Alpha Library  /  GTJA 191  /  gtja191_160

gtja191_160

Themes & universe

volatilityequity_cn1d

Formula

sma((c<=delay(c,1)?std(c,20):0),20,1)

Definition

id

gtja191_160

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_160

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_160
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025