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Alpha#90

Type: alpha_90 • Category: indicators

Description​

Alpha#90 - negative power of rank and ts_rank.

Parameters​

NameTypeDescriptionRequiredDefault
dataExpstringprice datano
closestringselect the column with closing pricesno
volumestringselect the column with volumeno
lowstringselect the column with lowest pricesno

Help​

Alpha#90

Description​

Alpha#90 is an indicator from Alpha 101, a set of formulaic alphas used in investing strategies. This indicator calculates a negative power of rank and ts_rank.

What does this worker do?​

This worker calculates the Alpha#90 indicator using the provided price data. It takes into account the closing prices, volume, and lowest prices to generate a signal.

How to interpret the results​

The Alpha#90 indicator generates a value that can be used to inform investment decisions. A negative value indicates a potential buying opportunity, while a positive value indicates a potential selling opportunity.

Parameters​

The following parameters are required to calculate the Alpha#90 indicator:

  • dataExp: price data - The price data used to calculate the indicator.
  • close: column - The column with closing prices.
  • volume: column - The column with volume data.
  • low: column - The column with lowest prices.

Usage​

To use this indicator, simply provide the required parameters and run the worker. The resulting value can be used to inform investment decisions.

Visualizing the Indicator​

The following GIFs demonstrate how to use the Alpha#90 indicator:

Full GIF Short GIF

Reference​

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

[101 Formulaic Alphas](https://arxiv.org/pdf/1601.00991.pdf)