This class weights products by their ranks. That is,
weight_i = -1/N * (rank_i - average(rank))
When the ranks are returns, it is the same as the contrarian strategy first
proposed by Lehmann (1990) and Lo and MacKinlay (1990), and then considered
in Khandani and Lo in 2007.
Lehmann, B., "Fads, Martingales, and Market Efficiency", Quarterly
Journal of Economics 105, 1-28, 1990.
Lo, A. and C. MacKinlay, 1990, "When Are Contrarian Prots Due to Stock
Market Over-reaction?", Review of Financial Studies 3, 175-206.
Khandani, A. and A. Lo, "What Happened to the Quants in August 2007?",
Journal of Investment Management 5, 5-54, 2007.