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judgetrade
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
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
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
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
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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