Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_095

alpha101_095

Kakushadze Alpha #95

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

rank(open-ts_min(open,13)) < Ts_Rank((rank(correlation(sum((high+low)/2,19), sum(adv40,19),13))^5), 12)

Definition

id

alpha101_095

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_095

decay_horizon

5

min_warmup_bars

81

requires_sector

False

columns_required

open, high, low, volume, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_095
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025