Alpha Library  /  GTJA 191  /  gtja191_095

gtja191_095

Themes & universe

volatilityvolumeequity_cn1d

Formula

STD(AMOUNT,20)

Definition

id

gtja191_095

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_095

decay_horizon

20

min_warmup_bars

20

requires_sector

False

columns_required

amount

Notes

20d std of amount.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_095
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025