Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_030

alpha101_030

Kakushadze Alpha #30

Themes & universe

momentumvolumeequity_usequity_inequity_kr1D

Formula

((1-rank(sign(d1)+sign(d2)+sign(d3))) * sum(volume,5)) / sum(volume,20)

Definition

id

alpha101_030

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_030

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_030
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025