Mapping Factor Functions Between BigQuant Platform Versions
Summary
This forum post raises questions about translating factor functions from BigQuant version 1.0 to version 3.0. It asks whether the RSI function retains its name or uses a prefixed variant, and whether ranking should use a cross-sectional or unprefixed percentile-rank function. The post also asks what the prefixes indicate and lists possible equivalents for moving averages, scaling, correlation, and time-series ranking.
The listed pairs are proposed mappings and questions, not confirmed answers. There are no examples, definitions, test results, or guidance on differences in input shape or calculation behavior. The post is useful as a compact migration checklist of functions to investigate, but users should verify each mapping against the relevant platform documentation before relying on it in factor research or production workflows.
Key ideas
- The post focuses on translating factor expressions between two versions of BigQuant.
- It asks how prefixed and unprefixed functions differ.
- It lists candidate mappings for RSI, ranking, moving averages, scaling, correlation, and time-series ranking.
- The proposed correspondences are not validated or answered in the document.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.