[R-SIG-Finance] Select best worst

[Brian G. Peterson]

Try a *minimal* example...  

I'm not going to take the time to sort through your code, especially
with all the totally unnecessary mutates and pipes.


cret <- rnorm(10) # dummy cumulative returns
names(cret) <- c('a','b','c','d','e','f','g','h','i','j')
sort(cret)

You should be able to easily use this to get the order of the columns
that you want.

Regards,

Brian


-- 
Brian G. Peterson
ph: +1.773.459.4973
im: bgpbraverock

On Wed, 2020-07-29 at 15:37 +0200, Pedro páramo wrote:
> Hi all,
> 
> I have differente stocks
> 
> AAcciona<- tq_get("ANA.MC",from = '2019-12-31',get = "stock.prices")
> ACS<- tq_get("ACS.MC",from = '2019-12-31',get = "stock.prices")
> Aena<- tq_get("AENA.MC",from = '2019-12-31',get = "stock.prices")
> Amadeus<- tq_get("AMS.MC",from = '2019-12-31',get = "stock.prices")
> ArcelorMittal<- tq_get("MTS.MC",from = '2019-12-31',get =
> "stock.prices")
> BBVA<- tq_get("BBVA.MC",from = '2019-12-31',get = "stock.prices")
> Sabadell<- tq_get("SAB.MC",from = '2019-12-31',get = "stock.prices")
> Santander<- tq_get("SAN.MC",from = '2019-12-31',get = "stock.prices")
> Bankinter<- tq_get("BKT.MC",from = '2019-12-31',get = "stock.prices")
>   Indra<- tq_get("IDR.MC",from = '2019-12-31',get = "stock.prices")
> And I have applied this code to know the year to date accumulated
> returns,
> the thing is that I want to order them by the last observation (year
> to
> date) and make a plot of the 3 best/worst (bigger/lower
> accumulated returns).
> 
> ¿Is there a way to compare and order the last observation of
> STOCKcum_return of each stock and select the 3 top and 3 bottom so I
> can
> plot like worst/best without going manually?
> 
> Many thanks in advance
> 
> Hope I can explain
> 
> 
> Indra_daily_returns <- Indra %>%
>   tq_transmute(select = adjusted,           # this specifies which
> column
> to select
>                mutate_fun = periodReturn,   # This specifies what to
> do
> with that column
>                period = "daily",      # This argument calculates
> Daily
> returns
>                col_rename = "idr_returns") # renames the column
> Indra_cum_returns <- Indra_daily_returns %>%
>   mutate(cr = cumprod(1 + idr_returns)) %>%      # using the cumprod
> function
>   mutate(cumulative_returns = cr - 1)
> 
> AAcciona_daily_returns <- AAcciona %>%
>   tq_transmute(select = adjusted,           # this specifies which
> column
> to select
>                mutate_fun = periodReturn,   # This specifies what to
> do
> with that column
>                period = "daily",      # This argument calculates
> Daily
> returns
>                col_rename = "idr_returns") # renames the column
> AAcciona_cum_returns <- AAcciona_daily_returns %>%
>   mutate(cr = cumprod(1 + idr_returns)) %>%      # using the cumprod
> function
>   mutate(cumulative_returns = cr - 1)
> 
> ACS_daily_returns <- ACS %>%
>   tq_transmute(select = adjusted,           # this specifies which
> column
> to select
>                mutate_fun = periodReturn,   # This specifies what to
> do
> with that column
>                period = "daily",      # This argument calculates
> Daily
> returns
>                col_rename = "idr_returns") # renames the column
> ACS_cum_returns <- ACS_daily_returns %>%
>   mutate(cr = cumprod(1 + idr_returns)) %>%      # using the cumprod
> function
>   mutate(cumulative_returns = cr - 1)
> 
> AENA_daily_returns <- AENA %>%
>   tq_transmute(select = adjusted,           # this specifies which
> column
> to select
>                mutate_fun = periodReturn,   # This specifies what to
> do
> with that column
>                period = "daily",      # This argument calculates
> Daily
> returns
>                col_rename = "idr_returns") # renames the column
> Aena_cum_returns <- Aaena_daily_returns %>%
>   mutate(cr = cumprod(1 + idr_returns)) %>%      # using the cumprod
> function
>   mutate(cumulative_returns = cr - 1)
> 
> Amadeus_daily_returns <- Amadeus %>%
>   tq_transmute(select = adjusted,           # this specifies which
> column
> to select
>                mutate_fun = periodReturn,   # This specifies what to
> do
> with that column
>                period = "daily",      # This argument calculates
> Daily
> returns
>                col_rename = "idr_returns") # renames the column
> Amadeus_cum_returns <- Amadeus_daily_returns %>%
>   mutate(cr = cumprod(1 + idr_returns)) %>%      # using the cumprod
> function
>   mutate(cumulative_returns = cr - 1)
> 
> ArcerlorMittal_daily_returns <- ArcerlorMittal %>%
>   tq_transmute(select = adjusted,           # this specifies which
> column
> to select
>                mutate_fun = periodReturn,   # This specifies what to
> do
> with that column
>                period = "daily",      # This argument calculates
> Daily
> returns
>                col_rename = "idr_returns") # renames the column
> ArcerlorMittal_cum_returns <- ArcerlorMittal_daily_returns %>%
>   mutate(cr = cumprod(1 + idr_returns)) %>%      # using the cumprod
> function
>   mutate(cumulative_returns = cr - 1)
> 
> BBVA_daily_returns <- BBVA %>%
>   tq_transmute(select = adjusted,           # this specifies which
> column
> to select
>                mutate_fun = periodReturn,   # This specifies what to
> do
> with that column
>                period = "daily",      # This argument calculates
> Daily
> returns
>                col_rename = "idr_returns") # renames the column
> BBVA_cum_returns <- BBVA_daily_returns %>%
>   mutate(cr = cumprod(1 + idr_returns)) %>%      # using the cumprod
> function
>   mutate(cumulative_returns = cr - 1)
> 
> 
> Sabadell_daily_returns <- Sabadell %>%
>   tq_transmute(select = adjusted,           # this specifies which
> column
> to select
>                mutate_fun = periodReturn,   # This specifies what to
> do
> with that column
>                period = "daily",      # This argument calculates
> Daily
> returns
>                col_rename = "idr_returns") # renames the column
> Sabadell_cum_returns <- Sabadell_daily_returns %>%
>   mutate(cr = cumprod(1 + idr_returns)) %>%      # using the cumprod
> function
>   mutate(cumulative_returns = cr - 1)
> 
> Santander_daily_returns <- Santander %>%
>   tq_transmute(select = adjusted,           # this specifies which
> column
> to select
>                mutate_fun = periodReturn,   # This specifies what to
> do
> with that column
>                period = "daily",      # This argument calculates
> Daily
> returns
>                col_rename = "idr_returns") # renames the column
> Santander_cum_returns <- Santander_daily_returns %>%
>   mutate(cr = cumprod(1 + idr_returns)) %>%      # using the cumprod
> function
>   mutate(cumulative_returns = cr - 1)
> 
> 
> Bankinter_daily_returns <- Bankinter %>%
>   tq_transmute(select = adjusted,           # this specifies which
> column
> to select
>                mutate_fun = periodReturn,   # This specifies what to
> do
> with that column
>                period = "daily",      # This argument calculates
> Daily
> returns
>                col_rename = "idr_returns") # renames the column
> Bankinter_cum_returns <- Bankinter_daily_returns %>%
>   mutate(cr = cumprod(1 + idr_returns)) %>%      # using the cumprod
> function
>   mutate(cumulative_returns = cr - 1)
> 
> 	[[alternative HTML version deleted]]
> 
> _______________________________________________
> R-SIG-Finance using r-project.org
>  mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> 
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R
> questions should go.
> 
cret <- rnorm(10) # dummy data to represent your returns 
names(cret) <- c('a','b','c','d','e','f','g','h','i','j')

sort(cret, decreasing=TRUE)

You can use your column names to easily get the order you want to rearrange things.