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qlib158_vsumn10

Themes & universe

volumevolatilityequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\sum \\max(-\\Delta v, 0) / \\sum |\\Delta v|

Definition

id

qlib158_vsumn10

zoo

qlib158

module_path

src.factors.zoo.qlib158.vsumn10

decay_horizon

10

min_warmup_bars

11

requires_sector

False

columns_required

volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_vsumn10
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025