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...[ Read more ]

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.