momentum ( seq n -- newseq )

Vocabulary

math.finance

Inputs

seq	a sequence
n	number of periods

Outputs

newseq

a sequence

Word description

Returns the Momentum of the sequence, calculated by:

•	MOM[t] = SEQ[t] - SEQ[t-n]

Definition

USING: kernel math math.vectors sequences ;

IN: math.finance

: momentum ( seq n -- newseq )
    [ tail-slice ] 2keep [ dup length ] dip - head-slice v- ;