Alpha Library  /  GTJA 191  /  gtja191_116

gtja191_116

Themes & universe

momentumequity_cn1d

Formula

regbeta(close,sequence(20),20)

Definition

id

gtja191_116

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_116

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

close

Notes

Rolling OLS slope vs. linear index; cov(c,t,20)/var(t,20).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_116
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025