NO WEIGHT @ Rebalance

General
1

When i hit rebalance in my live system i get some sell recommendations because of NO WEIGHT.
I use dynamic weight with RankPos in the formula. The stocks are still in the universe and they also have a ranking (checked with Update Ranks).
What is the reason?
EDIT Just realized it also happens in my sim. Is it that "LN(40)-LN(RankPos)" is just 0 if the rankpos moves above 40?
Just reminds me that i shouldn't copy other peoples formulas without understanding them :smiley:

EDIT2
I found the problem, i expanded my universe because i moved liquidity rules out of them, which changed the RankPos for the stocks.

Thanks for listing :stuck_out_tongue: :smiley:

2

Now thinking about it, it creates more problems than i wished. Does that mean if i leave the liquidity rule in the universe that these stocks will get sold even if i use "Force position to universe" because the formula will kill them because the rankpos will go to N/A than?
Is it safer to use Rank in the weight formula?

3

1/(101-Rank) instead of LN(40)-LN(RankPos) fixed it for me, returns have improved by 3% in the sim and annual turnover has gone down a bit. And most important, the NO WEIGHT transactions are gone.

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