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Author Topic: Added New Features to Percentile Tool

t
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Added New Features to Percentile Tool
OP: November 07, 2014, 12:00:00 AM
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
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Added New Features to Percentile Tool
#1: November 07, 2014, 12:00:00 AM
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
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l
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Added New Features to Percentile Tool
#2: November 07, 2014, 12:00:00 AM
Appears to be working. Thanks.

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r
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Added New Features to Percentile Tool
#3: November 07, 2014, 12:00:00 AM

Confirms what I already suspected.  Good tool
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m
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Added New Features to Percentile Tool
#4: November 08, 2014, 12:00:00 AM
This is great stuff.  Thanks for adding that feature.
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b
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Added New Features to Percentile Tool
#5: November 08, 2014, 12:00:00 AM
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.
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T
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T
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k
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Added New Features to Percentile Tool
#8: November 08, 2014, 12:00:00 AM
Cool feature.  Looks like I'm doing pretty good with my unemployment rate filtering.

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T
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Added New Features to Percentile Tool
#9: November 09, 2014, 12:00:00 AM
Great performance kbenson99. 

Here is our portfolio composition lascott.
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T
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T
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Added New Features to Percentile Tool
#11: November 09, 2014, 12:00:00 AM
Composition surprised me too.
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R
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T
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Added New Features to Percentile Tool
#13: November 10, 2014, 12:00:00 AM
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
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L
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Added New Features to Percentile Tool
#14: November 10, 2014, 12:00:00 AM
I used the adjusted NAR this time, instead of the average NAR, and got the same result (99%, all fields).






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