Alpha#95
Type:
alpha_95• Category:indicators
Description
Alpha#95 - comparison of rank and ts_rank.
Parameters
| Name | Type | Description | Required | Default |
|---|---|---|---|---|
dataExp | string | price data | no | |
open | string | select the column with opening prices | no | |
high | string | select the column with highest prices | no | |
low | string | select the column with lowest prices | no | |
volume | string | select the column with volume | no |
Help
Alpha#95
Description
Alpha#95 is an indicator from Alpha 101, a set of formulaic alphas used in investing strategies. This indicator compares the rank and ts_rank.
What does this worker do?
This worker calculates Alpha#95, which is a comparison of rank and ts_rank. It uses price data, opening prices, highest prices, lowest prices, and volume to generate the alpha.
How to interpret the results
The results of Alpha#95 can be used to inform investment decisions. A higher value indicates a stronger signal.
Parameters
The following parameters are required:
- dataExp: pandas.DataFrame
- Description: Price data
- open: str
- Description: Select the column with opening prices
- high: str
- Description: Select the column with highest prices
- low: str
- Description: Select the column with lowest prices
- volume: str
- Description: Select the column with volume
Usage
To use this worker, simply pass in the required parameters. Here is an example:
Reference
For more information on Alpha 101 and formulaic alphas, see the publication 101 Formulaic Alphas by Zura Kakushadze.