Stock Market Visualization

Journal of Risk & Control 5(1) (2018) 35-140

103 Pages Posted: 3 Jan 2018 Last revised: 9 Apr 2018

Zura Kakushadze

Quantigic Solutions LLC; Free University of Tbilisi

Willie Yu

Duke-NUS Medical School - Centre for Computational Biology

Date Written: December 27, 2017

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, price

JEL Classification: G00

Suggested Citation

Kakushadze, Zura and Yu, Willie, Stock Market Visualization (December 27, 2017). Journal of Risk & Control 5(1) (2018) 35-140. Available at SSRN: https://ssrn.com/abstract=3093449 or http://dx.doi.org/10.2139/ssrn.3093449

Zura Kakushadze (Contact Author)

Quantigic Solutions LLC ( email )

1127 High Ridge Road #135
Stamford, CT 06905
United States
6462210440 (Phone)
6467923264 (Fax)

HOME PAGE: http://www.linkedin.com/in/zurakakushadze

Free University of Tbilisi ( email )

Business School and School of Physics
240, David Agmashenebeli Alley
Tbilisi, 0159
Georgia

Willie Yu

Duke-NUS Medical School - Centre for Computational Biology ( email )

8 College Road
Singapore, 169857
Singapore

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