Diagnosing a Parser Error in a Stock-Ranking SQL Expression

Summary

The document presents a BigQuant stock-selection workflow and a ParserException raised while compiling its factor expression. The intended score adds ranked profitability, leverage, revenue growth, and price-to-book factors, along with a rolling turnover statistic. A later module ranks stocks by that score, selects a fixed-size portfolio, and sends the resulting positions to a daily backtest.

The traceback points to the SQL expression, where an opening parenthesis before the sum of factors is not closed before the alias for the score. That unmatched parenthesis is a direct candidate for the parser error reported near a closing parenthesis. The post does not include a corrected query or evidence from a successful rerun, so the diagnosis remains an inference from the displayed expression. It also leaves other implementation questions unresolved, including whether the rolling statistic’s syntax is accepted by the platform and whether the factors are oriented consistently for ranking.

Key ideas

• The traceback locates the failure in the factor expression passed to the SQL module.
• The displayed score expression opens a parenthesis but does not close it before assigning the score alias.
• The workflow then ranks securities by the computed score and converts the top selections into portfolio weights.
• The post shows the error but does not provide a verified fix or successful backtest.

Tags

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