In financial markets, the concept of inertia was given by Donald Dorsey
in the 1995 issue of Technical Analysis of Stocks and Commodities
through the Inertia Indicator. The Inertia Indicator is moment-based
and is an extension of Dorsey’s Relative Volatility Index (RVI).
Formular:
inertia = n periods linear regression of RVGI
Examples:
df['inertia'] retrieves the inertia of 20 periods linear regression of 14 periods RVGI
df['inertia_10'] retrieves the inertia of 10 periods linear regression of 14 periods RVGI
In financial markets, the concept of inertia was given by Donald Dorsey in the 1995 issue of Technical Analysis of Stocks and Commodities through the Inertia Indicator. The Inertia Indicator is moment-based and is an extension of Dorsey’s Relative Volatility Index (RVI).
Formular:
Examples:
df['inertia']retrieves the inertia of 20 periods linear regression of 14 periods RVGIdf['inertia_10']retrieves the inertia of 10 periods linear regression of 14 periods RVGI