Alpha Library  /  GTJA 191  /  gtja191_136

gtja191_136

Themes & universe

momentumvolumeequity_cn1d

Formula

-1*rank(delta(ret,3))*corr(open,volume,10)

Definition

id

gtja191_136

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_136

decay_horizon

10

min_warmup_bars

10

requires_sector

False

columns_required

open, close, volume

Notes

ret = close/delay(close,1) - 1.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_136
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025