Alpha Library  /  GTJA 191  /  gtja191_183

gtja191_183

Themes & universe

volatilityequity_cn1d

Formula

MAX(SUMAC(CLOSE-MEAN(CLOSE,24))) - MIN(SUMAC(CLOSE-MEAN(CLOSE,24))) / STD(CLOSE,24)

Definition

id

gtja191_183

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_183

decay_horizon

24

min_warmup_bars

70

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_183
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025