apply_weighting_method

Internal utility function that applies various weighting methods to a vector.
Used by other weighting functions.

internal

Design, backtest, and analyze portfolio strategies using simple,
English-like function chains. Includes technical indicators, flexible stock
selection, portfolio construction methods (equal weighting, signal weighting,
inverse volatility, hierarchical risk parity), and a compact backtesting
engine for portfolio returns, drawdowns, and summary metrics.

Alberto Pallotta

PortfolioTesteR

Test Investment Strategies with English-Like Code

apply_weighting_method function

<dl><dt>values</dt>
<dd>Named numeric vector of values to weight</dd>
<dt>preference_ascending</dt>
<dd>TRUE = prefer lower values, FALSE = prefer higher</dd></dl>

Arguments

Apply Weighting Method to Values — apply_weighting_method

<dl>

<dt>values</dt>
<dd>Named numeric vector of values to weight</dd>


<dt>preference_ascending</dt>
<dd>TRUE = prefer lower values, FALSE = prefer higher</dd>

</dl>

apply_weighting_method: Apply Weighting Method to Values

Description

Usage

Value

Arguments