library(dplyr)##
## Attaching package: 'dplyr'## The following objects are masked from 'package:stats':
##
## filter, lag## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, unionlibrary(prophet)## Loading required package: Rcpplibrary(xts)## Loading required package: zoo##
## Attaching package: 'zoo'## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric##
## Attaching package: 'xts'## The following objects are masked from 'package:dplyr':
##
## first, lastlibrary(highcharter)## Highcharts (www.highcharts.com) is a Highsoft software product which is## not free for commercial and Governmental uselibrary(quantmod)## Loading required package: TTR## Version 0.4-0 included new data defaults. See ?getSymbols.———–PORTFOLIO T————-
SnP=getSymbols('^GSPC',auto.assign = FALSE)## As of 0.4-0, 'getSymbols' uses env=parent.frame() and
## auto.assign=TRUE by default.
##
## This behavior will be phased out in 0.5-0 when the call will
## default to use auto.assign=FALSE. getOption("getSymbols.env") and
## getOptions("getSymbols.auto.assign") are now checked for alternate defaults
##
## This message is shown once per session and may be disabled by setting
## options("getSymbols.warning4.0"=FALSE). See ?getSymbols for more details.C.Discretionary=getSymbols('XLY',auto.assign=FALSE)
Energy=getSymbols('XLE',auto.assign=FALSE)
Material=getSymbols('XLB',auto.assign=FALSE)
Industrial=getSymbols('XLI',auto.assign=FALSE)
Technology=getSymbols('XLK',auto.assign=FALSE)
Finance=getSymbols('XLF',auto.assign = FALSE)SECTOR INDEX
highchart() %>%
hc_title(text = "Sectors performance") %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_add_series_ohlc(Energy,type="line") %>%
hc_add_series_ohlc(Material,type="line") %>%
hc_add_series_ohlc(Industrial,type="line") %>%
hc_add_series_ohlc(Technology,type="line") %>%
hc_add_series_ohlc(C.Discretionary,type="line") %>%
hc_add_series_ohlc(Finance,type="line") ## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")Jan 19 Portfolio : The portfolio consisted of 10 stocks:
CSCO=getSymbols('CSCO',auto.assign = FALSE)
LNC=getSymbols('LNC',auto.assign = FALSE)
AIR=getSymbols('AIR',auto.assign = FALSE)
RDN=getSymbols('RDN',auto.assign = FALSE)
MFC=getSymbols('MFC',auto.assign = FALSE)
CNO=getSymbols('CNO',auto.assign = FALSE)
UNM=getSymbols('UNM',auto.assign = FALSE)
TECK=getSymbols('TECK',auto.assign = FALSE)
AWH=getSymbols('AWH',auto.assign = FALSE)
CAA=getSymbols('CAA',auto.assign = FALSE)Stocks that in non-Finance Sectors
highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_add_series_ohlc(AIR,type="line") %>%
hc_add_series_ohlc(TECK, type = "line")%>%
hc_add_series_ohlc(CSCO, type = "line") %>%
hc_add_series_ohlc(CAA, type = "line")## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")Stocks that in the Finance Sectors
#Stocks that in the Finance Sectors
highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_add_series_ohlc(MFC,type="line") %>%
hc_add_series_ohlc(CNO, type = "line") %>%
hc_add_series_ohlc(RDN, type = "line") %>%
hc_add_series_ohlc(AWH, type = "line") %>%
hc_add_series_ohlc(Finance, type = "ohlc") %>%
hc_add_series_ohlc(LNC, type = "line") %>%
hc_add_series_ohlc(UNM, type = "line") ## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")
## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")#Teck STOCK
highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_title(text="Teck Resources")%>%
hc_add_series_ohlc(TECK) ## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")JAN 17 Portfolio Weight
highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_title(text = "Portfolio Weight Jan 17") %>%
hc_add_series(name = "Portfolio Weight", type = "pie",
data = list(list(y = 0.05, name = "CSCO",
sliced = TRUE),
list(y = 0.05, name = "LNC"),
list(y=0.05,name="RDN"),
list(y=0.05,name="AIR"),
list(y=0.05,name="MFC"),
list(y=0.05,name="CNO"),
list(y=0.05,name="UNM"),
list(y=0.05,name="TECK"),
list(y=0.05,name="AWH"),
list(y=0.05,name="CAA"),
list(y=0.55,name="Cash")),
size = 100,center=c('15%','30%'))%>%
hc_add_series(name = "Portfolio Weight", type = "pie",
data = list(list(y = 0.3, name = "Finance",
sliced = TRUE),
list(y=0.05,name="IT"),
list(y=0.05,name="Industrial"),
list(y=0.05,name="Energy"),
list(y=0.05,name="Comsumer Discretionary"),
list(y=0.55,name="Cash")),
size = 250,center=c('66%','35%'))FEB 17: Rebalancing the Portfolio, adding another 1% for each equity that still appeared on the 2nd scan
Portfolio Weight
highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_title(text = "Portfolio Weight Feb 17") %>%
hc_add_series(name = "Portfolio Weight", type = "pie",
data = list(list(y = 0.06, name = "MFC",
sliced = TRUE),
list(y = 0.06, name = "RDN"),
list(y=0.06,name="CCJ"),
list(y=0.05,name="PHM"),
list(y=0.05,name="CNO"),
list(y=0.07,name="AWH"),
list(y=0.06,name="MOS"),
list(y=0.07,name="UNM"),
list(y=0.06,name="CSCO"),
list(y=0.05,name="GPRE"),
list(y=0.43,name="Cash")),
size = 100,center=c('15%','30%'))%>%
hc_add_series(name = "Portfolio Weight", type = "pie",
data = list(list(y = 0.31, name = "Finance",
sliced = TRUE),
list(y=0.06,name="IT"),
list(y=0.05,name="Industrial"),
list(y=0.15,name="Basic Material"),
list(y=0.43,name="Cash")),
size = 250, center=c('66%','35%'))March 17: Rebalancing the Portfolio, adding another 1% for each equity that still appeared on the 2nd Portfolio Weight
highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_title(text = "Portfolio Weight MAR 17") %>%
hc_add_series(name = "Portfolio Weight", type = "pie",
data = list(list(y = 0.05, name = "VLO",
sliced = TRUE),
list(y = 0.04, name = "MOS"),
list(y=0.05,name="CCJ"),
list(y=0.06,name="RDN"),
list(y=0.06,name="CNO"),
list(y=0.06,name="MFC"),
list(y=0.06,name="CNO"),
list(y=0.05,name="CSCO"),
list(y=0.06,name="GPRE"),
list(y=0.05,name="UNM"),
list(y=0.45,name="Cash")),
size = 100,center=c('15%','30%'))%>%
hc_add_series(name = "Portfolio Weight", type = "pie",
data = list(list(y = 0.25, name = "Finance",
sliced = TRUE),
list(y=0.06,name="IT"),
list(y=0.05,name="Energy"),
list(y=0.19,name="Basic Material"),
list(y=0.45,name="Cash")),
size = 250,center=c('66%','35%'))PORTFOLIO T RETURN VS MARKET
data=read.csv('return.csv',header=TRUE)
head(data,5)## Date PORTFOLIOT MARKET PORTFOLIOC PORTFOLIOL COMPSP
## 1 2017-01-20 0.000337040 -0.003354892 -0.000734880 NA 0.003366185
## 2 2017-01-23 0.000057700 0.003366185 -0.001260000 NA 0.000667052
## 3 2017-01-24 0.011539295 -0.002690078 0.000768000 NA 0.007235973
## 4 2017-01-25 0.006258483 0.006564542 -0.001550000 NA 0.015320119
## 5 2017-01-26 0.000267775 0.008026069 0.000296774 NA 0.014573550
## COMPT
## 1 0.00033704
## 2 0.00039475
## 3 0.01193860
## 4 0.01827180
## 5 0.01854447highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_title(text = "Portfolio T vs S&P 500 (Daily Returns)") %>%
hc_add_series(name = "Porfolio T", type = "line",data =data$PORTFOLIOT) %>%
hc_add_series(name = "S&P 500", type = "line",data =data$MARKET)%>%
hc_xAxis(categories = data$Date) COMPOUND DAILY RETURNS
data=read.csv('return.csv',header=TRUE)
head(data,5)## Date PORTFOLIOT MARKET PORTFOLIOC PORTFOLIOL COMPSP
## 1 2017-01-20 0.000337040 -0.003354892 -0.000734880 NA 0.003366185
## 2 2017-01-23 0.000057700 0.003366185 -0.001260000 NA 0.000667052
## 3 2017-01-24 0.011539295 -0.002690078 0.000768000 NA 0.007235973
## 4 2017-01-25 0.006258483 0.006564542 -0.001550000 NA 0.015320119
## 5 2017-01-26 0.000267775 0.008026069 0.000296774 NA 0.014573550
## COMPT
## 1 0.00033704
## 2 0.00039475
## 3 0.01193860
## 4 0.01827180
## 5 0.01854447highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_title(text = "Portfolio T vs S&P 500 (Compound Daily Returns)") %>%
hc_add_series(name = "Porfolio T", type = "line",data =data$COMPT) %>%
hc_add_series(name = "S&P 500", type = "line",data =data$COMPSP)%>%
hc_xAxis(categories = data$Date) | #PORTFOLIO C |
| CINDY’S PORTFOLIO ###STOCK PICK ILLUSTRATION |
r APPLE=getSymbols("AAPL",auto.assign = FALSE) highchart() %>% hc_add_theme(hc_theme_darkunica()) %>% hc_title(text = "APPLE- Portfolio C Stock Pick") %>% hc_add_series_ohlc(APPLE,name = "AAPL") |
## Warning: 'hc_add_series_ohlc' is deprecated. ## Use 'hc_add_series' instead. ## See help("Deprecated") |
| ###PORTFOLIO WEIGHT Cindy Portfolio Weight |
| Portfolio Weight |
r highchart() %>% hc_add_theme(hc_theme_darkunica()) %>% hc_title(text = "% Investment by Sectors of Portfolio C") %>% hc_add_series(name = "Portfolio Weight", type = "pie", data = list(list(y = 0.23, name = "IT", sliced = TRUE), list(y=0.1,name="Service"), list(y=0.11,name="Utilities"), list(y=0.09,name="Health Care"), list(y=0.48,name="Cash")), size = 250,center=c('50%','50%')) |
| ###COMPARISION PORTFOLIO C VS MARKET |
r time(data$Date) |
## [1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 ## [24] 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 ## attr(,"tsp") ## [1] 1 40 1 |
r highchart() %>% hc_add_theme(hc_theme_darkunica()) %>% hc_title(text = "Portfolio C vs S&P 500 (Daily Returns)") %>% hc_add_series(name = "Porfolio C", type = "line",data =data$PORTFOLIOC) %>% hc_add_series(name = "S&P 500", type = "line",data =data$MARKET)%>% hc_xAxis(categories = data$Date) |
LUC’S PORTFOLIO
AQN=getSymbols("AQN.TO",auto.assign = FALSE)
highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_title(text = "Algonquin Power and Utilities Corporation- Portfolio L Stock Pick") %>%
hc_add_series_ohlc(AQN,name = "AQN.TO")## Warning: 'hc_add_series_ohlc' is deprecated.
## Use 'hc_add_series' instead.
## See help("Deprecated")Portfolio Weight
highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_title(text = "% Investment by Sectors of Portfolio L") %>%
hc_add_series(name = "Portfolio Weight", type = "pie",
data = list(list(y = 0.25, name = "Finance",
sliced = TRUE),
list(y=0.05,name="IT"),
list(y=0.08,name="Service"),
list(y=0.08,name="Others"),
list(y=0.22,name="Consumer Goods"),
list(y=0.15,name="Industrial Goods"),
list(y=0.4,name="Basic Material"),
list(y=0.03,name="Cash")),
size = 250,center=c('50%','50%'))data=read.csv('Compound Return.csv',header=TRUE)
head(data,5)## Date T C L COMPSP
## 1 2017-01-20 0.00033704 0.000000000 0.000000000 0.003366185
## 2 2017-01-23 0.00039475 -0.001255042 -0.006524050 0.000667052
## 3 2017-01-24 0.01193860 -0.000487538 0.004833539 0.007235973
## 4 2017-01-25 0.01827180 -0.002041730 0.015054080 0.015320119
## 5 2017-01-26 0.01854447 -0.001745563 0.012760623 0.014573550highchart() %>%
hc_add_theme(hc_theme_darkunica()) %>%
hc_title(text = "Compounded Daily Returns ") %>%
hc_add_series(name = "S&P 500", type = "line",data =data$COMPSP)%>%
hc_add_series(name = "Porfolio T", type = "line",data =data$T) %>%
hc_add_series(name = "Portfolio C", type = "line",data =data$C)%>%
hc_add_series(name = "Portfolio L", type = "line",data =data$L)%>%
hc_xAxis(categories = data$Date)