FactSet data problem update

The double-sort algorithm proposed here would be the easiest method to make ranks more deterministic, perhaps: Sub sector, country and double sort in in ranking system

If P123 is moving toward a true double sort in the future, achieving a deterministic model becomes straightforward. A true double sort only applies the secondary criteria to exact ties in the primary metric. If the system allows us to designate a fixed identifier (like mod(StockID, x)) as that secondary sort key, it would guarantee perfectly stable tie-breaking without the risks of using composite weights that could reshuffle some valid ranks.

It would only take a few tweaks by P123 to make this algorithm an option in a node. Maybe a check box Make it Deterministic, for users. But we could do it ourselves also (once we get a double sort).

BTW, P123 only updates data overnight. Any changes in FactSet data will not show up in P123’s data from 8 AM until noon. This means changes in FactSet data does not explain much of this. Excluding changes in FactSet data as a cause makes random breaking of rank ties a likely explanation for much of this.

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