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Using demean() for a column rather than a row.

I would like to be able to compare different ratios in my pipeline and therefore need to make them all dimensionless.

How do I perform demean() on a column rather than a row? Therefore allowing me to demean() all the value of each factor for every company in my universe rather than getting a useless demean of lots of factors for each company.

Any help is much appreciated.

1 response

Hi Sam,

Unfortunately, there isn't a built-in column-wise demean() function in pipeline. However, you should be able to write a CustomFactor that takes the mean of a column and subtracts it from each element. Are you familiar with custom factors in pipeline? If not, lesson 10 in the Pipeline Tutorial is a good place to start learning about them.


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