Portfolio Composition maps

Source code Author Update time

using Plots
gaston()

see: https://stackoverflow.com/a/37732384

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))
Gnuplot Produced by GNUPLOT 5.2 patchlevel 8 0 3 6 9 12 0.00 0.25 0.50 0.75 1.00 IBM Google Apple Intel IBM IBM Google Google Apple Apple Intel Intel

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