Alpha Library  /  GTJA 191  /  gtja191_044

gtja191_044

Themes & universe

volumeequity_cn1d

Formula

(TSRANK(DECAYLINEAR(CORR(LOW,MEAN(VOLUME,10),7),6),4)+TSRANK(DECAYLINEAR(DELTA(VWAP,3),10),15))

Definition

id

gtja191_044

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_044

decay_horizon

10

min_warmup_bars

27

requires_sector

False

columns_required

low, volume, amount

Notes

Sum of two TSRANK terms.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_044
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025