Alpha Library  /  Qlib Alpha158  /  qlib158_sumn10

qlib158_sumn10

Themes & universe

reversalequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\sum \\max(-\\Delta\\mathrm{close}, 0) / \\sum |\\Delta\\mathrm{close}|

Definition

id

qlib158_sumn10

zoo

qlib158

module_path

src.factors.zoo.qlib158.sumn10

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_sumn10
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025