Alpha Library / Kakushadze 101 Formulaic Alphas / alpha101_013

alpha101_013

Kakushadze Alpha #13

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

-1 * rank(covariance(rank(close), rank(volume), 5))

Definition

id: alpha101_013
zoo: alpha101
module_path: src.factors.zoo.alpha101.alpha_013
decay_horizon: 5
min_warmup_bars: 5
requires_sector: False
columns_required: close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_013
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025