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qlib158_roc10

Themes & universe

momentumequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{close}_{{t-10}} / \\mathrm{close}_t

Definition

id

qlib158_roc10

zoo

qlib158

module_path

src.factors.zoo.qlib158.roc10

decay_horizon

10

min_warmup_bars

11

requires_sector

False

columns_required

close

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_roc10
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025