Alpha Library  /  GTJA 191  /  gtja191_143

gtja191_143

Themes & universe

momentumequity_cn1d

Formula

cumprod(1 + (c/delay(c,1)-1) if c>delay(c,1) else 0)

Definition

id

gtja191_143

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_143

decay_horizon

1

min_warmup_bars

2

requires_sector

False

columns_required

close

Notes

Recursive SELF unrolled to cumulative product of (1 + up_return) since series start.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_143
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025