How to perform a fade animation on Activity transition?

I am codifiying a transition effect between my logo activity and my Main activity, but I have the problem that before vanish the activity move to top:

<?xml version="1.0" encoding="utf-8"?>
<set xmlns:android="http://schemas.android.com/apk/res/android"
    android:shareInterpolator="false" >

    <alpha
        android:duration="2000"
        android:fromAlpha="0.0"
        android:toAlpha="1.0" >
    </alpha>

</set>

How could I improve this code to get only a vanish effect?

You could create your own .xml animation files to fade in a new Activity and fade out the current Activity:

fade_in.xml

<?xml version="1.0" encoding="utf-8"?>
<alpha xmlns:android="http://schemas.android.com/apk/res/android"
           android:interpolator="@android:anim/accelerate_interpolator"
           android:fromAlpha="0.0" android:toAlpha="1.0"
           android:duration="500" />

fade_out.xml

<?xml version="1.0" encoding="utf-8"?>
<alpha xmlns:android="http://schemas.android.com/apk/res/android"
           android:interpolator="@android:anim/accelerate_interpolator"
           android:fromAlpha="1.0" android:toAlpha="0.0"
           android:fillAfter="true"
           android:duration="500" />

Use it in code like that: (Inside your Activity)

Intent i = new Intent(this, NewlyStartedActivity.class);
startActivity(i);
overridePendingTransition(R.anim.fade_in, R.anim.fade_out);

The above code will fade out the currently active Activity and fade in the newly started Activity resulting in a smooth transition.

UPDATE: @Dan J pointed out that using the built in Android animations improves performance, which I indeed found to be the case after doing some testing. If you prefer working with the built in animations, use:

overridePendingTransition(android.R.anim.fade_in, android.R.anim.fade_out);

Notice me referencing android.R instead of R to access the resource id.

UPDATE: It is now common practice to perform transitions using the Transition class introduced in API level 19.

Just re-posting answer by oleynikd because it's simple and neat

Bundle bundle = ActivityOptionsCompat.makeCustomAnimation(getContext(),
    android.R.anim.fade_in, android.R.anim.fade_out).toBundle(); 
startActivity(intent, bundle);

you can also add animation in your activity, in onCreate method like below becasue overridePendingTransition is not working with some mobile, or it depends on device settings...

View view = findViewById(android.R.id.content);
Animation mLoadAnimation = AnimationUtils.loadAnimation(getApplicationContext(), android.R.anim.fade_in);
mLoadAnimation.setDuration(2000);
view.startAnimation(mLoadAnimation);

you can also use this code in your style.xml file so you don't need to write anything else in your activity.java

<!-- Base application theme. -->
<style name="AppTheme" parent="Theme.AppCompat.Light.NoActionBar">
    <!-- Customize your theme here. -->
    <item name="colorPrimary">@color/colorPrimary</item>
    <item name="colorPrimaryDark">@color/colorPrimaryDark</item>
    <item name="colorAccent">@color/colorAccent</item>
    <item name="android:windowAnimationStyle">@style/AppTheme.WindowTransition</item>
</style>

<!-- Setting window animation -->
<style name="AppTheme.WindowTransition">
    <item name="android:windowEnterAnimation">@android:anim/fade_in</item>
    <item name="android:windowExitAnimation">@android:anim/fade_out</item>
</style>