Subject: Re: G-score backtest
Lizgdal

Awesome coding of GTR1!

Could you please describe this field

Create [COAInd]: [0.5*[Top 50% Cut-Off by [COA], grouped by [IndGroup], at step8] + 0.5*[Bottom 50% Cut-Off by [COA], grouped by [IndGroup], at step8]]

I think it is meant to calculate the median, but I don't understand how. If I have 5 values (1,2,3,4,5), what is the value for Top 50% and Bottom 50%? If I have 6 values (1,2,3,4,5,6) what are the values?

Thanks

Aussi