Calculates liquidity as a sort of moving average over time the amihud illiquidity ratio illiq measures the price impact of trading volume.

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Estimating amihuds illiquidity python for finance second edition.	The focus of his research is the effects of liquidity of assets on their returns and values, and the design and evaluation of securities markets trading methods.	Its calculated as the absolute daily return divided by the daily dollar volume 𝐼𝐿𝐿𝐼𝑄ₜ 𝑅ₜ 𝑉𝑂𝐿𝐷ₜ where 𝑅ₜ.	Amihud liquidity ratio — indicator by horizontonsi.
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