Lend Academy Network Forum

P2P Analysis/Investment Sites => Archived Sites - No Longer Operating => Topic started by: turing on November 07, 2014, 04:47:56 PM

Title: Added New Features to Percentile Tool
Post by: turing on November 07, 2014, 04:47:56 PM
Full announcement:
http://blog.peertopeerquant.com/2014/11/similar-interest-rate-portfolios-added.html

Percentile Tool (https://www.peertopeerquant.com/percentile-calculator)

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
Title: Re: Added New Features to Percentile Tool
Post by: PeerSocialLending on November 07, 2014, 04:52:44 PM
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
Title: Re: Added New Features to Percentile Tool
Post by: lascott on November 07, 2014, 05:00:37 PM
Appears to be working. Thanks.

(https://forum.lendacademy.com/proxy.php?request=http%3A%2F%2Fi.imgur.com%2FeYCim4C.png&hash=854cc894e84b88552271a8ece6b7653b)
Title: Re: Added New Features to Percentile Tool
Post by: rawraw on November 07, 2014, 07:27:01 PM
(https://forum.lendacademy.com/proxy.php?request=http%3A%2F%2Fi17.photobucket.com%2Falbums%2Fb52%2FEffort-D2%2FCapture_zps2ff7cf3c.png&hash=1ce9ee496b225fdaf6a23db27814e238) (http://s17.photobucket.com/user/Effort-D2/media/Capture_zps2ff7cf3c.png.html)
Confirms what I already suspected.  Good tool
Title: Re: Added New Features to Percentile Tool
Post by: mndrix on November 08, 2014, 12:20:42 PM
This is great stuff.  Thanks for adding that feature.
Title: Re: Added New Features to Percentile Tool
Post by: brother7 on November 08, 2014, 02:05:29 PM
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.
Title: Re: Added New Features to Percentile Tool
Post by: turing on November 08, 2014, 03:20:16 PM
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.

Yes, thank you for the correction.  I will push this change to the site on Monday morning.

Great results rawraw.  Lascott, our ages are very similar.  It will be fun to track how we both do as the accounts age.
Title: Re: Added New Features to Percentile Tool
Post by: lascott on November 08, 2014, 04:52:39 PM
Lascott, our ages are very similar.  It will be fun to track how we both do as the accounts age.
I'd be cool with that. My only request is you share your percentages of grades and term charts as well when we do that in the future.  I'm fine doing it publicly or privately.

I've started off doing Ds and Es only using P2P-PMax via BlueVestment. A couple months ago I added C's to that. I also added P2P-LMin of As and Bs. Those is all 36 months and $25. I thank rawraw and other posters for a little risk and long range conservative discussions that lead to this latter change.

I also do A, B, C, D, E with LendingRobot using some pretty conservative rules to limit defaults. $50 on 36 mos and $25 on 60 mos.

(https://forum.lendacademy.com/proxy.php?request=http%3A%2F%2Fi.imgur.com%2FFyuDBNW.png&hash=fbca3c73245a1f83b75b62957e57cec4)(https://forum.lendacademy.com/proxy.php?request=http%3A%2F%2Fi.imgur.com%2FJZQQgAM.png&hash=19aaf7db828c12dc568d5c518e3de665)
(https://forum.lendacademy.com/proxy.php?request=http%3A%2F%2Fi.imgur.com%2FeYCim4C.png&hash=854cc894e84b88552271a8ece6b7653b)
Title: Re: Added New Features to Percentile Tool
Post by: kbenson99 on November 08, 2014, 06:11:47 PM
Cool feature.  Looks like I'm doing pretty good with my unemployment rate filtering.

(https://forum.lendacademy.com/proxy.php?request=http%3A%2F%2Fwww.lendacademy.com%2Fforum%2Findex.php%3Faction%3Ddlattach%3Btopic%3D2771.0%3Battach%3D829%3Bimage&hash=f6914751e9a139cfe2d5daccf9d6e0fd)
Title: Re: Added New Features to Percentile Tool
Post by: turing on November 09, 2014, 05:25:25 PM
Great performance kbenson99. 

Here is our portfolio composition lascott.
Title: Re: Added New Features to Percentile Tool
Post by: lascott on November 09, 2014, 07:49:11 PM
Here is our portfolio composition lascott.
Cool. I don't think I expected as many C's. 
What precentage of 36 vs 60mos? Just click the 'term' on that same chart. We know 60s have higher interest.
https://www.lendingclub.com/public/60-month-notes.action
Quote
Earn More Interest: 60-Month Notes
By investing in 60-month Notes, you can earn more interest while diversifying your investment portfolio beyond 36-month Notes. To enjoy the longer repayment term of 60 months, borrowers with the same credit profile and loan amount are modified by 4 to 8 grades. They pay a higher interest rate, so most people can earn from 2.62% to 5.03%2 more interest.
Title: Re: Added New Features to Percentile Tool
Post by: rawraw on November 09, 2014, 08:06:40 PM
Composition surprised me too.
Title: Re: Added New Features to Percentile Tool
Post by: Randawl on November 09, 2014, 09:49:00 PM
Here is our portfolio composition lascott.
Cool. I don't think I expected as many C's. 
What precentage of 36 vs 60mos? Just click the 'term' on that same chart. We know 60s have higher interest.
https://www.lendingclub.com/public/60-month-notes.action
Quote
Earn More Interest: 60-Month Notes
By investing in 60-month Notes, you can earn more interest while diversifying your investment portfolio beyond 36-month Notes. To enjoy the longer repayment term of 60 months, borrowers with the same credit profile and loan amount are modified by 4 to 8 grades. They pay a higher interest rate, so most people can earn from 2.62% to 5.03%2 more interest.

Speaking of C's, and specifically 36 month C's (and not to derail your thread), but over the past 2 months the vast majority of what has been found that fit my filters/forumulas/etc are 36 month C's.  Which is interesting to me because I used to find those same loans with higher interest rates more often.
Title: Re: Added New Features to Percentile Tool
Post by: turing on November 10, 2014, 10:07:08 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
Title: Re: Added New Features to Percentile Tool
Post by: Lovinglifestyle on November 10, 2014, 04:30:27 PM
I used the adjusted NAR this time, instead of the average NAR, and got the same result (99%, all fields).






Title: Re: Added New Features to Percentile Tool
Post by: turing on November 10, 2014, 04:35:26 PM
If you are using the data from this page on the left hand side:  https://www.lendingclub.com/account/lenderBenchmarkReturns.action#what-are-nar

Then your results are correct.  You are outperforming almost everyone by a large margin.  Great work.

Title: Re: Added New Features to Percentile Tool
Post by: Lovinglifestyle on November 10, 2014, 04:53:10 PM
If you are using the data from this page on the left hand side:  https://www.lendingclub.com/account/lenderBenchmarkReturns.action#what-are-nar

Then your results are correct.  You are outperforming almost everyone by a large margin.  Great work.

Yes, those are the numbers I used.  Thanks, but I don't deserve credit for the false appearances.  I sell late and grace notes, often foolishly for as little as necessary to get them sold while trying to do better.  Thanks for giving us this tool!
Title: Re: Added New Features to Percentile Tool
Post by: turing on November 10, 2014, 05:01:36 PM
Yes, those are the numbers I used.  Thanks, but I don't deserve credit for the false appearances.  I sell late and grace notes, often foolishly for as little as necessary to get them sold while trying to do better.  Thanks for giving us this tool!

Ah, that explains it.  Not exactly apples to apples but probably fun to see none the less.  Thanks for trying it out. 
Title: Re: Added New Features to Percentile Tool
Post by: rawraw on November 10, 2014, 08:06:45 PM
Yea I sell on Folio as well.  But I'm not default adverse like him, so I only sell FICO drops now.  My Folio return is roughly 9% on those sales.
Title: Re: Added New Features to Percentile Tool
Post by: Lovinglifestyle on November 10, 2014, 09:56:56 PM
Yea I sell on Folio as well.  But I'm not default adverse like him, so I only sell FICO drops now.  My Folio return is roughly 9% on those sales.

9% on the FICO drops sounds great!  0% on Folio would be an improvement for me.  I tried selling the dropped FICOs for awhile and it seemed to take a lot of time to find them and get them listed, so in self-defense now I only go looking when I run out of more pressing concerns. 

btw, I'm a  "she".   ;)
Title: Re: Added New Features to Percentile Tool
Post by: lascott on November 12, 2014, 12:20:32 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

Interesting blog. Thanks much.