Alpha Library  /  Qlib Alpha158  /  qlib158_vsump5

qlib158_vsump5

Themes & universe

volumevolatilityequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

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

Definition

id

qlib158_vsump5

zoo

qlib158

module_path

src.factors.zoo.qlib158.vsump5

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_vsump5
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025