MOMP() for Treasury Bill Yield

Yes, it is possible to get the momentum of USTreasuryYieldCurveRate (3 months) using the MOMP() method. The MOMP() method in QuantConnect is used to create a MomentumPercent indicator, which computes the n-period percentage rate of change in a value.

Here is a Python code example on how to use MOMP() method:

class MomentumPercentAlgorithm(QCAlgorithm):
 def Initialize(self) -> None:
 self.symbol = self.AddData(USTreasuryYieldCurveRate, "3MO", Resolution.Daily).Symbol
 self.momp = self.MOMP(self.symbol, 20)

 def OnData(self, slice: Slice) -> None:
 if self.momp.IsReady:
 # The current value of self.momp is represented by self.momp.Current.Value
 self.Plot("MomentumPercent", "momp", self.momp.Current.Value)

In this example, the MOMP() method is used to calculate the 20-day momentum of the 3-month USTreasuryYieldCurveRate. The momentum is then plotted if the indicator is ready.

Please note that you need to ensure that the data for USTreasuryYieldCurveRate is available in your QuantConnect data library.

For more information, you can refer to the QuantConnect Documentation.