Alpha Library  /  GTJA 191  /  gtja191_149

gtja191_149

Themes & universe

momentumequity_cn1d

Formula

REGBETA(FILTER(CLOSE/DELAY(CLOSE,1)-1, BENCH<DELAY(BENCH,1)), FILTER(BENCH/DELAY(BENCH,1)-1, BENCH<DELAY(BENCH,1)), 252)

Definition

id

gtja191_149

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_149

decay_horizon

60

min_warmup_bars

253

requires_sector

False

columns_required

close

Notes

Downside beta vs. benchmark; uses fallback cross-sectional mean if benchmark_close missing.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_149
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025