Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_035

alpha101_035

Kakushadze Alpha #35

Themes & universe

volumemomentumequity_usequity_inequity_kr1D

Formula

ts_rank(volume,32) * (1 - ts_rank((close+high-low),16)) * (1 - ts_rank(returns,32))

Definition

id

alpha101_035

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_035

decay_horizon

5

min_warmup_bars

33

requires_sector

False

columns_required

high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_035
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025