Hi All
Can somebody give me a quick example of some "cross-sectional" calculation on specific stocks (selecting by filtering) using pipeline? There are some in-built functions like "rank","top" etc. but I want to apply some custom function.
For ex:
- Select top 500 stocks by market cap.
- Apply a transform func() on just 500 stocks. Let's say demean().
Thanks a lot!
Shiv