Alpha Library  /  GTJA 191  /  gtja191_104

gtja191_104

Themes & universe

volumevolatilityequity_cn1d

Formula

-1*delta(corr(high,volume,5),5)*rank(std(close,20))

Definition

id

gtja191_104

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_104

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

open, high, low, close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_104
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025