Ranking using Pivot Tables - Trading Software

Ranking using Pivot Tables

Amritendu Maji
2017-08-17 23:09:27

I would like to see if we can rank a portfolio of stocks in a pivot table.

Say, we have five stocks, A, B, C, D, E. We calculate their ROC(Close, 5), ROC(Close, 10), Alpha, and UPI. I can do that and list it in a Pivot table.

However, I want to rank them according to the formula [2*(ROC5 + ROC10) + Alpha + UPI]/6 and display the rank and possibly rearrange the rows in order of rank.

How can I do that using the Pivot Table in QS? I know I can export it to Excel and then do it, but I wanted to see if I can do it automatically.

Thank you.

QuantShare
2017-08-23 11:18:04

Best Answer

The pivot table does not support sorting.

Seeker
2017-09-28 02:37:15

Any scope to add sorting in Pivot Table? Few other enhancements:
1) Removing non-trading days from the output
2) The number of days seem to be limited to 10,000. Keeping this unlimited.
3) Ability to display full name instead of symbol name.

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