weighting#
tradeexecutor.strategy.weighting Python module in Trading Strategy framework.
Module description#
Weighting based portfolio manipulation.
Various helper functions to calculate weights for assets, normalise them.
Functions#
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Check that the sum of weights is good. |
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If the sum of the weights are not exactly 1, then decrease the largest member to make the same sum 1 precise. |
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Normalise weight distribution so that the sum of weights is 1. |
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Use 1/N weighting system to generate portfolio weightings from the raw alpha signals. |
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Give equal weight to every asset, regardless of the signal strength |
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Use the given raw weight value as is as the portfolio weight. |