plot_cor: Plotting correlation heatmaps based on correlation of assets

In yunching/tidymas: A collection of RMD utilities

Plotting correlation heatmaps based on correlation of assets

Description

Plotting correlation heatmaps based on correlation of assets

Usage

plot_cor(cor_df, title = NULL)

Arguments

cor_df	long form dataframe (see tidyr::gather), containing columns 'strat1', 'strat2', 'corr'
title	optional title of chart

Value

None

Examples

unwt_ret <- data.frame(date = as.Date(c("2018-01-02", "2018-01-03", "2018-01-04", "2018-01-05")),
                              long_spx = c(0.015, 0.021, -0.03, 0.01),
                              long_ukx = c(-0.005, 0.03, -0.01, -0.04),
                              long_hsi = c(0.023, 0.001, -0.005, 0.008))
cor_df <- calc_cor(unwt_ret)
plot_cor(cor_df)

yunching/tidymas documentation built on Feb. 5, 2023, 1:42 p.m.