KarshaVizAn: Difference between revisions

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  Monthly Drawdowns [http://karsha.umiacs.umd.edu/Drawdowns/]
  Monthly Drawdowns [http://karsha.umiacs.umd.edu/Drawdowns/]
  Karsha Explorer short paper [[KarshaExplorer.pdf]]
  Karsha Explorer short paper [[file:KarshaExplorer.pdf]]

Revision as of 02:04, 19 May 2016

The Karsha Explorer tool can visualize monthly price variations for equities in the S&P 500 Index. 
The user can filter the monthly data to highlight equities that experience significant variations. 
The tool will allow the user to compare signals from individual equities that have experienced 
significant variations with the contemporaneous moves in the S&P 500 index for that month. 
These combinations of extreme moves in individual equities and the market, together with turnover
and other features are the basis to create pattern templates.
Locally Important Maxima and Minima LIMx and LIMn [1] [2]
Monthly Drawdowns [3]
Karsha Explorer short paper File:KarshaExplorer.pdf