Alpha Library  /  GTJA 191  /  gtja191_064

gtja191_064

Themes & universe

volumeequity_cn1d

Formula

(MAX(RANK(DECAYLINEAR(CORR(RANK(VWAP),RANK(VOLUME),4),4)),RANK(DECAYLINEAR(MAX(CORR(RANK(CLOSE),RANK(MEAN(VOLUME,60)),4),13),14)))*-1)

Definition

id

gtja191_064

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_064

decay_horizon

14

min_warmup_bars

88

requires_sector

False

columns_required

close, volume, amount

Notes

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

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_064
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025