VFF: Visualizing the Stock Market
Friday, December 9, 2016
12:00 pm - 1:00 pm
Ashleigh Swingler · Duke Engineering
Traditional approaches to visualizing financial markets are unable to fully capture the intraday dynamics of said markets. I will be presenting a novel visualization technique for the limit order books of NASDAQ stock symbols. Compared with classical graphical approaches, this limit order book visualization tool facilitates the study of complex stock pricing dynamics. I will also discuss our current work in econophysics, particularly in analyzing the short time scale dynamics of the limit order book. Econophysics addresses financial and economic modeling problems from the perspective of physics, using tools and approaches developed in statistical mechanics and nonlinear dynamics.