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qlib158_sumn20

Themes & universe

reversalequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\sum \\max(-\\Delta\\mathrm{close}, 0) / \\sum |\\Delta\\mathrm{close}|

Definition

id

qlib158_sumn20

zoo

qlib158

module_path

src.factors.zoo.qlib158.sumn20

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_sumn20
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025