Alpha Library  /  Qlib Alpha158  /  qlib158_wvma10

qlib158_wvma10

Themes & universe

volumevolatilityequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{ts\\_std}(|\\mathrm{ret}|\\cdot v, 10) / \\mathrm{ts\\_mean}(|\\mathrm{ret}|\\cdot v, 10)

Definition

id

qlib158_wvma10

zoo

qlib158

module_path

src.factors.zoo.qlib158.wvma10

decay_horizon

10

min_warmup_bars

11

requires_sector

False

columns_required

close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_wvma10
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025