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Alpha#23

Type: alpha_23 • Category: indicators

Description​

Alpha#23 - indicator based on high price moving average.

Parameters​

NameTypeDescriptionRequiredDefault
dataExpstringprice datano
highstringselect the column with highest pricesno

Help​

Alpha#23

Description​

Alpha#23 is an indicator used in investing strategy, specifically one of the 101 Formulaic Alphas. This indicator is based on the high price moving average.

What does this worker do?​

This worker calculates the Alpha#23 indicator value based on the provided price data and high price column.

How to interpret the results​

The Alpha#23 indicator value can be used to inform investment decisions. A detailed explanation of how to interpret the results can be found in the publication by Zura Kakushadze, 101 Formulaic Alphas.

Parameters​

The following parameters are required to calculate the Alpha#23 indicator:

  • dataExp:
    • Type: price data
    • Description: The price data used to calculate the indicator.
  • high:
    • Type: string
    • Description: The column with the highest prices.

Usage​

For a visual guide on how to use this indicator, please refer to the following GIFs:

Full GIF Short GIF

Reference​

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