英文标题:
《Stock Market Visualization》
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作者:
Zura Kakushadze and Willie Yu
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最新提交年份:
2018
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英文摘要:
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.
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中文摘要:
我们为股票市场可视化工具的前端GUI和后端GUI提供了完整的源代码。它是基于我们所讨论的“功能可视化”概念构建的,因此,功能不会被花哨的图形所牺牲。图形用户界面(GUI)显示一个彩色编码信号(由后端代码计算),该信号基于每只股票与同行相比的“异常”交易情况(“均值回归”),以及信号中最显著的变化(“动量”)。GUI还允许通过各种参数(例如,部门、交易所、信号、流动性、市值)有效过滤/分级股票,并在功能上显示它们。该工具可以作为基于web的或本地应用程序运行。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Portfolio Management 项目组合管理
分类描述:Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类:Quantitative Finance 数量金融学
二级分类:Risk Management 风险管理
分类描述:Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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