Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_037

alpha101_037

Kakushadze Alpha #37

Themes & universe

momentumequity_usequity_inequity_kr1D

Formula

rank(correlation(delay(open-close,1),close,200)) + rank(open-close)

Definition

id

alpha101_037

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_037

decay_horizon

5

min_warmup_bars

201

requires_sector

False

columns_required

open, close

Notes

Very long lookback (>= ~100 bars); produces NaN warmup on short panels which may trigger the >95% NaN registry guard.

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_037
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025