Alpha Library  /  GTJA 191  /  gtja191_062

gtja191_062

Themes & universe

volumeequity_cn1d

Formula

((-1*CORR(HIGH,RANK(VOLUME),5)))

Definition

id

gtja191_062

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_062

decay_horizon

5

min_warmup_bars

5

requires_sector

False

columns_required

high, volume

Notes

Negated 5d corr(high, rank(volume)).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_062
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025