Alpha#100
Type:
alpha_100• Category:indicators
Description
Alpha#100 - complex neutralized and scaled calculations.
Parameters
| Name | Type | Description | Required | Default |
|---|---|---|---|---|
dataExp | string | price data | no | |
close | string | select the column with closing prices | no | |
low | string | select the column with lowest prices | no | |
high | string | select the column with highest prices | no | |
volume | string | select the column with volume | no |
Help
Alpha#100
Description
Alpha#100 is a complex neutralized and scaled calculation used in investing strategies, specifically from the 101 Formulaic Alphas. This indicator is designed to provide insights into market trends and patterns.
What does this worker do?
The Alpha#100 worker performs a series of complex calculations on price data to generate a neutralized and scaled indicator. This indicator can be used to identify potential trading opportunities and inform investment decisions.
How to interpret the results
The results of the Alpha#100 worker can be interpreted as a signal to buy or sell a particular asset. A positive value indicates a bullish signal, while a negative value indicates a bearish signal. The magnitude of the value represents the strength of the signal.
Parameters
The following parameters are required to use the Alpha#100 worker:
- dataExp: price data
- Type: DataFrame
- Description: The input price data, including columns for closing, low, high, and volume prices.
- close: select the column with closing prices
- Type: String
- Description: The column name in the
dataExpDataFrame containing the closing prices.
- low: select the column with lowest prices
- Type: String
- Description: The column name in the
dataExpDataFrame containing the lowest prices.
- high: select the column with highest prices
- Type: String
- Description: The column name in the
dataExpDataFrame containing the highest prices.
- volume: select the column with volume
- Type: String
- Description: The column name in the
dataExpDataFrame containing the volume data.
Usage
To use the Alpha#100 worker, simply provide the required parameters and execute the worker. The output will be a DataFrame containing the calculated Alpha#100 values.
Visualizing the Indicator
The following images demonstrate how to use the Alpha#100 worker:
Publication
For more information on the 101 Formulaic Alphas, please refer to the publication by Zura Kakushadze:
- 101 Formulaic Alphas by Zura Kakushadze
This publication provides a comprehensive overview of the 101 Formulaic Alphas, including the mathematical derivations and empirical results.