I am requesting additional cross-sectional functions to assist in the analysis of aggregates and sets.

One potential use-case is covered in a recent thread “MORE DETAILS ON HOW THE DYNAMIC POSITION SIZING WORKS IN THE BACKGROUND. AN EXAMPLE…”. But the use-cases do not stop there; I am confident that other users will find these additional functions handy.

Specifically, I am requesting the addition of the following functions:

- FMin(“Formula” [,scope, excl_zero])
- FMax(“Formula” [,scope, excl_zero])
- FPercentile(“Formula”, k, [,scope, excl_zero]):

Returns the formula value of the kth percentile within set. A generalization of several functions which functions identically to Excel function “Percentile.Inc” with addition of optional P123 scope parameters. For example, FPercentile(“MktCap”, 50, #All, False) would return the same value as FMedian(“MktCap”, #All, False); FPercentile(“MktCap”, 100, #All, False) would return the same value as FMax(“MktCap”, #All, False).

Likewise, it is the inverse of the Rank function. For example, ‘MktCap > FPercentile(“MktCap”, 90, #All, False)’ would function identically to 'FRank(“MktCap”,#All,#Desc) > 90.

View the feature request here.