Support for NA neutral now available in screener quick rank and cross sectional functions

[marco]

This should take care of the problems/questions described in the following threads

How do I reconcile these results?

Please see this post Use AI predictor in ranking system - #4 by marco. Sorry there's been new features that have not been announced yet. For long backtesting with AI factors you need to use the new function AIFactorValidation(). It uses saved predictions made during validation and it's very fast. Predictors should only be used to predict in the present. We allowed up to 1 year for more flexibility. ALSO Rank < 2 is problematic with Quick Rank since stocks that have too many NA's in the featu…

and @korr123's question here

Use AI predictor in ranking system

@danp Thank you for the explanation! I noticed that in the long short portfolios section of the AI Factor, we're not seeing the portfolio going to zero. When we run the long short screener, it seems to somewhat mirror the AI Factor portfolios page. Since P123 has always advised relying on simulations for accurate backtests, could you guide us on how to create that portfolio's "Hi-Lo" section using the simulations engine and AIValidation? I'm concerned that the AI Factor HI/LO and Screener resu…