Assets / Indicators
Volatility-adjusted Momentum
Changed onCompute the volatility-adjusted momentum of an asset.
References
- Shaik, R. (2011). Risk-adjusted momentum: A superior approach to momentum investing. White Paper. Bridgeway Capital Management
- Adam Zaremba, Mehmet Umutlu & Alina Maydybura (2018): Less pain, more gain: Volatility-adjusted residual momentum in international equity markets, Investment Analysts Journal
post/assets/indicators/momentum/volatility-adjusted
Request
- Base URLhttps://api.portfoliooptimizer.io/v1
- URLhttps://api.portfoliooptimizer.io/v1/assets/indicators/momentum/volatility-adjusted
- AuthAPI key in header X-API-Key
Request body
Response
OK
Changes
- info
endpoint added
- info