Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_012

alpha101_012

Kakushadze Alpha #12

Themes & universe

volumereversalequity_usequity_inequity_kr1D

Formula

sign(delta(volume,1)) * (-1 * delta(close,1))

Definition

id

alpha101_012

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_012

decay_horizon

5

min_warmup_bars

2

requires_sector

False

columns_required

close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_012
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025