CapWeightedFactorToWeight#
-
class sigtech.framework.strategies.equity_factor_basket.CapWeightedFactorToWeight
Baseclasses:
FactorToWeightBaseClassSimilar to
DefaultFactorToWeightbut weight the stocks proportionally to their market cap.
Baseclasses: FactorToWeightBaseClass
Similar to DefaultFactorToWeight but weight the
stocks proportionally to their market cap.