Alpha Library  /  GTJA 191  /  gtja191_091

gtja191_091

Themes & universe

volumereversalequity_cn1d

Formula

((-1*RANK((CLOSE-MAX(CLOSE,5))))*RANK(CORR(MEAN(VOLUME,40),LOW,5)))

Definition

id

gtja191_091

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_091

decay_horizon

5

min_warmup_bars

44

requires_sector

False

columns_required

close, low, volume

Notes

Original report windows; full nested-window coverage is required.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_091
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025