Alpha Library  /  GTJA 191  /  gtja191_020

gtja191_020

Themes & universe

momentumequity_cn1d

Formula

((CLOSE-DELAY(CLOSE,6))/DELAY(CLOSE,6))*100

Definition

id

gtja191_020

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_020

decay_horizon

6

min_warmup_bars

7

requires_sector

False

columns_required

close

Notes

6d return in pct.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_020
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025