10
votes
Innovative ways of visualizing financial data
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&...
- 27.3k
5
votes
Accepted
Visualising credit rating stability
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 $...
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4
votes
Accepted
Can NumPy calculate the % change the way it is shown in multiple instrument charts?
Sure - just divide (.div()) the values in each series by the starting value in that series and subtract 1. The actual syntax will depend on how your data is ...
- 1,301
3
votes
How to derive the implied probability distribution from B-S volatilities?
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 ...
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2
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How to derive the implied probability distribution from B-S volatilities?
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. ...
- 164
2
votes
Looking for options to visualize large market timeseries data
I've been able to support a few demo applications with 3+ million data points in microsecond resolution on Highcharts, based around this example.
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1
vote
"Backtesting" from trading signals and historical prices not functioning properly
There's plenty of open source code out there that can point you in the right direction.
Moonshot is a vectorized backtester developed by QuantRocket that uses 1, -1, and 0 for signals. The base.py ...
1
vote
Is there an API that can return the current market cap of a publicly-traded company?
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 ...
- 141
1
vote
Accepted
Which tool is best for drawing candle stick plot?
Have a look at Bokeh. It makes it very easy to create browser based dynamic visualizations from Python and integrates very well with Juptyer. Here is a candlestick example incl. pan, zoom, ...
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1
vote
What tools exist for order book analysis and visualization?
The moderator Bob Jansen deleted my previous response without meaningful comment. Bob, please explain why highchart heatmap cannot be used to "order track through time".
The user asked for:
...
- 139
1
vote
Innovative ways of visualizing financial data
LOESS diagrams show the payoff structure of any investment vehicle in relation to a benchmark (i.e. "underlying"). Even complicated trading strategies of (hedge) funds or ETFs become ...
- 27.3k
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