Alpha#88
Type:
alpha_88• Category:indicators
Description
Alpha#88 - min of decays.
Parameters
| Name | Type | Description | Required | Default |
|---|---|---|---|---|
dataExp | string | price data | no | |
open | string | select the column with opening prices | no | |
low | string | select the column with lowest prices | no | |
high | string | select the column with highest prices | no | |
close | string | select the column with closing prices | no | |
volume | string | select the column with volume | no |
Help
Alpha#88
Description
Alpha#88 is an indicator from Alpha 101, a set of formulaic alphas used in investing strategies. This indicator calculates the minimum of decays.
What does this worker do?
This worker calculates the Alpha#88 indicator, which is defined as the minimum of decays. The decays are calculated based on the provided price data.
How to interpret the results
The results of the Alpha#88 indicator can be used to inform investment decisions. A lower value indicates a smaller decay, while a higher value indicates a larger decay.
Parameters
The following parameters are required to calculate the Alpha#88 indicator:
- dataExp: pandas.DataFrame
- Description: Price data
- open: str
- Description: Select the column with opening prices
- low: str
- Description: Select the column with lowest prices
- high: str
- Description: Select the column with highest prices
- close: str
- Description: Select the column with closing prices
- volume: str
- Description: Select the column with volume
Usage
To use this indicator, simply provide the required parameters and run the worker. The output will be the calculated Alpha#88 indicator.
Visualizing the Indicator
The following images demonstrate how to use the Alpha#88 indicator:
Reference
For more information on the Alpha 101 indicators, see the publication by Zura Kakushadze: