Moving average of rank

General
1

What is the best formula to get, for example, the 6 month moving average of a stock’s rank for a particular ranking system?

2 
Avg(Rank, RankPrev(5), RankPrev(10), RankPrev(16), RankPrev(21), RankPrev(26))

This averages 6 snapshots of a ranking system rank across a 26-week (~6 month) window.

Rank is the current rank and doesn't count against the 5 RankPrev() call limit.

The five RankPrev() offsets are spaced roughly 5 weeks apart to cover the period evenly.

Avg() handles the arithmetic and automatically discards any NAs. So if a stock didn't exist 26 weeks ago, the average is computed from however many valid samples remain rather than returning NA.

3

Thanks Walter! Much appreciated

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