THESIS
2022
1 online resource (xi, 45 pages) : illustrations (some color)
Abstract
The availability of massive data and high computing power in the financial industries have
facilitated researchers and traders to devise various trading strategies in quantitative and
data-driven approaches. Yet, many of them still face obstacles to simulating, evaluating,
and verifying their strategies due to the absence of effective tools, which significantly delays
the final deployment procedures of their trading ideas. We have developed AlphaViz,
an interactive visual analytics system designed to simulate any type of strategy, which
enables traders to examine their trading algorithms in an efficient manner via step-by-step
procedures to gain the high confidence before the productionization. To the best of
our knowledge, most financial visual analytics systems are designed only for p...[
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The availability of massive data and high computing power in the financial industries have
facilitated researchers and traders to devise various trading strategies in quantitative and
data-driven approaches. Yet, many of them still face obstacles to simulating, evaluating,
and verifying their strategies due to the absence of effective tools, which significantly delays
the final deployment procedures of their trading ideas. We have developed AlphaViz,
an interactive visual analytics system designed to simulate any type of strategy, which
enables traders to examine their trading algorithms in an efficient manner via step-by-step
procedures to gain the high confidence before the productionization. To the best of
our knowledge, most financial visual analytics systems are designed only for particular
investment approaches such as factor investing and momentum. However, their lack of
scalability and flexibility causes those systems to be drifted apart from the real use cases
in the industry. In particular, AlphaViz is the first visual analytics tool that can concurrently
test multiple portfolios by diversified trading strategies and provide the high-level
overview in risk and performance.
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