Aggregate in Ranking

General
1

If the only factor in a ranking system is an aggregate function like below, all stocks in that industry will have the same rank. How then does the system pick which stocks are selected within each industry for a port if they are all ranked the same?

Aggregate("RSI(200)",#industry)

2

There is no deterministic tiebreaker. The order of tied stocks is essentially arbitrary in that it reflects internal server ordering and that order can change after a server's daily reload.

2 Likes