Alpha Library  /  GTJA 191  /  gtja191_036

gtja191_036

Themes & universe

volumeequity_cn1d

Formula

RANK(SUM(CORR(RANK(VOLUME), RANK(VWAP), 6), 2))

Definition

id

gtja191_036

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_036

decay_horizon

6

min_warmup_bars

7

requires_sector

False

columns_required

volume, amount

Notes

Rolling 6d corr summed over 2 days then ranked.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_036
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025