Post #1025 by JohnIII on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Is there a GTR1 operator for raising a value to a power such as x^1.5? Also is there an operator for taking the log of a number.

I searched the Dummies notes and also used datahelper but with no success.

Thanks

Craig

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Aussi

From The WER screen Distance_Joe in GTR1 Helper

Create [UV1]:([pRankBeta]^2)+([pRankPE]^2)+([pRankPrice]^2)
translates to
UV1:linear(1,pow(pRankBeta,2),1,pow(pRankPE,2),1,pow(pRankPrice,2))

There is a power function but I don't know if it works for 1.5

You might try log or ln. I'll bet he has one.

Larry

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Larry

pow with 1.5 works. Ln() works. I couldn't get Log() to work.

Thanks for the link to the screen for pow and suggestion for ln.

Craig

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Ln() works. I couldn't get Log() to work.

Of course, if one log works then the change of base formula can be used to get a log in any other base.
E.g.

Log(x) = Ln(x) / Ln(10)

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