clenow
- Model
- Chart
Gets the Clenow Volatility Adjusted Momentum. this is defined as the regression coefficient on log prices
Source Code: [link]
openbb.ta.clenow(values: pd.Series, window: int = 90)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
values | pd.Series | Values to perform regression for | None | False |
window | int | Length of lookback period | 90 | True |
Returns
Type | Description |
---|---|
R2 of fit to log data |
Examples
from openbb_terminal.sdk import openbb
df = openbb.stocks.load("AAPL")
openbb.ta.clenow(df["Close"])
Prints table and plots clenow momentum
Source Code: [link]
openbb.ta.clenow_chart(data: pd.Series, symbol: str = "", window: int = 90, export: str = "", sheet_name: Optional[str] = None, external_axes: bool = False)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
data | pd.Series | Series of values | None | False |
symbol | str | Symbol that the data corresponds to | True | |
window | int | Length of window | 90 | True |
export | str | Format to export data | True | |
external_axes | bool | Whether to return the figure object or not, by default False | False | True |
Returns
This function does not return anything
Examples
from openbb_terminal.sdk import openbb
df = openbb.stocks.load("AAPL")
openbb.ta.clenow_chart(df["Close"])