---
title: "Rank Momentum"
method: POST
path: "/assets/indicators/momentum/rank"
tags: ["Assets / Indicators"]
---

# Rank Momentum

`POST /assets/indicators/momentum/rank`

Compute the rank momentum of a universe of assets.

References
* [Chen, Tsung-Yu, Chou, Pin-Huang Ko, Kuan-Cheng, Rhee, S. Ghon, Rank, Sign, and Momentum, 14th Conference on Asia-Pacific Financial Markets](https://apjfs.org/file/download/6571?view=1)

## Request body

- union
  - object
    - `assets` object[], required
      - `assetReturns` number[], required — assetReturns[t] is the logarithmic return of the asset at the time t; all assetReturns arrays must have the same length
    - `assetsRankMomentumSkipPeriod` integer — The number of the most recent periods excluded from the assets rank momentum computation; must be < assetsRankMomentumFormationPeriod
    - `assetsRankMomentumFormationPeriod` integer, required — The look back period over which to compute the assets rank momentum
  - object
    - `assets` object[], required
      - `assetPrices` object[], required — assetPrices[t] contains price information for the asset at the date t ; all assetPrices arrays must have the same length
        - `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
    - `assetsRankMomentumSkipPeriod` integer — The number of the most recent periods excluded from the assets rank momentum computation; must be < assetsRankMomentumFormationPeriod
    - `assetsRankMomentumFormationPeriod` integer, required — The look back period over which to compute the assets rank momentum

## Response `200`

OK

- object
  - `assetsRankMomentum` number[], required — The rank momentum indicator of the universe of assets

---

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