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Ranking factors with high return in most high buckets, except the topmost buckets
Dear all, When performing single ranking factor tests using the standard P123 Ranking System ...
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brunos 17 981 Aug 26, 2015 4:56:21 PM
by brunos Last
Dealing with high turnover ranking factors
Dear all, I've been researching ranking factors and found that many of them (mostly ...
brunos 6 406 Aug 21, 2015 6:04:15 AM
by brunos Last
Factors Missing
Several 5 year growth factors have disappeared since last week. So far I've discovered: ...
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SUpirate1081 11 480 Aug 18, 2015 10:34:10 PM
by marco Last
My ranking is good or need revision ?
P123 Experts I have designed this value rank on smallcap 6 months ago; it looks underperforming ...
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kumar 11 605 Aug 16, 2015 12:50:50 AM
by kumar Last
Getting error-like response when using RankPrev for Buy rule in Sim
I am trying to use a Buy rule in a sim that says: RankPrev(0) > RankPrev(1) The Sim does not ...
davidbv 2 107 Aug 15, 2015 1:30:09 PM
by davidbv Last
How do you create a Buy rule that specifies a minimum rank for a node that I use in the sims ranking system?
Hi. Any ideas on how I would create a sim Buy rule that has a minimum rank number for a (summation) ...
davidbv 2 152 Aug 10, 2015 12:11:58 PM
by davidbv Last
Whats wrong with Price/Book???
As you know, price to book is the quintessential value factor. So why is the highest Book/Price ...
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Chipper6 19 859 Aug 6, 2015 2:10:05 PM
by mgerstein Last
Can backtest buy or sell stocks based on rankings from prior week, 2 weeks ago, etc?
I would like to examine the results from buys and sells being determined by the rankings from the ...
slewis2 2 186 Aug 4, 2015 9:11:07 AM
by slewis2 Last
Ranking Factor List
Is there a file anywhere on the site or in anyone's possession where I can see a complete list ...
scrambled2 2 183 Aug 2, 2015 10:56:45 PM
by scrambled2 Last
FRank Basic Question
I am building a screen. I have a few filters to get market cap, liquidity etc. That whittled the ...
ocpaddler 3 217 Jul 26, 2015 2:42:55 AM
by J3th Last
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