Cross-Sectional Functions


For each date, evaluates a formula and then calculates the rank of each symbol's value among all symbols on that date. Lowest rank (1) means highest value. Identical values get different rank numbers.



If the formula result is nan (not a number -- unable to calculate) then that stock is not included in the ranking list (reducing the total count) and its rank value would be nan as well.

If the formula result is the same for two symbols then the one that comes first alphabetically gets the lower rank number. Use #DenseRank if you want identical values to get the same rank number.




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