Assets / Bootstrap Returns Simulation4

Assets / Clustering / Correlation-Based3

Assets / Correlation Matrix14

Assets / Correlation Matrix Estimation13

Assets / Correlation Matrix Forecast4

Assets / Covariance Matrix5

Assets / Covariance Matrix Estimation7

Assets / Covariance Matrix Forecast4

Assets / Expected Returns Estimation3

Assets / Indicators21

Assets / Indicators Aggregation1

Assets / Indicators Transformation1

Assets / Monte Carlo Returns Simulation10

Assets / Prices3

Assets / Returns3

Assets / Returns / Moments5

Assets / Returns Fitting9

Assets / Returns Transformation4

Assets / Volatility Estimation10

Assets / Volatility Forecast5

Capital Market Assumptions3

Factors1

Factors / Risk Models3

Market Indicators6

Portfolio Analysis6

Portfolio Analysis / Contributions7

Portfolio Analysis / Drawdowns9

Portfolio Analysis / Mean-Variance9

Portfolio Analysis / Return3

Portfolio Analysis / Returns2

Portfolio Analysis / Returns / Moments3

Portfolio Analysis / Returns / Partial Moments3

Portfolio Analysis / Risk Measures3

Portfolio Analysis / Risk Measures / Conditional Value At Risk Estimation6

Portfolio Analysis / Risk Measures / Conditional Value At Risk Forecast2

Portfolio Analysis / Risk Measures / Value At Risk Estimation10

Portfolio Analysis / Risk Measures / Value At Risk Forecast2

Portfolio Construction1

Portfolio Optimization15

Portfolio Optimization / Mean-Variance16

Portfolio Optimization / Ulcer Index2

Portfolio Post-Optimization1

Portfolio Replication2

Portfolio Simulation3

Portfolio Transformation2

Assets / Indicators

Momentum

Changed on Aug 10, 2026

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

post/assets/indicators/momentum

Request

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

Request body

Response

Changes

Aug 10, 2026d016f340e91c Revision changes
- breaking
  removed subschema #1 subschema #2 from the request body oneOf list
- info
  added subschema #1 subschema #2 to the request body oneOf list
Jun 8, 2026614076795988 Revision changes
- info
  endpoint added

Operation history

Momentum

Request

Request body

Response 200OK

Changes

Response