Alpha Library  /  GTJA 191  /  gtja191_099

gtja191_099

Themes & universe

volumeequity_cn1d

Formula

(-1*RANK(COVIANCE(RANK(CLOSE),RANK(VOLUME),5)))

Definition

id

gtja191_099

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_099

decay_horizon

5

min_warmup_bars

5

requires_sector

False

columns_required

close, volume

Notes

Negated rank of 5d cov(rank close, rank volume).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_099
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025