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Alpha#10

Type: alpha_10 • Category: indicators

Description​

Alpha#10 - indicator based on ranked analysis of closing price changes.

Parameters​

NameTypeDescriptionRequiredDefault
dataExpstringprice datano
closestringselect the column with closing pricesno

Help​

Alpha#10

Description​

Alpha#10 is an indicator used in investing strategy, specifically in the 101 Formulaic Alphas. It is based on ranked analysis of closing price changes.

What does this worker do?​

This worker calculates the Alpha#10 indicator, which is a ranked analysis of closing price changes. It takes in price data and returns the calculated indicator values.

How to interpret the results​

The results of the Alpha#10 indicator can be used to inform investment decisions. A higher value indicates a higher ranked analysis of closing price changes.

Parameters​

The following parameters are required:

  • dataExp: price data
    • Type: DataFrame
    • Description: Price data
  • close: str
    • Type: String
    • Description: Select the column with closing prices

Usage​

To use this worker, simply pass in the required parameters. The worker will return the calculated Alpha#10 indicator values.

Visual Guide​

For a visual guide on how to use this worker, please see the following GIFs:

Full GIF Short GIF

Reference​

For more information on the 101 Formulaic Alphas, please see the publication by Zura Kakushadze:

[101 Formulaic Alphas](https://arxiv.org/pdf/1601.00991.pdf)