Alpha Library  /  GTJA 191  /  gtja191_025

gtja191_025

Themes & universe

momentumvolumeequity_cn1d

Formula

((-1*RANK((DELTA(CLOSE,7)*(1-RANK(DECAYLINEAR((VOLUME/MEAN(VOLUME,20)),9))))))*(1+RANK(SUM(RET,250))))

Definition

id

gtja191_025

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_025

decay_horizon

9

min_warmup_bars

251

requires_sector

False

columns_required

close, volume

Notes

Original report windows; full nested-window coverage is required.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_025
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025