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gtja191_042

Themes & universe

volumevolatilityequity_cn1d

Formula

((-1*RANK(STD(HIGH,10)))*CORR(HIGH,VOLUME,10))

Definition

id

gtja191_042

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_042

decay_horizon

10

min_warmup_bars

10

requires_sector

False

columns_required

high, volume

Notes

Negative rank of 10d std(high) times 10d corr(high, volume).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_042
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025