Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_065

alpha101_065

Kakushadze Alpha #65

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

(rank(correlation(0.008*open+0.992*vwap, sum(adv60,9), 6)) < rank(open-ts_min(open,14))) * -1

Definition

id

alpha101_065

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_065

decay_horizon

5

min_warmup_bars

73

requires_sector

False

columns_required

open, volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_065
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025