select_top_k_scores

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

select_top_k_scores function

<dl><dt>scores</dt>
<dd>score panel.</dd>
<dt>k</dt>
<dd>integer; how many to keep per date.</dd>
<dt>ties</dt>
<dd>Ties method passed to base::rank (e.g., 'first','average').</dd></dl>

Arguments

Select top-K scores per date — select_top_k_scores

<dl>

<dt>scores</dt>
<dd>score panel.</dd>


<dt>k</dt>
<dd>integer; how many to keep per date.</dd>


<dt>ties</dt>
<dd>Ties method passed to base::rank (e.g., 'first','average').</dd>

</dl>

select_top_k_scores: Select top-K scores per date

Description

Usage

Value

Arguments