Alpha Library  /  GTJA 191  /  gtja191_070

gtja191_070

Themes & universe

volatilityvolumeequity_cn1d

Formula

STD(AMOUNT,6)

Definition

id

gtja191_070

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_070

decay_horizon

6

min_warmup_bars

6

requires_sector

False

columns_required

amount

Notes

6d std of amount (turnover).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_070
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025