Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_074

alpha101_074

Kakushadze Alpha #74

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

(rank(correlation(close, sum(adv30,37), 15)) < rank(correlation(rank(0.026*high+0.974*vwap), rank(volume), 11))) * -1

Definition

id

alpha101_074

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_074

decay_horizon

5

min_warmup_bars

80

requires_sector

False

columns_required

high, close, volume, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_074
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025