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gtja191_146

Themes & universe

momentumequity_cn1d

Formula

MEAN((CLOSE-DELAY(CLOSE,1))/DELAY(CLOSE,1)-SMA(...,61,2),20)*((CLOSE-DELAY(CLOSE,1))/DELAY(CLOSE,1)-SMA(...,61,2))/SMA(((...)-SMA(...))^2,60,2)

Definition

id

gtja191_146

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_146

decay_horizon

60

min_warmup_bars

21

requires_sector

False

columns_required

close

Notes

Standardised return deviation; SMA(.,61,2)=ewm(alpha=2/61).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_146
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025