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Risk formula
Hi,
great repository and thanks for sharing.
I did have a quick question with regards to the formula you used to calculate the risk value. From what I could see in the source code, the risk value is calculated as the normalized values (between 0 and 1) of:
50-day moving average / 350-day moving average
I'm very interested in knowing where this formula came from, more specifically the choice of the 50 and 350 MA. Is this a choice you made yourself or is this supported somewhere by literature? I saw you referenced to Benjamin Cowen's videos but didn't find anywhere if he used similar MAs.
Thanks in advance!
Have a great day
Kevin
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