Investing with Python: Rate of Change

The Rate of Change (ROC) is a technical indicator of momentum that measures the percentage change in price between the current price and the price n periods in the past. The Rate of Change (ROC) is also used to indicate overbought or oversold conditions for a security. Positive values that are greater than 30 are generally interpreted as indicating overbought conditions, while negative values lower than negative 30 indicate oversold conditions.