D07-F03-A10 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Rate-of-Change Variants (ROC, ROCP, and ROCR)
How do three common scales express the same n-period price ratio? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
ROC=100(P_t/P_(t-n)-1); ROCP=P_t/P_(t-n)-1; ROCR=P_t/P_(t-n)
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7