Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_042

alpha101_042

Kakushadze Alpha #42

Themes & universe

reversalequity_usequity_inequity_kr1D

Formula

rank(vwap-close) / rank(vwap+close)

Definition

id

alpha101_042

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_042

decay_horizon

5

min_warmup_bars

1

requires_sector

False

columns_required

close, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_042
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025