Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_083

alpha101_083

Kakushadze Alpha #83

Themes & universe

volumevolatilityequity_usequity_inequity_kr1D

Formula

(rank(delay((high-low)/(sum(close,5)/5), 2)) * rank(rank(volume))) / (((high-low)/(sum(close,5)/5)) / (vwap-close))

Definition

id

alpha101_083

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_083

decay_horizon

5

min_warmup_bars

7

requires_sector

False

columns_required

high, low, close, volume, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_083
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025