I've been trying to figure out what advantages the various machine-learning algorithms have over ranking, and I have been able to come up with very few. But I'm sure many users have come up with more, so I'd be grateful for your lists. Here is a short list of advantages of ranking systems over mach…

If you create a Linear Model with Normalization by Date and Scaling by Rank, you can convert it to a traditional P123 Ranking system.

And to address some of the questions about ML above–P123 becomes a machine learning algorithm if it is done like that. No question about it!!!. P123 rank weights completely optimized by a machine learning algorithm as linear regressions are a type of machine learning. Machine learning by the defini…

Speaking of starting to blend P123 classic and machine learning. Something I would like to see is to use Z-score as ranking option in the classic ranking systems. Like creating a composite that sum all the underlying factor z-score, preferably z-score by dataset as well as by date. That would give …

[image] AlgoMan: Something I would like to see is to use Z-score as ranking option in the classic ranking systems. Like creating a composite that sum all the underlying factor z-score, preferably z-score by dataset as well as by date. That would give traditional ranking a completely new dynamic. …

Yuval, I think you’re making a strong point here. Note: You would apply the exact same process when making predictions — not just during cross-validation which what I have describe below. Yuval’s point is fundamentally about prediction, not necessarily cross-validation. But it is the same process f…

I can hardly call myself a new user here anymore. It took some time and a lot of Python coding, to arrive at the two ranking systems I use today, but the advantages, as I see them, are: * The features (stock criteria) are not in a black box, which is what I dislike most with AI-factor. * There…

[image] yuvaltaylor: Also--and I'm really not sure about this--but I think the "Normal Distribution (Experimental)" option in ranking systems' ranking method is the Z-score. It has been experimental for some time now... Does anyone know how it actually works?

Thanks for summarizing. I am sure it will be useful for users just jumping in and reading the post. Just wanted to clarify LightGBM's "XENDCG Objective" and the idea of having two separate models are two separate concepts. XENDCG is just a different way to calculate the error in the model with poten…

But also, it can be adapted to focus on optimizing the upper and lower ranks, and it has been used to create long/short systems using this feature — something you’ve discussed with Yuval. And as you pointed out, for those who say they prefer working with ranks, this approach is specifically designe…

By the way this is what I understood from the substack post from Andreas: Setting Large & Mid-Cap Stocks Small-Cap Stocks Architecture ZScore-based only: 1. ZScore + Date (Global) with Skip and Date at the feature level. 2. ZScore + Dataset (Global) with Skip and Dataset at the feature …

Ranking vs machine-learning algorithms

AI Machine Learning

pitmaster October 4, 2025, 9:21am 38

It has been experimental for some time now... Does anyone know how it actually works?