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Why has Gold been removed as a benchmark?
Why has GLD been removed as a benchmark? It used to be there until a few weeks ago.
Thread Author: hataso Replies: 2 Last Post: Sep 7, 2022 2:26:34 PM
by geov
Factor return in Europe vs. US
I did some tests on the CORE systems in screen the backtest: 20 year 4W rebalance, Rank t 5, 20 ...
Thread Author: Whycliffes Replies: 1 Last Post: Sep 7, 2022 9:27:37 AM
by Chipper6
Fix to StaleStmt and related factors
We noticed a bug in StaleStmt that was making a large number of European stocks show up with stale ...
Thread Author: yuvaltaylor Replies: 0 Last Post: Sep 6, 2022 5:44:10 PM
by yuvaltaylor
Are Ranking trees pruned when nodes are given zero weight?
Hi, While evaluating a complex ranking system, I gave some nodes a zero weight. As a ...
Thread Author: WalterW Replies: 2 Last Post: Sep 6, 2022 3:02:27 PM
by marco
Standardized Unexpected Earnings (SUE)
Hi, I see EPSActual(offset , period) and EPSEst(offset , period) available, but is there also ...
Thread Author: WalterW Replies: 8 Last Post: Sep 6, 2022 2:54:31 PM
by WalterW
Universe selection for ETFs and CEFs reverts to "All ETFs" even if "All CEFs" is chosen
It looks like the universe selection for ETFs and CEFs reverts to "All ETFs" even if ...
Thread Author: reformedtrader Replies: 1 Last Post: Sep 6, 2022 5:41:05 AM
by valmarv
avoiding curve fitting with random selection
Been thinking about the horrors of curve fitting.... again. For the last year or so, I've been ...
Thread Author: abwillingham Replies: 3 Last Post: Sep 4, 2022 12:46:23 PM
by RTNL
Single factor testing tool developed using the API
Those of you that have been P123 members for a while may remember the spreadsheets I posted with ...
Page: 1 2
Thread Author: danparquette Replies: 19 Last Post: Sep 4, 2022 6:15:02 AM
by InmanRoshi
How to optimize a factor?
I ran a performance test with 30 bukets on the Core systems. 4w rebalance 20 Y, no slippage, min ...
Thread Author: Whycliffes Replies: 2 Last Post: Sep 3, 2022 11:22:15 PM
by Whycliffes
Sell just before earnings report
Is it possible to have a model always sell just before an earnings report when backtesting? I ...
Thread Author: abwillingham Replies: 3 Last Post: Sep 3, 2022 10:39:47 PM
by yuvaltaylor
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