Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_006

alpha101_006

Kakushadze Alpha #6

Themes & universe

volumereversalequity_usequity_inequity_kr1D

Formula

-1 * correlation(open, volume, 10)

Definition

id

alpha101_006

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_006

decay_horizon

5

min_warmup_bars

10

requires_sector

False

columns_required

open, volume, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_006
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025