conservative-formula-06.py

        # returns, volatilities and momentums
        rs = [bt.ind.PctChange(d, period=self.p.rperiod) for d in self.datas]
        vs = [bt.ind.StdDev(ret, period=self.p.vperiod) for ret in rs]
        ms = [bt.ind.ROC(d, period=self.p.mperiod) for d in self.datas]

        # simple rank formula: (momentum * net payout) / volatility
        # the highest ranked: low vol, large momentum, large payout
        self.ranks = {d: d.npy * m / v for d, v, m in zip(self.datas, vs, ms)}