momentum_example

# Make a security list and grab the data
# Notice the "field" arguement, we are only grabing the prices here (same as closing prices)
# Check out the last 5 rows using .tail()

security_list = ['spy','xlk','xly','vnq','xlp','xlv','xli','xlf','xlb']
df = get_pricing(security_list, start_date='2017-01-01', end_date='2019-09-18', frequency='daily', fields='price')
df.tail()



# Calculate rolling 12 month percent changes and check out last 5 days

rolling_12_month_momentum = df.pct_change(252)
rolling_12_month_momentum.tail()



# If you only want the most recent day (momentum as of 09/18/2019) use iloc[-1]:

most_recent_momentum_measures = df.pct_change(252).iloc[-1]
most_recent_momentum_measures