private void ComputeMomentum(HistoricPrice historicPrice, out double momentum, out double volatility)
{
var closingPrices = historicPrice.Candles.Select(r => Math.Log((double)r.Close)).ToArray();
var seqNumbers = Enumerable.Range(0, closingPrices.Count()).Select <int, double>(i => i).ToArray();
var leastSquaresFitting = Fit.Line(seqNumbers, closingPrices);
var correlationCoff = GoodnessOfFit.R(seqNumbers, closingPrices);
var annualizedSlope = (Math.Pow(Math.Exp(leastSquaresFitting.Item2), 252) - 1) * 100;
var score = annualizedSlope * correlationCoff * correlationCoff;
momentum = score;
var r = Math.Exp(leastSquaresFitting.Item2) * correlationCoff * correlationCoff * 100;
volatility = r;
}
