Tools
Alpha Zoo
The Alpha Zoo is a registry of published alpha formulas. One command scores a whole zoo on a universe and period and sorts each alpha into alive, reversed or dead.
Zoos
| Zoo | Alphas |
|---|---|
gtja191 — Guotai Junan 191 | 191 |
qlib158 — Microsoft Qlib Alpha158 | 154 |
alpha101 — Kakushadze 101 Formulaic Alphas | 101 |
academic — factors from the literature | 12 |
fundamental — point-in-time SEC fundamentals | 4 |
Commands
vibe-trading alpha list
vibe-trading alpha show gtja191_001
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2018-2025 --top 20
vibe-trading alpha compare
vibe-trading alpha export-manifest
Universes: csi300, sp500, btc-usdt. --strict adds same-universe random controls and, with --oos-split, an out-of-sample confirmation. The web UI has the same bench and compare under Alpha Zoo, and this site's Alpha Library browses the formulas.
Missing data
An alpha emits no value on a bar where one of its inputs is missing, rather than a signal made from a filled-in zero. Recursive smoothers skip the missing observation and continue.