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marco


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Joined: Jan 1, 1970
Posts: 3993
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Enhancements to portfolio/sim charting Reply to this Post
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The following is now available:

- Flash charts for portfolio graphs: equity, draw-down and cash. You can zoom-in and move around using the bottom chart. Little handles appear and you can shrink the period and move it around. We'll have a help page for it soon.

- Better charting of the hedge ratio. It's now overlayed in the main graph, and shading for the other two.
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Portfolio123 Staff
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[Edit 1 times, last edit by marco at Aug 25, 2010 3:20:56 PM]
[Aug 25, 2010 3:12:09 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
Tomyani
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Re: Enhancements to portfolio/sim charting Reply to this Post
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Marco,

More important that % hedge (while this is helpful) would be:
1. Long return %
2. Short return %
3. Total portfolio return %.

Most long-short hedge funds I am familiar with report performance in something close to this way.

So over time see % long and performance. % short and performance. Aggregate performance.

Just my $.06.
:)
[Aug 26, 2010 10:14:48 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
olikea
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Joined: May 6, 2006
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Re: Enhancements to portfolio/sim charting Reply to this Post
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Would it be possible to make it so that when changing the time frame both the benchmark and portfolio equity share the same zero?

This was the original behaviour, but now it continues to show the value of $100 as if it had been invested at the very beginning of the simulation run, rather than the chart period under investigation. This makes it hard to compare with benchmark performance over shorter time spans.

Thanks
[Aug 26, 2010 10:57:55 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
Isaac
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Joined: Apr 30, 2010
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Re: Enhancements to portfolio/sim charting Reply to this Post
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I second these motions.
Isaac
[Aug 26, 2010 11:48:44 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
marco


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Re: Enhancements to portfolio/sim charting Reply to this Post
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We can't make those changes in the flash charts bc it would have to re-load every time becoming very annoying.

Please see the Basic chart now. It has a scroller and should do what you want
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[Aug 26, 2010 4:16:15 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
z8735
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UNITED STATES
Joined: May 3, 2006
Posts: 264
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Re: Enhancements to portfolio/sim charting Reply to this Post
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I like the Flash graph, it is very convenient to be able to zoom in on a time span, kudos.

Would it be possible to also have the VIX graph available under the same time scale? Some systems change their behavior in high volatility, and a visual aid would be most useful for identifying that. Maybe add a right-side scale for that so that any relations with the port will be easy to see.

Thanks,
Z.
[Aug 27, 2010 1:20:26 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
gfagerlin
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Joined: Apr 19, 2004
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Re: Enhancements to portfolio/sim charting Reply to this Post
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This is very nice. Great improvement!
[Aug 27, 2010 2:14:23 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
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