Why Two Y-Axes (Y2Y): A Case Study for Visual Correlation with Dual Axes
Richard Brath, Craig Hagerman, Eugene Sorenson · 2020 24th International Conference Information Visualisation (IV) · 2020
Many researchers and authors recommend against dual axis charts, yet the feature is common in financial timeseries analysis. We provide a case study where dual axis timeseries charts are are necessary for fine grain correlation analysis otherwise not observable using single axis charts, normalization charts, scatterplots nor statistical correlation analysis. Further, we show dual axis charts occur in 19% of financial timeseries charts indicating common use.