P2P Lending / NFT Lending Forum

P2P Analysis/Investment Sites => Archived Sites - No Longer Operating => Topic started by: turing on November 06, 2014, 11:00:00 PM

Title: Added New Features to Percentile Tool
Post by: turing on November 06, 2014, 11:00:00 PM
Full announcement:
http://blog.peertopeerquant.com/2014/11/similar-interest-rate-portfolios-added.html

Percentile Tool

Added 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
Title: Added New Features to Percentile Tool
Post by: PeerSocialLending on November 06, 2014, 11:00:00 PM
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
Title: Added New Features to Percentile Tool
Post by: lascott on November 06, 2014, 11:00:00 PM
Appears to be working. Thanks.

Title: Added New Features to Percentile Tool
Post by: rawraw on November 06, 2014, 11:00:00 PM

Confirms what I already suspected.  Good tool
Title: Added New Features to Percentile Tool
Post by: mndrix on November 07, 2014, 11:00:00 PM
This is great stuff.  Thanks for adding that feature.
Title: Added New Features to Percentile Tool
Post by: brother7 on November 07, 2014, 11:00:00 PM
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.
Title: Added New Features to Percentile Tool
Post by: TravelingPennies on November 07, 2014, 11:00:00 PM
from: brother7 on November 08, 2014, 02:05:29 PM
Title: Added New Features to Percentile Tool
Post by: TravelingPennies on November 07, 2014, 11:00:00 PM
from: turing on November 08, 2014, 03:20:16 PM
Title: Added New Features to Percentile Tool
Post by: kbenson99 on November 07, 2014, 11:00:00 PM
Cool feature.  Looks like I'm doing pretty good with my unemployment rate filtering.

Title: Added New Features to Percentile Tool
Post by: TravelingPennies on November 08, 2014, 11:00:00 PM
Great performance kbenson99. 

Here is our portfolio composition lascott.
Title: Added New Features to Percentile Tool
Post by: TravelingPennies on November 08, 2014, 11:00:00 PM
from: turing on November 09, 2014, 05:25:25 PM
Title: Added New Features to Percentile Tool
Post by: TravelingPennies on November 08, 2014, 11:00:00 PM
Composition surprised me too.
Title: Added New Features to Percentile Tool
Post by: Randawl on November 08, 2014, 11:00:00 PM
from: lascott on November 09, 2014, 07:49:11 PM
Title: Added New Features to Percentile Tool
Post by: TravelingPennies on November 09, 2014, 11:00:00 PM
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
Title: Added New Features to Percentile Tool
Post by: Lovinglifestyle on November 09, 2014, 11:00:00 PM
I used the adjusted NAR this time, instead of the average NAR, and got the same result (99%, all fields).






Title: Added New Features to Percentile Tool
Post by: turing on November 09, 2014, 11:00:00 PM
If you are using the data from this page on the left hand side:  https://www.lendingclub.com/account/lenderBenchmarkReturns.action#what-are-nar

Then your results are correct.  You are outperforming almost everyone by a large margin.  Great work.

Title: Added New Features to Percentile Tool
Post by: Lovinglifestyle on November 09, 2014, 11:00:00 PM
from: turing on November 10, 2014, 04:35:26 PM
Title: Added New Features to Percentile Tool
Post by: TravelingPennies on November 09, 2014, 11:00:00 PM
from: Lovinglifestyle on November 10, 2014, 04:53:10 PM
Title: Added New Features to Percentile Tool
Post by: rawraw on November 09, 2014, 11:00:00 PM
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.
Title: Added New Features to Percentile Tool
Post by: TravelingPennies on November 09, 2014, 11:00:00 PM
from: rawraw on November 10, 2014, 08:06:45 PM
Title: Added New Features to Percentile Tool
Post by: lascott on November 11, 2014, 11:00:00 PM
Quote"> from: turing on November 10, 2014, 10:07:08 AM