Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_039

alpha101_039

Kakushadze Alpha #39

Themes & universe

momentumvolumeequity_usequity_inequity_kr1D

Formula

(-1*rank(delta(close,7)*(1-rank(decay_linear(volume/adv20,9))))) * (1+rank(sum(returns,250)))

Definition

id

alpha101_039

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_039

decay_horizon

5

min_warmup_bars

251

requires_sector

False

columns_required

close, volume

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_039
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025