Alpha Library  /  Qlib Alpha158  /  qlib158_vsumn5

qlib158_vsumn5

Themes & universe

volumevolatilityequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

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

Definition

id
qlib158_vsumn5
zoo
qlib158
module_path
src.factors.zoo.qlib158.vsumn5
decay_horizon
5
min_warmup_bars
6
requires_sector
False
columns_required
volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_vsumn5
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025