Alpha Library  /  GTJA 191  /  gtja191_100

gtja191_100

Themes & universe

volatilityvolumeequity_cn1d

Formula

STD(VOLUME,20)

Definition

id
gtja191_100
zoo
gtja191
module_path
src.factors.zoo.gtja191.alpha_100
decay_horizon
20
min_warmup_bars
20
requires_sector
False
columns_required
volume

Notes

20d std of volume.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_100
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025