bucket_returns: Bucketed label analysis by score rank
Description
Bucketed label analysis by score rank
Usage
bucket_returns(
scores,
labels,
n_buckets = 10L,
label_type = c("log", "simple")
)Value
data.table of per-date bucket returns; cumulative series attached
as attr(result, "cum").
Arguments
- scores
Wide score panel (Date + symbols).
- labels
Wide label panel aligned to scores (Date + symbols).
- n_buckets
Number of equal-count buckets.
- label_type
Use 'log' or 'simple' label arithmetic.