Alpha Library  /  GTJA 191  /  gtja191_179

gtja191_179

Themes & universe

volumeequity_cn1d

Formula

rank(corr(vwap,v,4))*rank(corr(rank(low),rank(mean(v,50)),12))

Definition

id

gtja191_179

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_179

decay_horizon

50

min_warmup_bars

61

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_179
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025