Alpha#52

Type: alpha_52 • Category: indicators

Description

Alpha#52 - complex ts_min and ranking.

Parameters

Name	Type	Description	Required	Default
dataExp	string	price data	no
low	string	select the column with lowest prices	no
returns	string	List of returns	no
volume	string	select the column with volume	no

Help

Alpha#52

Description

Alpha#52 is a complex indicator from Alpha 101, a set of formulaic alphas used in investing strategies. This indicator combines time series minimum (ts_min) and ranking to generate a signal.

What does this worker do?

This worker calculates the Alpha#52 indicator using the provided parameters. The indicator is designed to capture complex relationships between price movements, volume, and returns.

How to interpret the results

The output of this worker is a signal that can be used in an investing strategy. A higher signal value may indicate a stronger buy or sell signal, but the exact interpretation depends on the specific strategy and market conditions.

Parameters

The following parameters are required to calculate the Alpha#52 indicator:

• dataExp: price data
  • Type: pandas.DataFrame
  • Description: Price data used to calculate the indicator
• low: select the column with lowest prices
  • Type: str
  • Description: Column name in dataExp with the lowest prices
• returns: List of returns
  • Type: list
  • Description: List of returns used to calculate the indicator
• volume: select the column with volume
  • Type: str
  • Description: Column name in dataExp with the volume data

Usage

To use this worker, simply provide the required parameters and run the calculation. The output will be a signal that can be used in your investing strategy.

Visualizing the Indicator

The following images demonstrate how to use the Alpha#52 indicator:

Reference

For more information on the Alpha 101 indicators, including the 101 Formulaic Alphas, please refer to the publication:

• Zura Kakushadze, "101 Formulaic Alphas"