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latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

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

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