Stock Market Visualization
Zura Kakushadze and
Willie Yu
Papers from arXiv.org
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.
Date: 2018-02
New Economics Papers: this item is included in nep-fmk
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Citations:
Published in Journal of Risk & Control 5(1) (2018) 35-140
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1802.05264
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