Alpha Library  /  Qlib Alpha158  /  qlib158_qtld60

qlib158_qtld60

Themes & universe

momentumequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{quantile}_{{0.2}}(\\mathrm{close}, 60) / \\mathrm{close}

Definition

id

qlib158_qtld60

zoo

qlib158

module_path

src.factors.zoo.qlib158.qtld60

decay_horizon

60

min_warmup_bars

60

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_qtld60
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025