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Investment Strategies / Mechanical Investing
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Author: Aussi ✧🐝  😊 😞
Number: of 3315 
Subject: Re: G-score backtest
Date: 11/09/2024 11:21 PM
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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
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