Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_028

alpha101_028

Kakushadze Alpha #28

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

scale((correlation(adv20,low,5) + (high+low)/2) - close)

Definition

id

alpha101_028

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_028

decay_horizon

5

min_warmup_bars

24

requires_sector

False

columns_required

high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_028
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025