Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_060

alpha101_060

Kakushadze Alpha #60

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

0 - (2*scale(rank((((close-low)-(high-close))/(high-low))*volume)) - scale(rank(ts_argmax(close,10))))

Definition

id

alpha101_060

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_060

decay_horizon

5

min_warmup_bars

10

requires_sector

False

columns_required

high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_060
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025