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                                                   Use mass rule generator and mask to generate rule combinations

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Kiran
2015-04-13 11:05:13


I'd like to generate different AND and OR combinations of different rules in pairs and triplets ..
e.g. i have a list of 3 rules R1, R2, R3 ..

How do i use the mass rule generator and masking to generate the following rules -
If i have 8-10 rules, it's very tedious to create these par/triplet combinations.

R1
R2
R3
R1 and R2
R2 and R3
R1 and R3
R1 or R2
R2 or R3
R1 or R3
R1 and R2 and R3
R1 or R2 or R3

thanks
Kiran



QuantShare
2015-04-14 02:48:12

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Hi Kiran,

- Create a list of rules with your different single rules (R1, R2, R3...)
- Click on the "Mass Rules" button at the top
- Create the following masks and click on the "Create" button each time
mask
mask and mask1
mask or mask1

For triplets, you can either add them manually or use the "Mass Rules" again on the newly created rules.




Kiran
2015-04-17 13:43:30

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Thanks, that's helpful .. One other question -

I've used the mass rule generator to create a ruleset of 3000+ Ranking functions using the following mask
weight*(comp(mask,"percentile") + (1-weight)*(comp(mask2,"percentile") where weight steps between 0-1 in steps of 0.25.

These are a numeric ranks (not necessarily integer ranks but should be in the 0-100 range), not True/False conditions.

In the Analyzer, how do i add a Fixed Rule so that it selects the top 5-10 ranked stocks from a list of 500 symbols (S&P500)?
Would like to say "Rule"<5, but not sure how to mention the Rule in the formula?

thanks
Kiran




QuantShare
2015-04-18 02:43:57

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In the ranking system you cannot do that. The purpose of a ranking system analysis is to display performance for several buckets (Example: 0-10, 10-20, 20-30, ...)


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