Alpha Library  /  GTJA 191  /  gtja191_121

gtja191_121

Themes & universe

volumeequity_cn1d

Formula

((RANK((VWAP-MIN(VWAP,12)))^TSRANK(CORR(TSRANK(VWAP,20),TSRANK(MEAN(VOLUME,60),2),18),3))*-1)

Definition

id

gtja191_121

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_121

decay_horizon

60

min_warmup_bars

80

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_121
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025