Alpha Library  /  GTJA 191  /  gtja191_127

gtja191_127

Themes & universe

volatilityequity_cn1d

Formula

sqrt(mean((100*(c-tsmax(c,12))/tsmax(c,12))^2,12))

Definition

id

gtja191_127

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_127

decay_horizon

12

min_warmup_bars

23

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_127
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025