Alpha Library  /  GTJA 191  /  gtja191_141

gtja191_141

Themes & universe

volumeequity_cn1d

Formula

rank(corr(rank(high),rank(mean(v,15)),9))*-1

Definition

id
gtja191_141
zoo
gtja191
module_path
src.factors.zoo.gtja191.alpha_141
decay_horizon
15
min_warmup_bars
23
requires_sector
False
columns_required
high, volume, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_141
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025