Alpha#82
Type:
alpha_82• Category:indicators
Description
Alpha#82 - negative min of decays.
Parameters
| Name | Type | Description | Required | Default |
|---|---|---|---|---|
dataExp | string | price data | no | |
open | string | select the column with opening prices | no | |
volume | string | select the column with volume | no |
Help
Alpha#82
Description
Alpha#82 is an indicator from Alpha 101, a set of formulaic alphas used in investing strategies. This indicator calculates the negative minimum of decays.
What does this worker do?
This worker calculates the Alpha#82 indicator, which is based on the negative minimum of decays. It takes price data, opening prices, and volume as inputs and produces an output that can be used in an investing strategy.
How to interpret the results
The output of this worker represents the negative minimum of decays, which can be used to inform investment decisions. A lower value may indicate a stronger signal.
Parameters
The following parameters are required to use this worker:
- dataExp: price data
- Type: DataFrame
- Description: Price data used to calculate the indicator
- open: select the column with opening prices
- Type: String
- Description: Column name with opening prices
- volume: select the column with volume
- Type: String
- Description: Column name with volume data
Usage
For a visual guide on how to use this indicator, see the following GIFs:
Reference
For more information on the 101 Formulaic Alphas, see the publication by Zura Kakushadze: