POportfoliooptimizer
Assets / Indicators

Volatility Adjusted Residual Momentum

Changed on

Compute the volatility-adjusted residual momentum of an asset.

References

post/assets/indicators/momentum/residual/volatility-adjusted

Request

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

Request body

riskFreeReturnnumber

The constant risk-free arithmetic return over the considered time period, in percentage; exclusive with riskFreeReturns

riskFreeReturnsnumber[]

riskFreeReturns[t] is the risk-free arithmetic return at the time t; the riskFreeReturns array must have the same length, equal to that of all the factorReturns and assetReturns array; exclusive with riskFreeReturn

Response

OK

Changes