clenow
Calculate the Clenow Volatility Adjusted Momentum.
The Clenow Volatility Adjusted Momentum is a sophisticated approach to understanding market momentum with a twist. It adjusts for volatility, offering a clearer picture of true momentum by considering how price movements are influenced by their volatility over a set period. It helps in identifying stronger, more reliable trends.
obb.technical.clenow(data: Union[list, dict, pd.DataFrame, List[pd.DataFrame], pd.Series, List[pd.Series], numpy.ndarray, Data, List[Data]], index: str = date, target: str = close, period: int = 90)
Parameters
- Standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | List of data to be used for the calculation. | None | False |
| index | str | Index column name to use with data, by default "date". | date | True |
| target | str | Target column name, by default "close". | close | True |
| period | PositiveInt | Number of periods for the momentum, by default 90. | 90 | True |
Returns
The calculated data.