Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_016

alpha101_016

Kakushadze Alpha #16

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

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

Definition

id

alpha101_016

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_016

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_016
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025