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Although Peter Beshai's shooting signatures were designed for basketball, there are multiple other uses in other domains. I thought applying to finance with key rate duration, portfolio allocation, and return using data from this paper might be interesting. I just made up the portfolio allocation percentages. For more on the R htmlwidget implementation shotsignR, see the post Week 45 | shotsignR.
# finance example
# allocation by key rate duration
# use data from https://mpra.ub.uni-muenchen.de/46057/1/MPRA_paper_46057.pdf
# figure 5
krd_data <- data.frame(
x = c(1/12,3/12,6/12,1,2),
y = c(.2,.1,.5,.15,.05), # made up allocation
# difference in portfolio and benchmark return
widthValue = c(0.01,-0.04,-0.11,0.14,0.06),
colorValue = c(0.01,-0.04,-0.11,0.14,0.06)
)
ss <- shotsign(
krd_data,
xdomain = range(krd_data$x),
ydomain = c(-0.1,0.5),
wdomain = c(0.2,-0.2),
colordomain = c(0.2,-0.2),
height = 300,
width = 600
)
ss$x$tasks <- list(
htmlwidgets::JS(
'
function(){
d3.select(this).select("svg").append("text")
.attr("x","590")
.attr("y","290")
.style("text-anchor","end")
.text("Key Rate Duration")
d3.select(this).select("svg").append("text")
.attr("x",-20)
.attr("y",20)
.attr("transform", "rotate(-90)")
.style("text-anchor","end")
.text("Allocation")
}
'
)
)
ss