diff options
Diffstat (limited to 'python/notebooks/Valuation Backtest.ipynb')
| -rw-r--r-- | python/notebooks/Valuation Backtest.ipynb | 15 |
1 files changed, 13 insertions, 2 deletions
diff --git a/python/notebooks/Valuation Backtest.ipynb b/python/notebooks/Valuation Backtest.ipynb index bd8cab29..698a25f1 100644 --- a/python/notebooks/Valuation Backtest.ipynb +++ b/python/notebooks/Valuation Backtest.ipynb @@ -31,6 +31,15 @@ "metadata": {}, "outputs": [], "source": [ + "df_long = df_long[df_long.source != 'PB']" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ "#%matplotlib nbagg\n", "%matplotlib inline\n", "mark.pretty_plot(df_long)\n", @@ -140,13 +149,14 @@ "outputs": [], "source": [ "#%matplotlib nbagg\n", - "to_plot = ['mark_closest_all', 'mark_mean_all']\n", + "#Filtered takes out PB\n", + "to_plot = ['mark_closest_all', 'mark_filtered_mean']\n", "to_plot1 = ['mark_manager']\n", "plot_df0 = results[1][to_plot]\n", "plot_df1 = results[1][to_plot1]\n", "\n", "plot_df0 = plot_df0.rename(columns = {'mark_closest_all': 'Third-pary mark closest to LMCG valuation', \\\n", - " 'mark_mean_all': 'Average of all third-party marks'})\n", + " 'mark_filtered_mean': 'Average of all third-party marks'})\n", "plot_df1 = plot_df1.rename(columns = {'mark_manager': 'Marks per fund valuation policy'})\n", "\n", "ax = plot_df0.plot(figsize = [10, 3.5])\n", @@ -155,6 +165,7 @@ "ax.set_xlabel('')\n", "ax.set_ylabel('NAV', weight = 'bold')\n", "ax.set_title('Fund Return Using Different Valuation Methods', weight = 'bold')\n", + "ax.xaxis.grid(False)\n", "lgd = ax.legend(loc='upper center', bbox_to_anchor=(0.5, -.1), shadow=True, ncol=3)\n", "ax.figure.savefig(\"/home/serenitas/edwin/PythonGraphs/Valuation_1.png\", bbox_extra_artists=(lgd,), bbox_inches='tight')" ] |