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gtja191_001

Themes & universe

volumereversalequity_cn1d

Formula

(-1 * CORR(RANK(DELTA(LOG(VOLUME), 1)), RANK(((CLOSE - OPEN) / OPEN)), 6))

Definition

id

gtja191_001

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_001

decay_horizon

6

min_warmup_bars

7

requires_sector

False

columns_required

volume, close, open

Notes

Standard GTJA #1: lag-1 log-volume change rank vs intraday return rank, 6d corr.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_001
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025