Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_034

alpha101_034

Kakushadze Alpha #34

Themes & universe

volatilityequity_usequity_inequity_kr1D

Formula

rank((1-rank(stddev(returns,2)/stddev(returns,5))) + (1-rank(delta(close,1))))

Definition

id

alpha101_034

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_034

decay_horizon

5

min_warmup_bars

6

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_034
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025