v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Assets / Indicators

Sign Momentum

Compute the sign momentum of an asset.

References

Chen, Tsung-Yu, Chou, Pin-Huang Ko, Kuan-Cheng, Rhee, S. Ghon, Rank, Sign, and Momentum, 14th Conference on Asia-Pacific Financial Markets
Fotis Papailias, Jiadong Liu, Dimitrios D. Thomakos, Return signal momentum, Journal of Banking & Finance, Volume 124, 2021, 106063

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