Portfolio Composition maps

Source code Author Update time

using Plots
plotlyjs()

see: http://stackoverflow.com/a/37732384/5075246

using Random
Random.seed!(111)
tickers = ["IBM", "Google", "Apple", "Intel"]
N = 10
D = length(tickers)
weights = rand(N, D)
weights ./= sum(weights, dims = 2)
returns = sort!((1:N) + D * randn(N))
portfoliocomposition(weights, returns, labels = permutedims(tickers))

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