Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_068

alpha101_068

Kakushadze Alpha #68

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

(Ts_Rank(correlation(rank(high), rank(adv15), 9), 14) < rank(delta(0.518*close+0.482*low, 1))) * -1

Definition

id

alpha101_068

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_068

decay_horizon

5

min_warmup_bars

36

requires_sector

False

columns_required

high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_068
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025