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Investment Strategies / Mechanical Investing❤
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Author: platykurtic ✶  😊 😞
Number: of 3959 
Subject: Re: Finance Sector: SIP changes and GTR1
Date: 12/15/2024 2:57 PM
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No. of Recommendations: 2
Using the great work lizgdal has done above it's possible to formulate a 'drop in' replacement for FINwoutRE that uses the GCIS coding in the TRBC2 field for dates after 20240930 & the TRBC coding for dates before that as long as there's data (and before that the sector.s & incd.s coding that was in place then). That is ...

FINwoutRE: pref(if(RealEstate=1,0,if(ord(1)>=26079,if(trbc2.s=40,1,0),if(trbc2.s=55,1,0))),if(incd.s=933,0,if(sector.s=7,1,0)))

... should act as a single line 'drop in' replacement for both screening & back-testing. It essentially does SI-Pro pieces that lizgdal outlined in the first post within the original pref() statement.

Platy
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