Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_014

alpha101_014

Kakushadze Alpha #14

Themes & universe

volumemomentumequity_usequity_inequity_kr1D

Formula

(-1*rank(delta(returns,3))) * correlation(open, volume, 10)

Definition

id

alpha101_014

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_014

decay_horizon

5

min_warmup_bars

10

requires_sector

False

columns_required

open, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_014
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025