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Upgrade to ProYou are a Portfolio Risk Engineer at Fidelity. The risk analytics team is building a position-level feature set for a portfolio health model. For each position, you need to categorize the unrealized profit/loss percentage into four tiers, compute a cost-to-market ratio that indicates whether the position is above or below its purchase price, and one-hot encode the PnL categories so the features are ready for machine learning.
You are a Portfolio Risk Engineer at Fidelity. The risk analytics team is building a position-level feature set for a portfolio health model. For each position, you need to categorize the unrealized profit/loss percentage into four tiers, compute a cost-to-market ratio that indicates whether the position is above or below its purchase price, and one-hot encode the PnL categories so the features are ready for machine learning.