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欧洲电竞官网比赛2022
All Closed Requests
Index
All Open Requests
All Closed Requests
Closed on 08/02/06. See final comments below.
Feature Request:
Ability to Reference Ranks From Previous Periods
Ability to reference contemporary/historical ranks in sims/portfolio rules [i.e. Rank(0), Rank(10), Rank(25), etc]. That would be useful for investigations of how the change in a stock's rank (not just its absolute level) might be correlated to changes in its performance (i.e. could a rapid increase in rank--even if in the mid ranges--presage a bump in stock price?)
alkalex made the same request in his post at: http://www.portfolio123.com/mvnforum/viewthread?thread=568#1784
["What I now have in mind is this: Rank(0) > Rank(10) for a buy rule, and Rank (0) < Rank (10) for a sell rule. In plain language, this command is equal to telling the system to buy a position if its rank is increasing over time, and sell a position if the rank is decreasing over time."]
Results:
Total score:
170
, # of Votes:
39
, Average:
4.4
a
95 (19)
b
60 (15)
c
15 (5)
d
e
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 5.
Final Comments
DUPLICATE
Requested by:
dipaolom
On date:
05/28/05
Category:
Ranking
1 comment