Alpha Library  /  GTJA 191  /  gtja191_073

gtja191_073

Themes & universe

volumeequity_cn1d

Formula

((TSRANK(DECAYLINEAR(DECAYLINEAR(CORR((CLOSE),VOLUME,10),16),4),5) - RANK(DECAYLINEAR(CORR(VWAP,MEAN(VOLUME,30),4),3))) * -1)

Definition

id

gtja191_073

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_073

decay_horizon

16

min_warmup_bars

35

requires_sector

False

columns_required

close, volume, amount

Notes

Composite of decay-linear of close-volume corr minus another decay term.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_073
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025