Alpha#19

Type: alpha_19 • Category: indicators

Description

Alpha#19 - indicator based on delayed price changes and returns.

Parameters

Name	Type	Description	Required	Default
dataExp	string	price data	no
close	string	select the column with closing prices	no
returns	string	List of returns	no

Help

Alpha#19

Description

Alpha#19 is an indicator used in investing strategy, specifically in the 101 Formulaic Alphas. This indicator is based on delayed price changes and returns.

What does this worker do?

The Alpha#19 worker calculates an indicator value based on the provided price data, closing prices, and returns. This indicator can be used to inform investment decisions.

How to interpret the results

The results of the Alpha#19 worker can be interpreted as a signal to buy or sell a stock. A positive indicator value may indicate a buying opportunity, while a negative value may indicate a selling opportunity. However, the interpretation of the results should be done in the context of the overall investment strategy and market conditions.

Parameters

The following parameters are required to use the Alpha#19 worker:

• dataExp: price data
  • Description: The price data used to calculate the indicator.
• close: column with closing prices
  • Description: The column with closing prices.
• returns: List of returns
  • Description: A list of returns.

Usage

To use the Alpha#19 worker, follow these steps:

1. Provide the required parameters: dataExp, close, and returns.
2. The worker will calculate the indicator value based on the provided parameters.

Visualizing the Indicator

The following images demonstrate how to use the Alpha#19 worker:

Reference

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

• 101 Formulaic Alphas by Zura Kakushadze