Subject: Re: ROE_Cash & YEY Blend
Taz2: "Do you have a P123 script version of the screen?"
Sorry but no, for screens I have more confidence in GTR1's daily start dates and the flexibility.
P123 has limited rolling tests but they are not up to GTR1's standards.
For P123 I've been concentrating on understanding their new historical factor downloads for machine learning.
Their documentation for their API and ML factor data downloads isn't very straight forward.
Machine learning isn't the bottleneck for me it's the P123 interface and limitations.
RAM