Alpha Library  /  GTJA 191  /  gtja191_189

gtja191_189

Themes & universe

volatilityequity_cn1d

Formula

mean(abs(c-mean(c,6)),6)

Definition

id

gtja191_189

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_189

decay_horizon

6

min_warmup_bars

11

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_189
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025