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SSRN Electronic Journal
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arXiv.org e-Print Archive
Preprint . 2018
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SSRN Electronic Journal
Article . 2017 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2018
License: arXiv Non-Exclusive Distribution
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https://papers.ssrn.com/sol3/D...
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Stock Market Visualization

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 01 Jan 2017Embargo end date: 01 Jan 2018 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: Willie Yu; Zura Kakushadze;

doi: 10.2139/ssrn.3093449 , 10.48550/arxiv.1802.05264

arXiv: http://arxiv.org/abs/1802.05264

Stock Market Visualization

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.

103 pages; to appear in Journal of Risk & Control

Related Organizations
Keywords

FOS: Economics and business, Portfolio Management (q-fin.PM), Risk Management (q-fin.RM), Quantitative Finance - General Finance, General Finance (q-fin.GN), Quantitative Finance - Portfolio Management, Quantitative Finance - Risk Management

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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Average
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