Alpha Library  /  GTJA 191  /  gtja191_113

gtja191_113

Themes & universe

volumeequity_cn1d

Formula

-1*(rank(mean(delay(c,5),20))*corr(c,v,2))*rank(corr(sum(c,5),sum(c,20),2))

Definition

id

gtja191_113

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_113

decay_horizon

20

min_warmup_bars

25

requires_sector

False

columns_required

close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_113
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025