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 Rank Analysis

An application designed to test your model's components both individually
and in combination to determine their effectiveness.

Rank Analysis Screen Shot
With the Rank Analysis you can examine the correlation between variables and eliminate items that are not contributing to your analysis. It will also aid you in evaluating the performance of vendor models independently and when combined with your current criteria. The reports can be exported to other applications for further analysis.

The Rank Analysis was designed to perform holding period return and information coefficient analysis on ranked database items. Three types of analysis are available:

  • 1 Dimensional Analysis: Perform analysis on a single ranked database item.
  • Independent 2 Dimensional Analysis: Perform analysis on two independent, ranked, databases items; create a matrix of returns, with one "cell" for each intersection of the rankings of the two items.
  • Dependent 2 Dimensional Analysis: Perform analysis on an independent and a dependent ranked database item. Use Dependent 2 D analysis to rank the dependent variable within each ranking of the independent variable.

PC-Based Applications

 

 
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