Alpha Library  /  GTJA 191  /  gtja191_142

gtja191_142

Themes & universe

volumereversalequity_cn1d

Formula

(((-1*RANK(TSRANK(CLOSE,10)))*RANK(DELTA(DELTA(CLOSE,1),1)))*RANK(TSRANK((VOLUME/MEAN(VOLUME,20)),5)))

Definition

id

gtja191_142

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_142

decay_horizon

20

min_warmup_bars

24

requires_sector

False

columns_required

close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_142
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025