Alpha Library  /  GTJA 191  /  gtja191_131

gtja191_131

Themes & universe

volumeequity_cn1d

Formula

rank(delta(vwap,1))^tsrank(corr(close,mean(v,50),18),18)

Definition

id

gtja191_131

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_131

decay_horizon

50

min_warmup_bars

84

requires_sector

False

columns_required

open, high, low, close, volume, amount

Notes

DELAT in report typo = DELTA.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_131
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025