Alpha Library  /  GTJA 191  /  gtja191_165

gtja191_165

Themes & universe

volatilityequity_cn1d

Formula

MAX(SUMAC(CLOSE-MEAN(CLOSE,48))) - MIN(SUMAC(CLOSE-MEAN(CLOSE,48))) / STD(CLOSE,48)

Definition

id

gtja191_165

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_165

decay_horizon

48

min_warmup_bars

142

requires_sector

False

columns_required

close

Notes

SUMAC = expanding cumulative sum approximated by rolling 48-day cumulative sum.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_165
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025