Alpha Library  /  GTJA 191  /  gtja191_074

gtja191_074

Themes & universe

volumeequity_cn1d

Formula

(RANK(CORR(SUM(((LOW*0.35)+(VWAP*0.65)),20),SUM(MEAN(VOLUME,40),20),7)) + RANK(CORR(RANK(VWAP),RANK(VOLUME),6)))

Definition

id

gtja191_074

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_074

decay_horizon

20

min_warmup_bars

65

requires_sector

False

columns_required

low, volume, amount

Notes

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

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_074
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025