Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_094

alpha101_094

Kakushadze Alpha #94

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

(rank(vwap-ts_min(vwap,12))^Ts_Rank(correlation(Ts_Rank(vwap,20), Ts_Rank(adv60,4), 18), 3)) * -1

Definition

id

alpha101_094

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_094

decay_horizon

5

min_warmup_bars

82

requires_sector

False

columns_required

volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_094
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025