Alpha Library  /  GTJA 191  /  gtja191_147

gtja191_147

Themes & universe

momentumequity_cn1d

Formula

regbeta(mean(close,12),sequence(12))

Definition

id

gtja191_147

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_147

decay_horizon

12

min_warmup_bars

23

requires_sector

False

columns_required

close

Notes

Rolling OLS slope of MA12 against linear index, window 12.

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_147
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025