InvestmentFunnelDemo/ui.R
In eaoestergaard/InvestmentFunnel:
## ui.R ##
shinyUI(
dashboardPage(
dashboardHeader(title = "Investment Funnel"),
####################################### Sidebar content #######################################
dashboardSidebar(
sidebarMenu(
menuItem("Data Inspection", tabName = "menu", icon = icon("home")),
menuItem("Screening", tabName = "Screening", icon = icon("bars")),
menuItem("Models & Tests", tabName = "models", icon = icon("bars")),
menuItem("Results", tabName = "results", icon = icon("check"))
)),
####################################### MENU TAB #######################################
dashboardBody(
tabItems(
tabItem(tabName = "menu",
fluidRow(
column(12, align="center", offset = 3,
box(
plotOutput("plotStatus", height = '500px', width = '60%'),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 6,
title = "InvestmenFunnel Overview",
status = "primary",
align = "center"))),
br(),
box(
fluidRow(
column(width = 2,
selectInput("assetSelection", label = h3("Inspect Asset"),
choices = sort(assets),
selected = "SPY")
),
column(width = 8, offset = 2,
plotOutput("plotAssetData", height = '400px', width = '100%')
)
),
br(),
tableOutput("tableAssetData"),
solidHeader = T,
collapsible = T,
collapsed = F,
width = 12,
title = "Data Overview",
status = "primary")
),
####################################### Screening #######################################
tabItem(tabName = "Screening",
fluidRow(
column(12, align="center", offset = 3,
box(
plotOutput("plotStatus1", height = '500px', width = '60%'),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 6,
title = "InvestmenFunnel Overview",
status = "primary",
align = "center"
))),
br(),
box(
fluidRow(
column(width = 6,
checkboxGroupInput("assetClasses",
label = h3("Select Asset classes"),
choices = list("Equity" = "Equity",
"Commodities" = "Commodities",
"Fixed-Income" = "Fixed Income",
"Alternatives" = "Alternatives",
"Asset Allocation" = "Asset Allocation",
"Currency" = "Currency"),
selected = c("Equity","Commodities","Fixed Income", "Alternatives", "Asset Allocation", "Currency"))),
column(width = 6, checkboxGroupInput("assetRegion",
label = h3("Select Regions"),
choices = list("North America" = "North America",
"Europe" = "Europe",
"Asia-Pacific" = "Asia-Pacific",
"Latin America" = "Latin America",
"Global" = "Global",
"Emerging Markets" = "Emerging Markets",
"Middle East & Africa" = "Middle East & Africa",
"Frontier Markets" = "Frontier Markets",
"Developed Markets" = "Developed Markets",
"Global Ex-U.S." = "Global Ex-U.S." ),
selected = c("North America","Europe","Asia-Pacific","Latin America", "Global", "Emerging Markets", "Middle East & Africa", "Frontier Markets", "Developed Markets", "Global Ex-U.S.")))
),
br(),
fluidRow(
column(width = 6,radioButtons("leveregedEtfs", label = h3("Include Levereged Etfs"), choices = list("Yes" = "X",
"No" = "TRUE"))),
column(width = 6, radioButtons("shortEtfs", label = h3("Include Short Etfs"), choices = list("Yes" = "x",
"No" = "TRUE")))),
fluidRow(
column(width = 6,radioButtons("EGSEtfs", label = h3("Only Sustainable ETFs"), choices = list("No" = "FALSE",
"Yes" = "TRUE")))),
solidHeader = T,
collapsible = T,
collapsed = F,
width = 12,
title = "Asset Class", status = "primary"),
br(),
box(sliderInput("yearsOfExistence", "Years of Exsistence:", min = 0, max = 30, value = c(0,30), post="y"),
solidHeader = T,
collapsible = T,
collapsed = F,
width = 12,
title = "History", status = "primary"),
box(#sliderInput("YTD", "Year-to-Date (YTD):", min = -99, max = 350, post =" %",value = c(-99,350)),
sliderInput("oneYearP", "1-Year Performance:", min = -99, max = 350, post =" %",value = c(-99,350)),
sliderInput("threeYearP", "3-Year Performance (Annualized):", min = -99, max = 350, post =" %",value = c(-99,350)),
#sliderInput("fiveYearP", "5-Year Performance (Annualized):", min = -99, max = 350, post =" %",value = c(-99,350)),
solidHeader = T,
collapsible = T,
collapsed = F,
width = 12,
title = "Performance", status = "primary"),
box(sliderInput("beta", "Beta", min = -125, max = 15,value = c(-125,15)),
sliderInput("NOH", "Number of Holdings", min = 1, max = 18000 ,value = c(1,18000)),
sliderInput("assetsTopTen", "% Assets in Top Ten", min = 1, max = 100, value = c(1,100), post =" %"),
sliderInput("avgDvol", "Average Daily Volume", min = 1, max = 90000000, pre = "$",value = c(1,90000000)),
solidHeader = T,
collapsible = T,
collapsed = T,
width = 12,
title = "Volatility & Holdings", status = "primary"),
box(sliderInput("expenseRatio", "Expense Ratio", min = 0.01, max = 10, post = " %",value = c(0.01,10)),
sliderInput("AUM", "Assets Under Management (AUM) (in 000s)", min = 1000, max = 200000000, pre ="$",value = c(1000,200000000)),
sliderInput("sharePrice", "Share Price", min = 1, max = 300, value = c(1,300), pre ="$"),
sliderInput("dividendYield", "Dividend Yield", min = 0.01, max = 35, post = " %",value = c(0.01,35)),
solidHeader = T,
collapsible = T,
collapsed = T,
width = 12,
title = "Expenses, Liquidity & Yield", status = "primary")),
tabItem(tabName = "models",
fluidRow(
column(12, align="center", offset = 3,
box(
plotOutput("plotStatus2", height = '500px', width = '60%'),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 6,
title = "InvestmenFunnel Overview",
status = "primary",
align = "center"
))),
br(),
####################################### Clustering #######################################
box(
h2("Choose specification for Hierarchical clustering"),
fluidRow(
column(width = 12, sliderInput("numberOfClusters", "Number of Clusters", min = 1, max = 15, value = 10 ))),
hr(),
fluidRow(
column(width = 3, radioButtons("corMethod", label = h3("Correlation Coefficient"),
choices = list("Pearson" = 'pearson',
"Spearman" = 'spearman'))),
column(width = 3, radioButtons("distMetric", label = h3("Distance Metric"),
choices = list("1-abs(corr)" = 'A',
"1-corr" = 'B',
"abs(1-corr)" = 'C'))),
column(width = 3,
radioButtons("linkage", label = h3("Linkage"),
choices = list("Single" = 'single',
"Complete" = 'complete',
"Centroid" = 'centroid',
"Median" = 'median',
"Ward.D" = 'wardD',
"Ward.D2" = 'wardD2'))),
column(width = 3,
radioButtons("selectionCriteria", label = h3("Selection Criteria"),
choices = list("Highest Return" = 'highestReturn',
"Minimum Standard Deviation" = 'minimumStd',
"Highest Sharpe Ratio" = 'highestSharpe',
"Most Representive" = 'mostRepresentive')))
),
hr(),
## Action Button To Generate Clustering
column(8, align="center", offset = 2, actionButton("generateClustering", "Perform Clustering"), actionButton("reset", "Clear")),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 12,
title = "Clustering", status = "primary"
),
##### PORTFOLIO OPTIMIZATION #######
box(
#sliderInput("numberInPortfolio", "Number of Assets in Portfolio:", min = 1, max = 10, value = 5, post=" Assets"),
#sliderInput("dynamic", "Gamma (Risk aversion parameter. Gamma = 100% is risk-averse investor)", min = 0, max = 100, value = 5, post=" Assets"),
fluidRow(
column(width = 6,
radioButtons("modelChoices",
label = h3("Select Models"),
choices = list("Mean-Variance" = "MeanVar",
"Equal-weights" = "EW")
)
),
column(width = 6,
uiOutput("ui")
)),
hr(),
h2("Backtests"),
fluidRow(column(width = 6,
sliderInput(
"backtestYears",
"Number of Years for Backtests",
min = 1,
max = 11,
value = 3,
post = " Years"
)
),
column(
width = 6,
radioButtons(
"numb_rand_port",
label = h3("Number of Random Portfolios"),
choices = list(
"50" = 100,
"100" = 100,
"200" = 200,
"500" = 500
)
)
)),
column(8, align="center", offset = 2,actionButton("optimizeButton", "Optimize!")),
solidHeader = T,
collapsible = T,
collapsed = F,
width = 12,
title = "Asset Allocation Models", status = "primary")
),
####################################### Results #######################################
##### Results from Clustering #####
tabItem(tabName = "results",
fluidRow(
column(12, align="center", offset = 3,
box(
plotOutput("plotStatus3", height = '500px', width = '60%'),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 6,
title = "InvestmenFunnel Overview",
status = "primary",
align = "center"
))),
br(),
box(
h3("Clustering"),
fluidRow(
column(width = 6, plotOutput("plotResultAssets", height = '400px', width = '100%')),
column(width = 6, plotOutput("plotClusterPieChart", height = '400px', width = '100%'))
),
br(),
fluidRow(
column(width = 9, tableOutput('tableClustering'))
),
fluidRow(
column(width = 3, plotOutput("plotClusteringAssetClass", height = '300px', width = '100%')),
column(width = 3, plotOutput("plotClusteringRegion", height = '300px', width = '100%')),
column(width = 3, plotOutput("plotClusteringGeography", height = '300px', width = '100%')),
column(width = 3, plotOutput("plotClusteringFocus", height = '300px', width = '100%'))
),
fluidRow(
column(width = 4, plotOutput("plotClusterCompareReturn", height = '300px', width = '100%')),
column(width = 4, plotOutput("plotClusterCompareStd", height = '300px', width = '100%')),
column(width = 4, plotOutput("plotClusterCompareSR", height = '300px', width = '100%'))
),
hr(),
###### Backtest ######
# h3("Equal-Weigths"),
# hr(),
#
# h3("Mean-Variance / Markowitz"),
# fluidRow(
# column(width = 6, plotOutput("plotEfficientFrontier", height = '400px', width = '100%')),
# column(width = 6, tableOutput('tableEfficientFrontier'))
#
# hr(),
# h3("Value-at-Risk / VaR"),
# hr(),
# h3("Conditional-Value-at-Risk / CVaR"),
# hr(),
h3("Backtests"),
fluidRow(
column(width = 6, plotOutput("randomBacktestPlot", height = '400px', width = '100%')),
column(width = 6, plotOutput("xxx", height = '400px', width = '100%'))
),
hr(),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 12,
title = "Results", status = "primary"
)
)
)
)
)
)
eaoestergaard/InvestmentFunnel documentation built on May 21, 2019, 9:20 a.m.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
## ui.R ##
shinyUI(
dashboardPage(
dashboardHeader(title = "Investment Funnel"),
####################################### Sidebar content #######################################
dashboardSidebar(
sidebarMenu(
menuItem("Data Inspection", tabName = "menu", icon = icon("home")),
menuItem("Screening", tabName = "Screening", icon = icon("bars")),
menuItem("Models & Tests", tabName = "models", icon = icon("bars")),
menuItem("Results", tabName = "results", icon = icon("check"))
)),
####################################### MENU TAB #######################################
dashboardBody(
tabItems(
tabItem(tabName = "menu",
fluidRow(
column(12, align="center", offset = 3,
box(
plotOutput("plotStatus", height = '500px', width = '60%'),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 6,
title = "InvestmenFunnel Overview",
status = "primary",
align = "center"))),
br(),
box(
fluidRow(
column(width = 2,
selectInput("assetSelection", label = h3("Inspect Asset"),
choices = sort(assets),
selected = "SPY")
),
column(width = 8, offset = 2,
plotOutput("plotAssetData", height = '400px', width = '100%')
)
),
br(),
tableOutput("tableAssetData"),
solidHeader = T,
collapsible = T,
collapsed = F,
width = 12,
title = "Data Overview",
status = "primary")
),
####################################### Screening #######################################
tabItem(tabName = "Screening",
fluidRow(
column(12, align="center", offset = 3,
box(
plotOutput("plotStatus1", height = '500px', width = '60%'),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 6,
title = "InvestmenFunnel Overview",
status = "primary",
align = "center"
))),
br(),
box(
fluidRow(
column(width = 6,
checkboxGroupInput("assetClasses",
label = h3("Select Asset classes"),
choices = list("Equity" = "Equity",
"Commodities" = "Commodities",
"Fixed-Income" = "Fixed Income",
"Alternatives" = "Alternatives",
"Asset Allocation" = "Asset Allocation",
"Currency" = "Currency"),
selected = c("Equity","Commodities","Fixed Income", "Alternatives", "Asset Allocation", "Currency"))),
column(width = 6, checkboxGroupInput("assetRegion",
label = h3("Select Regions"),
choices = list("North America" = "North America",
"Europe" = "Europe",
"Asia-Pacific" = "Asia-Pacific",
"Latin America" = "Latin America",
"Global" = "Global",
"Emerging Markets" = "Emerging Markets",
"Middle East & Africa" = "Middle East & Africa",
"Frontier Markets" = "Frontier Markets",
"Developed Markets" = "Developed Markets",
"Global Ex-U.S." = "Global Ex-U.S." ),
selected = c("North America","Europe","Asia-Pacific","Latin America", "Global", "Emerging Markets", "Middle East & Africa", "Frontier Markets", "Developed Markets", "Global Ex-U.S.")))
),
br(),
fluidRow(
column(width = 6,radioButtons("leveregedEtfs", label = h3("Include Levereged Etfs"), choices = list("Yes" = "X",
"No" = "TRUE"))),
column(width = 6, radioButtons("shortEtfs", label = h3("Include Short Etfs"), choices = list("Yes" = "x",
"No" = "TRUE")))),
fluidRow(
column(width = 6,radioButtons("EGSEtfs", label = h3("Only Sustainable ETFs"), choices = list("No" = "FALSE",
"Yes" = "TRUE")))),
solidHeader = T,
collapsible = T,
collapsed = F,
width = 12,
title = "Asset Class", status = "primary"),
br(),
box(sliderInput("yearsOfExistence", "Years of Exsistence:", min = 0, max = 30, value = c(0,30), post="y"),
solidHeader = T,
collapsible = T,
collapsed = F,
width = 12,
title = "History", status = "primary"),
box(#sliderInput("YTD", "Year-to-Date (YTD):", min = -99, max = 350, post =" %",value = c(-99,350)),
sliderInput("oneYearP", "1-Year Performance:", min = -99, max = 350, post =" %",value = c(-99,350)),
sliderInput("threeYearP", "3-Year Performance (Annualized):", min = -99, max = 350, post =" %",value = c(-99,350)),
#sliderInput("fiveYearP", "5-Year Performance (Annualized):", min = -99, max = 350, post =" %",value = c(-99,350)),
solidHeader = T,
collapsible = T,
collapsed = F,
width = 12,
title = "Performance", status = "primary"),
box(sliderInput("beta", "Beta", min = -125, max = 15,value = c(-125,15)),
sliderInput("NOH", "Number of Holdings", min = 1, max = 18000 ,value = c(1,18000)),
sliderInput("assetsTopTen", "% Assets in Top Ten", min = 1, max = 100, value = c(1,100), post =" %"),
sliderInput("avgDvol", "Average Daily Volume", min = 1, max = 90000000, pre = "$",value = c(1,90000000)),
solidHeader = T,
collapsible = T,
collapsed = T,
width = 12,
title = "Volatility & Holdings", status = "primary"),
box(sliderInput("expenseRatio", "Expense Ratio", min = 0.01, max = 10, post = " %",value = c(0.01,10)),
sliderInput("AUM", "Assets Under Management (AUM) (in 000s)", min = 1000, max = 200000000, pre ="$",value = c(1000,200000000)),
sliderInput("sharePrice", "Share Price", min = 1, max = 300, value = c(1,300), pre ="$"),
sliderInput("dividendYield", "Dividend Yield", min = 0.01, max = 35, post = " %",value = c(0.01,35)),
solidHeader = T,
collapsible = T,
collapsed = T,
width = 12,
title = "Expenses, Liquidity & Yield", status = "primary")),
tabItem(tabName = "models",
fluidRow(
column(12, align="center", offset = 3,
box(
plotOutput("plotStatus2", height = '500px', width = '60%'),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 6,
title = "InvestmenFunnel Overview",
status = "primary",
align = "center"
))),
br(),
####################################### Clustering #######################################
box(
h2("Choose specification for Hierarchical clustering"),
fluidRow(
column(width = 12, sliderInput("numberOfClusters", "Number of Clusters", min = 1, max = 15, value = 10 ))),
hr(),
fluidRow(
column(width = 3, radioButtons("corMethod", label = h3("Correlation Coefficient"),
choices = list("Pearson" = 'pearson',
"Spearman" = 'spearman'))),
column(width = 3, radioButtons("distMetric", label = h3("Distance Metric"),
choices = list("1-abs(corr)" = 'A',
"1-corr" = 'B',
"abs(1-corr)" = 'C'))),
column(width = 3,
radioButtons("linkage", label = h3("Linkage"),
choices = list("Single" = 'single',
"Complete" = 'complete',
"Centroid" = 'centroid',
"Median" = 'median',
"Ward.D" = 'wardD',
"Ward.D2" = 'wardD2'))),
column(width = 3,
radioButtons("selectionCriteria", label = h3("Selection Criteria"),
choices = list("Highest Return" = 'highestReturn',
"Minimum Standard Deviation" = 'minimumStd',
"Highest Sharpe Ratio" = 'highestSharpe',
"Most Representive" = 'mostRepresentive')))
),
hr(),
## Action Button To Generate Clustering
column(8, align="center", offset = 2, actionButton("generateClustering", "Perform Clustering"), actionButton("reset", "Clear")),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 12,
title = "Clustering", status = "primary"
),
##### PORTFOLIO OPTIMIZATION #######
box(
#sliderInput("numberInPortfolio", "Number of Assets in Portfolio:", min = 1, max = 10, value = 5, post=" Assets"),
#sliderInput("dynamic", "Gamma (Risk aversion parameter. Gamma = 100% is risk-averse investor)", min = 0, max = 100, value = 5, post=" Assets"),
fluidRow(
column(width = 6,
radioButtons("modelChoices",
label = h3("Select Models"),
choices = list("Mean-Variance" = "MeanVar",
"Equal-weights" = "EW")
)
),
column(width = 6,
uiOutput("ui")
)),
hr(),
h2("Backtests"),
fluidRow(column(width = 6,
sliderInput(
"backtestYears",
"Number of Years for Backtests",
min = 1,
max = 11,
value = 3,
post = " Years"
)
),
column(
width = 6,
radioButtons(
"numb_rand_port",
label = h3("Number of Random Portfolios"),
choices = list(
"50" = 100,
"100" = 100,
"200" = 200,
"500" = 500
)
)
)),
column(8, align="center", offset = 2,actionButton("optimizeButton", "Optimize!")),
solidHeader = T,
collapsible = T,
collapsed = F,
width = 12,
title = "Asset Allocation Models", status = "primary")
),
####################################### Results #######################################
##### Results from Clustering #####
tabItem(tabName = "results",
fluidRow(
column(12, align="center", offset = 3,
box(
plotOutput("plotStatus3", height = '500px', width = '60%'),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 6,
title = "InvestmenFunnel Overview",
status = "primary",
align = "center"
))),
br(),
box(
h3("Clustering"),
fluidRow(
column(width = 6, plotOutput("plotResultAssets", height = '400px', width = '100%')),
column(width = 6, plotOutput("plotClusterPieChart", height = '400px', width = '100%'))
),
br(),
fluidRow(
column(width = 9, tableOutput('tableClustering'))
),
fluidRow(
column(width = 3, plotOutput("plotClusteringAssetClass", height = '300px', width = '100%')),
column(width = 3, plotOutput("plotClusteringRegion", height = '300px', width = '100%')),
column(width = 3, plotOutput("plotClusteringGeography", height = '300px', width = '100%')),
column(width = 3, plotOutput("plotClusteringFocus", height = '300px', width = '100%'))
),
fluidRow(
column(width = 4, plotOutput("plotClusterCompareReturn", height = '300px', width = '100%')),
column(width = 4, plotOutput("plotClusterCompareStd", height = '300px', width = '100%')),
column(width = 4, plotOutput("plotClusterCompareSR", height = '300px', width = '100%'))
),
hr(),
###### Backtest ######
# h3("Equal-Weigths"),
# hr(),
#
# h3("Mean-Variance / Markowitz"),
# fluidRow(
# column(width = 6, plotOutput("plotEfficientFrontier", height = '400px', width = '100%')),
# column(width = 6, tableOutput('tableEfficientFrontier'))
#
# hr(),
# h3("Value-at-Risk / VaR"),
# hr(),
# h3("Conditional-Value-at-Risk / CVaR"),
# hr(),
h3("Backtests"),
fluidRow(
column(width = 6, plotOutput("randomBacktestPlot", height = '400px', width = '100%')),
column(width = 6, plotOutput("xxx", height = '400px', width = '100%'))
),
hr(),
solidHeader = T,
collapsible = F,
collapsed = F,
width = 12,
title = "Results", status = "primary"
)
)
)
)
)
)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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