Alpha Library  /  GTJA 191  /  gtja191_108

gtja191_108

Themes & universe

reversalvolumeequity_cn1d

Formula

(rank(high-min(high,2))^rank(corr(vwap,mean(volume,120),6)))*-1

Definition

id

gtja191_108

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_108

decay_horizon

6

min_warmup_bars

125

requires_sector

False

columns_required

open, high, low, close, volume, amount

Notes

x^y interpreted as x ** y after rank; both terms in (0,1].

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_108
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025