Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_008

alpha101_008

Kakushadze Alpha #8

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

-1 * rank((sum(open,5)*sum(returns,5)) - delay(sum(open,5)*sum(returns,5),10))

Definition

id

alpha101_008

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_008

decay_horizon

5

min_warmup_bars

16

requires_sector

False

columns_required

open, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_008
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025