Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_031

alpha101_031

Kakushadze Alpha #31

Themes & universe

momentumequity_usequity_inequity_kr1D

Formula

rank(rank(rank(decay_linear(-1*rank(rank(delta(close,10))),10)))) + rank(-1*delta(close,3)) + sign(scale(correlation(adv20,low,12)))

Definition

id

alpha101_031

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_031

decay_horizon

5

min_warmup_bars

31

requires_sector

False

columns_required

low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_031
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025