AlgoQuant, an integrated trading strategy research and backtesting system
- Type Parameters:
- All Implemented Interfaces:
- Weighting<T>, ZeroCostWeighting<T>
public class TopBottomDivisionsEqualWeighting<T extends Product>
This weighting assigns equal positive weights to all items which have
priorities in the biggest division/priority and equal negative weights to
those with priorities in the smallest division/priority.
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
public PortfolioWeights<T> getPortfolioWeights(Map<T,Double> priorities)
Computes the portfolio weights for the given products, each of which is
associated with a priority.
- Specified by:
getPortfolioWeights in interface
Weighting<T extends Product>
priorities - the associated priorities to the products
- the portfolio weights for the products
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