Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_077

alpha101_077

Kakushadze Alpha #77

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

min(rank(decay_linear((high+low)/2 + high - (vwap+high), 20)), rank(decay_linear(correlation((high+low)/2, adv40, 3), 6)))

Definition

id

alpha101_077

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_077

decay_horizon

5

min_warmup_bars

47

requires_sector

False

columns_required

high, low, volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_077
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025