Alpha Library  /  GTJA 191  /  gtja191_090

gtja191_090

Themes & universe

volumeequity_cn1d

Formula

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

Definition

id

gtja191_090

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_090

decay_horizon

5

min_warmup_bars

5

requires_sector

False

columns_required

volume, amount

Notes

Negated rank of 5d corr(rank vwap, rank volume).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_090
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025