Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_066

alpha101_066

Kakushadze Alpha #66

Themes & universe

momentumequity_usequity_inequity_kr1D

Formula

(rank(decay_linear(delta(vwap,4), 7)) + Ts_Rank(decay_linear(((0.966*low+0.034*low - vwap)/(open-(high+low)/2)), 11), 7)) * -1

Definition

id

alpha101_066

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_066

decay_horizon

5

min_warmup_bars

17

requires_sector

False

columns_required

open, high, low, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_066
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025