Stock Market Visualization

Zura Kakushadze and Willie Yu

Journal of Risk & Control, 2018, vol. 5, issue 1, 35-140

Abstract: We provide complete source code for a front-end GUI and its back-end counterpart for a stock market visualization tool. It is built based on the “functional visualization” concept we discuss, whereby functionality is not sacrificed for fancy graphics. The GUI, among other things, displays a color-coded signal (computed by the back-end code) based on how “out-of-whack” each stock is trading compared with its peers (“mean-reversion”), and the most sizable changes in the signal (“momentum”). The GUI also allows to efficiently filter/tier stocks by various parameters (e.g., sector, exchange, signal, liquidity, market cap) and functionally display them. The tool can be run as a web-based or local application.

Keywords: stock market; visualization; mean-reversion; momentum; signal; quantitative; sector; industry; sub-industry; liquidity; market capitalization; color-coding; exchange; functionality; source code; visual effects; trading; tickers; stocks; equities; filtering; tiering; industry classification; volatility; price; volume (search for similar items in EconPapers)
JEL-codes: G00 (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:rmk:rmkjrc:v:5:y:2018:i:1:p:35-140

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