Financial Visualization Case Study: Correlating Financial Timeseries and Discrete Events to Support Investment Decisions
Eugene Sorenson, Richard Brath · 2013
In financial time series visual data analysis, there are many potential data elements to display, including continuous quantitative data and discrete event data. Bloomberg has designed and implemented a scalable visual representation for the depiction of many discrete time stamped events in use by hundreds of thousands of financial markets experts. This visualization enables a single screen to visually organize a large volume of event data, to facilitate inference through visual alignment of related data, and to provide a workflow from the single point of access to a wide variety of detailed information. It allows an order of magnitude more event types to be associated with time series data.