Displaying 2 results from an estimated 2 matches for "portstrats".
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portstats
2012 Jun 14
1
Help for boxplot
...Lets say in total there are 10 strategies and in the portfolio there exist 5
strategies.
First, i use the BOXPLOT() and SUBSET() to produce the box plot of all the 5
funds performance individually:
#identify funds in strategies within the portfolio
filteredFunds = subset(allfunds,Strategy %in% portStrats);
#create box plot
boxplot(NetReturn~Strategy,data=filteredFunds,horizontal=TRUE)
Though it produced these 5 box plot, while the Y-aix has all the 10 strategy
labels.
*So the FIRST QUESTION is how to eliminate the other 5 strategies on the
Y-aix? *
Next, I used the POINTS() to plot the performa...
2012 Jun 19
1
help with xy.coords(x,y)
...XY() 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[portidx];
#get returns and names,? frets?: fund return, ?fnames?:fund name
N = length(frets);
s = 1 / N; #now figur...