RealTest User Guide
RealTest User Guide

 

 

 

 

 

Category

Cross-Sectional Functions

Description

For each date, evaluates a formula for each symbol, then calculates the rank of each symbol's value among all symbols on that date and stores those rank numbers in the data item array for each symbol.

Syntax

#Rank formula

Notes

Lowest rank (1) means highest value. Identical values get different rank numbers.

Example

PriceRank: #Rank Close

Calculates the average closing price across all stocks today and stores that value in today's slot for each symbol.

Notes

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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