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chandinijain/Measuring Momentum.ipynb

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  1. chandinijain revised this gist Jun 18, 2018. 1 changed file with 2 additions and 0 deletions.
    2 changes: 2 additions & 0 deletions Measuring Momentum.ipynb
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    "cell_type": "markdown",
    "metadata": {},
    "source": [
    "This work derives from the works of [Quantopian Lecture Series](https://www.quantopian.com/lectures/). \n",
    "\n",
    "## Moving Average Crossover\n",
    "\n",
    "A very common way to obtain a momentum signal is to look for moving average crossovers. This means computing two moving averages of different lengths, and waiting for one to cross the other. The direction of the cross will indicate the direction of the momentum.\n",
  2. chandinijain created this gist Sep 4, 2017.
    424 changes: 424 additions & 0 deletions Measuring Momentum.ipynb
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