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How to get 10 years median ROE from pipeline ?

Hi,
I'm newbie, I want to filter the company which 10 years ROE > 15%, how can I do it? if use CustomFactor, and set window_length = 365*10 it will use too much memory

1 response

I'm also interested in this. I tried using window_length to get an average, but I think I implemented it incorrectly.