Displaying 2 results from an estimated 2 matches for "fundrets".
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hundrets
2012 Jun 19
1
help with xy.coords(x,y)
...ght now in this boxplot I need to plot the points of 30 individual
hedge funds from my portfolio. And I applied POINTS() and TEXTXY() to label
these points.
There are 30 funds in my portfolio with 7 different strategies.
"FundName"(fundNames), "fundStrats", "Return"(fundrets)
Here is my code:
for(i in 1:T){
# T equals to the amount of strategies in my portfolio
strat = portStrats[i];
#get strategy
portidx = fundStrats == strat;
# identify portfolio funds of the same strategy
frets = fundrets[portidx];
fnames = fundNames[portid...
2012 Jun 14
1
Help for boxplot
...x plot, which are from the portfolio.
and used TEXTXY() to label its name.
#label portfolio funds
for(i in 1:T){
#loop through all strategies
#get strategy
strat = portStrats[i];
#identify all funds of that strategy
idx = allFundStrats == strat;
#get returns of the all funds
rets = allFundRets[idx];
#identify portfolio funds of the same strategy
portidx = fundStrats == strat;
#get returns and names
frets = fundrets[portidx];
fnames = fundNames[portidx];
N = length(frets);
#now figure out where to put the labels
s = 1 / N;
for (j in 1:N){
yy = j * s + i*2;
points(x=fr...