weight_from_scores: Map scores to portfolio weights
Description
Map scores to portfolio weights
Usage
weight_from_scores(
scores,
method = c("softmax", "rank", "linear", "equal"),
temperature = 10,
floor = 0
)Value
weight panel (Date + symbols) with non-negative rows summing to 1
over active dates.
Arguments
- scores
Wide score panel (Date + symbols).
- method
"softmax", "rank", "linear", "equal".
- temperature
softmax temperature (higher=flatter).
- floor
non-negative number added before normalization.