Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_047

alpha101_047

Kakushadze Alpha #47

Themes & universe

volumemomentumequity_usequity_inequity_kr1D

Formula

((rank(1/close)*volume/adv20) * (high*rank(high-close)/(sum(high,5)/5))) - rank(vwap-delay(vwap,5))

Definition

id

alpha101_047

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_047

decay_horizon

5

min_warmup_bars

20

requires_sector

False

columns_required

high, close, volume, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_047
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025