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qlib158_rsqr20

Themes & universe

momentumequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{ts\\_corr}(\\mathrm{close}, t, 20)^2

Definition

id
qlib158_rsqr20
zoo
qlib158
module_path
src.factors.zoo.qlib158.rsqr20
decay_horizon
20
min_warmup_bars
20
requires_sector
False
columns_required
close

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_rsqr20
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025