Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_021

alpha101_021

Kakushadze Alpha #21

Themes & universe

momentumvolatilityequity_usequity_inequity_kr1D

Formula

complex piecewise; see paper

Definition

id
alpha101_021
zoo
alpha101
module_path
src.factors.zoo.alpha101.alpha_021
decay_horizon
5
min_warmup_bars
20
requires_sector
False
columns_required
close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_021
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025