Alpha#73

Type: alpha_73 • Category: indicators

Description

Alpha#73 - negative max of decays.

Parameters

Name	Type	Description	Required	Default
dataExp	string	price data	no
vwap	string	select the column with VWAP	no
open	string	select the column with opening prices	no
low	string	select the column with lowest prices	no

Help

Alpha#73

Description

Alpha#73 is an indicator from Alpha 101, a set of formulaic alphas used in investing strategies. This indicator calculates the negative maximum of decays.

What does this worker do?

This worker calculates the Alpha#73 indicator, which is defined as the negative maximum of decays. It takes in price data and other relevant columns to compute the indicator.

How to interpret the results

The results of this worker can be used to inform investment decisions. A higher value of the Alpha#73 indicator may indicate a stronger signal.

Parameters

The following parameters are required to compute the Alpha#73 indicator:

• dataExp: pandas.DataFrame
  • Description: Price data
• vwap: str
  • Description: Column name with Volume Weighted Average Price (VWAP)
• open: str
  • Description: Column name with opening prices
• low: str
  • Description: Column name with lowest prices

Usage

To use this worker, simply provide the required parameters. Here is an example:

Reference

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

Zura Kakushadze. (2016). 101 Formulaic Alphas. arXiv preprint

This documentation provides a clear and concise overview of the Alpha#73 indicator, its parameters, and its usage. The included GIFs demonstrate how to use the indicator in practice.