Alpha Library  /  GTJA 191  /  gtja191_037

gtja191_037

Themes & universe

momentumequity_cn1d

Formula

(-1*RANK(((SUM(OPEN,5)*SUM(RET,5))-DELAY((SUM(OPEN,5)*SUM(RET,5)),10))))

Definition

id

gtja191_037

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_037

decay_horizon

10

min_warmup_bars

16

requires_sector

False

columns_required

open, close

Notes

Change over 10d of product (sum(open,5)*sum(ret,5)).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_037
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025