Alpha Library / Qlib Alpha158 / qlib158_rsqr5

qlib158_rsqr5

Themes & universe

momentumequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{ts\\_corr}(\\mathrm{close}, t, 5)^2

Definition

id: qlib158_rsqr5
zoo: qlib158
module_path: src.factors.zoo.qlib158.rsqr5
decay_horizon: 5
min_warmup_bars: 5
requires_sector: False
columns_required: close

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_rsqr5
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025