There's a lot we can do with custom variables throughout P123. One limiting factor is that Portfolios cannot call upon custom variable in cross-sectional functions due to the double-quotation limitation (also related to the portfolios' inability to use #Previous scope).

I propose a workaround whereby portfolios are able to inherit custom variables (@_) which have been defined in a custom universe.

For example, if I define @CustomVar in a custom universe "X", I can then call that variable within portfolios which use universe "X".
Results: Total score: 19 , # of Votes: 6 , Average: 3.2
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Requested by: primus
On date: 08/20/18
Category: Portfolio

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