Alpha Library / Qlib Alpha158 / qlib158_corr5

qlib158_corr5

Themes & universe

volumemicrostructureequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{ts\\_corr}(\\mathrm{close}, \\log(\\mathrm{volume}+1), 5)

Definition

id: qlib158_corr5
zoo: qlib158
module_path: src.factors.zoo.qlib158.corr5
decay_horizon: 5
min_warmup_bars: 5
requires_sector: False
columns_required: close, volume

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_corr5
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025