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

# Momentum

`POST /assets/indicators/momentum`

Compute the momentum of an asset.

References
* [Tobias J Moskowitz, Yao Hua Ooi, and Lasse Heje Pedersen. Time series momentum. Journal of Financial Economics, 104(2):228-250, 2012](https://www.sciencedirect.com/science/article/pii/S0304405X11002613)

## Request body

- union
  - object
    - `assets` object[], required
      - `assetReturns` number[], required — assetReturns[t] is the logarithmic return of the asset at the time t
      - `assetMomentumSkipPeriod` integer — The number of the most recent periods excluded from the asset momentum computation; must be < assetMomentumFormationPeriod
      - `assetMomentumFormationPeriod` integer, required — The look back period over which to compute the asset momentum
  - 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
      - `assetMomentumSkipPeriod` integer — The number of the most recent periods excluded from the asset momentum computation; must be < assetMomentumFormationPeriod
      - `assetMomentumFormationPeriod` integer, required — The look back period over which to compute the asset momentum

## Response `200`

OK

- object
  - `assets` object[], required
    - `assetMomentum` number, required — The asset momentum

---

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