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

# Fractional Momentum

`POST /assets/indicators/momentum/fractional`

## Request

- Base URL: `https://api.portfoliooptimizer.io/v1`
- URL: `https://api.portfoliooptimizer.io/v1/assets/indicators/momentum/fractional`
- Auth: API key in header `X-API-Key`

Compute the fractional momentum of an asset.

References
* [Paolella, Marc S. and Walker, Patrick S. and Polak, Pawel and Chitsiripanich, Soros, Momentum Without Crashes (November 14, 2022). Swiss Finance Institute Research Paper No. 22-87](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4280465)

## Request body

- union
  - object
    - `assets` object[], required
      - `assetReturns` number[], required: assetReturns[t] is the logarithmic return of the asset at the time t
      - `assetFractionalMomentumSkipPeriod` integer: The number of the most recent periods excluded from the asset fractional momentum computation; must be < assetFractionalMomentumFormationPeriod
      - `assetFractionalMomentumFormationPeriod` integer, required: The look back period over which to compute the asset fractional momentum
      - `assetFractionalMomentumForecastHorizon` integer: The forecast horizon over which to compute the asset fractional momentum
      - `assetFractionalMomentumOrder` number: The order of the fractional difference operator used to compute the asset fractional 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
      - `assetFractionalMomentumSkipPeriod` integer: The number of the most recent periods excluded from the asset fractional momentum computation; must be < assetFractionalMomentumFormationPeriod
      - `assetFractionalMomentumFormationPeriod` integer, required: The look back period over which to compute the asset fractional momentum
      - `assetFractionalMomentumForecastHorizon` integer: The forecast horizon over which to compute the asset fractional momentum
      - `assetFractionalMomentumOrder` number: The order of the fractional difference operator used to compute the asset fractional momentum

## Response `200`

OK

- object
  - `assets` object[], required
    - `assetFractionalMomentum` number, required: The asset fractional momentum

## Changes

- **2026-08-10** `d016f340e91c`: 1 info
  - endpoint added

[Operation history](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/changes/assets/indicators/momentum/fractional/post.md)

---

[API](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer.md) - [All operations](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) - [OpenAPI document](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/revisions/9d075aa717bf?raw)