Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_025

alpha101_025

Kakushadze Alpha #25

Themes & universe

momentumvolumeequity_usequity_inequity_kr1D

Formula

rank((((-1*returns)*adv20)*vwap)*(high-close))

Definition

id

alpha101_025

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_025

decay_horizon

5

min_warmup_bars

20

requires_sector

False

columns_required

high, close, volume, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_025
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025