Alpha Library  /  GTJA 191  /  gtja191_032

gtja191_032

Themes & universe

volumeequity_cn1d

Formula

(-1 * SUM(RANK(CORR(RANK(HIGH), RANK(VOLUME), 3)), 3))

Definition

id

gtja191_032

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_032

decay_horizon

3

min_warmup_bars

5

requires_sector

False

columns_required

high, volume

Notes

Negated 3d sum of rank-corr(rank(high), rank(volume), 3).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_032
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025