English

Stock Market Visualization

Portfolio Management 2018-04-03 v1 General Finance Risk Management

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

Cite

@article{arxiv.1802.05264,
  title  = {Stock Market Visualization},
  author = {Zura Kakushadze and Willie Yu},
  journal= {arXiv preprint arXiv:1802.05264},
  year   = {2018}
}

Comments

103 pages; to appear in Journal of Risk & Control

R2 v1 2026-06-23T00:22:44.411Z