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Combine Fundamentals and Normalize that List of Fundamentals


My question is very simple, if you know you can help us.

How can I, given a list of fundamentals, normalize that group as a whole?

By normalize is understood:

(x - x.mean()) / x.stddev()


  • I don't want to normalize each one, just the whole list of fundamentals
  • The out of that magic Factor/Function must be the same length of fundamentals but, once again, normalized as a whole
1 response

you can normalize each factor with the zscore function, which is by definition what you wrote above.
I am not too sure what you exactly mean by normalize the entire list, but maybe you mean to normalize each factor and then rank by each factor