Suggestions
Opened this issue · 8 comments
Your updates came into my feed so I checked it out. Overall, looks great!
A few suggestions if you haven't already implemented them or plan to:
Axis Labels
Rename the y axis label to "Price" or "EOD Price" (End of Day Price). Stock value would imply that the EMA is the true value of the stock, which is not true. It's simply a price estimate. Value in finance is defined a bit differently.
Plotting
Make sure you remember to plot the actual stock's time series also. That is crucial to compare your work to.
Interactive vs Static Graphing
Interactive graphing is a really flashy but genuinely helpful feature when analyzing financial time series. I use an R implementation of dygraphs. Makes life a lot easier for the user. d3.js is one of the best ways to display this kind of information in an interactive manner, might want to check it out. I think there is a python interface to it, d3py might do the trick.
Thanks a lot for the tips! I haven't had much time to work on the project
recently, so I'm hoping to get back in the swing of things soon. The Axis
Labels and Plotting tips are something I will implement right away. As far
as interactive graphing, I remember you showing me d3.js. It looks amazing
and I definitely plan on using it eventually. I stuck with matplotlib for
Python simply because one of the jobs I applied for a few weeks ago
mentioned that as a particular Python library they used haha.
Beyond that, I am planning on throwing in a ton of different indicators. I
was going to start with these:
http://www.investopedia.com/slide-show/tools-of-the-trade/
If you have any other suggestions, feel free to let me know. I really
appreciate the advice. Thanks!
On Tue, Jul 14, 2015 at 3:25 PM, Michael R. Kirchner <
notifications@github.com> wrote:
Your updates came into my feed so I checked it out. Overall, looks great!
A few suggestions if you haven't already implemented them or plan to: Axis
LabelsRename the y axis label to "Price" or "EOD Price" (End of Day Price).
Stock value would imply that the EMA is the true value of the stock, which
is not true. It's simply a price estimate. Value in finance is defined a
bit differently.
PlottingMake sure you remember to plot the actual stock's time series also. That
is crucial to compare your work to.
Interactive vs Static GraphingInteractive graphing is a really flashy but genuinely helpful feature when
analyzing financial time series. I use an R implementation of dygraphs
http://dygraphs.com/. Makes life a lot easier for the user. d3.js is
one of the best ways to display this kind of information in an interactive
manner, might want to check it out. I think there is a python interface to
it, d3py might do the trick.—
Reply to this email directly or view it on GitHub
#1.
That's probably very true, a lot of people do use matplotlib. I forgot I already told you about that!
Those are great things to add btw, you're headed in a good direction.
Thanks! Out of curiosity, what is your technical job title and what are
some sample titles of people who do similar jobs? I have been looking at
listings and I wasn't exactly sure about what different jobs meant.
On Tue, Jul 14, 2015 at 3:35 PM, Michael R. Kirchner <
notifications@github.com> wrote:
That's probably very true, a lot of people do use matplotlib. I forgot I
already told you about that!Those are great things to add btw, you're headed in a good direction.
—
Reply to this email directly or view it on GitHub
#1 (comment)
.
Financial Engineering / Quantitative Research Intern. Look for front-office quant jobs. Different firms call it different things
Okay, I'll look into Financial Engineering in particular. I've been mainly
searching by the quant/quantitative keyword.
On Tue, Jul 14, 2015 at 3:44 PM, Michael R. Kirchner <
notifications@github.com> wrote:
Financial Engineering / Quantitative Research Intern. Look for
front-office quant jobs. Different firms call it different things—
Reply to this email directly or view it on GitHub
#1 (comment)
.
When you say "Plot the Stock's Actual TimeSeries", do you just mean something like plotting the last 30 closing prices to compare to whatever 30-day indicator I am implementing?
Yes that's exactly what I mean
On Wednesday, July 15, 2015, Chris Liow notifications@github.com wrote:
When you say "Plot the Stock's Actual TimeSeries", do you just mean
something like plotting the last 30 closing prices to compare to whatever
30-day indicator I am implementing?—
Reply to this email directly or view it on GitHub
#1 (comment)
.
Michael R. Kirchner
Mathematics and Finance, May 2016
The University of Iowa
cell: 402.669.1296
web: kirchner.io http://www.kirchner.io
Okay that makes a lot of sense. I was doing stuff like just checking Yahoo Finance to see a graph of the last 30 days, but a subplot would make my life a lot easier.