Closed on 08/02/06. See final comments below.
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