Full announcement:
http://blog.peertopeerquant.com/2014/11/similar-interest-rate-portfolios-added.htmlPercentile ToolAdded features some users suggested.
1) Percentile vs similar age and similar WAIR
2) Dynamically generate chart data points
3) Show similar accounts on the chart
Nice work - I like seeing the highlighted dots I'm being compared with.
vs All Accounts: 89
vs Similar Age Accounts: 85
vs Similar Age & Similar WAIR Accounts: 44
Appears to be working. Thanks.
Confirms what I already suspected. Good tool
This is great stuff. Thanks for adding that feature.
Is the first input Average Net Annual Return supposed to read Adjusted Net Annualized Return?
Would help to eliminate confusion if wording is exactly the same as what's found on the LC site.
Cool feature. Looks like I'm doing pretty good with my unemployment rate filtering.
Great performance kbenson99.
Here is our portfolio composition lascott.
Composition surprised me too.
30% 36 and 70% 60 month. Different composition than lots of other users on the forums.
Our genetic algorithm likes quite a few of these notes. After looking into it more it looks like there is quite a bit of profit potential just because of the way Lending Club prices them. I wrote an article about it.
Why we have quite a few 60 month notes and $35,000 notes
http://blog.peertopeerquant.com/2014/10/why-60-month-35000-p2p-notes-are-great.html
I used the adjusted NAR this time, instead of the average NAR, and got the same result (99%, all fields).
If you are using the data from this page on the left hand side:
https://www.lendingclub.com/account/lenderBenchmarkReturns.action#what-are-narThen your results are correct. You are outperforming almost everyone by a large margin. Great work.
Yea I sell on Folio as well. But I'm not default adverse like him, so I only sell FICO drops now. My Folio return is roughly 9% on those sales.