Features on both line graphs (i.e. Equity Return and Cumulative Wealth) include:
Move mouse on canvas to show tooltips of equity return, portfolio weights and cumulative wealth at current time step in the 3 graphs.
Their corresponding values are shown below the buttons.
Drag on canvas to pan the graphs.
Double-click on canvas to zoom in.
Shift-double-click on canvas to zoom out.
Drag on one of the X or Y axis numeric labels to re-scale that axis.
Features on the Equity Return line graph include:
Moving or deleting data points are only allowed in the Equity Return graph, but not the Cumulative Wealth graph.
Click anywhere on the canvas to select the closest data point to cursor.
Drag a selected data point up or down to change its y value.
Once a data point in the Equity Return graph is moved, the portfolio weights and the cumulative wealth will be automatically calculated for the new path, and the graphs updated.
Press and hold the Shift key, and then click anywhere on the canvas to select/deselect multiple data points. The data points will be highlighted in orange, color and they do not have to be adjacent.
Then the Delete or Backspace key can be pressed to delete the selected data points.
Once one or more data point(s) is/are deleted, the missing data points will be automatically interpolated. Then the portfolio weights and the cumulative wealth will be automatically calculated, and the 3 graphs updated.
To refresh a page, press Shift-F5 in Chrome, or press F5 in Firefox. Then, it will recalculate new path of equity return, portfolio weights and cumulateive wealth.
For questions or contact for further information, please email Dr Zili Zhu.