Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_015

alpha101_015

Kakushadze Alpha #15

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

-1 * sum(rank(correlation(rank(high), rank(volume), 3)), 3)

Definition

id

alpha101_015

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_015

decay_horizon

5

min_warmup_bars

5

requires_sector

False

columns_required

high, volume, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_015
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025