weight_by_log#
API documentation for tradeexecutor.strategy.weighting.weight_by_log Python function.
- weight_by_log(alpha_signals)[source]#
Use logarithmic weighting to dampen high signals.
Applies log(1 + signal) to each signal’s absolute value
Higher signals still get more weight, but the relationship is logarithmic rather than linear
Useful when raw signal values span a wide range and you don’t want top signals to dominate the portfolio