Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_088

alpha101_088

Kakushadze Alpha #88

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

min(rank(decay_linear((rank(open)+rank(low))-(rank(high)+rank(close)),8)), Ts_Rank(decay_linear(correlation(Ts_Rank(close,8),Ts_Rank(adv60,20),8),7),3))

Definition

id

alpha101_088

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_088

decay_horizon

5

min_warmup_bars

94

requires_sector

False

columns_required

open, high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_088
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025