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latestOpenAPI 3.0.1Apache 2.02026-08-2224401.4 MB

efac1128c762

Assets / Indicators

Residual Momentum

Compute the residual momentum of an asset.

References

post/assets/indicators/momentum/residual

Request body

riskFreeReturnnumber

The constant risk-free arithmetic return over the considered time period, in percentage; exclusive with riskFreeReturns

riskFreeReturnsnumber[]

riskFreeReturns[t] is the risk-free arithmetic return at the time t; the riskFreeReturns array must have the same length, equal to that of all the factorReturns and assetReturns array; exclusive with riskFreeReturn

Response

OK