Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_001

alpha101_001

Kakushadze Alpha #1

Themes & universe

reversalvolatilityequity_usequity_inequity_kr1D

Formula

rank(ts_argmax(SignedPower((returns<0)?stddev(returns,20):close, 2.), 5)) - 0.5

Definition

id

alpha101_001

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_001

decay_horizon

5

min_warmup_bars

25

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_001
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025