bubbleweights: Generate a bubble plot of asset weights.

In jeanmarcgp/xtsanalytics: A library of functions to do advanced analytics of time series data (xts matrices).

Description

This function is useful to visualize the momentm vs. volatility of a universe of assets, along with the relative weights of each asset. The colors of each bubble dot is chosen based on the asset class for the given dot.

Usage

bubbleweights(x, y, dotweights, dotclass = NA, labelpos = NA,
  xlab = "Volatility (%)", ylab = "Momentum (%)",
  legendloc = "topleft", cex.dots = 0.8, cex.legend = 0.8,
  hline = NA, main = "Momentum vs. Volatility Bubble Plot", ...)

Arguments

x	A named vector or single row xts containing the X values. If a single row xts, the index is ignored, but the column names are used to name any unnamed vector provided for y or dotweights.
y	An order-matched unnamed vector, or a single row xts containing the Y values.
dotweights	An order-matched vector or single row xts containing the relative weights of each dots.
dotclass	A list associating each asset to its asset class. The list follows the format asset_name = "asset class" e.g. SPY = "equities". Up to TBD asset classes can be named with colors automatically assigned.
labelpos	A named vector or a list of labels associating some or all assets to a non-default location relative to the dot on the plot. The default label location is on the right. Valid locations are "above", "below", "left" or "right". Format for the list is: SPY = "above". Default is NA i.e. no exceptions, all labels on the right.
xlab	The x-axis label.
ylab	The y-axis label.
legendloc	The legend location. Valid values are "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center".
cex.dots	Relative scaling of the labels on each dot.
cex.legend	Relative scaling of the legend.
hline	The vertical location to place a horizontal line. Default is NA (no line).
main	The plot title. The index(last(x)) is automatically appended and plotted under the title to show the date of the analysis.
...	Additional parameters passed through to function plot.

jeanmarcgp/xtsanalytics documentation built on May 19, 2019, 12:38 a.m.