In MichaelGurkov/LearningMaterials: What the Package Does (One Line, Title Case)

knitr::opts_chunk$set(echo = FALSE, warning = FALSE, message = FALSE)

library(MiscImport)

library(tidyverse)

library(lubridate)

library(zoo)

inst_investors_assets = import_boi_institutional_portolio_asset_class()

pension_balance = import_boi_pension_funds_balance()

inst_investors_assets %>% 
  mutate(investor_type = as_factor(investor_type)) %>% 
  mutate(investor_type = fct_collapse(
    investor_type,
    pensia = c("pensia_vatikot","pensia_claliot_hadashot",
               "pensia_mekifot_hadashot"),
    bituah = c("bituah_mavtihot_tsua",
               "bituah_mishtatfot_berevahim"))) %>% 
  group_by(date, investor_type) %>% 
  summarise(value = sum(value), .groups = "drop") %>% 
  ggplot(aes(date, value, color = investor_type)) + 
  geom_line(lwd = 1)

inst_investors_assets %>% 
  mutate(asset_class = as_factor(asset_class)) %>% 
  mutate(asset_class = fct_collapse(
    asset_class,
    gov_bond = c("gov_bond-traded",
                 "gov_bond-not_traded",
                 "makam"),
    corp_bond = c("corp_bond-traded",
                  "corp_bond-not_traded",
                  "bond-etf"),
    stock = c("stocks-traded",
              "stocks-not_traded",
              "stocks-etf"),
    cash = c("cash_and_deposits-linked",
             "cash_and_deposits-nominal"))) %>% 
  group_by(date, asset_class) %>% 
  summarise(value = sum(value), .groups = "drop") %>% 
  group_by(date) %>% 
  mutate(value = value / sum(value)) %>% 
  ungroup() %>% 
  # filter(asset_class %in% c("corp_bond", "stock")) %>% 
  ggplot(aes(date,value)) + 
  geom_line(aes(color = asset_class)) + 
  scale_color_viridis_d() + 
  scale_y_continuous(labels = scales::percent_format()) + 
  xlab(NULL) + ylab(NULL) + 
  ggtitle("Asset class shares in institutional portfolio") + 
  theme(legend.title = element_blank())

MichaelGurkov/LearningMaterials documentation built on July 9, 2022, 5:17 p.m.