Hi, I have historical data with companies, their weekly prices and several informational variables. These variables are proportions and as such range from 0 to 1, and the sum of all the conditions for a given company/date combination adds to one. Here is a small structure of my data (for simplicity date has only the year) company date price cond1 cond2 A 2004 10 0.5 0.5 A 2005 11 0.1 0.9 A 2006 12 0.2 0.8 B 2004 15 0.3 0.7 B 2005 13 0.35 0.65 B 2006 17 1 0 What I would like to do is to create portfolios based on the conditions and find if there are conditions which create better portfolios. Initially I wanted to manually create portfolios with specific conditions: say 0=< cond1 <0.1,  0.1 =< cond1 <0.2 etc... and see if there is a certain "range" which creates better performing portfolios. But this way can get too long if I have several conditions and I m not sure if it is correct from a statistical point of view. Thank you! ... View more