On Monday, 4 June 2012 11:25:54 UTC+5:30, Deepak Shenoy wrote: > Not such a big problem for a trading approach, and you can always do a > > mouseover/hover label to simply. It is useful in that strength and > > weakness are immediately highlighted as top/bottoms whereas in a > > linear heatmap you can't identify areas (since each tick in the Y axis > > would be a sector, you can't see an "area" of outperformance, as each > > line is different). > > > > One simple strategy is to go long those that are at the top and to go > > short those at the bottom, and to see how that would have done in the > > past - i.e haev trends sustained, what kind of time period etc. and > > perhaps plot that outlier analysis (like the time series of a 1/2 SD > > of relative returns) > > > > > > > > > > On Mon, Jun 4, 2012 at 11:12 AM, Avinash Celestine > > <[email protected]> wrote: > > > yes you could. but the heat map approach for relative sector performance > > > just seems cleaner (atleast to me - these things are often subjective). line > > > graphs just seem messier with lines criss-crossing each other etc. plus you > > > have to match each line with its key at the bottom of the graph. > > > > > > rgds > > > > > > Avinash > > > > > > > > > On Mon, Jun 4, 2012 at 9:11 AM, Deepak Shenoy <[email protected]> > > > wrote: > > >> > > >> Thanks Avinash. I see what you mean, but you could do relative sector > > >> strength with a simple line graph? Like this: > > >> http://bigpicture.typepad.com/comments/2006/12/sp_500_relative.html > > >> > > >> Interesting though, let me see ways to represent sectors or such. > > >> > > >> Thanks, > > >> > > >> Deepak > > >> > > >> > > >> On Sun, Jun 3, 2012 at 4:38 PM, Avinash Celestine > > >> <[email protected]> wrote: > > >> > Hi Deepak > > >> > > > >> > This is a great visualisation. But for it to be more 'actionable' > > >> > 'from an investor's point of view, i was wondering whether it might > > >> > not be better to produce heat map that shows returns across sectors. > > >> > > > >> > In fact, your nifty monthly returns map points the way...you could > > >> > have a matrix where the horizontal axis represents time, and the > > >> > vertical axis are different sectors - auto, IT, fmcg etc...in fact you > > >> > could use the sector specific bse and nse indices as well. The x,y > > >> > coordinate of the two could then be the monthly returns for that > > >> > sector in that specific month...colour coded of course. > > >> > > > >> > Such a map would instantly tell me which sectors are doing well > > >> > currently and which are not. If i am a momentum investor i would look > > >> > at those sectors which have done well in recent months.if i am a value > > >> > investor i would look at sectors which have been out of favour and > > >> > where there might be bargains to be picked out. > > >> > > > >> > > > >> > rgds > > >> > > > >> > Avinash > > >> > > > >> > > > >> > On 03-Jun-2012, at 2:21 AM, Deepak Shenoy <[email protected]> > > >> > wrote: > > >> > > > >> >> Hi Folks, > > >> >> > > >> >> Have been trying stuff out with D3 and learning a lot of javascript > > >> >> etc. as well, and my first experiment is plotting the daily moves for > > >> >> the NSE Nifty and BankNifty (I can extend this to as many stocks or > > >> >> indexes as I want) > > >> >> > > >> >> http://capitalmind.in/testniftyviz/ > > >> >> > > >> >> It's an SVG thingy so you can't use IE. No optimizations or > > >> >> minification or gzipping yet (I'm learning yet) > > >> >> > > >> >> Since it's an experiment (I've just thulped it on the blog, so excuse > > >> >> all the formatting) and a copy from a D3 sample, I'd like to ask for > > >> >> feedback. Specifically; > > >> >> > > >> >> 1) It's an interesting viz for traders - tells you why stocks are dead > > >> >> (look at the lack of colour since 2010). But it doesn't provide much > > >> >> useful information other than a broad picture, i.e. you can't use it > > >> >> to trade or such. I wonder if there's a use for this kind of viz in > > >> >> the financial markets? > > >> >> > > >> >> 2) I do a monthly post on the last day of each month with a static > > >> >> excel chart, like this > > >> >> > > >> >> http://capitalmind.in/2012/05/may-sees-the-biggest-monthly-fall-in-2012/ > > >> >> . But dos the above viz sound like a better way? > > >> >> > > >> >> 3) SVG seems to be slow on Firefox for me and doesn't work on the > > >> >> default browser on the Android, or in IE it seems. Any thoughts about > > >> >> what to use if not SVG (Canvas?) or how to gracefully degrade? > > >> >> > > >> >> Thanks, > > >> >> > > >> >> Deepak > > > > > >
Hi Deepak, I've been searching in Bangalore for someone with an interest in D3 to help us out with this data-viz tool we're building at www.dplaylab.com .Would be great if we could talk. Do please reply to [email protected] if you're interested. Best Regards, Somnath Ray -- For more details about this list http://datameet.org/discussions/ --- You received this message because you are subscribed to the Google Groups "datameet" group. To unsubscribe from this group, send email to [email protected].
