Alpha Library  /  GTJA 191  /  gtja191_021

gtja191_021

Themes & universe

momentumequity_cn1d

Formula

REGBETA(MEAN(CLOSE,6), SEQUENCE(6))

Definition

id

gtja191_021

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_021

decay_horizon

6

min_warmup_bars

11

requires_sector

False

columns_required

close

Notes

Rolling 6-day slope of MA6(close) vs time index. REGBETA proxied by ts_cov / ts_std**2.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_021
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025