Alpha Library  /  GTJA 191  /  gtja191_105

gtja191_105

Themes & universe

volumeequity_cn1d

Formula

-1*corr(rank(open),rank(volume),10)

Definition

id
gtja191_105
zoo
gtja191
module_path
src.factors.zoo.gtja191.alpha_105
decay_horizon
10
min_warmup_bars
10
requires_sector
False
columns_required
open, volume, close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_105
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025