Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_061

alpha101_061

Kakushadze Alpha #61

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

rank(vwap - ts_min(vwap,16)) < rank(correlation(vwap, adv180, 18))

Definition

id

alpha101_061

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_061

decay_horizon

5

min_warmup_bars

197

requires_sector

False

columns_required

volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_061
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025