I'm not clear on: - Why you want to assign a "1" to make that the highest score - Why this is any different from adding the ROC(C,55)+ROC(C,200) - maybe it's not.
Is this for use in the rotation portfolio? --- In [email protected], "gmorlosky" <[EMAIL PROTECTED]> wrote: > > Steve - did you make any progress on the Rank Score coding that you > might share ? > > --- In [email protected], "steve_almond" <steve2@> wrote: > > > > Say I have a group of 20 stocks. I use an exploration to calculate > > two different values for each stock, let's say: > > > > 1. C/ref(C,-55) and > > 2. C/ref(C,-200) > > > > I want to rank the 20 stocks on each of the two measures and get a > > composite score to select the stock which does best overall. > > > > So in this case, I want to rank the stocks on the first measure so > > that the best return over 55 days scores 1, second best scores 2 > and > > so on down to the worst stock which scores 20. > > > > Then I rank the stocks over the 200 day return in the same way. > > > > Adding the two scores for each stock gives my overall score - the > > lowest number is the "best" stock. > > > > Can anyone tell me how to do this? > > > > Thanks, > > > > Steve > > >
