Cross-section

Per-bar cross-sectional transforms on (T, N) panels, all NaN-aware (a missing asset at bar t is excluded from that bar’s statistic and stays NaN in the output): rank (cs_rank), z-score (cs_zscore), demeaning (cs_demean), winsorization (cs_winsorize) and OLS neutralization against one or more exposures (cs_neutralize).

cs_rank(X[, pct])	Per-bar cross-sectional rank, NaN-aware.
cs_zscore(X[, ddof])	Per-bar cross-sectional z-score, NaN-aware.
cs_demean(X[, weights])	Per-bar cross-sectional demeaning, NaN-aware.
cs_winsorize(X[, alpha])	Per-bar cross-sectional winsorization, NaN-aware.
cs_neutralize(X, exposures)	Per-bar cross-sectional OLS neutralization, NaN-aware.