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Prototype Study of NYSE using Rhythm Analysis and Information Theory

In this study of the NYSE, the market is queried in real time as a distribution of events (both positive and negative) organized by market sectors through time. Using custom written algorithms, particular attention is paid to events whose significance is determined by unique behavior in relation to the market at large. This program is purposefully "trained" over time in relation to itself in order to discern both short term and long term patterns arising within the system. Here, the mere advent of percent change within the market does not necessarily trigger the program to call attention to a particular indice. Rather, preference is given to those individual indices whose behavior is unique in relation to themselves as well as to past states of the market as a whole. Unique outlying behavior may be further studied by interactive links to existing web data.

Andrew Lucia Design & Research with contributions from Christopher Lee.

 

Lucia Stock Market Information Analysis

NYSE market analysis visualizing fluctuation of individual indices within the exchange organized by market sector during the coarse of 1 day.

 

Lucia Stock Market Information Analysis

Still image demonstrating link to individual NYSE indices.

 

Lucia Stock Market Information Analysis

Composite visualization of trends within the NYSE from March 24th, 2010 to March 24th, 2011. Click for larger image.

 

 

Consecutive stills of behavioral trends within the NYSE from March 24th, 2010 to March 24th, 2011. Each "block" is linked to the behavior of an individual indice which is organized within the field according to market sector.

 

 

Demonstration of custom algorithm searching for outlying behavior within individual indices in the NYSE over the coarse of 1 year. Positive outliers shown in blue + white with negative outliers shown in yellow + orange. Behavior is determined in relation to the history of the system. (Note: The period of bright white in the early stages of the system is a resultant of the training period for the program)