10

Although quite simple connected scatterplots can give interesting new insights on how time series perform together: http://steveharoz.com/research/connected_scatterplot/ As an example: Gold vs. S&P 500 from 1970 till today: The green point marks 1970, the red point is today. Every point is a year, moving vertically upwards means rise in the S&P ...


8

To me, coloring by data value is a great way to bring applications alive. If traditional ways are not enough, probably taking 3D in use would be a way: And of course 2D heatmap is a very handy for sure. I'm developing data visualization software components with 3D technologies, so definitely all feedback and ideas are welcome :-)


8

And then music... Victor Neiderhoffer, in a 2001 interview: The market plays music all the time. The problem is you never know how the music of the market is going to end. But a good framework is that it will end on the tonic. Consonance to dissonance back to consonance. And whenever there's tremendous dissonance, strident moves in one direction, a good ...


5

One option to do it is a heatmap. Not sure which software are you using, but in matlab it is extremely simple to do and powerful to tweak. Below an example. Let's assume there are 30 periods $t$ to $t+30$ and 21 ratings. Then you could run: rating = {'Aaa'; 'Aa1';'Aa2';'Aa3';'A1';'A2';'A3';'Baa1';'Baa2';'Baa3';'Ba1';'Ba2';'Ba3';'B1';'B2';'B3';'Caa1';'...


5

Try to give David Spiegelhalter a read/listen to David Spiegelhalter's work and research. He is a statistician and a Professor of the Public Understanding of Risk at Cambridge England. Rather than new ways of calculating risk, he looks at ways of communicating risk to a general public that doesn't have any knowledge of stats. I Linked an interesting video-...


3

I would recommend performing visualization intensive tasks and UIs on a separate front-end, given R and Matlab are not optimized to efficiently render charts and other visualizations. If you are able to run WPF/Silverlight apps on your machine I can highly recommend SciChart (http://www.scichart.com/). It fulfills all your stated requirements. The library ...


2

Great question, I love to visualize data! A visualization is really the most efficient way to display a large amount of information to be processed by the human brain IMO. Depending on what exactly you are trying to plot and visualize, I would suggest trying the javascript API for WebGL called Three.js. Examples of Three.js are here: http://threejs.org/...


2

There is a new Order Book visualization tool, called BookMap: http://www.youtube.com/watch?v=1c6HegAn-CA It allows to trade and simulate trading in real-time or replay mode. The replay mode is free to use. BookMap is the only tool, that visualizes the history (evolution) of the order book. (the first version will be soon in production)


2

This is an example of minimum price variation (also known as the minimum price increment or the minimum price fluctuation). All public quotes for US equities are displayed to the nearest penny. (Hidden quotes may be entered at sub-penny increments.) US stock indices follow this convention and thus quote to the nearest penny. The oil listing is odd indeed. ...


2

I would suggest you have a look at the waterfall chart: http://en.m.wikipedia.org/wiki/Waterfall_chart


1

If you are looking for a quick and easy solution, I have found a combination of Google Sheets + Yahoo Finance URLs to be relatively easy to implement. Here's an example you could try yourself. Let's say you have a stock ticker, "AAPL" in cell A1. =INDEX(IMPORTHTML( CONCATENATE("https://finance.yahoo.com/quote/", A2,"?p=",A2,"&.tsrc=fin-srch") ,"table"...


1

The work of the NYU V-Lab is interesting to me. They try to measure risk in the system as a whole "systemic risk", rather than risk in a single portfolio.


1

Let me give you the perfect solution. Use Python. The charting, graphing and analysis can be done using the PyLab environment. You can integrate the code into R using the package called rPython. You can integrate it to C and many other languages. Python also comes with infinite more features. So instead of looking for a particular library, use Python.


1

BookMap seems cool, indeed. Jigsaw trading has something good, similar, less expensive http://www.jigsawtrading.com/order-flow-software/ The owner is a trader This tool is used by profitable traders: http://www.nobsdaytrading.com/free-info/for-inexperienced-traders/ DB Vaello from OrderFlow Analytics offers another great tool http://www.orderflowanalytics....


1

Brian B gives the overall idea. But the use of a simple polynomial will not be appropriate in general. The paper Model-free stochastic collocation for an arbitrage-free implied volatility: Part I presents various industry standard techniques to imply the risk neutral probability distribution such as: an implied volatility parameterization (SVI is typically ...


1

Conceptually you are trying to infer information about regions where you don't have data, a classical extrapolation problem. For that with different assumptions you will get different answers. E.g. for rates all standard models assign positive probability to every high level but considering the laws on usury you might doubt that rates can grow without ...


1

BitListen -- "Realtime Bitcoin transaction and trade visualizer" is pretty neat.


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