Diagnosing a Missing-Operator Error in a Quantitative Factor Expression

Summary

This brief BigQuant support note addresses a log message saying that a factor cannot find its dependent data. The reported issue is not missing factor metadata: the expression appears to place two factor names, close and average turnover, next to each other without an operator. The practical lesson is to inspect the factor expression’s syntax and ensure that intended inputs are joined by a valid operation.

The note gives only this diagnosis and no broader troubleshooting sequence, code example, or evidence from a strategy run. It does not establish whether correcting the expression resolves every possible dependency error, so the advice applies to the specific malformed expression described. The page is useful as a narrow debugging example rather than a general guide to factor construction or data dependencies.

Key ideas

• A factor dependency error can arise from malformed expression syntax rather than absent factor metadata.
• The example expression places closing price and average turnover factors together without an operator.
• Inspect how factor inputs are combined when a strategy log reports unresolved dependencies.
• The note offers a single diagnosis and does not cover other causes of dependency errors.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.