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judgetrade GERMANY Joined: Apr 21, 2010 Post Count: 1027 Offline	Re: "One of the MOST IMPORTANT PAPERS IN OUR FIELD in a long time." - Cliff Asness Thank you Yual and all, Great Paper!!!! I get an error in running the Factor Zoo (after copying it)... Best Regards Andreas
	Apr 5, 2021 6:32:10 AM

yuvaltaylor UNITED STATES Joined: Apr 11, 2015 Post Count: 2098 Offline

Re: "One of the MOST IMPORTANT PAPERS IN OUR FIELD in a long time." - Cliff Asness Thank you Yual and all, Great Paper!!!! I get an error in running the Factor Zoo (after copying it)... Best Regards Andreas You need to put in two custom formulas, which are given in the blog post. Yuval Taylor Product Manager, Portfolio123 invest(igations) Any opinions or recommendations in this message are not opinions or recommendations of Portfolio123 Securities LLC.

Apr 5, 2021 9:33:05 AM

RTNL UNITED STATES Joined: Apr 23, 2010 Post Count: 329 Offline	Re: "One of the MOST IMPORTANT PAPERS IN OUR FIELD in a long time." - Cliff Asness >
	Apr 5, 2021 11:04:06 AM        Edit 1 times, last edit by RTNL at Apr 5, 2021 11:12:42 AM

RTNL UNITED STATES Joined: Apr 23, 2010 Post Count: 329 Offline	Re: "One of the MOST IMPORTANT PAPERS IN OUR FIELD in a long time." - Cliff Asness Thanks Yuval for taking the time to test these factors. Iwanted to fool with the ranking system. Here is the error i get, after i copy the custom formulae In 'highest 5 days of return scaled by volatility'-> In $21medmed: Error near '�Eval': Invalid command '�Eval'
	Apr 5, 2021 11:04:55 AM

yuvaltaylor UNITED STATES Joined: Apr 11, 2015 Post Count: 2098 Offline

Re: "One of the MOST IMPORTANT PAPERS IN OUR FIELD in a long time." - Cliff Asness Thanks Yuval for taking the time to test these factors. Iwanted to fool with the ranking system. Here is the error i get, after i copy the custom formulae In 'highest 5 days of return scaled by volatility'-> In $21medmed: Error near '�Eval': Invalid command '�Eval' Make sure your quotation marks aren't smart quotes. If they're kind of curly, they won't work. You have to change them to straight quotes. Yuval Taylor Product Manager, Portfolio123 invest(igations) Any opinions or recommendations in this message are not opinions or recommendations of Portfolio123 Securities LLC.

Apr 5, 2021 6:01:22 PM

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