Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_022

alpha101_022

Kakushadze Alpha #22

Themes & universe

volumevolatilityequity_usequity_inequity_kr1D

Formula

-1 * (delta(correlation(high,volume,5),5) * rank(stddev(close,20)))

Definition

id

alpha101_022

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_022

decay_horizon

5

min_warmup_bars

20

requires_sector

False

columns_required

high, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_022
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025