The Factors tab on the Ranking Systems page just got an upgrade! The “Rank Formula Result vs Stocks in its” options now include Sub-Sector and Sub-Industry, in addition to Sector and Industry. These new options are also supported by the rank_update API endpoint and DataMiner.
7 Likes
This is nice, thanks!
But actually, we were able to do this using a formula, e.g., FRank(GMgn%TTM, #subsector, #desc).
What’s really missing is ExchCountry or Country rank and double rank, e.g., ExchCountry → Sector.
This would allow us to use a global universe and diversify the portfolio across countries.
4 Likes
That's extremely helpful! Thanks a lot for the upgrade! 
Nice!!!