Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_018

alpha101_018

Kakushadze Alpha #18

Themes & universe

volatilityequity_usequity_inequity_kr1D

Formula

-1 * rank(stddev(abs(close-open),5) + (close-open) + correlation(close,open,10))

Definition

id
alpha101_018
zoo
alpha101
module_path
src.factors.zoo.alpha101.alpha_018
decay_horizon
5
min_warmup_bars
10
requires_sector
False
columns_required
open, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_018
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025