Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_062

alpha101_062

Kakushadze Alpha #62

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

(rank(correlation(vwap, sum(adv20,22), 10)) < rank(((rank(open)+rank(open)) < (rank((high+low)/2)+rank(high))))) * -1

Definition

id

alpha101_062

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_062

decay_horizon

5

min_warmup_bars

50

requires_sector

False

columns_required

open, high, low, volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_062
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025