Category

Cross-Sectional Functions

Description

A secondary cross-sectional function, which requests that the primary function be calculated separately for the stocks from each separate IncludeList

Example

ListCount: #Sum #ByListNum 1

Counts the number of stocks in the same IncludeList as the current stock.

Notes

The ListNum of a symbol is the number of the first IncludeList that it appears in.

The above example is therefore only useful when each IncludeList contains unique symbols.

The secondary cross-sectional ranking functions all work this way. For example a stock cannot belong to more than one sector or industry.

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