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Alpha#88

Type: alpha_88 • Category: indicators

Description​

Alpha#88 - min of decays.

Parameters​

NameTypeDescriptionRequiredDefault
dataExpstringprice datano
openstringselect the column with opening pricesno
lowstringselect the column with lowest pricesno
highstringselect the column with highest pricesno
closestringselect the column with closing pricesno
volumestringselect the column with volumeno

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: Full GIF Short GIF

Reference​

For more information on the Alpha 101 indicators, see the publication by Zura Kakushadze: