Alpha Library  /  GTJA 191  /  gtja191_085

gtja191_085

Themes & universe

volumemomentumequity_cn1d

Formula

(TSRANK((VOLUME/MEAN(VOLUME,20)),20)*TSRANK((-1*DELTA(CLOSE,7)),8))

Definition

id

gtja191_085

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_085

decay_horizon

20

min_warmup_bars

39

requires_sector

False

columns_required

close, volume

Notes

Vol-adjusted contrarian momentum.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_085
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025