Alpha Library  /  GTJA 191  /  gtja191_005

gtja191_005

Themes & universe

volumeequity_cn1d

Formula

(-1 * TSMAX(CORR(TSRANK(VOLUME,5), TSRANK(HIGH,5), 5), 3))

Definition

id

gtja191_005

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_005

decay_horizon

5

min_warmup_bars

11

requires_sector

False

columns_required

volume, high

Notes

Max over 3 days of 5d corr of TSRANK(volume,5) and TSRANK(high,5).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_005
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025