I love the RRG and is currently accessing this from Bloomberg. I would like to use the JDK RS-Ration and JDK RS-Momentum in screens and backtesting, and understand this might be coming in future updates on Bloomberg.
But for now i would like to create these myself. Im thinking create one JDK RS-Ration and one JDK RS-Momentum for each security using the CIX custom expressions. What do you think and do you have any guidance for the formulas needed ?
Thanks again for a great product.