Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_011

alpha101_011

Kakushadze Alpha #11

Themes & universe

volumereversalequity_usequity_inequity_kr1D

Formula

(rank(ts_max(vwap-close,3))+rank(ts_min(vwap-close,3)))*rank(delta(volume,3))

Definition

id

alpha101_011

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_011

decay_horizon

5

min_warmup_bars

4

requires_sector

False

columns_required

close, volume, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_011
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025