Difference between revisions of "KarshaVizAn"

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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.
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[[Media:[[Media:Example.ogg]]]] The Karsha Explorer tool can visualize monthly price variations for equities in the S&P 500 Index.  
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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.
 +
 
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Locally Important Maxima and Minima LIMx and LIMn [http://karsha.umiacs.umd.edu/karshaCEP/Testing.html] [http://karsha.umiacs.umd.edu/karshaCEP/PRC_analysis.html]
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Monthly Drawdowns [http://karsha.umiacs.umd.edu/Drawdowns/]
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Karsha Explorer short paper [[file:KarshaExplorer.pdf]]

Latest revision as of 02:09, 19 May 2016

[[Media:Media:Example.ogg]] 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