weight_equally: Equal Weight Portfolio Construction
In PortfolioTesteR: Test Investment Strategies with English-Like Code
weight_equally R Documentation
Equal Weight Portfolio Construction
Description
Creates equal-weighted portfolio from selection matrix.
The simplest and often most robust weighting scheme.
Usage
weight_equally(selected_df)
Arguments
selected_df
Binary selection matrix (1 = selected, 0 = not)
Value
Data.table with equal weights for selected securities
Examples
data("sample_prices_weekly")
momentum <- calc_momentum(sample_prices_weekly, lookback = 12)
selected <- filter_top_n(momentum, 10)
weights <- weight_equally(selected)
PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.
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| weight_equally | R Documentation |
Equal Weight Portfolio Construction
Description
Creates equal-weighted portfolio from selection matrix. The simplest and often most robust weighting scheme.
Usage
weight_equally(selected_df)
Arguments
selected_df |
Binary selection matrix (1 = selected, 0 = not) |
Value
Data.table with equal weights for selected securities
Examples
data("sample_prices_weekly")
momentum <- calc_momentum(sample_prices_weekly, lookback = 12)
selected <- filter_top_n(momentum, 10)
weights <- weight_equally(selected)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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