Combine Columns

What it does

A weighted sum — or weighted mean — of up to eight columns per coin.

What happens

Used only inside a Universe. It runs at the universe's refresh or pick instants over every allowed coin, using only data that had closed by then, and its wires carry coin sets, per-coin columns or selections rather than one value per bar.

When to use

Multi-factor scores, e.g. 60% momentum + 40% low volatility.

Gotchas

• Rank or z-score the inputs first; raw columns on different scales make the weights meaningless.
• A negative weight flips that input, which is how direction reaches a z-scored factor.
• config.missing decides what a coin with no value for one input gets. The default, drop, means one warming measure removes the coin from the whole cross-section.