Alpha Library  /  GTJA 191  /  gtja191_157

gtja191_157

Themes & universe

volumeequity_cn1d

Formula

(MIN(PROD(RANK(RANK(LOG(SUM(TSMIN(RANK(RANK((-1*RANK(DELTA((CLOSE-1),5))))),2),1)))),1),5) + TSRANK(DELAY((-1*RET),6),5))

Definition

id

gtja191_157

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_157

decay_horizon

5

min_warmup_bars

12

requires_sector

False

columns_required

close

Notes

PROD(.,1) is identity; we use it directly.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_157
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025