Alpha Library  /  GTJA 191  /  gtja191_054

gtja191_054

Themes & universe

volatilitymicrostructureequity_cn1d

Formula

((-1*RANK((STD(ABS(CLOSE-OPEN),10)+(CLOSE-OPEN))+CORR(CLOSE,OPEN,10))))

Definition

id

gtja191_054

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_054

decay_horizon

10

min_warmup_bars

10

requires_sector

False

columns_required

close, open

Notes

Negated rank of (std|c-o|,10) + (c-o) + corr(c,o,10).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_054
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025