Alpha Library  /  Kakushadze 101 Formulaic Alphas  /  alpha101_098

alpha101_098

Kakushadze Alpha #98

Themes & universe

volumeequity_usequity_inequity_kr1D

Formula

rank(decay_linear(correlation(vwap, sum(adv5,26), 5), 7)) - rank(decay_linear(Ts_Rank(Ts_ArgMin(correlation(rank(open), rank(adv15), 21), 9), 7), 8))

Definition

id

alpha101_098

zoo

alpha101

module_path

src.factors.zoo.alpha101.alpha_098

decay_horizon

5

min_warmup_bars

56

requires_sector

False

columns_required

open, volume, vwap, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show alpha101_098
vibe-trading alpha bench --zoo alpha101 --universe csi300 --period 2020-2025