Alpha Library  /  GTJA 191  /  gtja191_015

gtja191_015

Themes & universe

reversalequity_cn1d

Formula

(OPEN/DELAY(CLOSE,1) - 1)

Definition

id

gtja191_015

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_015

decay_horizon

1

min_warmup_bars

2

requires_sector

False

columns_required

open, close

Notes

Overnight gap return.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_015
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025