Alpha Library  /  GTJA 191  /  gtja191_109

gtja191_109

Themes & universe

volatilityequity_cn1d

Formula

sma(high-low,10,2)/sma(sma(high-low,10,2),10,2)

Definition

id

gtja191_109

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_109

decay_horizon

10

min_warmup_bars

1

requires_sector

False

columns_required

close, high, low

Notes

SMA -> ewm(alpha=2/10).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_109
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025