Alpha Library  /  GTJA 191  /  gtja191_115

gtja191_115

Themes & universe

volumeequity_cn1d

Formula

rank(corr(0.9h+0.1c,mean(v,30),10))^rank(corr(tsrank((h+l)/2,4),tsrank(v,10),7))

Definition

id

gtja191_115

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_115

decay_horizon

30

min_warmup_bars

39

requires_sector

False

columns_required

open, high, low, close, volume

Notes

x^y -> np.power after rank.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_115
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025