---
title: "Moving Average Distance"
method: POST
path: "/assets/indicators/moving-average-distance"
tags: ["Assets / Indicators"]
---

# Moving Average Distance

`POST /assets/indicators/moving-average-distance`

Compute the moving average distance of an asset.

References
* [Avramov D, Kaplanski G, Subrahmanyam A. Moving average distance as a predictor of equity returns. Rev Financ Econ. 2021; 39: 127–145](https://onlinelibrary.wiley.com/doi/abs/10.1002/rfe.1118)
* [Menachem Meni Abudy, Guy Kaplanski, Yevgeny Mugerman, Market timing with moving average distance: International evidence, Journal of International Financial Markets, Institutions and Money, Volume 97, 2024, 102065](https://www.sciencedirect.com/science/article/abs/pii/S1042443124001318)

## Request body

- union
  - object
    - `assets` object[], required
      - `assetReturns` number[], required — assetReturns[t] is the logarithmic return of the asset at the time t
      - `assetMovingAverageDistanceSkipPeriod` integer — The number of the most recent periods excluded from the asset moving average distance computation; must be < assetMovingAverageDistanceShortWindowSize
      - `assetMovingAverageDistanceShortWindowSize` integer, required — The size of the short look back period over which to compute the asset moving average distance; must be lower than assetMovingAverageDistanceLongWindowSize
      - `assetMovingAverageDistanceLongWindowSize` integer, required — The size of the long look back period over which to compute the asset moving average distance; must be greater than assetMovingAverageDistanceShortWindowSize
  - object
    - `assets` object[], required
      - `assetPrices` object[], required — assetPrices[t] contains price information for the asset at the date t
        - `date` string, required — The date corresponding to the date t in format YYYY-MM-DD; all dates must be distinct
        - `close` number, required — The close price of the asset at the date t
      - `assetMovingAverageDistanceSkipPeriod` integer — The number of the most recent periods excluded from the asset moving average distance computation; must be < assetMovingAverageDistanceShortWindowSize
      - `assetMovingAverageDistanceShortWindowSize` integer, required — The size of the short look back period over which to compute the asset moving average distance; must be lower than assetMovingAverageDistanceLongWindowSize
      - `assetMovingAverageDistanceLongWindowSize` integer, required — The size of the long look back period over which to compute the asset moving average distance; must be greater than assetMovingAverageDistanceShortWindowSize

## Response `200`

OK

- object
  - `assets` object[], required
    - `assetMovingAverageDistance` number, required — The asset moving average distance

---

[API](https://skmtc.net/portfoliooptimizer/apis/portfolio-optimizer.md) · [All operations](https://skmtc.net/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/portfoliooptimizer/portfolio-optimizer/revisions/6f06b5c1e6e5/schema)