 50 |
| alpha101_063 | volume, momentum | equity_us, equity_in, equity_kr | 5 | 240 |
| alpha101_064 | volume | equity_us, equity_in, equity_kr | 5 | 148 |
| alpha101_065 | volume | equity_us, equity_in, equity_kr | 5 | 73 |
| alpha101_066 | momentum | equity_us, equity_in, equity_kr | 5 | 17 |
| alpha101_067 | volume | equity_us, equity_in, equity_kr | 5 | 25 |
| alpha101_068 | volume | equity_us, equity_in, equity_kr | 5 | 36 |
| alpha101_069 | volume | equity_us, equity_in, equity_kr | 5 | 32 |
| alpha101_070 | momentum, volume | equity_us, equity_in, equity_kr | 5 | 84 |
| alpha101_071 | volume, reversal | equity_us, equity_in, equity_kr | 5 | 226 |
| alpha101_072 | volume | equity_us, equity_in, equity_kr | 5 | 57 |
| alpha101_073 | volume | equity_us, equity_in, equity_kr | 5 | 21 |
| alpha101_074 | volume | equity_us, equity_in, equity_kr | 5 | 80 |
| alpha101_075 | volume | equity_us, equity_in, equity_kr | 5 | 61 |
| alpha101_076 | volume | equity_us, equity_in, equity_kr | 5 | 141 |
| alpha101_077 | volume | equity_us, equity_in, equity_kr | 5 | 47 |
| alpha101_078 | volume | equity_us, equity_in, equity_kr | 5 | 65 |
| alpha101_079 | volume, momentum | equity_us, equity_in, equity_kr | 5 | 172 |
| alpha101_080 | momentum, volume | equity_us, equity_in, equity_kr | 5 | 19 |
| alpha101_081 | volume | equity_us, equity_in, equity_kr | 5 | 80 |
| alpha101_082 | volume | equity_us, equity_in, equity_kr | 5 | 35 |
| alpha101_083 | volume, volatility | equity_us, equity_in, equity_kr | 5 | 7 |
| alpha101_084 | momentum | equity_us, equity_in, equity_kr | 5 | 35 |
| alpha101_085 | volume | equity_us, equity_in, equity_kr | 5 | 39 |
| alpha101_086 | volume | equity_us, equity_in, equity_kr | 5 | 58 |
| alpha101_087 | momentum | equity_us, equity_in, equity_kr | 5 | 110 |
| alpha101_088 | volume | equity_us, equity_in, equity_kr | 5 | 94 |
| alpha101_089 | volume, momentum | equity_us, equity_in, equity_kr | 5 | 27 |
| alpha101_090 | volume | equity_us, equity_in, equity_kr | 5 | 46 |
| alpha101_091 | volume | equity_us, equity_in, equity_kr | 5 | 35 |
| alpha101_092 | volume | equity_us, equity_in, equity_kr | 5 | 49 |
| alpha101_093 | volume | equity_us, equity_in, equity_kr | 5 | 123 |
| alpha101_094 | volume | equity_us, equity_in, equity_kr | 5 | 82 |
| alpha101_095 | volume | equity_us, equity_in, equity_kr | 5 | 81 |
| alpha101_096 | volume | equity_us, equity_in, equity_kr | 5 | 103 |
| alpha101_097 | volume | equity_us, equity_in, equity_kr | 5 | 128 |
| alpha101_098 | volume | equity_us, equity_in, equity_kr | 5 | 56 |
| alpha101_099 | volume | equity_us, equity_in, equity_kr | 5 | 87 |
| alpha101_100 | volume, momentum | equity_us, equity_in, equity_kr | 5 | 30 |
| alpha101_101 | reversal | equity_us, equity_in, equity_kr | 5 | 1 |