Alpha#83

Type: alpha_83 • Category: indicators

Description

Alpha#83 - delayed ratio rank division.

Parameters

Name	Type	Description	Required	Default
dataExp	string	price data	no
high	string	select the column with highest prices	no
low	string	select the column with lowest prices	no
close	string	select the column with closing prices	no
volume	string	select the column with volume	no
vwap	string	select the column with VWAP	no

Help

Alpha#83: Delayed Ratio Rank Division

Description

Alpha#83 is an indicator from the 101 Formulaic Alphas, a set of mathematical strategies for investing. This specific indicator calculates a delayed ratio rank division.

What does this worker do?

The Alpha#83 worker calculates a delayed ratio rank division based on the provided price data, high, low, close, volume, and VWAP (Volume-Weighted Average Price) values.

How to interpret the results

The results of the Alpha#83 worker can be used to identify potential investment opportunities. A higher value indicates a greater delayed ratio rank division, while a lower value indicates a smaller delayed ratio rank division.

Parameters

The following parameters are required for the Alpha#83 worker:

• dataExp: price data
  • Description: The price data used for calculations.
• high: column with highest prices
  • Description: The column containing the highest prices.
• low: column with lowest prices
  • Description: The column containing the lowest prices.
• close: column with closing prices
  • Description: The column containing the closing prices.
• volume: column with volume
  • Description: The column containing the volume data.
• vwap: column with VWAP
  • Description: The column containing the VWAP data.

Usage

For a visual guide on how to use the Alpha#83 worker, please refer to the following GIFs:

Reference

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

101 Formulaic Alphas by Zura Kakushadze.