Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_086

alpha101_086

Kakushadze Alpha #86

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

(Ts_Rank(correlation(close, sum(adv20,15), 6), 20) < rank((open+close) - (vwap+open))) * -1

Definition

id

alpha101_086

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_086

decay_horizon

5

min_warmup_bars

58

requires_sector

False

columns_required

open, close, volume, vwap

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_086
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025